| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-07-31 | 91.67 | 118573.31 | 0.00 | 10774.69 | 10774.69 |
| 2024-08-31 | 83.34 | 106842.71 | 0.00 | 10679.14 | 10679.14 |
| 2024-09-30 | 75.01 | 91114.65 | 0.00 | 10118.45 | 10118.45 |
| 2024-10-31 | 66.68 | 75309.73 | 0.00 | 9408.07 | 9408.07 |
| 2024-11-30 | 58.35 | 62774.10 | 0.00 | 8961.58 | 8961.58 |
| 2024-12-31 | 50.02 | 53812.52 | 0.00 | 8961.58 | 8961.58 |
| 2025-01-31 | 41.69 | 44850.94 | 0.00 | 8961.58 | 8961.58 |
| 2025-02-28 | 33.36 | 35889.36 | 0.00 | 8961.58 | 8961.58 |
| 2025-03-31 | 25.03 | 26927.77 | 0.00 | 8961.58 | 8961.58 |
| 2025-04-30 | 16.70 | 17966.19 | 0.00 | 8961.58 | 8961.58 |
| 2025-05-31 | 8.37 | 9004.61 | 0.00 | 8961.58 | 8961.58 |
| 2025-06-30 | 0.00 | 0.00 | 0.00 | 9004.61 | 9004.61 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | BPJ25 | Valor Tecnico | 71735.68 | Semana TIR | -31.86% |
| Emisor | BCRABCRA | Valor Residual | 66.68% | Mes TIR | -720.35% |
| Tipo | Banco central | Paridad | 103.14% | Semestre TIR | -198.72% |
| País | Argentina | TIR | -9.27% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.32 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.35 | Semana Precio | -1.96% |
| Fecha/Hora | 2024-11-20 17:00:14 | Effective Dur. | -0.03 | Mes Precio | -15.78% |
| Volumen | 6573200 | Convexidad | 0.56 | Semestre Precio | -30.53% |
| Precio | 73990.00 | Int. Corrido | 0.00 | 1ero Enero Precio | S/D |
| Variación | 0.33% | Cupon | 8961.58 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 81389.00 | 10.00% | -32.33 | 248.76% |
| 80649.10 | 9.00% | -30.43 | 228.27% |
| 79909.20 | 8.00% | -28.45 | 206.94% |
| 79169.30 | 7.00% | -26.39 | 184.72% |
| 78429.40 | 6.00% | -24.25 | 161.58% |
| 77689.50 | 5.00% | -22.01 | 137.46% |
| 76949.60 | 4.00% | -19.68 | 112.30% |
| 76209.70 | 3.00% | -17.25 | 86.04% |
| 75469.80 | 2.00% | -14.70 | 58.61% |
| 74729.90 | 1.00% | -12.05 | 29.98% |
| 73990.00 | 0.00% | -9.27 | 0.00% |
| 73250.10 | -1.00% | -6.37 | -31.28% |
| 72510.20 | -2.00% | -3.33 | -64.05% |
| 71770.30 | -3.00% | -0.15 | -98.36% |
| 71030.40 | -4.00% | 3.18 | -134.32% |
| 70290.50 | -5.00% | 6.68 | -172.01% |
| 69550.60 | -6.00% | 10.34 | -211.56% |
| 68810.70 | -7.00% | 14.19 | -253.08% |
| 68070.80 | -8.00% | 18.23 | -296.70% |
| 67330.90 | -9.00% | 22.49 | -342.56% |
| 66591.00 | -10.00% | 26.96 | -390.81% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -8.44 | -9.00% | 73772.93 | -0.29% |
| -8.53 | -8.00% | 73796.80 | -0.26% |
| -8.62 | -7.00% | 73820.70 | -0.23% |
| -8.71 | -6.00% | 73844.64 | -0.20% |
| -8.81 | -5.00% | 73868.62 | -0.16% |
| -8.90 | -4.00% | 73892.63 | -0.13% |
| -8.99 | -3.00% | 73916.67 | -0.10% |
| -9.08 | -2.00% | 73940.75 | -0.07% |
| -9.18 | -1.00% | 73964.87 | -0.03% |
| -9.27 | 0.00% | 73990.00 | 0.00% |
| -9.36 | 1.00% | 74013.20 | 0.03% |
| -9.46 | 2.00% | 74037.43 | 0.06% |
| -9.55 | 3.00% | 74061.68 | 0.10% |
| -9.64 | 4.00% | 74085.97 | 0.13% |
| -9.73 | 5.00% | 74110.30 | 0.16% |
| -9.83 | 6.00% | 74134.67 | 0.20% |
| -9.92 | 7.00% | 74159.07 | 0.23% |
| -10.01 | 8.00% | 74183.50 | 0.26% |
| -10.10 | 9.00% | 74207.98 | 0.29% |
| Desarrollo TIR -9.27% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-11-30 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(9/360)] | 8983.40 | k |
| 2024-12-31 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(39/360)] | 9056.53 | k |
| 2025-01-31 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(69/360)] | 9130.24 | k |
| 2025-02-28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(97/360)] | 9199.59 | k |
| 2025-03-31 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(129/360)] | 9279.48 | k |
| 2025-04-30 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(159/360)] | 9355.02 | k |
| 2025-05-31 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(189/360)] | 9431.17 | k |
| 2025-06-30 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (494/360)) x 8.37% x 100.00 x 1075.82]/[(1+-9.27)^(219/360)] | 0.00 | i |
| 2025-06-30 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0837 x 100.00 x 1075.82]/[(1+-9.27)^(219/360)] | 9553.59 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0 x (494/360)) x 1.00 x 1 x 100.00 x 1075.82 x (275/494) | 0.00 |
