| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-11-22 | 100.00 | 98884.00 | 1744.69 | 0.00 | 1744.69 |
| 2024-05-22 | 100.00 | 119109.00 | 2078.70 | 0.00 | 2078.70 |
| 2024-11-22 | 100.00 | 107907.00 | 1903.89 | 0.00 | 1903.89 |
| 2025-05-22 | 100.00 | 114355.00 | 1984.76 | 0.00 | 1984.76 |
| 2025-11-22 | 0.00 | 0.00 | 2017.66 | 114355.00 | 116372.66 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | RCCMO | Valor Tecnico | 116186.25 | Semana TIR | 381.36% |
| Emisor | Arcor S.A.I.CArcor S.A.I.C | Valor Residual | 100.00% | Mes TIR | -57.24% |
| Tipo | Corporativo | Paridad | 99.41% | Semestre TIR | -15.46% |
| País | Argentina | TIR | 4.68% | 1ero Enero TIR | -44.73% |
| Mercado | BYMA | Macaulay Dur. | 0.53 | Año TIR | -22.06% |
| Moneda | ARS | Modified Dur. | 0.51 | Semana Precio | -6.40% |
| Fecha/Hora | 2025-05-08 16:07:28 | Effective Dur. | 0.02 | Mes Precio | -13.49% |
| Volumen | 4654 | Convexidad | 0.75 | Semestre Precio | 2.39% |
| Precio | 115500.00 | Int. Corrido | 1831.25 | 1ero Enero Precio | 2.57% |
| Variación | 1.76% | Cupon | 1984.76 | Año Precio | 13.22% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 127050.00 | 10.00% | -12.42 | -365.42% |
| 125895.00 | 9.00% | -10.91 | -333.19% |
| 124740.00 | 8.00% | -9.36 | -300.08% |
| 123585.00 | 7.00% | -7.77 | -266.07% |
| 122430.00 | 6.00% | -6.14 | -231.14% |
| 121275.00 | 5.00% | -4.46 | -195.22% |
| 120120.00 | 4.00% | -2.73 | -158.32% |
| 118965.00 | 3.00% | -0.95 | -120.37% |
| 117810.00 | 2.00% | 0.87 | -81.35% |
| 116655.00 | 1.00% | 2.75 | -41.22% |
| 115500.00 | 0.00% | 4.68 | 0.00% |
| 114345.00 | -1.00% | 6.67 | 42.61% |
| 113190.00 | -2.00% | 8.72 | 86.37% |
| 112035.00 | -3.00% | 10.83 | 131.46% |
| 110880.00 | -4.00% | 13.01 | 177.90% |
| 109725.00 | -5.00% | 15.25 | 225.77% |
| 108570.00 | -6.00% | 17.56 | 275.12% |
| 107415.00 | -7.00% | 19.94 | 326.01% |
| 106260.00 | -8.00% | 22.39 | 378.51% |
| 105105.00 | -9.00% | 24.93 | 432.67% |
| 103950.00 | -10.00% | 27.55 | 488.59% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 5.10 | 9.00% | 115254.80 | -0.21% |
| 5.05 | 8.00% | 115282.20 | -0.19% |
| 5.01 | 7.00% | 115309.63 | -0.16% |
| 4.96 | 6.00% | 115337.07 | -0.14% |
| 4.91 | 5.00% | 115364.53 | -0.12% |
| 4.87 | 4.00% | 115392.01 | -0.09% |
| 4.82 | 3.00% | 115419.51 | -0.07% |
| 4.77 | 2.00% | 115447.03 | -0.05% |
| 4.73 | 1.00% | 115474.57 | -0.02% |
| 4.68 | 0.00% | 115500.00 | 0.00% |
| 4.63 | -1.00% | 115529.70 | 0.03% |
| 4.59 | -2.00% | 115557.29 | 0.05% |
| 4.54 | -3.00% | 115584.90 | 0.07% |
| 4.49 | -4.00% | 115612.54 | 0.10% |
| 4.45 | -5.00% | 115640.19 | 0.12% |
| 4.40 | -6.00% | 115667.86 | 0.15% |
| 4.35 | -7.00% | 115695.55 | 0.17% |
| 4.31 | -8.00% | 115723.25 | 0.19% |
| 4.26 | -9.00% | 115750.98 | 0.22% |
| Desarrollo TIR 4.68% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-05-22 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.035 x (181/365)) x 100.00% x 100.00 x 1143.55]/[(1+4.68)^(14/365)] | 1981.29 | i |
| 2025-11-22 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.035 x (184/365)) x 100.00% x 100.00 x 1143.55]/[(1+4.68)^(198/365)] | 1968.22 | i |
| 2025-11-22 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1143.55]/[(1+4.68)^(198/365)] | 111552.62 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-08 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.035 x (181/365)) x 1.00 x 1 x 100.00 x 1143.55 x (167/181) | 1831.25 |
| 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. | |
| 2025-05-22 | (Dias para cupon / Dias Año) | (14 / 365) | 0.04 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.035 x (181/365)) x 100.00% x 100.00 x 1143.55]/[(1+4.68)^(14/365)] | 1981.28 | 0.02 | 0.00 | i | |
| 2025-11-22 | (Dias para cupon / Dias Año) | (198 / 365) | 0.54 | [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 1143.55]/[(1+4.68)^(198/365)]+[(0.035 x (184/365)) x 100.00% x 100.00 x 1143.55]/[(1+4.68)^(198/365)] | 113518.48 | 0.98 | 0.53 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.53 | 0.53 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.53)/(1 + 4.68/100) | 0.51 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (115472.19 - 115527.36 )/( 2 x 115500 x 0.01) | 0.02 |
| 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. |
| 2025-05-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (14 / 365) ^ 2 + (14 / 365) | 0.04 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.035 x (181/365)) x 100.00% x 100.00 x 1143.55]/[(1+4.68)^(14/365)] | 1981.28 | 78.91 | i |
| 2025-11-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (198 / 365) ^ 2 + (198 / 365) | 0.84 | [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 1143.55]/[(1+4.68)^(198/365)]+[(0.035 x (184/365)) x 100.00% x 100.00 x 1143.55]/[(1+4.68)^(198/365)] | 113518.48 | 94984.87 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [115500 x ((1 + 4.684) ^ 2)]] x 95063.78] | 0.75 |
| F. de Emision | 2023-05-22 | ||
| F. de Vencimiento | 2025-11-22 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Las Obligaciones Negociables Clase 21 serán amortizadas en un único pago en la Fecha de Vencimiento de la Clase 21. | ||
| Interes | 3.5% nominal Anual | ||
| Frecuencia | 22 de Noviembre de 2023, 22 de Mayo de 2024, 22 de Noviembre de 2024, 22 de Mayo de 2025 y 22 de Noviembre de 2025 | ||
| ISIN | ARARCS5600I4 |