| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-04-18 | 100.00 | 101721.00 | 4844.99 | 0.00 | 4844.99 |
| 2024-10-18 | 100.00 | 116012.00 | 5525.67 | 0.00 | 5525.67 |
| 2025-04-18 | 100.00 | 117279.00 | 5555.49 | 0.00 | 5555.49 |
| 2025-10-18 | 100.00 | 112996.00 | 5382.01 | 0.00 | 5382.01 |
| 2026-04-18 | 0.00 | 0.00 | 5352.61 | 112996.00 | 118348.61 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MRCQO | Valor Tecnico | 113613.61 | Semana TIR | -37.48% |
| Emisor | Generación Mediterránea S.A.Generación Mediterránea S.A. y Central Térmica Roca S.A. | Valor Residual | 100.00% | Mes TIR | -69.44% |
| Tipo | Corporativo | Paridad | 101.21% | Semestre TIR | -24.57% |
| País | Argentina | TIR | 8.29% | 1ero Enero TIR | -50.98% |
| Mercado | BYMA | Macaulay Dur. | 0.92 | Año TIR | -14.54% |
| Moneda | ARS | Modified Dur. | 0.85 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-04-30 15:58:08 | Effective Dur. | 0.07 | Mes Precio | -6.21% |
| Volumen | 0 | Convexidad | 1.52 | Semestre Precio | 2.67% |
| Precio | 114990.00 | Int. Corrido | 617.61 | 1ero Enero Precio | 4.34% |
| Variación | 0.00% | Cupon | 5382.02 | Año Precio | 9.51% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 126489.00 | 10.00% | -2.37 | -128.81% |
| 125339.10 | 9.00% | -1.39 | -116.95% |
| 124189.20 | 8.00% | -0.40 | -104.87% |
| 123039.30 | 7.00% | 0.61 | -92.56% |
| 121889.40 | 6.00% | 1.64 | -80.00% |
| 120739.50 | 5.00% | 2.69 | -67.18% |
| 119589.60 | 4.00% | 3.77 | -54.11% |
| 118439.70 | 3.00% | 4.86 | -40.77% |
| 117289.80 | 2.00% | 5.98 | -27.16% |
| 116139.90 | 1.00% | 7.12 | -13.26% |
| 114990.00 | 0.00% | 8.29 | 0.00% |
| 113840.10 | -1.00% | 9.48 | 15.42% |
| 112690.20 | -2.00% | 10.69 | 30.22% |
| 111540.30 | -3.00% | 11.93 | 45.33% |
| 110390.40 | -4.00% | 13.20 | 60.79% |
| 109240.50 | -5.00% | 14.50 | 76.58% |
| 108090.60 | -6.00% | 15.82 | 92.73% |
| 106940.70 | -7.00% | 17.18 | 109.23% |
| 105790.80 | -8.00% | 18.57 | 126.13% |
| 104640.90 | -9.00% | 19.98 | 143.40% |
| 103491.00 | -10.00% | 21.44 | 161.09% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 8.95 | 9.00% | 114345.74 | -0.56% |
| 8.87 | 8.00% | 114425.06 | -0.49% |
| 8.78 | 7.00% | 114504.49 | -0.42% |
| 8.70 | 6.00% | 114584.05 | -0.35% |
| 8.62 | 5.00% | 114663.71 | -0.28% |
| 8.54 | 4.00% | 114743.50 | -0.21% |
| 8.46 | 3.00% | 114823.40 | -0.14% |
| 8.37 | 2.00% | 114903.42 | -0.08% |
| 8.29 | 1.00% | 114983.55 | -0.01% |
| 8.21 | 0.00% | 114990.00 | 0.00% |
| 8.13 | -1.00% | 115144.18 | 0.13% |
| 8.05 | -2.00% | 115224.66 | 0.20% |
| 7.96 | -3.00% | 115305.27 | 0.27% |
| 7.88 | -4.00% | 115385.99 | 0.34% |
| 7.80 | -5.00% | 115466.84 | 0.41% |
| 7.72 | -6.00% | 115547.80 | 0.49% |
| 7.64 | -7.00% | 115628.88 | 0.56% |
| 7.55 | -8.00% | 115710.08 | 0.63% |
| 7.47 | -9.00% | 115791.41 | 0.70% |
| Desarrollo TIR 8.29% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-10-18 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (183/365)) x 100.00% x 100.00 x 1129.96]/[(1+8.29)^(162/365)] | 5195.09 | i |
| 2026-04-18 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (182/365)) x 100.00% x 100.00 x 1129.96]/[(1+8.29)^(344/365)] | 4965.54 | i |
| 2026-04-18 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1129.96]/[(1+8.29)^(344/365)] | 104824.97 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-09 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.095 x (183/365)) x 1.00 x 1 x 100.00 x 1129.96 x (21/183) | 617.61 |
| Desarrollo Duracion Macaulay | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Fecha | Per. Ponderados Formula | Per. Pond. Operacion | Periodos Ponderados | Factor Formula | Factor Operacion | Factor | Factor/Precio | Factor/Precio x Num. Periodos | Cap. o Int. | |
| 2025-10-18 | (Dias para cupon / Dias Año) | (162 / 365) | 0.44 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (183/365)) x 100.00% x 100.00 x 1129.96]/[(1+8.29)^(162/365)] | 5195.18 | 0.05 | 0.02 | i | |
| 2026-04-18 | (Dias para cupon / Dias Año) | (344 / 365) | 0.94 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1129.96]/[(1+8.29)^(344/365)]+[(0.095 x (182/365)) x 100.00% x 100.00 x 1129.96]/[(1+8.29)^(344/365)] | 109794.33 | 0.95 | 0.90 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.92 | 0.92 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.92)/(1 + 8.29/100) | 0.85 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (114908.63 - 115070.52 )/( 2 x 114990.00 x 0.01) | 0.07 |
| Desarrollo Convexidad Suma Factores | ||||||||
|---|---|---|---|---|---|---|---|---|
| Fecha | Formula n2+n | Operacion n2+n | Factor n2+n | Formula VAN | Operacion VAN | Factor VAN | Formula n2+n X Factor VAN | Cap. o Int. |
| 2025-10-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (162 / 365) ^ 2 + (162 / 365) | 0.64 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (183/365)) x 100.00% x 100.00 x 1129.96]/[(1+8.29)^(162/365)] | 5195.18 | 3329.20 | i |
| 2026-04-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (344 / 365) ^ 2 + (344 / 365) | 1.83 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1129.96]/[(1+8.29)^(344/365)]+[(0.095 x (182/365)) x 100.00% x 100.00 x 1129.96]/[(1+8.29)^(344/365)] | 109794.33 | 201001.30 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [114990.00 x ((1 + 8.286) ^ 2)]] x 204330.51] | 1.52 |
| F. de Emision | 2023-10-18 | ||
| F. de Vencimiento | 2026-04-18 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Las Obligaciones Negociables serán amortizadas íntegramente en un único pago en la Fecha de Vencimiento. | ||
| Interes | Tasa de Corte: 9,50%. | ||
| Frecuencia | 18 de abril de 2024, 18 de octubre de 2024, 18 de abril de 2025, 18 de octubre de 2025 y el 18 de abril de 2026. | ||
| ISIN | AR0203590796 |