| 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 | 74.62 | 0.00 | 8.29 | 8.29 |
| 2024-11-01 | 66.68 | 66.34 | 0.00 | 8.29 | 8.29 |
| 2024-12-01 | 58.35 | 58.05 | 0.00 | 8.29 | 8.29 |
| 2025-01-01 | 50.02 | 49.76 | 0.00 | 8.29 | 8.29 |
| 2025-02-01 | 41.69 | 41.47 | 0.00 | 8.29 | 8.29 |
| 2025-03-01 | 33.36 | 33.19 | 0.00 | 8.29 | 8.29 |
| 2025-04-01 | 25.03 | 24.90 | 0.00 | 8.29 | 8.29 |
| 2025-05-01 | 16.70 | 16.61 | 0.00 | 8.29 | 8.29 |
| 2025-06-01 | 8.37 | 8.33 | 0.00 | 8.29 | 8.29 |
| 2025-06-30 | 0.00 | 0.00 | 0.00 | 8.33 | 8.33 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | BPJ5C | Valor Tecnico | 82.91 | Semana TIR | -90.28% |
| Emisor | BCRABCRA | Valor Residual | 83.34% | Mes TIR | -76.29% |
| Tipo | Banco central | Paridad | 98.90% | Semestre TIR | -80.67% |
| País | Argentina | TIR | 2.53% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.44 | Año TIR | S/D |
| Moneda | USD | Modified Dur. | 0.43 | Semana Precio | 0.31% |
| Fecha/Hora | 2024-09-06 16:51:07 | Effective Dur. | 0.01 | Mes Precio | -7.87% |
| Volumen | 573300 | Convexidad | 0.66 | Semestre Precio | -5.80% |
| Precio | 82.00 | Int. Corrido | 0.00 | 1ero Enero Precio | S/D |
| Variación | 0.10% | Cupon | 8.29 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 90.20 | 10.00% | -17.18 | -779.24% |
| 89.38 | 9.00% | -15.49 | -712.37% |
| 88.56 | 8.00% | -13.75 | -643.37% |
| 87.74 | 7.00% | -11.94 | -572.06% |
| 86.92 | 6.00% | -10.08 | -498.38% |
| 86.10 | 5.00% | -8.15 | -422.21% |
| 85.28 | 4.00% | -6.16 | -343.45% |
| 84.46 | 3.00% | -4.10 | -261.97% |
| 83.64 | 2.00% | -1.96 | -177.61% |
| 82.82 | 1.00% | 0.25 | -90.27% |
| 82.00 | 0.00% | 2.53 | 0.00% |
| 81.18 | -1.00% | 4.91 | 93.94% |
| 80.36 | -2.00% | 7.37 | 191.13% |
| 79.54 | -3.00% | 9.92 | 291.92% |
| 78.72 | -4.00% | 12.56 | 396.55% |
| 77.90 | -5.00% | 15.31 | 505.18% |
| 77.08 | -6.00% | 18.17 | 618.00% |
| 76.26 | -7.00% | 21.13 | 735.26% |
| 75.44 | -8.00% | 24.22 | 857.18% |
| 74.62 | -9.00% | 27.43 | 984.02% |
| 73.80 | -10.00% | 30.77 | 1116.09% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 2.76 | 9.00% | 81.92 | -0.10% |
| 2.73 | 8.00% | 81.93 | -0.09% |
| 2.71 | 7.00% | 81.94 | -0.07% |
| 2.68 | 6.00% | 81.95 | -0.06% |
| 2.66 | 5.00% | 81.96 | -0.05% |
| 2.63 | 4.00% | 81.97 | -0.04% |
| 2.61 | 3.00% | 81.97 | -0.03% |
| 2.58 | 2.00% | 81.98 | -0.02% |
| 2.56 | 1.00% | 81.99 | -0.01% |
| 2.53 | 0.00% | 82.00 | 0.00% |
| 2.50 | -1.00% | 82.01 | 0.01% |
| 2.48 | -2.00% | 82.02 | 0.02% |
| 2.45 | -3.00% | 82.03 | 0.03% |
| 2.43 | -4.00% | 82.04 | 0.05% |
| 2.40 | -5.00% | 82.05 | 0.06% |
| 2.38 | -6.00% | 82.05 | 0.07% |
| 2.35 | -7.00% | 82.06 | 0.08% |
| 2.33 | -8.00% | 82.07 | 0.09% |
| 2.30 | -9.00% | 82.08 | 0.10% |
| Desarrollo TIR 2.53% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-10-01 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(24/360)] | 8.27 | k |
| 2024-11-01 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(54/360)] | 8.26 | k |
| 2024-12-01 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(84/360)] | 8.24 | k |
| 2025-01-01 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(114/360)] | 8.22 | k |
| 2025-02-01 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(144/360)] | 8.20 | k |
| 2025-03-01 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(174/360)] | 8.19 | k |
| 2025-04-01 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(204/360)] | 8.17 | k |
| 2025-05-01 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(234/360)] | 8.15 | k |
