| 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 | 115776.00 | 2042.73 | 0.00 | 2042.73 |
| 2025-05-22 | 100.00 | 115776.00 | 2009.43 | 0.00 | 2009.43 |
| 2025-11-22 | 0.00 | 0.00 | 2042.73 | 115776.00 | 117818.73 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | RCCMO | Valor Tecnico | 117419.07 | Semana TIR | 34.91% |
| Emisor | Arcor S.A.I.CArcor S.A.I.C | Valor Residual | 100.00% | Mes TIR | 8.80% |
| Tipo | Corporativo | Paridad | 99.81% | Semestre TIR | -55.03% |
| País | Argentina | TIR | 3.71% | 1ero Enero TIR | 166.87% |
| Mercado | BYMA | Macaulay Dur. | 1.07 | Año TIR | 123.30% |
| Moneda | ARS | Modified Dur. | 1.03 | Semana Precio | 1.38% |
| Fecha/Hora | 2024-10-17 16:40:13 | Effective Dur. | 0.04 | Mes Precio | -4.72% |
| Volumen | 21214 | Convexidad | 2.09 | Semestre Precio | 18.85% |
| Precio | 117200.00 | Int. Corrido | 1643.07 | 1ero Enero Precio | 14.45% |
| Variación | 0.60% | Cupon | 2042.73 | Año Precio | 9.02% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 128920.00 | 10.00% | -5.10 | -237.46% |
| 127748.00 | 9.00% | -4.29 | -215.64% |
| 126576.00 | 8.00% | -3.47 | -193.42% |
| 125404.00 | 7.00% | -2.63 | -170.79% |
| 124232.00 | 6.00% | -1.77 | -147.73% |
| 123060.00 | 5.00% | -0.90 | -124.26% |
| 121888.00 | 4.00% | -0.01 | -100.34% |
| 120716.00 | 3.00% | 0.89 | -75.98% |
| 119544.00 | 2.00% | 1.81 | -51.14% |
| 118372.00 | 1.00% | 2.75 | -25.82% |
| 117200.00 | 0.00% | 3.71 | 0.00% |
| 116028.00 | -1.00% | 4.69 | 26.29% |
| 114856.00 | -2.00% | 5.68 | 53.12% |
| 113684.00 | -3.00% | 6.70 | 80.50% |
| 112512.00 | -4.00% | 7.73 | 108.43% |
| 111340.00 | -5.00% | 8.79 | 136.94% |
| 110168.00 | -6.00% | 9.87 | 166.04% |
| 108996.00 | -7.00% | 10.97 | 195.76% |
| 107824.00 | -8.00% | 12.10 | 226.10% |
| 106652.00 | -9.00% | 13.25 | 257.08% |
| 105480.00 | -10.00% | 14.42 | 288.75% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 4.04 | 9.00% | 116794.93 | -0.35% |
| 4.01 | 8.00% | 116839.62 | -0.31% |
| 3.97 | 7.00% | 116884.35 | -0.27% |
| 3.93 | 6.00% | 116929.11 | -0.23% |
| 3.90 | 5.00% | 116973.90 | -0.19% |
| 3.86 | 4.00% | 117018.73 | -0.15% |
| 3.82 | 3.00% | 117063.59 | -0.12% |
| 3.78 | 2.00% | 117108.48 | -0.08% |
| 3.75 | 1.00% | 117153.41 | -0.04% |
| 3.71 | 0.00% | 117200.00 | 0.00% |
| 3.67 | -1.00% | 117243.36 | 0.04% |
| 3.64 | -2.00% | 117288.39 | 0.08% |
| 3.60 | -3.00% | 117333.45 | 0.11% |
| 3.56 | -4.00% | 117378.55 | 0.15% |
| 3.52 | -5.00% | 117423.68 | 0.19% |
| 3.49 | -6.00% | 117468.84 | 0.23% |
| 3.45 | -7.00% | 117514.04 | 0.27% |
| 3.41 | -8.00% | 117559.27 | 0.31% |
| 3.38 | -9.00% | 117604.53 | 0.35% |
| Desarrollo TIR 3.71% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-11-22 | [(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 1157.76]/[(1+3.71)^(36/365)] | 2035.41 | i |
| 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 1157.76]/[(1+3.71)^(217/365)] | 1966.38 | 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 1157.76]/[(1+3.71)^(401/365)] | 1962.59 | i |
| 2025-11-22 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1157.76]/[(1+3.71)^(401/365)] | 111233.99 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-10-17 | (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 (184/365)) x 1.00 x 1 x 100.00 x 1157.76 x (148/184) | 1643.07 |
| 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. | |
| 2024-11-22 | (Dias para cupon / Dias Año) | (36 / 365) | 0.10 | [(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 1157.76]/[(1+3.71)^(36/365)] | 2035.41 | 0.02 | 0.00 | i | |
| 2025-05-22 | (Dias para cupon / Dias Año) | (217 / 365) | 0.59 | [(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 1157.76]/[(1+3.71)^(217/365)] | 1966.39 | 0.02 | 0.01 | i | |
| 2025-11-22 | (Dias para cupon / Dias Año) | (401 / 365) | 1.10 | [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 1157.76]/[(1+3.71)^(401/365)]+[(0.035 x (184/365)) x 100.00% x 100.00 x 1157.76]/[(1+3.71)^(401/365)] | 113198.16 | 0.97 | 1.06 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.07 | 1.07 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.07)/(1 + 3.71/100) | 1.03 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (117155.01 - 117244.94 )/( 2 x 117200 x 0.01) | 0.04 |
| 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. |
| 2024-11-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (36 / 365) ^ 2 + (36 / 365) | 0.11 | [(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 1157.76]/[(1+3.71)^(36/365)] | 2035.41 | 220.55 | i |
| 2025-05-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (217 / 365) ^ 2 + (217 / 365) | 0.95 | [(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 1157.76]/[(1+3.71)^(217/365)] | 1966.39 | 1864.09 | i |
| 2025-11-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (401 / 365) ^ 2 + (401 / 365) | 2.31 | [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 1157.76]/[(1+3.71)^(401/365)]+[(0.035 x (184/365)) x 100.00% x 100.00 x 1157.76]/[(1+3.71)^(401/365)] | 113198.16 | 260991.75 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [117200 x ((1 + 3.7086875) ^ 2)]] x 263076.39] | 2.09 |
| 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 |