| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-01-07 | 100.00 | 100.00 | 10.67 | 0.00 | 10.67 |
| 2025-04-07 | 100.00 | 100.00 | 8.66 | 0.00 | 8.66 |
| 2025-07-07 | 100.00 | 100.00 | 8.77 | 0.00 | 8.77 |
| 2025-10-07 | 0.00 | 0.00 | 8.87 | 100.00 | 108.87 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | RCCPO | Valor Tecnico | 103.09 | Semana TIR | 13.75% |
| Emisor | Arcor S.A.I.CArcor S.A.I.C | Valor Residual | 100.00% | Mes TIR | -14.94% |
| Tipo | Corporativo | Paridad | 99.48% | Semestre TIR | S/D |
| País | Argentina | TIR | 41.69% | 1ero Enero TIR | 100.43% |
| Mercado | BYMA | Macaulay Dur. | 0.39 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.28 | Semana Precio | -0.53% |
| Fecha/Hora | 2025-05-09 16:34:50 | Effective Dur. | 0.12 | Mes Precio | 5.50% |
| Volumen | 833011 | Convexidad | 0.28 | Semestre Precio | S/D |
| Precio | 102.55 | Int. Corrido | 3.09 | 1ero Enero Precio | -18.77% |
| Variación | -1.39% | Cupon | 8.77 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 112.80 | 10.00% | 11.23 | -73.05% |
| 111.78 | 9.00% | 13.84 | -66.80% |
| 110.75 | 8.00% | 16.53 | -60.35% |
| 109.73 | 7.00% | 19.32 | -53.67% |
| 108.70 | 6.00% | 22.19 | -46.77% |
| 107.68 | 5.00% | 25.17 | -39.63% |
| 106.65 | 4.00% | 28.25 | -32.25% |
| 105.63 | 3.00% | 31.43 | -24.60% |
| 104.60 | 2.00% | 34.73 | -16.69% |
| 103.58 | 1.00% | 38.15 | -8.50% |
| 102.55 | 0.00% | 41.69 | 0.00% |
| 101.52 | -1.00% | 45.35 | 8.79% |
| 100.50 | -2.00% | 49.16 | 17.91% |
| 99.47 | -3.00% | 53.10 | 27.37% |
| 98.45 | -4.00% | 57.19 | 37.18% |
| 97.42 | -5.00% | 61.44 | 47.37% |
| 96.40 | -6.00% | 65.85 | 57.95% |
| 95.37 | -7.00% | 70.43 | 68.94% |
| 94.35 | -8.00% | 75.19 | 80.36% |
| 93.32 | -9.00% | 80.14 | 92.24% |
| 92.30 | -10.00% | 85.29 | 104.59% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 45.44 | 9.00% | 101.50 | -1.02% |
| 45.03 | 8.00% | 101.61 | -0.91% |
| 44.61 | 7.00% | 101.73 | -0.80% |
| 44.19 | 6.00% | 101.85 | -0.69% |
| 43.77 | 5.00% | 101.96 | -0.57% |
| 43.36 | 4.00% | 102.08 | -0.46% |
| 42.94 | 3.00% | 102.20 | -0.35% |
| 42.52 | 2.00% | 102.31 | -0.23% |
| 42.11 | 1.00% | 102.43 | -0.12% |
| 41.69 | 0.00% | 102.55 | 0.00% |
| 41.27 | -1.00% | 102.67 | 0.11% |
| 40.86 | -2.00% | 102.79 | 0.23% |
| 40.44 | -3.00% | 102.91 | 0.35% |
| 40.02 | -4.00% | 103.03 | 0.47% |
| 39.61 | -5.00% | 103.15 | 0.58% |
| 39.19 | -6.00% | 103.27 | 0.70% |
| 38.77 | -7.00% | 103.39 | 0.82% |
| 38.35 | -8.00% | 103.51 | 0.94% |
| 37.94 | -9.00% | 103.64 | 1.06% |
| Desarrollo TIR 41.69% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-07 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((30.2049 + 4.9900) x (91/365)) x 100.00% x 100.00]/[(1+41.69)^(59/365)] | 8.29 | i |
| 2025-10-07 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((30.2049 + 4.9900) x (92/365)) x 100.00% x 100.00]/[(1+41.69)^(151/365)] | 7.68 | i |
| 2025-10-07 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+41.69)^(151/365)] | 86.57 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-09 | ((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.3519 x (91/365)) x 1 x 100.00 x (32/91) | 3.09 |
| 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. | |
| 2025-07-07 | (Dias para cupon / Dias Año) | (59 / 365) | 0.16 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((30.2049 + 4.9900) x (91/365)) x 100.00% x 100.00]/[(1+41.69)^(59/365)] | 8.29 | 0.08 | 0.01 | i | |
