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 | 77199.44 | 0.00 | 9644.14 | 9644.14 |
2024-11-30 | 58.35 | 67555.30 | 0.00 | 9644.14 | 9644.14 |
2024-12-31 | 50.02 | 57911.16 | 0.00 | 9644.14 | 9644.14 |
2025-01-31 | 41.69 | 48267.01 | 0.00 | 9644.14 | 9644.14 |
2025-02-28 | 33.36 | 38622.87 | 0.00 | 9644.14 | 9644.14 |
2025-03-31 | 25.03 | 28978.73 | 0.00 | 9644.14 | 9644.14 |
2025-04-30 | 16.70 | 19334.59 | 0.00 | 9644.14 | 9644.14 |
2025-05-31 | 8.37 | 9690.45 | 0.00 | 9644.14 | 9644.14 |
2025-06-30 | 0.00 | 0.00 | 0.00 | 9690.45 | 9690.45 |
Datos | |||||
---|---|---|---|---|---|
Simbolo | BPJ25 | Valor Tecnico | 86843.58 | Semana TIR | -150.00% |
Emisor | BCRABCRA | Valor Residual | 75.01% | Mes TIR | -587.50% |
Tipo | Banco central | Paridad | 100.41% | Semestre TIR | -125.70% |
País | Argentina | TIR | -1.10% | 1ero Enero TIR | S/D |
Mercado | BYMA | Macaulay Dur. | 0.37 | Año TIR | S/D |
Moneda | ARS | Modified Dur. | 0.37 | Semana Precio | 2.59% |
Fecha/Hora | 2024-10-17 16:51:14 | Effective Dur. | -0.00 | Mes Precio | -13.92% |
Volumen | 5542000 | Convexidad | 0.56 | Semestre Precio | -13.66% |
Precio | 87200.00 | Int. Corrido | 0.00 | 1ero Enero Precio | S/D |
Variación | 0.58% | Cupon | 9644.14 | Año Precio | S/D |
Sensibilidad Precio | |||
---|---|---|---|
Precio | Variación Precio | TIR | Variación TIR |
95920.00 | 10.00% | -23.28 | 2016.11% |
95048.00 | 9.00% | -21.42 | 1846.82% |
94176.00 | 8.00% | -19.48 | 1671.27% |
93304.00 | 7.00% | -17.48 | 1489.14% |
92432.00 | 6.00% | -15.40 | 1300.10% |
91560.00 | 5.00% | -13.24 | 1103.85% |
90688.00 | 4.00% | -11.00 | 899.96% |
89816.00 | 3.00% | -8.67 | 688.07% |
88944.00 | 2.00% | -6.25 | 467.80% |
88072.00 | 1.00% | -3.73 | 238.70% |
87200.00 | 0.00% | -1.10 | 0.00% |
86328.00 | -1.00% | 1.63 | -248.10% |
85456.00 | -2.00% | 4.47 | -506.77% |
84584.00 | -3.00% | 7.44 | -776.47% |
83712.00 | -4.00% | 10.53 | -1057.71% |
82840.00 | -5.00% | 13.76 | -1351.26% |
81968.00 | -6.00% | 17.14 | -1657.74% |
81096.00 | -7.00% | 20.66 | -1977.89% |
80224.00 | -8.00% | 24.34 | -2312.67% |
79352.00 | -9.00% | 28.19 | -2662.85% |
78480.00 | -10.00% | 32.22 | -3029.41% |
Sensibilidad TIR | |||
---|---|---|---|
TIR | Variación TIR | Precio | Variación Precio |
-1.00 | -9.00% | 87166.78 | -0.04% |
-1.01 | -8.00% | 87170.35 | -0.03% |
-1.02 | -7.00% | 87173.93 | -0.03% |
-1.03 | -6.00% | 87177.51 | -0.03% |
-1.05 | -5.00% | 87181.09 | -0.02% |
-1.06 | -4.00% | 87184.67 | -0.02% |
-1.07 | -3.00% | 87188.26 | -0.01% |
-1.08 | -2.00% | 87191.84 | -0.01% |
-1.09 | -1.00% | 87195.42 | -0.01% |
-1.10 | 0.00% | 87200.00 | 0.00% |
-1.11 | 1.00% | 87202.59 | 0.00% |
-1.12 | 2.00% | 87206.17 | 0.01% |
-1.13 | 3.00% | 87209.76 | 0.01% |
-1.14 | 4.00% | 87213.35 | 0.02% |
-1.15 | 5.00% | 87216.93 | 0.02% |
-1.17 | 6.00% | 87220.52 | 0.02% |
-1.18 | 7.00% | 87224.11 | 0.03% |
-1.19 | 8.00% | 87227.69 | 0.03% |
-1.20 | 9.00% | 87231.28 | 0.04% |
Desarrollo TIR -1.10% | ||||
---|---|---|---|---|
Fecha | Formula | Operacion | Factor | Tipo |
2024-10-31 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(13/360)] | 9647.99 | k |
2024-11-30 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(43/360)] | 9656.89 | k |
2024-12-31 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(73/360)] | 9665.80 | k |
2025-01-31 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(103/360)] | 9674.71 | k |
2025-02-28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(131/360)] | 9683.04 | k |
2025-03-31 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(163/360)] | 9692.56 | k |
2025-04-30 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(193/360)] | 9701.50 | k |
2025-05-31 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(223/360)] | 9710.45 | 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 1157.76]/[(1+-1.10)^(253/360)] | 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 1157.76]/[(1+-1.10)^(253/360)] | 9766.07 | 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 x (494/360)) x 1.00 x 1 x 100.00 x 1157.76 x (241/494) | 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. | |
