| 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 | 16.70 | Semana TIR | -153.89% |
| Emisor | BCRABCRA | Valor Residual | 16.70% | Mes TIR | -87.32% |
| Tipo | Banco central | Paridad | 111.86% | Semestre TIR | -1902.33% |
| País | Argentina | TIR | -67.56% | 1ero Enero TIR | -196.12% |
| Mercado | BYMA | Macaulay Dur. | 0.10 | Año TIR | -1884.03% |
| Moneda | USD | Modified Dur. | 0.31 | Semana Precio | 9.05% |
| Fecha/Hora | 2025-05-09 16:32:41 | Effective Dur. | -0.21 | Mes Precio | -29.96% |
| Volumen | 35900 | Convexidad | 1.07 | Semestre Precio | -72.33% |
| Precio | 18.68 | Int. Corrido | 0.00 | 1ero Enero Precio | -63.52% |
| Variación | 2.49% | Cupon | 8.33 | Año Precio | -80.84% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 20.55 | 10.00% | -87.33 | 29.26% |
| 20.36 | 9.00% | -86.14 | 27.50% |
| 20.17 | 8.00% | -84.83 | 25.56% |
| 19.99 | 7.00% | -83.37 | 23.41% |
| 19.80 | 6.00% | -81.76 | 21.02% |
| 19.61 | 5.00% | -79.97 | 18.37% |
| 19.43 | 4.00% | -77.99 | 15.44% |
| 19.24 | 3.00% | -75.78 | 12.17% |
| 19.05 | 2.00% | -73.32 | 8.53% |
| 18.87 | 1.00% | -70.58 | 4.47% |
| 18.68 | 0.00% | -67.53 | 0.00% |
| 18.49 | -1.00% | -64.11 | -5.11% |
| 18.31 | -2.00% | -60.28 | -10.77% |
| 18.12 | -3.00% | -56.00 | -17.11% |
| 17.93 | -4.00% | -51.19 | -24.22% |
| 17.75 | -5.00% | -45.79 | -32.22% |
| 17.56 | -6.00% | -39.72 | -41.21% |
| 17.37 | -7.00% | -32.87 | -51.34% |
| 17.19 | -8.00% | -25.15 | -62.77% |
| 17.00 | -9.00% | -16.42 | -75.69% |
| 16.81 | -10.00% | -6.54 | -90.32% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -61.48 | -9.00% | 18.36 | -1.70% |
| -62.16 | -8.00% | 18.40 | -1.52% |
| -62.83 | -7.00% | 18.43 | -1.35% |
| -63.51 | -6.00% | 18.46 | -1.17% |
| -64.18 | -5.00% | 18.50 | -0.98% |
| -64.86 | -4.00% | 18.53 | -0.79% |
| -65.53 | -3.00% | 18.57 | -0.60% |
| -66.21 | -2.00% | 18.61 | -0.40% |
| -66.88 | -1.00% | 18.64 | -0.20% |
| -67.56 | 0.00% | 18.68 | 0.00% |
| -68.24 | 1.00% | 18.72 | 0.22% |
| -68.91 | 2.00% | 18.76 | 0.44% |
| -69.59 | 3.00% | 18.80 | 0.66% |
| -70.26 | 4.00% | 18.85 | 0.89% |
| -70.94 | 5.00% | 18.89 | 1.12% |
| -71.61 | 6.00% | 18.93 | 1.36% |
| -72.29 | 7.00% | 18.98 | 1.61% |
| -72.96 | 8.00% | 19.03 | 1.86% |
| -73.64 | 9.00% | 19.08 | 2.12% |
| Desarrollo TIR -67.56% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-06-01 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-67.56)^(21/360)] | 8.90 | 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+-67.56)^(50/360)] | 0.00 | i |
| 2025-06-30 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0837 x 100.00]/[(1+-67.56)^(50/360)] | 9.79 | 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 x (494/360)) x 1.00 x 1 x 100.00 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. | |
| 2025-06-01 | (Dias para cupon / Dias Año) | (21 / 360) | 0.06 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-67.56)^(21/360)] | 8.90 | 0.48 | 0.03 | k | |
| 2025-06-30 | (Dias para cupon / Dias Año) | (50 / 360) | 0.14 | [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+-67.56)^(50/360)]+[(0 x (494/360)) x 8.37% x 100.00]/[(1+-67.56)^(50/360)] | 9.79 | 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 + -67.56/100) | 0.31 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (18.72 - 18.64 )/( 2 x 18.682 x 0.01) | -0.21 |
| 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. |
| 2025-06-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (21 / 360) ^ 2 + (21 / 360) | 0.06 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00]/[(1+-67.56)^(21/360)] | 8.90 | 0.55 | k |
| 2025-06-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (50 / 360) ^ 2 + (50 / 360) | 0.16 | [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+-67.56)^(50/360)]+[(0 x (494/360)) x 8.37% x 100.00]/[(1+-67.56)^(50/360)] | 9.79 | 1.55 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [18.682 x ((1 + -67.5596875) ^ 2)]] x 2.10] | 1.07 |
| 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 |