| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-07-31 | 91.67 | 91.67 | 0.00 | 8.33 | 8.33 |
| 2024-08-31 | 83.34 | 83.34 | 0.00 | 8.33 | 8.33 |
| 2024-10-01 | 75.01 | 75.01 | 0.00 | 8.33 | 8.33 |
| 2024-11-01 | 66.68 | 66.68 | 0.00 | 8.33 | 8.33 |
| 2024-12-01 | 58.35 | 58.35 | 0.00 | 8.33 | 8.33 |
| 2025-01-01 | 50.02 | 50.02 | 0.00 | 8.33 | 8.33 |
| 2025-02-01 | 41.69 | 41.69 | 0.00 | 8.33 | 8.33 |
| 2025-03-01 | 33.36 | 33.36 | 0.00 | 8.33 | 8.33 |
| 2025-04-01 | 25.03 | 25.03 | 0.00 | 8.33 | 8.33 |
| 2025-05-01 | 16.70 | 16.70 | 0.00 | 8.33 | 8.33 |
| 2025-06-01 | 8.37 | 8.37 | 0.00 | 8.33 | 8.33 |
| 2025-06-30 | 0.00 | 0.00 | 0.00 | 8.37 | 8.37 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | BPJ5D | Valor Tecnico | 66.68 | Semana TIR | 28.69% |
| Emisor | BCRABCRA | Valor Residual | 66.68% | Mes TIR | -100.37% |
| Tipo | Banco central | Paridad | 101.78% | Semestre TIR | -677.42% |
| País | Argentina | TIR | -5.37% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.32 | Año TIR | S/D |
| Moneda | USD | Modified Dur. | 0.34 | Semana Precio | -0.89% |
| Fecha/Hora | 2024-11-21 12:00:56 | Effective Dur. | -0.02 | Mes Precio | -10.40% |
| Volumen | 11500 | Convexidad | 0.51 | Semestre Precio | -31.72% |
| Precio | 67.87 | Int. Corrido | 0.00 | 1ero Enero Precio | S/D |
| Variación | -0.37% | Cupon | 8.33 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 74.66 | 10.00% | -29.32 | 446.09% |
| 73.98 | 9.00% | -27.35 | 409.32% |
| 73.30 | 8.00% | -25.30 | 371.05% |
| 72.62 | 7.00% | -23.15 | 331.19% |
| 71.94 | 6.00% | -20.92 | 289.66% |
| 71.26 | 5.00% | -18.60 | 246.39% |
| 70.58 | 4.00% | -16.18 | 201.27% |
| 69.91 | 3.00% | -13.65 | 154.19% |
| 69.23 | 2.00% | -11.01 | 105.04% |
| 68.55 | 1.00% | -8.25 | 53.71% |
| 67.87 | 0.00% | -5.37 | 0.00% |
| 67.19 | -1.00% | -2.36 | -56.05% |
| 66.51 | -2.00% | 0.79 | -114.74% |
| 65.83 | -3.00% | 4.09 | -176.18% |
| 65.16 | -4.00% | 7.55 | -240.54% |
| 64.48 | -5.00% | 11.17 | -308.02% |
| 63.80 | -6.00% | 14.97 | -378.78% |
| 63.12 | -7.00% | 18.96 | -453.07% |
| 62.44 | -8.00% | 23.15 | -531.09% |
| 61.76 | -9.00% | 27.55 | -613.08% |
| 61.08 | -10.00% | 32.18 | -699.34% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -4.89 | -9.00% | 67.76 | -0.16% |
| -4.94 | -8.00% | 67.77 | -0.15% |
| -4.99 | -7.00% | 67.78 | -0.13% |
| -5.05 | -6.00% | 67.80 | -0.11% |
| -5.10 | -5.00% | 67.81 | -0.09% |
| -5.16 | -4.00% | 67.82 | -0.07% |
| -5.21 | -3.00% | 67.83 | -0.06% |
| -5.26 | -2.00% | 67.84 | -0.04% |
| -5.32 | -1.00% | 67.86 | -0.02% |
| -5.37 | 0.00% | 67.87 | 0.00% |
| -5.42 | 1.00% | 67.88 | 0.02% |
| -5.48 | 2.00% | 67.89 | 0.04% |
| -5.53 | 3.00% | 67.91 | 0.05% |
| -5.58 | 4.00% | 67.92 | 0.07% |
| -5.64 | 5.00% | 67.93 | 0.09% |
| -5.69 | 6.00% | 67.94 | 0.11% |
| -5.75 | 7.00% | 67.96 | 0.13% |
| -5.80 | 8.00% | 67.97 | 0.15% |
| -5.85 | 9.00% | 67.98 | 0.16% |
| Desarrollo TIR -5.37% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-12-01 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(10/360)] | 8.34 | k |
| 2025-01-01 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(40/360)] | 8.38 | k |
| 2025-02-01 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(70/360)] | 8.42 | k |
| 2025-03-01 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(100/360)] | 8.46 | k |
| 2025-04-01 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(130/360)] | 8.50 | k |
| 2025-05-01 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(160/360)] | 8.54 | k |
| 2025-06-01 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(190/360)] | 8.58 | k |
| 2025-06-30 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (494/360)) x 8.37% x 100.00]/[(1+-5.37)^(219/360)] | 0.00 | i |
