| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-11-22 | 100.00 | 100.00 | 1.76 | 0.00 | 1.76 |
| 2024-05-22 | 100.00 | 100.00 | 1.75 | 0.00 | 1.75 |
| 2024-11-22 | 100.00 | 100.00 | 1.76 | 0.00 | 1.76 |
| 2025-05-22 | 100.00 | 100.00 | 1.74 | 0.00 | 1.74 |
| 2025-11-22 | 0.00 | 0.00 | 1.76 | 100.00 | 101.76 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | RCCMD | Valor Tecnico | 101.62 | Semana TIR | -10.43% |
| Emisor | Arcor S.A.I.CArcor S.A.I.C | Valor Residual | 100.00% | Mes TIR | -1.32% |
| Tipo | Corporativo | Paridad | 98.90% | Semestre TIR | 1.89% |
| País | Argentina | TIR | 5.72% | 1ero Enero TIR | -0.65% |
| Mercado | BYMA | Macaulay Dur. | 0.53 | Año TIR | -6.19% |
| Moneda | USD | Modified Dur. | 0.50 | Semana Precio | 0.50% |
| Fecha/Hora | 2025-05-09 15:05:15 | Effective Dur. | 0.03 | Mes Precio | 0.50% |
| Volumen | 20947 | Convexidad | 0.73 | Semestre Precio | 0.90% |
| Precio | 100.50 | Int. Corrido | 1.62 | 1ero Enero Precio | 2.03% |
| Variación | -0.50% | Cupon | 1.74 | Año Precio | 2.55% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 110.55 | 10.00% | -11.72 | -304.47% |
| 109.55 | 9.00% | -10.18 | -277.64% |
| 108.54 | 8.00% | -8.60 | -250.08% |
| 107.53 | 7.00% | -6.98 | -221.78% |
| 106.53 | 6.00% | -5.31 | -192.69% |
| 105.53 | 5.00% | -3.60 | -162.80% |
| 104.52 | 4.00% | -1.84 | -132.08% |
| 103.52 | 3.00% | -0.03 | -100.47% |
| 102.51 | 2.00% | 1.84 | -67.96% |
| 101.50 | 1.00% | 3.75 | -34.52% |
| 100.50 | 0.00% | 5.72 | 0.00% |
| 99.50 | -1.00% | 7.76 | 35.34% |
| 98.49 | -2.00% | 9.85 | 71.85% |
| 97.48 | -3.00% | 12.00 | 109.44% |
| 96.48 | -4.00% | 14.22 | 148.19% |
| 95.47 | -5.00% | 16.51 | 188.13% |
| 94.47 | -6.00% | 18.87 | 229.29% |
| 93.47 | -7.00% | 21.30 | 271.76% |
| 92.46 | -8.00% | 23.81 | 315.58% |
| 91.45 | -9.00% | 26.40 | 360.82% |
| 90.45 | -10.00% | 29.08 | 407.52% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 6.25 | 9.00% | 100.24 | -0.26% |
| 6.19 | 8.00% | 100.27 | -0.23% |
| 6.13 | 7.00% | 100.30 | -0.20% |
| 6.07 | 6.00% | 100.32 | -0.17% |
| 6.02 | 5.00% | 100.35 | -0.15% |
| 5.96 | 4.00% | 100.38 | -0.12% |
| 5.90 | 3.00% | 100.41 | -0.09% |
| 5.84 | 2.00% | 100.44 | -0.06% |
| 5.79 | 1.00% | 100.47 | -0.03% |
| 5.73 | 0.00% | 100.50 | 0.00% |
| 5.67 | -1.00% | 100.53 | 0.03% |
| 5.62 | -2.00% | 100.55 | 0.05% |
| 5.56 | -3.00% | 100.58 | 0.08% |
| 5.50 | -4.00% | 100.61 | 0.11% |
| 5.44 | -5.00% | 100.64 | 0.14% |
| 5.39 | -6.00% | 100.67 | 0.17% |
| 5.33 | -7.00% | 100.70 | 0.20% |
| 5.27 | -8.00% | 100.73 | 0.23% |
| 5.21 | -9.00% | 100.76 | 0.26% |
| Desarrollo TIR 5.72% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-05-22 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.035 x (181/365)) x 100.00% x 100.00]/[(1+5.72)^(12/365)] | 1.73 | i |
| 2025-11-22 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.035 x (184/365)) x 100.00% x 100.00]/[(1+5.72)^(196/365)] | 1.71 | i |
| 2025-11-22 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+5.72)^(196/365)] | 97.06 | 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 (Dias Corridos / Dias entre Cupones) | (0.035 x (181/365)) x 1.00 x 1 x 100.00 x (169/181) | 1.62 |
| 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) | (12 / 365) | 0.03 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.035 x (181/365)) x 100.00% x 100.00]/[(1+5.72)^(12/365)] | 1.73 | 0.02 | 0.00 | i | |
| 2025-11-22 | (Dias para cupon / Dias Año) | (196 / 365) | 0.54 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+5.72)^(196/365)]+[(0.035 x (184/365)) x 100.00% x 100.00]/[(1+5.72)^(196/365)] | 98.77 | 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 + 5.72/100) | 0.50 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (100.47 - 100.53 )/( 2 x 100.5 x 0.01) | 0.03 |
| 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)] | (12 / 365) ^ 2 + (12 / 365) | 0.03 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.035 x (181/365)) x 100.00% x 100.00]/[(1+5.72)^(12/365)] | 1.73 | 0.06 | i |
| 2025-11-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (196 / 365) ^ 2 + (196 / 365) | 0.83 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+5.72)^(196/365)]+[(0.035 x (184/365)) x 100.00% x 100.00]/[(1+5.72)^(196/365)] | 98.77 | 81.52 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [100.5 x ((1 + 5.7246875000001) ^ 2)]] x 81.58] | 0.73 |
| 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 |