| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-10-09 | 100.00 | 75152.00 | 3100.02 | 0.00 | 3100.02 |
| 2024-04-09 | 100.00 | 104585.00 | 4314.13 | 0.00 | 4314.13 |
| 2024-10-09 | 85.72 | 102125.14 | 4914.73 | 17019.86 | 21934.59 |
| 2025-04-09 | 71.43 | 95888.35 | 4746.42 | 19176.33 | 23922.74 |
| 2025-10-09 | 57.15 | 71168.38 | 3669.56 | 17790.54 | 21460.09 |
| 2026-04-09 | 42.86 | 53377.84 | 2935.70 | 17790.54 | 20726.23 |
| 2026-10-09 | 28.57 | 35587.31 | 2201.84 | 17790.54 | 19992.38 |
| 2027-04-09 | 14.29 | 17796.77 | 1467.98 | 17790.54 | 19258.52 |
| 2027-10-09 | 0.00 | 0.00 | 734.12 | 17796.77 | 18530.88 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | RCCJO | Valor Tecnico | 90691.77 | Semana TIR | 2.87% |
| Emisor | Arcor S.A.I.CArcor S.A.I.C | Valor Residual | 71.43% | Mes TIR | -5.43% |
| Tipo | Corporativo | Paridad | 102.60% | Semestre TIR | -16.08% |
| País | Argentina | TIR | 6.09% | 1ero Enero TIR | -9.01% |
| Mercado | BYMA | Macaulay Dur. | 1.20 | Año TIR | -13.87% |
| Moneda | ARS | Modified Dur. | 1.13 | Semana Precio | 3.43% |
| Fecha/Hora | 2025-07-04 16:50:55 | Effective Dur. | 0.07 | Mes Precio | 4.96% |
| Volumen | 15031 | Convexidad | 2.78 | Semestre Precio | -11.38% |
| Precio | 93050.00 | Int. Corrido | 1732.85 | 1ero Enero Precio | -12.22% |
| Variación | 0.59% | Cupon | 21460.09 | Año Precio | -36.20% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 102355.00 | 10.00% | -1.90 | -131.14% |
| 101424.50 | 9.00% | -1.17 | -119.18% |
| 100494.00 | 8.00% | -0.43 | -106.99% |
| 99563.50 | 7.00% | 0.33 | -94.56% |
| 98633.00 | 6.00% | 1.10 | -81.86% |
| 97702.50 | 5.00% | 1.89 | -68.91% |
| 96772.00 | 4.00% | 2.70 | -55.69% |
| 95841.50 | 3.00% | 3.52 | -42.20% |
| 94911.00 | 2.00% | 4.36 | -28.41% |
| 93980.50 | 1.00% | 5.22 | -14.33% |
| 93050.00 | 0.00% | 6.09 | 0.00% |
| 92119.50 | -1.00% | 6.99 | 14.77% |
| 91189.00 | -2.00% | 7.90 | 29.79% |
| 90258.50 | -3.00% | 8.84 | 45.17% |
| 89328.00 | -4.00% | 9.80 | 60.89% |
| 88397.50 | -5.00% | 10.78 | 76.99% |
| 87467.00 | -6.00% | 11.78 | 93.45% |
| 86536.50 | -7.00% | 12.81 | 110.31% |
| 85606.00 | -8.00% | 13.86 | 127.57% |
| 84675.50 | -9.00% | 14.94 | 145.27% |
| 83745.00 | -10.00% | 16.04 | 163.39% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 6.64 | 9.00% | 92481.06 | -0.61% |
| 6.58 | 8.00% | 92544.24 | -0.54% |
| 6.52 | 7.00% | 92607.51 | -0.48% |
| 6.46 | 6.00% | 92670.87 | -0.41% |
| 6.39 | 5.00% | 92734.33 | -0.34% |
| 6.33 | 4.00% | 92797.88 | -0.27% |
| 6.27 | 3.00% | 92861.53 | -0.20% |
| 6.21 | 2.00% | 92925.27 | -0.13% |
| 6.15 | 1.00% | 92989.11 | -0.07% |
| 6.09 | 0.00% | 93050.00 | 0.00% |
| 6.03 | -1.00% | 93117.08 | 0.07% |
| 5.97 | -2.00% | 93181.21 | 0.14% |
| 5.91 | -3.00% | 93245.43 | 0.21% |
| 5.85 | -4.00% | 93309.75 | 0.28% |
| 5.79 | -5.00% | 93374.17 | 0.35% |
| 5.72 | -6.00% | 93438.68 | 0.42% |
| 5.66 | -7.00% | 93503.29 | 0.49% |
| 5.60 | -8.00% | 93568.00 | 0.56% |
| 5.54 | -9.00% | 93632.81 | 0.63% |
| Desarrollo TIR 6.09% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-10-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0825 x (180/360)) x 71.43% x 100.00 x 1245.40]/[(1+6.09)^(95/360)] | 3612.75 | i |
| 2025-10-09 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1245.40]/[(1+6.09)^(95/360)] | 17515.15 | k |
| 2026-04-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0825 x (180/360)) x 57.15% x 100.00 x 1245.40]/[(1+6.09)^(275/360)] | 2806.07 | i |
| 2026-04-09 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1245.40]/[(1+6.09)^(275/360)] | 17005.00 | k |
| 2026-10-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0825 x (180/360)) x 42.86% x 100.00 x 1245.40]/[(1+6.09)^(455/360)] | 2043.32 | i |
| 2026-10-09 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1245.40]/[(1+6.09)^(455/360)] | 16509.71 | k |
| 2027-04-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0825 x (180/360)) x 28.57% x 100.00 x 1245.40]/[(1+6.09)^(635/360)] | 1322.61 | i |
| 2027-04-09 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1245.40]/[(1+6.09)^(635/360)] | 16028.85 | k |
| 2027-10-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0825 x (180/360)) x 14.29% x 100.00 x 1245.40]/[(1+6.09)^(815/360)] | 642.16 | i |
