| 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 | 62760.09 | 0.00 | 8959.58 | 8959.58 |
| 2024-12-31 | 50.02 | 58478.88 | 0.00 | 9738.69 | 9738.69 |
| 2025-01-31 | 41.69 | 48560.93 | 0.00 | 9702.87 | 9702.87 |
| 2025-02-28 | 33.36 | 40891.69 | 0.00 | 10210.66 | 10210.66 |
| 2025-03-31 | 25.03 | 32868.39 | 0.00 | 10938.62 | 10938.62 |
| 2025-04-30 | 16.70 | 19726.04 | 0.00 | 9839.40 | 9839.40 |
| 2025-05-31 | 8.37 | 9590.43 | 0.00 | 9544.60 | 9544.60 |
| 2025-06-30 | 0.00 | 0.00 | 0.00 | 9590.43 | 9590.43 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | BPJ25 | Valor Tecnico | 19135.03 | Semana TIR | -132.57% |
| Emisor | BCRABCRA | Valor Residual | 16.70% | Mes TIR | -78.53% |
| Tipo | Banco central | Paridad | 110.79% | Semestre TIR | -2125.77% |
| País | Argentina | TIR | -64.77% | 1ero Enero TIR | -584.67% |
| Mercado | BYMA | Macaulay Dur. | 0.10 | Año TIR | -1929.66% |
| Moneda | ARS | Modified Dur. | 0.28 | Semana Precio | 3.16% |
| Fecha/Hora | 2025-05-09 16:35:28 | Effective Dur. | -0.18 | Mes Precio | -41.60% |
| Volumen | 4218200 | Convexidad | 0.89 | Semestre Precio | -72.20% |
| Precio | 21200.00 | Int. Corrido | 0.00 | 1ero Enero Precio | -64.78% |
| Variación | 0.95% | Cupon | 9544.60 | Año Precio | -79.04% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 23320.00 | 10.00% | -86.42 | 33.43% |
| 23108.00 | 9.00% | -85.13 | 31.44% |
| 22896.00 | 8.00% | -83.71 | 29.24% |
| 22684.00 | 7.00% | -82.12 | 26.79% |
| 22472.00 | 6.00% | -80.37 | 24.08% |
| 22260.00 | 5.00% | -78.42 | 21.07% |
| 22048.00 | 4.00% | -76.25 | 17.72% |
| 21836.00 | 3.00% | -73.83 | 13.99% |
| 21624.00 | 2.00% | -71.14 | 9.83% |
| 21412.00 | 1.00% | -68.13 | 5.19% |
| 21200.00 | 0.00% | -64.77 | 0.00% |
| 20988.00 | -1.00% | -61.01 | -5.81% |
| 20776.00 | -2.00% | -56.79 | -12.32% |
| 20564.00 | -3.00% | -52.06 | -19.62% |
| 20352.00 | -4.00% | -46.74 | -27.84% |
| 20140.00 | -5.00% | -40.76 | -37.08% |
| 19928.00 | -6.00% | -34.01 | -47.49% |
| 19716.00 | -7.00% | -26.40 | -59.24% |
| 19504.00 | -8.00% | -17.79 | -72.53% |
| 19292.00 | -9.00% | -8.05 | -87.58% |
| 19080.00 | -10.00% | 3.00 | -104.64% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -58.94 | -9.00% | 20881.00 | -1.50% |
| -59.59 | -8.00% | 20913.86 | -1.35% |
| -60.24 | -7.00% | 20947.30 | -1.19% |
| -60.88 | -6.00% | 20981.37 | -1.03% |
| -61.53 | -5.00% | 21016.07 | -0.87% |
| -62.18 | -4.00% | 21051.42 | -0.70% |
| -62.83 | -3.00% | 21087.46 | -0.53% |
| -63.47 | -2.00% | 21124.21 | -0.36% |
| -64.12 | -1.00% | 21161.69 | -0.18% |
| -64.77 | 0.00% | 21200.00 | 0.00% |
| -65.42 | 1.00% | 21238.98 | 0.18% |
| -66.07 | 2.00% | 21278.84 | 0.37% |
| -66.71 | 3.00% | 21319.57 | 0.56% |
| -67.36 | 4.00% | 21361.18 | 0.76% |
| -68.01 | 5.00% | 21403.74 | 0.96% |
| -68.66 | 6.00% | 21447.26 | 1.17% |
| -69.30 | 7.00% | 21491.80 | 1.38% |
| -69.95 | 8.00% | 21537.40 | 1.59% |
| -70.60 | 9.00% | 21584.11 | 1.81% |
| Desarrollo TIR -64.77% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-05-31 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1145.81]/[(1+-64.77)^(20/360)] | 10114.14 | 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 1145.81]/[(1+-64.77)^(50/360)] | 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 1145.81]/[(1+-64.77)^(50/360)] | 11085.80 | 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 Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0 x (494/360)) x 1.00 x 1 x 100.00 x 1145.81 x (444/494) | 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. | |
| 2025-05-31 | (Dias para cupon / Dias Año) | (20 / 360) | 0.06 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1145.81]/[(1+-64.77)^(20/360)] | 10114.15 | 0.48 | 0.03 | k | |
| 2025-06-30 | (Dias para cupon / Dias Año) | (50 / 360) | 0.14 | [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 1145.81]/[(1+-64.77)^(50/360)]+[(0 x (494/360)) x 8.37% x 100.00 x 1145.81]/[(1+-64.77)^(50/360)] | 11085.82 | 0.52 | 0.07 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.10 | 0.10 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.10)/(1 + -64.77/100) | 0.28 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (21239.01 - 21161.73 )/( 2 x 21200 x 0.01) | -0.18 |
| 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. |
| 2025-05-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (20 / 360) ^ 2 + (20 / 360) | 0.06 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 1145.81]/[(1+-64.77)^(20/360)] | 10114.15 | 593.11 | k |
| 2025-06-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (50 / 360) ^ 2 + (50 / 360) | 0.16 | [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 1145.81]/[(1+-64.77)^(50/360)]+[(0 x (494/360)) x 8.37% x 100.00 x 1145.81]/[(1+-64.77)^(50/360)] | 11085.82 | 1753.54 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [21200 x ((1 + -64.7705625) ^ 2)]] x 2346.66] | 0.89 |
| 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 |