| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-07-31 | 91.67 | 91.66 | 0.00 | 8.33 | 8.33 |
| 2024-08-31 | 83.34 | 81.74 | 0.00 | 8.17 | 8.17 |
| 2024-10-01 | 75.01 | 73.44 | 0.00 | 8.16 | 8.16 |
| 2024-11-01 | 66.68 | 65.30 | 0.00 | 8.16 | 8.16 |
| 2024-12-01 | 58.35 | 57.02 | 0.00 | 8.14 | 8.14 |
| 2025-01-01 | 50.02 | 49.27 | 0.00 | 8.20 | 8.20 |
| 2025-02-01 | 41.69 | 41.19 | 0.00 | 8.23 | 8.23 |
| 2025-03-01 | 33.36 | 33.37 | 0.00 | 8.33 | 8.33 |
| 2025-04-01 | 25.03 | 25.11 | 0.00 | 8.36 | 8.36 |
| 2025-05-01 | 16.70 | 16.47 | 0.00 | 8.21 | 8.21 |
| 2025-06-01 | 8.37 | 8.27 | 0.00 | 8.23 | 8.23 |
| 2025-06-30 | 0.00 | 0.00 | 0.00 | 8.27 | 8.27 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | BPJ5C | Valor Tecnico | 16.50 | Semana TIR | -178.00% |
| Emisor | BCRABCRA | Valor Residual | 16.70% | Mes TIR | -429.40% |
| Tipo | Banco central | Paridad | 111.31% | Semestre TIR | -1757.37% |
| País | Argentina | TIR | -65.83% | 1ero Enero TIR | -196.19% |
| Mercado | BYMA | Macaulay Dur. | 0.10 | Año TIR | -1502.34% |
| Moneda | USD | Modified Dur. | 0.29 | Semana Precio | 8.38% |
| Fecha/Hora | 2025-05-09 15:55:17 | Effective Dur. | -0.19 | Mes Precio | -28.10% |
| Volumen | 13400 | Convexidad | 0.96 | Semestre Precio | -72.19% |
| Precio | 18.37 | Int. Corrido | 0.00 | 1ero Enero Precio | -63.67% |
| Variación | 1.49% | Cupon | 8.23 | Año Precio | -80.31% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 20.21 | 10.00% | -86.70 | 31.70% |
| 20.02 | 9.00% | -85.45 | 29.81% |
| 19.84 | 8.00% | -84.08 | 27.72% |
| 19.66 | 7.00% | -82.55 | 25.40% |
| 19.47 | 6.00% | -80.86 | 22.83% |
| 19.29 | 5.00% | -78.98 | 19.98% |
| 19.10 | 4.00% | -76.89 | 16.81% |
| 18.92 | 3.00% | -74.57 | 13.28% |
| 18.74 | 2.00% | -71.99 | 9.36% |
| 18.55 | 1.00% | -69.11 | 4.99% |
| 18.37 | 0.00% | -65.90 | 0.00% |
| 18.19 | -1.00% | -62.31 | -5.35% |
| 18.00 | -2.00% | -58.29 | -11.45% |
| 17.82 | -3.00% | -53.79 | -18.29% |
| 17.64 | -4.00% | -48.73 | -25.97% |
| 17.45 | -5.00% | -43.06 | -34.59% |
| 17.27 | -6.00% | -36.67 | -44.30% |
| 17.08 | -7.00% | -29.47 | -55.23% |
| 16.90 | -8.00% | -21.35 | -67.57% |
| 16.72 | -9.00% | -12.17 | -81.51% |
| 16.53 | -10.00% | -1.78 | -97.29% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -59.91 | -9.00% | 18.07 | -1.61% |
| -60.56 | -8.00% | 18.10 | -1.45% |
| -61.22 | -7.00% | 18.13 | -1.28% |
| -61.88 | -6.00% | 18.17 | -1.11% |
| -62.54 | -5.00% | 18.20 | -0.94% |
| -63.20 | -4.00% | 18.23 | -0.76% |
| -63.86 | -3.00% | 18.26 | -0.58% |
| -64.51 | -2.00% | 18.30 | -0.40% |
| -65.17 | -1.00% | 18.33 | -0.21% |
| -65.83 | 0.00% | 18.37 | 0.00% |
| -66.49 | 1.00% | 18.40 | 0.17% |
| -67.15 | 2.00% | 18.44 | 0.37% |
| -67.80 | 3.00% | 18.48 | 0.58% |
| -68.46 | 4.00% | 18.51 | 0.79% |
| -69.12 | 5.00% | 18.55 | 1.00% |
| -69.78 | 6.00% | 18.59 | 1.22% |
| -70.44 | 7.00% | 18.64 | 1.45% |
| -71.10 | 8.00% | 18.68 | 1.68% |
| -71.75 | 9.00% | 18.72 | 1.91% |
| Desarrollo TIR -65.83% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-06-01 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+-65.83)^(21/360)] | 8.76 | k |
| 2025-06-30 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (494/360)) x 8.37% x 100.00 x 0.99]/[(1+-65.83)^(50/360)] | 0.00 | i |
| 2025-06-30 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0837 x 100.00 x 0.99]/[(1+-65.83)^(50/360)] | 9.60 | 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 CCL/MEP x (Dias Corridos / Dias entre Cupones) | (0 x (494/360)) x 1.00 x 1 x 100.00 x 0.99 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 x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+-65.83)^(21/360)] | 8.76 | 0.48 | 0.03 | k | |
| 2025-06-30 | (Dias para cupon / Dias Año) | (50 / 360) | 0.14 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0837 x 100.00 x 0.99]/[(1+-65.83)^(50/360)]+[(0 x (494/360)) x 8.37% x 100.00 x 0.99]/[(1+-65.83)^(50/360)] | 9.60 | 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 + -65.83/100) | 0.29 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (18.40 - 18.33 )/( 2 x 18.366 x 0.01) | -0.19 |
| 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 x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+-65.83)^(21/360)] | 8.76 | 0.54 | 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 CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0837 x 100.00 x 0.99]/[(1+-65.83)^(50/360)]+[(0 x (494/360)) x 8.37% x 100.00 x 0.99]/[(1+-65.83)^(50/360)] | 9.60 | 1.52 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [18.366 x ((1 + -65.825953125) ^ 2)]] x 2.06] | 0.96 |
| 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 |