| 2027-10-09 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1429 x 100.00 x 1245.40]/[(1+6.09)^(815/360)] | 15567.43 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-07-04 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL x (Dias Corridos / Dias entre Cupones) | (0.0825 x (180/360)) x 1.00 x 0.7143 x 100.00 x 1245.40 x (85/180) | 1732.85 |
| 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. | |
| 2025-10-09 | (Dias para cupon / Dias Año) | (95 / 360) | 0.26 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1245.40]/[(1+6.09)^(95/360)]+[(0.0825 x (180/360)) x 71.43% x 100.00 x 1245.40]/[(1+6.09)^(95/360)] | 21127.75 | 0.23 | 0.06 | ki | |
| 2026-04-09 | (Dias para cupon / Dias Año) | (275 / 360) | 0.76 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1245.40]/[(1+6.09)^(275/360)]+[(0.0825 x (180/360)) x 57.15% x 100.00 x 1245.40]/[(1+6.09)^(275/360)] | 19810.64 | 0.21 | 0.16 | ki | |
| 2026-10-09 | (Dias para cupon / Dias Año) | (455 / 360) | 1.26 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1245.40]/[(1+6.09)^(455/360)]+[(0.0825 x (180/360)) x 42.86% x 100.00 x 1245.40]/[(1+6.09)^(455/360)] | 18552.36 | 0.20 | 0.25 | ki | |
| 2027-04-09 | (Dias para cupon / Dias Año) | (635 / 360) | 1.76 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1245.40]/[(1+6.09)^(635/360)]+[(0.0825 x (180/360)) x 28.57% x 100.00 x 1245.40]/[(1+6.09)^(635/360)] | 17350.59 | 0.19 | 0.33 | ki | |
| 2027-10-09 | (Dias para cupon / Dias Año) | (815 / 360) | 2.26 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1429 x 100.00 x 1245.40]/[(1+6.09)^(815/360)]+[(0.0825 x (180/360)) x 14.29% x 100.00 x 1245.40]/[(1+6.09)^(815/360)] | 16208.55 | 0.17 | 0.39 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.20 | 1.20 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.20)/(1 + 6.09/100) | 1.13 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (92985.93 - 93113.95 )/( 2 x 93050 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. |
| 2025-10-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (95 / 360) ^ 2 + (95 / 360) | 0.33 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1245.40]/[(1+6.09)^(95/360)]+[(0.0825 x (180/360)) x 71.43% x 100.00 x 1245.40]/[(1+6.09)^(95/360)] | 21127.75 | 7046.66 | ki |
| 2026-04-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (275 / 360) ^ 2 + (275 / 360) | 1.35 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1245.40]/[(1+6.09)^(275/360)]+[(0.0825 x (180/360)) x 57.15% x 100.00 x 1245.40]/[(1+6.09)^(275/360)] | 19810.64 | 26693.16 | ki |
| 2026-10-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (455 / 360) ^ 2 + (455 / 360) | 2.86 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1245.40]/[(1+6.09)^(455/360)]+[(0.0825 x (180/360)) x 42.86% x 100.00 x 1245.40]/[(1+6.09)^(455/360)] | 18552.36 | 53083.95 | ki |
| 2027-04-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (635 / 360) ^ 2 + (635 / 360) | 4.88 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1245.40]/[(1+6.09)^(635/360)]+[(0.0825 x (180/360)) x 28.57% x 100.00 x 1245.40]/[(1+6.09)^(635/360)] | 17350.59 | 84587.48 | ki |
| 2027-10-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (815 / 360) ^ 2 + (815 / 360) | 7.39 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1429 x 100.00 x 1245.40]/[(1+6.09)^(815/360)]+[(0.0825 x (180/360)) x 14.29% x 100.00 x 1245.40]/[(1+6.09)^(815/360)] | 16208.55 | 119766.31 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [93050 x ((1 + 6.093) ^ 2)]] x 291177.56] | 2.78 |
| F. de Emision | 2022-11-09 | ||
| F. de Vencimiento | 2027-10-09 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Semestrales a partir del 9 de octubre de 2024, en las fechas de pago y en los montos de capital establecidos en la siguiente tabla: 9 de octubre de 2024 14,285%, 9 de abril de 2025 14,285%, 9 de octubre de 2025 14,285%, 9 de abril de 2026 14,285%, 9 de octubre de 2026 14,285%, 9 de abril de 2027, 9 de octubre de 2027 14,290% | ||
| Interes | Las Nuevas Obligaciones Negociables devengarán intereses sobre su capital pendiente de pago a una tasa fija del 8,250% nominal anual. | ||
| Frecuencia | Será pagadero en forma semestral por período vencido el 9 de abril y el 9 de octubre de cada año, comenzando el 9 de abril de 2023. | ||
| ISIN | USP04559AW36 |