| 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 | 66256.20 | 3416.28 | 16562.60 | 19978.88 |
| 2026-04-09 | 42.86 | 49693.60 | 2733.07 | 16562.60 | 19295.67 |
| 2026-10-09 | 28.57 | 33131.00 | 2049.86 | 16562.60 | 18612.46 |
| 2027-04-09 | 14.29 | 16568.40 | 1366.65 | 16562.60 | 17929.25 |
| 2027-10-09 | 0.00 | 0.00 | 683.45 | 16568.40 | 17251.84 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | RCCJO | Valor Tecnico | 83388.18 | Semana TIR | 35.01% |
| Emisor | Arcor S.A.I.CArcor S.A.I.C | Valor Residual | 71.43% | Mes TIR | 384.94% |
| Tipo | Corporativo | Paridad | 100.13% | Semestre TIR | 56.17% |
| País | Argentina | TIR | 8.30% | 1ero Enero TIR | 24.00% |
| Mercado | BYMA | Macaulay Dur. | 1.34 | Año TIR | -1.52% |
| Moneda | ARS | Modified Dur. | 1.24 | Semana Precio | -5.65% |
| Fecha/Hora | 2025-05-09 16:42:08 | Effective Dur. | 0.10 | Mes Precio | -20.57% |
| Volumen | 134381 | Convexidad | 3.10 | Semestre Precio | -20.10% |
| Precio | 83500.00 | Int. Corrido | 569.38 | 1ero Enero Precio | -21.23% |
| Variación | -0.51% | Cupon | 19978.88 | Año Precio | -23.50% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 91850.00 | 10.00% | 0.96 | -88.41% |
| 91015.00 | 9.00% | 1.64 | -80.30% |
| 90180.00 | 8.00% | 2.32 | -72.04% |
| 89345.00 | 7.00% | 3.02 | -63.62% |
| 88510.00 | 6.00% | 3.73 | -55.04% |
| 87675.00 | 5.00% | 4.46 | -46.30% |
| 86840.00 | 4.00% | 5.20 | -37.39% |
| 86005.00 | 3.00% | 5.95 | -28.31% |
| 85170.00 | 2.00% | 6.72 | -19.05% |
| 84335.00 | 1.00% | 7.50 | -9.60% |
| 83500.00 | 0.00% | 8.30 | 0.00% |
| 82665.00 | -1.00% | 9.12 | 9.87% |
| 81830.00 | -2.00% | 9.95 | 19.91% |
| 80995.00 | -3.00% | 10.80 | 30.15% |
| 80160.00 | -4.00% | 11.67 | 40.63% |
| 79325.00 | -5.00% | 12.56 | 51.32% |
| 78490.00 | -6.00% | 13.47 | 62.23% |
| 77655.00 | -7.00% | 14.39 | 73.39% |
| 76820.00 | -8.00% | 15.34 | 84.81% |
| 75985.00 | -9.00% | 16.31 | 96.47% |
| 75150.00 | -10.00% | 17.30 | 108.41% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 9.05 | 9.00% | 82737.78 | -0.91% |
| 8.96 | 8.00% | 82822.06 | -0.81% |
| 8.88 | 7.00% | 82906.52 | -0.71% |
| 8.80 | 6.00% | 82991.15 | -0.61% |
| 8.72 | 5.00% | 83075.95 | -0.51% |
| 8.63 | 4.00% | 83160.93 | -0.41% |
| 8.55 | 3.00% | 83246.09 | -0.30% |
| 8.47 | 2.00% | 83331.42 | -0.20% |
| 8.38 | 1.00% | 83416.93 | -0.10% |
| 8.30 | 0.00% | 83500.00 | 0.00% |
| 8.22 | -1.00% | 83588.49 | 0.11% |
| 8.13 | -2.00% | 83674.53 | 0.21% |
| 8.05 | -3.00% | 83760.76 | 0.31% |
| 7.97 | -4.00% | 83847.16 | 0.42% |
| 7.88 | -5.00% | 83933.75 | 0.52% |
| 7.80 | -6.00% | 84020.51 | 0.62% |
| 7.72 | -7.00% | 84107.46 | 0.73% |
| 7.64 | -8.00% | 84194.59 | 0.83% |
| 7.55 | -9.00% | 84281.90 | 0.94% |
| Desarrollo TIR 8.30% | ||||
|---|---|---|---|---|
| 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 1159.44]/[(1+8.30)^(150/360)] | 3304.64 | i |
| 2025-10-09 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1159.44]/[(1+8.30)^(150/360)] | 16021.38 | 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 1159.44]/[(1+8.30)^(330/360)] | 2540.43 | i |
| 2026-04-09 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1159.44]/[(1+8.30)^(330/360)] | 15395.22 | 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 1159.44]/[(1+8.30)^(510/360)] | 1830.91 | i |
| 2026-10-09 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1159.44]/[(1+8.30)^(510/360)] | 14793.52 | 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 1159.44]/[(1+8.30)^(690/360)] | 1172.97 | i |