2024-10-31 | (Dias para cupon / Dias Año) | (13 / 360) | 0.04 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(13/360)] | 9648.00 | 0.11 | 0.00 | k | |
2024-11-30 | (Dias para cupon / Dias Año) | (43 / 360) | 0.12 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(43/360)] | 9656.92 | 0.11 | 0.01 | k | |
2024-12-31 | (Dias para cupon / Dias Año) | (73 / 360) | 0.20 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(73/360)] | 9665.84 | 0.11 | 0.02 | k | |
2025-01-31 | (Dias para cupon / Dias Año) | (103 / 360) | 0.29 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(103/360)] | 9674.77 | 0.11 | 0.03 | k | |
2025-02-28 | (Dias para cupon / Dias Año) | (131 / 360) | 0.36 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(131/360)] | 9683.12 | 0.11 | 0.04 | k | |
2025-03-31 | (Dias para cupon / Dias Año) | (163 / 360) | 0.45 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(163/360)] | 9692.66 | 0.11 | 0.05 | k | |
2025-04-30 | (Dias para cupon / Dias Año) | (193 / 360) | 0.54 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(193/360)] | 9701.62 | 0.11 | 0.06 | k | |
2025-05-31 | (Dias para cupon / Dias Año) | (223 / 360) | 0.62 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(223/360)] | 9710.59 | 0.11 | 0.07 | k | |
2025-06-30 | (Dias para cupon / Dias Año) | (253 / 360) | 0.70 | [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 1157.76]/[(1+-1.10)^(253/360)]+[(0 x (494/360)) x 8.37% x 100.00 x 1157.76]/[(1+-1.10)^(253/360)] | 9766.23 | 0.11 | 0.08 | ki |
Desarrollo Duracion Macaulay Valor Final | |||||||||
---|---|---|---|---|---|---|---|---|---|
Formula | Operacion | Duracion Macaulay | |||||||
Suma Factores | 0.37 | 0.37 |
Desarrollo Duracion Modificada | ||
---|---|---|
Formula | Operacion | Duracion Modificada |
(Macaulay Duration)/(1 + TIR) | (0.37)/(1 + -1.10/100) | 0.37 |
Desarrollo Duracion Efectiva | ||
---|---|---|
Formula | Operacion | Duracion Efectiva |
(P+ - P-)/(2 x Po x ΔTIR) | (87203.35 - 87196.17 )/( 2 x 87200 x 0.01) | -0.00 |
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. |
2024-10-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (13 / 360) ^ 2 + (13 / 360) | 0.04 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(13/360)] | 9648.00 | 360.98 | k |
2024-11-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (43 / 360) ^ 2 + (43 / 360) | 0.13 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(43/360)] | 9656.92 | 1291.24 | k |
2024-12-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (73 / 360) ^ 2 + (73 / 360) | 0.24 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(73/360)] | 9665.84 | 2357.47 | k |
2025-01-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (103 / 360) ^ 2 + (103 / 360) | 0.37 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(103/360)] | 9674.77 | 3560.03 | k |
2025-02-28 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (131 / 360) ^ 2 + (131 / 360) | 0.50 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(131/360)] | 9683.12 | 4805.77 | k |
2025-03-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (163 / 360) ^ 2 + (163 / 360) | 0.66 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(163/360)] | 9692.66 | 6375.69 | k |
2025-04-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (193 / 360) ^ 2 + (193 / 360) | 0.82 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(193/360)] | 9701.62 | 7989.54 | k |
2025-05-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (223 / 360) ^ 2 + (223 / 360) | 1.00 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1157.76]/[(1+-1.10)^(223/360)] | 9710.59 | 9741.23 | k |
2025-06-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (253 / 360) ^ 2 + (253 / 360) | 1.20 | [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 1157.76]/[(1+-1.10)^(253/360)]+[(0 x (494/360)) x 8.37% x 100.00 x 1157.76]/[(1+-1.10)^(253/360)] | 9766.23 | 11687.00 | ki |
Formula Convexidad Valor Final | ||
---|---|---|
Formula | Operacion | Convexidad |
[[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [87200 x ((1 + -1.1023125) ^ 2)]] x 48168.96] | 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 |