| 2025-10-07 | (Dias para cupon / Dias Año) | (151 / 365) | 0.41 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+41.69)^(151/365)]+[((30.2049 + 4.9900) x (92/365)) x 100.00% x 100.00]/[(1+41.69)^(151/365)] | 94.26 | 0.92 | 0.38 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.39 | 0.39 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.39)/(1 + 41.69/100) | 0.28 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (102.43 - 102.67 )/( 2 x 102.55 x 0.01) | 0.12 |
| 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. |
| 2025-07-07 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (59 / 365) ^ 2 + (59 / 365) | 0.19 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((30.2049 + 4.9900) x (91/365)) x 100.00% x 100.00]/[(1+41.69)^(59/365)] | 8.29 | 1.56 | i |
| 2025-10-07 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (151 / 365) ^ 2 + (151 / 365) | 0.58 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+41.69)^(151/365)]+[((30.2049 + 4.9900) x (92/365)) x 100.00% x 100.00]/[(1+41.69)^(151/365)] | 94.26 | 55.13 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [102.55 x ((1 + 41.6866875) ^ 2)]] x 56.68] | 0.28 |
| Desarrollo Badlar | |||
|---|---|---|---|
| Fecha | Dia | Badlar | |
| 2025-01-29 | Miercoles | 32.2500 | |
| 2025-01-30 | Jueves | 31.5600 | |
| 2025-01-31 | Viernes | 31.4400 | |
| 2025-02-03 | Lunes | 29.3100 | |
| 2025-02-04 | Martes | 28.5000 | |
| 2025-02-05 | Miercoles | 29.5000 | |
| 2025-02-06 | Jueves | 29.6900 | |
| 2025-02-07 | Viernes | 29.4400 | |
| 2025-02-10 | Lunes | 28.7500 | |
| 2025-02-11 | Martes | 28.5000 | |
| 2025-02-12 | Miercoles | 29.1900 | |
| 2025-02-13 | Jueves | 28.6300 | |
| 2025-02-14 | Viernes | 28.1300 | |
| 2025-02-17 | Lunes | 29.0600 | |
| 2025-02-18 | Martes | 28.4400 | |
| 2025-02-19 | Miercoles | 28.0000 | |
| 2025-02-20 | Jueves | 27.8800 | |
| 2025-02-21 | Viernes | 27.5000 | |
| 2025-02-24 | Lunes | 27.5000 | |
| 2025-02-25 | Martes | 27.9400 | |
| 2025-02-26 | Miercoles | 28.5600 | |
| 2025-02-27 | Jueves | 27.5600 | |
| 2025-02-28 | Viernes | 28.0000 | |
| 2025-03-05 | Miercoles | 28.1900 | |
| 2025-03-06 | Jueves | 27.7500 | |
| 2025-03-07 | Viernes | 28.8800 | |
| 2025-03-10 | Lunes | 28.8100 | |
| 2025-03-11 | Martes | 28.4400 | |
| 2025-03-12 | Miercoles | 29.0000 | |
| 2025-03-13 | Jueves | 28.9400 | |
| 2025-03-14 | Viernes | 28.8800 | |
| 2025-03-17 | Lunes | 29.2500 | |
| 2025-03-18 | Martes | 29.2500 | |
| 2025-03-19 | Miercoles | 30.2500 | |
| 2025-03-20 | Jueves | 30.3100 | |
| 2025-03-21 | Viernes | 30.5600 | |
| 2025-03-25 | Martes | 30.1900 | |
| 2025-03-26 | Miercoles | 29.6300 | |
| 2025-03-27 | Jueves | 30.4400 | |
| 2025-03-28 | Viernes | 30.5000 | |
| 2025-03-31 | Lunes | 29.8800 | |
| 2025-04-01 | Martes | 30.1900 | |
| 2025-04-03 | Jueves | 31.0600 | |
| 2025-04-04 | Viernes | 31.0600 | |
| 2025-04-07 | Lunes | 30.0600 | |
| 2025-04-08 | Martes | 31.3800 | |
| 2025-04-09 | Miercoles | 31.8100 | |
| 2025-04-10 | Jueves | 30.6300 | |
| 2025-04-11 | Viernes | 32.0600 | |
| 2025-04-14 | Lunes | 32.1300 | |
| 2025-04-15 | Martes | 36.2500 | |
| 2025-04-16 | Miercoles | 35.6300 | |
| 2025-04-21 | Lunes | 37.2500 | |
| 2025-04-22 | Martes | 35.0000 | |
| 2025-04-23 | Miercoles | 34.5000 | |
| 2025-04-24 | Jueves | 34.6300 | |
| 2025-04-25 | Viernes | 33.5600 | |
| Promedio Badlar | 30.2049 | ||
| F. de Emision | 2024-10-07 | ||
| F. de Vencimiento | 2025-10-07 | ||
| Ajuste | Badlar | ||
| Dias previos para calculo ajuste o interes | 8 | ||
| Capital | El capital bajo las Obligaciones Negociables Clase 24 será amortizado en un único pago en la Fecha de Vencimiento. | ||
| Interes | BADLAR + 4.99% | ||
| Frecuencia | Los intereses serán pagados trimestralmente, en forma vencida, el 7 de enero de 2025, 7 de abril de 2025, el 7 de julio de 2025, y el 7 de octubre de 2025. | ||
| ISIN | AR0409282578 |