MR39
ON GEMSA CTRSA 11% 2031
Generación Mediterránea S.A. y Central Térmica Roca S.A.
01/11/2031
11.00% (Semestral)
ISIN
USP46214AG00
Fecha de emisión
30/10/2024
Valor nominal
$100
Estructura
Métricas al último precio
Precio USD $75.00 · 10/07/202620.92%
Tasa interna de retorno anual
1.696 bps
Diferencial sobre Tesoro EEUU
76.14%
Precio / valor residual vigente
$75.00
Precio cotizado en mercado
$77.12
Precio de liquidación
$2.12
Cupón devengado desde último pago
3.68 años
Plazo promedio a amortizaciones
2.78 años
Plazo promedio ponderado
2.52 años
Sensibilidad al rendimiento
9.41
Curvatura precio-rendimiento
$0.0194
Cambio de precio por 1 bp
Tabla de sensibilidad
Variación de precio ante shocks de TIR| Shock TIR | TIR resultante | Precio limpio | Variación | DV01 |
|---|---|---|---|---|
| -300 bps | 17.92% | $81.16 | +8.22% | $0.0217 |
| -200 bps | 18.92% | $79.03 | +5.37% | $0.0209 |
| -100 bps | 19.92% | $76.98 | +2.64% | $0.0201 |
| -50 bps | 20.42% | $75.98 | +1.31% | $0.0198 |
| -25 bps | 20.67% | $75.49 | +0.65% | $0.0196 |
| 0 bps (actual) | 20.92% | $75.00 | — | $0.0194 |
| +25 bps | 21.17% | $74.52 | -0.64% | $0.0192 |
| +50 bps | 21.42% | $74.04 | -1.28% | $0.0190 |
| +100 bps | 21.92% | $73.10 | -2.54% | $0.0187 |
| +200 bps | 22.92% | $71.26 | -4.99% | $0.0180 |
| +300 bps | 23.92% | $69.49 | -7.34% | $0.0174 |
Cronograma de pagos
| # | Fecha | Residual | Amortización | Cupón | Flujo Total |
|---|---|---|---|---|---|
| 1 | 30/10/2024 | 100% | - | - | $0.00 |
| 2 | 01/05/2025 | 100% | - | $5.50 | $5.50 |
| 3 | 01/11/2025 | 100% | - | $5.50 | $5.50 |
| 4 | 01/05/2026 | 100% | $1.50 | $5.50 | $7.00 |
| 5 | 01/11/2026 | 99% | $1.50 | $5.42 | $6.92 |
| 6 | 01/05/2027 | 97% | $2.50 | $5.33 | $7.83 |
| 7 | 01/11/2027 | 95% | $2.50 | $5.20 | $7.70 |
| 8 | 01/05/2028 | 92% | $7.50 | $5.06 | $12.56 |
| 9 | 01/11/2028 | 85% | $7.50 | $4.65 | $12.15 |
| 10 | 01/05/2029 | 77% | $11.00 | $4.23 | $15.23 |
| 11 | 01/11/2029 | 66% | $11.00 | $3.63 | $14.63 |
| 12 | 01/05/2030 | 55% | $11.00 | $3.02 | $14.03 |
| 13 | 01/11/2030 | 44% | $11.00 | $2.42 | $13.42 |
| 14 | 01/05/2031 | 33% | $11.00 | $1.81 | $12.81 |
| 15 | 01/11/2031 | 22% | $22.00 | $1.21 | $23.21 |
| Total | $98.50 | $41.99 | $140.49 | ||
Descripción
Obligación Negociable de Generación Mediterránea S.A. y Central Térmica Roca S.A. (Clase XXXIX Serie B) en USD, ley extranjera (NY). Cupón 11% anual pagadero semestralmente (1 may/nov). Sinkable con amortizaciones escalonadas desde may-2026 hasta nov-2031. Base 30/360.