| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-10-09 | 100.00 | 110.31 | 4.55 | 0.00 | 4.55 |
| 2024-04-09 | 100.00 | 105.77 | 4.36 | 0.00 | 4.36 |
| 2024-10-09 | 85.72 | 89.14 | 4.29 | 14.86 | 19.15 |
| 2025-04-09 | 71.43 | 73.19 | 3.62 | 14.64 | 18.26 |
| 2025-10-09 | 57.15 | 58.56 | 3.02 | 14.64 | 17.66 |
| 2026-04-09 | 42.86 | 43.92 | 2.42 | 14.64 | 17.05 |
| 2026-10-09 | 28.57 | 29.28 | 1.81 | 14.64 | 16.45 |
| 2027-04-09 | 14.29 | 14.64 | 1.21 | 14.64 | 15.85 |
| 2027-10-09 | 0.00 | 0.00 | 0.60 | 14.64 | 15.25 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | RCCJD | Valor Tecnico | 88.92 | Semana TIR | 2.40% |
| Emisor | Arcor S.A.I.CArcor S.A.I.C | Valor Residual | 85.72% | Mes TIR | 1.19% |
| Tipo | Corporativo | Paridad | 103.47% | Semestre TIR | -21.45% |
| País | Argentina | TIR | 5.97% | 1ero Enero TIR | 51.66% |
| Mercado | BYMA | Macaulay Dur. | 1.51 | Año TIR | 1.66% |
| Moneda | USD | Modified Dur. | 1.42 | Semana Precio | -0.22% |
| Fecha/Hora | 2024-12-03 13:44:28 | Effective Dur. | 0.08 | Mes Precio | 0.77% |
| Volumen | 22623 | Convexidad | 4.00 | Semestre Precio | -11.96% |
| Precio | 92.00 | Int. Corrido | 1.09 | 1ero Enero Precio | -14.62% |
| Variación | 0.00% | Cupon | 18.26 | Año Precio | -13.74% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 101.20 | 10.00% | -0.44 | -107.35% |
| 100.28 | 9.00% | 0.15 | -97.50% |
| 99.36 | 8.00% | 0.75 | -87.44% |
| 98.44 | 7.00% | 1.36 | -77.22% |
| 97.52 | 6.00% | 1.98 | -66.81% |
| 96.60 | 5.00% | 2.61 | -56.21% |
| 95.68 | 4.00% | 3.26 | -45.40% |
| 94.76 | 3.00% | 3.92 | -34.37% |
| 93.84 | 2.00% | 4.59 | -23.15% |
| 92.92 | 1.00% | 5.27 | -11.70% |
| 92.00 | 0.00% | 5.97 | 0.00% |
| 91.08 | -1.00% | 6.68 | 11.89% |
| 90.16 | -2.00% | 7.40 | 24.03% |
| 89.24 | -3.00% | 8.14 | 36.43% |
| 88.32 | -4.00% | 8.90 | 49.09% |
| 87.40 | -5.00% | 9.67 | 62.00% |
| 86.48 | -6.00% | 10.46 | 75.21% |
| 85.56 | -7.00% | 11.27 | 88.70% |
| 84.64 | -8.00% | 12.09 | 102.47% |
| 83.72 | -9.00% | 12.93 | 116.56% |
| 82.80 | -10.00% | 13.79 | 130.95% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 6.51 | 9.00% | 91.30 | -0.76% |
| 6.45 | 8.00% | 91.38 | -0.68% |
| 6.39 | 7.00% | 91.45 | -0.59% |
| 6.33 | 6.00% | 91.53 | -0.51% |
| 6.27 | 5.00% | 91.61 | -0.43% |
| 6.21 | 4.00% | 91.69 | -0.34% |
| 6.15 | 3.00% | 91.76 | -0.26% |
| 6.09 | 2.00% | 91.84 | -0.17% |
| 6.03 | 1.00% | 91.92 | -0.09% |
| 5.97 | 0.00% | 92.00 | 0.00% |
| 5.91 | -1.00% | 92.08 | 0.08% |
| 5.85 | -2.00% | 92.15 | 0.17% |
| 5.79 | -3.00% | 92.23 | 0.25% |
| 5.73 | -4.00% | 92.31 | 0.34% |
| 5.67 | -5.00% | 92.39 | 0.42% |
| 5.61 | -6.00% | 92.47 | 0.51% |
| 5.55 | -7.00% | 92.55 | 0.59% |
| 5.49 | -8.00% | 92.63 | 0.68% |
| 5.43 | -9.00% | 92.71 | 0.77% |
| Desarrollo TIR 5.97% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-04-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0825 x (180/360)) x 85.72% x 100.00 x 1.02]/[(1+5.97)^(126/360)] | 3.55 | i |
| 2025-04-09 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1.02]/[(1+5.97)^(126/360)] | 14.34 | k |
| 2025-10-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0825 x (180/360)) x 71.43% x 100.00 x 1.02]/[(1+5.97)^(306/360)] | 2.87 | i |
| 2025-10-09 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1.02]/[(1+5.97)^(306/360)] | 13.93 | k |
| 2026-04-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0825 x (180/360)) x 57.15% x 100.00 x 1.02]/[(1+5.97)^(486/360)] | 2.23 | i |
| 2026-04-09 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1.02]/[(1+5.97)^(486/360)] | 13.54 | k |
| 2026-10-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0825 x (180/360)) x 42.86% x 100.00 x 1.02]/[(1+5.97)^(666/360)] | 1.63 | i |
| 2026-10-09 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1.02]/[(1+5.97)^(666/360)] | 13.15 | k |
| 2027-04-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0825 x (180/360)) x 28.57% x 100.00 x 1.02]/[(1+5.97)^(846/360)] | 1.05 | i |
| 2027-04-09 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1.02]/[(1+5.97)^(846/360)] | 12.77 | k |