| 2025-06-30 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0837 x 100.00]/[(1+-5.37)^(219/360)] | 8.66 | 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 (Dias Corridos / Dias entre Cupones) | (0 x (494/360)) x 1.00 x 1 x 100.00 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. | |
| 2024-12-01 | (Dias para cupon / Dias Año) | (10 / 360) | 0.03 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(10/360)] | 8.34 | 0.12 | 0.00 | k | |
| 2025-01-01 | (Dias para cupon / Dias Año) | (40 / 360) | 0.11 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(40/360)] | 8.38 | 0.12 | 0.01 | k | |
| 2025-02-01 | (Dias para cupon / Dias Año) | (70 / 360) | 0.19 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(70/360)] | 8.42 | 0.12 | 0.02 | k | |
| 2025-03-01 | (Dias para cupon / Dias Año) | (100 / 360) | 0.28 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(100/360)] | 8.46 | 0.12 | 0.03 | k | |
| 2025-04-01 | (Dias para cupon / Dias Año) | (130 / 360) | 0.36 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(130/360)] | 8.50 | 0.13 | 0.05 | k | |
| 2025-05-01 | (Dias para cupon / Dias Año) | (160 / 360) | 0.44 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(160/360)] | 8.54 | 0.13 | 0.06 | k | |
| 2025-06-01 | (Dias para cupon / Dias Año) | (190 / 360) | 0.53 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(190/360)] | 8.58 | 0.13 | 0.07 | k | |
| 2025-06-30 | (Dias para cupon / Dias Año) | (219 / 360) | 0.61 | [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)] | [0.0837 x 100.00]/[(1+-5.37)^(219/360)]+[(0 x (494/360)) x 8.37% x 100.00]/[(1+-5.37)^(219/360)] | 8.66 | 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 + -5.37/100) | 0.34 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (67.88 - 67.86 )/( 2 x 67.87 x 0.01) | -0.02 |
| 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. |
| 2024-12-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (10 / 360) ^ 2 + (10 / 360) | 0.03 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(10/360)] | 8.34 | 0.24 | k |
| 2025-01-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (40 / 360) ^ 2 + (40 / 360) | 0.12 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(40/360)] | 8.38 | 1.03 | k |
| 2025-02-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (70 / 360) ^ 2 + (70 / 360) | 0.23 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(70/360)] | 8.42 | 1.96 | k |
| 2025-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (100 / 360) ^ 2 + (100 / 360) | 0.35 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(100/360)] | 8.46 | 3.00 | k |
| 2025-04-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (130 / 360) ^ 2 + (130 / 360) | 0.49 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(130/360)] | 8.50 | 4.18 | k |
| 2025-05-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (160 / 360) ^ 2 + (160 / 360) | 0.64 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(160/360)] | 8.54 | 5.48 | k |
| 2025-06-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (190 / 360) ^ 2 + (190 / 360) | 0.81 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-5.37)^(190/360)] | 8.58 | 6.92 | k |
| 2025-06-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (219 / 360) ^ 2 + (219 / 360) | 0.98 | [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)] | [0.0837 x 100.00]/[(1+-5.37)^(219/360)]+[(0 x (494/360)) x 8.37% x 100.00]/[(1+-5.37)^(219/360)] | 8.66 | 8.47 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [67.87 x ((1 + -5.3733124999999) ^ 2)]] x 31.27] | 0.51 |
| 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 |