| 2027-04-09 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1159.44]/[(1+8.30)^(690/360)] | 14215.34 | 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 1159.44]/[(1+8.30)^(870/360)] | 563.66 | i |
| 2027-10-09 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1429 x 100.00 x 1159.44]/[(1+8.30)^(870/360)] | 13664.54 | 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/CCL x (Dias Corridos / Dias entre Cupones) | (0.0825 x (180/360)) x 1.00 x 0.7143 x 100.00 x 1159.44 x (30/180) | 569.38 |
| 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) | (150 / 360) | 0.42 | [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 1159.44]/[(1+8.30)^(150/360)]+[(0.0825 x (180/360)) x 71.43% x 100.00 x 1159.44]/[(1+8.30)^(150/360)] | 19325.80 | 0.23 | 0.10 | ki | |
| 2026-04-09 | (Dias para cupon / Dias Año) | (330 / 360) | 0.92 | [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 1159.44]/[(1+8.30)^(330/360)]+[(0.0825 x (180/360)) x 57.15% x 100.00 x 1159.44]/[(1+8.30)^(330/360)] | 17935.19 | 0.21 | 0.20 | ki | |
| 2026-10-09 | (Dias para cupon / Dias Año) | (510 / 360) | 1.42 | [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 1159.44]/[(1+8.30)^(510/360)]+[(0.0825 x (180/360)) x 42.86% x 100.00 x 1159.44]/[(1+8.30)^(510/360)] | 16623.78 | 0.20 | 0.28 | ki | |
| 2027-04-09 | (Dias para cupon / Dias Año) | (690 / 360) | 1.92 | [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 1159.44]/[(1+8.30)^(690/360)]+[(0.0825 x (180/360)) x 28.57% x 100.00 x 1159.44]/[(1+8.30)^(690/360)] | 15387.50 | 0.18 | 0.35 | ki | |
| 2027-10-09 | (Dias para cupon / Dias Año) | (870 / 360) | 2.42 | [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 1159.44]/[(1+8.30)^(870/360)]+[(0.0825 x (180/360)) x 14.29% x 100.00 x 1159.44]/[(1+8.30)^(870/360)] | 14227.25 | 0.17 | 0.41 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.34 | 1.34 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.34)/(1 + 8.30/100) | 1.24 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (83413.81 - 83585.41 )/( 2 x 83500 x 0.01) | 0.10 |
| 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)] | (150 / 360) ^ 2 + (150 / 360) | 0.59 | [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 1159.44]/[(1+8.30)^(150/360)]+[(0.0825 x (180/360)) x 71.43% x 100.00 x 1159.44]/[(1+8.30)^(150/360)] | 19325.80 | 11407.59 | ki |
| 2026-04-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (330 / 360) ^ 2 + (330 / 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 1159.44]/[(1+8.30)^(330/360)]+[(0.0825 x (180/360)) x 57.15% x 100.00 x 1159.44]/[(1+8.30)^(330/360)] | 17935.19 | 31511.14 | ki |
| 2026-10-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (510 / 360) ^ 2 + (510 / 360) | 3.42 | [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 1159.44]/[(1+8.30)^(510/360)]+[(0.0825 x (180/360)) x 42.86% x 100.00 x 1159.44]/[(1+8.30)^(510/360)] | 16623.78 | 56913.36 | ki |
| 2027-04-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (690 / 360) ^ 2 + (690 / 360) | 5.59 | [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 1159.44]/[(1+8.30)^(690/360)]+[(0.0825 x (180/360)) x 28.57% x 100.00 x 1159.44]/[(1+8.30)^(690/360)] | 15387.50 | 86020.38 | ki |
| 2027-10-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (870 / 360) ^ 2 + (870 / 360) | 8.26 | [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 1159.44]/[(1+8.30)^(870/360)]+[(0.0825 x (180/360)) x 14.29% x 100.00 x 1159.44]/[(1+8.30)^(870/360)] | 14227.25 | 117473.63 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [83500 x ((1 + 8.303) ^ 2)]] x 303326.09] | 3.10 |
| 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 |