| 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. | |
| 2024-11-30 | (Dias para cupon / Dias Año) | (9 / 360) | 0.03 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(9/360)] | 8983.41 | 0.12 | 0.00 | k | |
| 2024-12-31 | (Dias para cupon / Dias Año) | (39 / 360) | 0.11 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(39/360)] | 9056.56 | 0.12 | 0.01 | k | |
| 2025-01-31 | (Dias para cupon / Dias Año) | (69 / 360) | 0.19 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(69/360)] | 9130.31 | 0.12 | 0.02 | k | |
| 2025-02-28 | (Dias para cupon / Dias Año) | (97 / 360) | 0.27 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(97/360)] | 9199.68 | 0.12 | 0.03 | k | |
| 2025-03-31 | (Dias para cupon / Dias Año) | (129 / 360) | 0.36 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(129/360)] | 9279.61 | 0.13 | 0.04 | k | |
| 2025-04-30 | (Dias para cupon / Dias Año) | (159 / 360) | 0.44 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(159/360)] | 9355.17 | 0.13 | 0.06 | k | |
| 2025-05-31 | (Dias para cupon / Dias Año) | (189 / 360) | 0.53 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(189/360)] | 9431.35 | 0.13 | 0.07 | k | |
| 2025-06-30 | (Dias para cupon / Dias Año) | (219 / 360) | 0.61 | [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)] | [0.0837 x 100.00 x 1075.82]/[(1+-9.27)^(219/360)]+[(0 x (494/360)) x 8.37% x 100.00 x 1075.82]/[(1+-9.27)^(219/360)] | 9553.80 | 0.13 | 0.08 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.32 | 0.32 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.32)/(1 + -9.27/100) | 0.35 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (74014.08 - 73965.72 )/( 2 x 73990 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. |
| 2024-11-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (9 / 360) ^ 2 + (9 / 360) | 0.03 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(9/360)] | 8983.41 | 230.20 | k |
| 2024-12-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (39 / 360) ^ 2 + (39 / 360) | 0.12 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(39/360)] | 9056.56 | 1087.42 | k |
| 2025-01-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (69 / 360) ^ 2 + (69 / 360) | 0.23 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(69/360)] | 9130.31 | 2085.39 | k |
| 2025-02-28 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (97 / 360) ^ 2 + (97 / 360) | 0.34 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(97/360)] | 9199.68 | 3146.70 | k |
| 2025-03-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (129 / 360) ^ 2 + (129 / 360) | 0.49 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(129/360)] | 9279.61 | 4516.72 | k |
| 2025-04-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (159 / 360) ^ 2 + (159 / 360) | 0.64 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(159/360)] | 9355.17 | 5956.77 | k |
| 2025-05-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (189 / 360) ^ 2 + (189 / 360) | 0.80 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1075.82]/[(1+-9.27)^(189/360)] | 9431.35 | 7550.97 | k |
| 2025-06-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (219 / 360) ^ 2 + (219 / 360) | 0.98 | [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)] | [0.0837 x 100.00 x 1075.82]/[(1+-9.27)^(219/360)]+[(0 x (494/360)) x 8.37% x 100.00 x 1075.82]/[(1+-9.27)^(219/360)] | 9553.80 | 9347.47 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [73990 x ((1 + -9.2733125000001) ^ 2)]] x 33921.64] | 0.56 |
| F. de Emision | 2024-02-16 | ||
| F. de Vencimiento | 2025-06-30 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Doce (12) cuotas mensuales consecutivas, el último día calendario de cada mes, la primera de ellas se abonará el 31 de julio de 2024. Las primeras once cuotas de 8.33% del valor nominal original y la última de 8.37% del valor nominal original, pagaderas en dólares estadounidenses. Si la fecha de pago fuere un día no hábil, el pago se realizará el día hábil inmediato posterior. | ||
| Interes | no devengarán intereses. | ||
| Frecuencia | no devengarán intereses. | ||
| ISIN | AR0495070226 |