| 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 | 83407.16 | Semana TIR | 35.34% |
| Emisor | Arcor S.A.I.CArcor S.A.I.C | Valor Residual | 71.43% | Mes TIR | 10.54% |
| Tipo | Corporativo | Paridad | 100.11% | Semestre TIR | 56.55% |
| País | Argentina | TIR | 8.32% | 1ero Enero TIR | 24.30% |
| Mercado | BYMA | Macaulay Dur. | 1.34 | Año TIR | 13.71% |
| Moneda | ARS | Modified Dur. | 1.23 | Semana Precio | -5.65% |
| Fecha/Hora | 2025-05-09 16:42:08 | Effective Dur. | 0.10 | Mes Precio | -15.01% |
| Volumen | 134381 | Convexidad | 3.09 | Semestre Precio | -20.10% |
| Precio | 83500.00 | Int. Corrido | 588.36 | 1ero Enero Precio | -21.23% |
| Variación | -0.51% | Cupon | 19978.88 | Año Precio | -24.30% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 91850.00 | 10.00% | 0.96 | -88.43% |
| 91015.00 | 9.00% | 1.64 | -80.31% |
| 90180.00 | 8.00% | 2.33 | -72.05% |
| 89345.00 | 7.00% | 3.03 | -63.63% |
| 88510.00 | 6.00% | 3.74 | -55.06% |
| 87675.00 | 5.00% | 4.47 | -46.32% |
| 86840.00 | 4.00% | 5.21 | -37.41% |
| 86005.00 | 3.00% | 5.96 | -28.33% |
| 85170.00 | 2.00% | 6.73 | -19.08% |
| 84335.00 | 1.00% | 7.52 | -9.62% |
| 83500.00 | 0.00% | 8.32 | 0.00% |
| 82665.00 | -1.00% | 9.14 | 9.85% |
| 81830.00 | -2.00% | 9.97 | 19.89% |
| 80995.00 | -3.00% | 10.83 | 30.13% |
| 80160.00 | -4.00% | 11.70 | 40.60% |
| 79325.00 | -5.00% | 12.59 | 51.29% |
| 78490.00 | -6.00% | 13.50 | 62.21% |
| 77655.00 | -7.00% | 14.42 | 73.37% |
| 76820.00 | -8.00% | 15.37 | 84.78% |
| 75985.00 | -9.00% | 16.34 | 96.45% |
| 75150.00 | -10.00% | 17.34 | 108.39% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 9.07 | 9.00% | 82735.62 | -0.92% |
| 8.99 | 8.00% | 82819.90 | -0.81% |
| 8.90 | 7.00% | 82904.36 | -0.71% |
| 8.82 | 6.00% | 82988.99 | -0.61% |
| 8.74 | 5.00% | 83073.80 | -0.51% |
| 8.65 | 4.00% | 83158.79 | -0.41% |
| 8.57 | 3.00% | 83243.95 | -0.31% |
| 8.49 | 2.00% | 83329.29 | -0.20% |
| 8.40 | 1.00% | 83414.80 | -0.10% |
| 8.32 | 0.00% | 83500.00 | 0.00% |
| 8.24 | -1.00% | 83586.36 | 0.10% |
| 8.15 | -2.00% | 83672.41 | 0.21% |
| 8.07 | -3.00% | 83758.64 | 0.31% |
| 7.99 | -4.00% | 83845.05 | 0.41% |
| 7.90 | -5.00% | 83931.64 | 0.52% |
| 7.82 | -6.00% | 84018.42 | 0.62% |
| 7.74 | -7.00% | 84105.37 | 0.72% |
| 7.65 | -8.00% | 84192.50 | 0.83% |
| 7.57 | -9.00% | 84279.82 | 0.93% |
| Desarrollo TIR 8.32% | ||||
|---|---|---|---|---|
| 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+8.32)^(149/360)] | 3305.12 | 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+8.32)^(149/360)] | 16023.71 | 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+8.32)^(329/360)] | 2540.57 | 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+8.32)^(329/360)] | 15396.03 | 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+8.32)^(509/360)] | 1830.84 | 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+8.32)^(509/360)] | 14792.93 | 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+8.32)^(689/360)] | 1172.82 | 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+8.32)^(689/360)] | 14213.47 | 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+8.32)^(869/360)] | 563.54 | 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+8.32)^(869/360)] | 13661.48 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | (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 (31/180) | 588.36 |
| 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) | (149 / 360) | 0.41 | [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+8.32)^(149/360)]+[(0.0825 x (180/360)) x 71.43% x 100.00 x 1159.44]/[(1+8.32)^(149/360)] | 19328.75 | 0.23 | 0.10 | ki | |
| 2026-04-09 | (Dias para cupon / Dias Año) | (329 / 360) | 0.91 | [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+8.32)^(329/360)]+[(0.0825 x (180/360)) x 57.15% x 100.00 x 1159.44]/[(1+8.32)^(329/360)] | 17936.44 | 0.21 | 0.20 | ki | |
| 2026-10-09 | (Dias para cupon / Dias Año) | (509 / 360) | 1.41 | [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+8.32)^(509/360)]+[(0.0825 x (180/360)) x 42.86% x 100.00 x 1159.44]/[(1+8.32)^(509/360)] | 16623.56 | 0.20 | 0.28 | ki | |
| 2027-04-09 | (Dias para cupon / Dias Año) | (689 / 360) | 1.91 | [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+8.32)^(689/360)]+[(0.0825 x (180/360)) x 28.57% x 100.00 x 1159.44]/[(1+8.32)^(689/360)] | 15386.01 | 0.18 | 0.35 | ki | |
| 2027-10-09 | (Dias para cupon / Dias Año) | (869 / 360) | 2.41 | [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+8.32)^(869/360)]+[(0.0825 x (180/360)) x 14.29% x 100.00 x 1159.44]/[(1+8.32)^(869/360)] | 14224.70 | 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 + 8.32/100) | 1.23 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (83413.76 - 83585.34 )/( 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)] | (149 / 360) ^ 2 + (149 / 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+8.32)^(149/360)]+[(0.0825 x (180/360)) x 71.43% x 100.00 x 1159.44]/[(1+8.32)^(149/360)] | 19328.75 | 11311.05 | ki |
| 2026-04-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (329 / 360) ^ 2 + (329 / 360) | 1.75 | [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+8.32)^(329/360)]+[(0.0825 x (180/360)) x 57.15% x 100.00 x 1159.44]/[(1+8.32)^(329/360)] | 17936.44 | 31372.31 | ki |
| 2026-10-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (509 / 360) ^ 2 + (509 / 360) | 3.41 | [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+8.32)^(509/360)]+[(0.0825 x (180/360)) x 42.86% x 100.00 x 1159.44]/[(1+8.32)^(509/360)] | 16623.56 | 56735.71 | ki |
| 2027-04-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (689 / 360) ^ 2 + (689 / 360) | 5.58 | [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+8.32)^(689/360)]+[(0.0825 x (180/360)) x 28.57% x 100.00 x 1159.44]/[(1+8.32)^(689/360)] | 15386.01 | 85805.62 | ki |
| 2027-10-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (869 / 360) ^ 2 + (869 / 360) | 8.24 | [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+8.32)^(869/360)]+[(0.0825 x (180/360)) x 14.29% x 100.00 x 1159.44]/[(1+8.32)^(869/360)] | 14224.70 | 117222.15 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [83500 x ((1 + 8.321) ^ 2)]] x 302446.84] | 3.09 |
| 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 |