| 2027-10-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0825 x (180/360)) x 14.29% x 100.00 x 1.02]/[(1+5.97)^(1026/360)] | 0.51 | i |
| 2027-10-09 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1429 x 100.00 x 1.02]/[(1+5.97)^(1026/360)] | 12.41 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-12-03 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL x (Dias Corridos / Dias entre Cupones) | (0.0825 x (180/360)) x 1.00 x 0.85715 x 100.00 x 1.02 x (54/180) | 1.09 |
| 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. | |
| 2025-04-09 | (Dias para cupon / Dias Año) | (126 / 360) | 0.35 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1.02]/[(1+5.97)^(126/360)]+[(0.0825 x (180/360)) x 85.72% x 100.00 x 1.02]/[(1+5.97)^(126/360)] | 17.89 | 0.19 | 0.07 | ki | |
| 2025-10-09 | (Dias para cupon / Dias Año) | (306 / 360) | 0.85 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1.02]/[(1+5.97)^(306/360)]+[(0.0825 x (180/360)) x 71.43% x 100.00 x 1.02]/[(1+5.97)^(306/360)] | 16.81 | 0.18 | 0.16 | ki | |
| 2026-04-09 | (Dias para cupon / Dias Año) | (486 / 360) | 1.35 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1.02]/[(1+5.97)^(486/360)]+[(0.0825 x (180/360)) x 57.15% x 100.00 x 1.02]/[(1+5.97)^(486/360)] | 15.77 | 0.17 | 0.23 | ki | |
| 2026-10-09 | (Dias para cupon / Dias Año) | (666 / 360) | 1.85 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1.02]/[(1+5.97)^(666/360)]+[(0.0825 x (180/360)) x 42.86% x 100.00 x 1.02]/[(1+5.97)^(666/360)] | 14.78 | 0.16 | 0.30 | ki | |
| 2027-04-09 | (Dias para cupon / Dias Año) | (846 / 360) | 2.35 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1.02]/[(1+5.97)^(846/360)]+[(0.0825 x (180/360)) x 28.57% x 100.00 x 1.02]/[(1+5.97)^(846/360)] | 13.83 | 0.15 | 0.35 | ki | |
| 2027-10-09 | (Dias para cupon / Dias Año) | (1026 / 360) | 2.85 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1429 x 100.00 x 1.02]/[(1+5.97)^(1026/360)]+[(0.0825 x (180/360)) x 14.29% x 100.00 x 1.02]/[(1+5.97)^(1026/360)] | 12.92 | 0.14 | 0.40 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.51 | 1.51 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.51)/(1 + 5.97/100) | 1.42 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (91.92 - 92.08 )/( 2 x 92 x 0.01) | 0.08 |
| 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. |
| 2025-04-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (126 / 360) ^ 2 + (126 / 360) | 0.47 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1.02]/[(1+5.97)^(126/360)]+[(0.0825 x (180/360)) x 85.72% x 100.00 x 1.02]/[(1+5.97)^(126/360)] | 17.89 | 8.45 | ki |
| 2025-10-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (306 / 360) ^ 2 + (306 / 360) | 1.57 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1.02]/[(1+5.97)^(306/360)]+[(0.0825 x (180/360)) x 71.43% x 100.00 x 1.02]/[(1+5.97)^(306/360)] | 16.81 | 26.43 | ki |
| 2026-04-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (486 / 360) ^ 2 + (486 / 360) | 3.17 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1.02]/[(1+5.97)^(486/360)]+[(0.0825 x (180/360)) x 57.15% x 100.00 x 1.02]/[(1+5.97)^(486/360)] | 15.77 | 50.03 | ki |
| 2026-10-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (666 / 360) ^ 2 + (666 / 360) | 5.27 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1.02]/[(1+5.97)^(666/360)]+[(0.0825 x (180/360)) x 42.86% x 100.00 x 1.02]/[(1+5.97)^(666/360)] | 14.78 | 77.91 | ki |
| 2027-04-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (846 / 360) ^ 2 + (846 / 360) | 7.87 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [0.14285 x 100.00 x 1.02]/[(1+5.97)^(846/360)]+[(0.0825 x (180/360)) x 28.57% x 100.00 x 1.02]/[(1+5.97)^(846/360)] | 13.83 | 108.86 | ki |
| 2027-10-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1026 / 360) ^ 2 + (1026 / 360) | 10.97 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1429 x 100.00 x 1.02]/[(1+5.97)^(1026/360)]+[(0.0825 x (180/360)) x 14.29% x 100.00 x 1.02]/[(1+5.97)^(1026/360)] | 12.92 | 141.82 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [92 x ((1 + 5.9686875000001) ^ 2)]] x 413.49] | 4.00 |
| 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 |