| 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+2.53)^(264/360)] | 8.14 | 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+2.53)^(293/360)] | 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+2.53)^(293/360)] | 8.16 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-09-07 | (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 (201/494) | 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. | |
| 2024-10-01 | (Dias para cupon / Dias Año) | (24 / 360) | 0.07 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(24/360)] | 8.27 | 0.10 | 0.01 | k | |
| 2024-11-01 | (Dias para cupon / Dias Año) | (54 / 360) | 0.15 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(54/360)] | 8.26 | 0.10 | 0.02 | k | |
| 2024-12-01 | (Dias para cupon / Dias Año) | (84 / 360) | 0.23 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(84/360)] | 8.24 | 0.10 | 0.02 | k | |
| 2025-01-01 | (Dias para cupon / Dias Año) | (114 / 360) | 0.32 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(114/360)] | 8.22 | 0.10 | 0.03 | k | |
| 2025-02-01 | (Dias para cupon / Dias Año) | (144 / 360) | 0.40 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(144/360)] | 8.20 | 0.10 | 0.04 | k | |
| 2025-03-01 | (Dias para cupon / Dias Año) | (174 / 360) | 0.48 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(174/360)] | 8.19 | 0.10 | 0.05 | k | |
| 2025-04-01 | (Dias para cupon / Dias Año) | (204 / 360) | 0.57 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(204/360)] | 8.17 | 0.10 | 0.06 | k | |
| 2025-05-01 | (Dias para cupon / Dias Año) | (234 / 360) | 0.65 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(234/360)] | 8.15 | 0.10 | 0.06 | k | |
| 2025-06-01 | (Dias para cupon / Dias Año) | (264 / 360) | 0.73 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(264/360)] | 8.14 | 0.10 | 0.07 | k | |
| 2025-06-30 | (Dias para cupon / Dias Año) | (293 / 360) | 0.81 | [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+2.53)^(293/360)]+[(0 x (494/360)) x 8.37% x 100.00 x 0.99]/[(1+2.53)^(293/360)] | 8.16 | 0.10 | 0.08 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.44 | 0.44 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.44)/(1 + 2.53/100) | 0.43 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (81.99 - 82.01 )/( 2 x 82 x 0.01) | 0.01 |
| 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. |
| 2024-10-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (24 / 360) ^ 2 + (24 / 360) | 0.07 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(24/360)] | 8.27 | 0.59 | k |
| 2024-11-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (54 / 360) ^ 2 + (54 / 360) | 0.17 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(54/360)] | 8.26 | 1.42 | k |
| 2024-12-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (84 / 360) ^ 2 + (84 / 360) | 0.29 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(84/360)] | 8.24 | 2.37 | k |
| 2025-01-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (114 / 360) ^ 2 + (114 / 360) | 0.42 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(114/360)] | 8.22 | 3.43 | k |
| 2025-02-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (144 / 360) ^ 2 + (144 / 360) | 0.56 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(144/360)] | 8.20 | 4.59 | k |
| 2025-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (174 / 360) ^ 2 + (174 / 360) | 0.72 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(174/360)] | 8.19 | 5.87 | k |
| 2025-04-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (204 / 360) ^ 2 + (204 / 360) | 0.89 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(204/360)] | 8.17 | 7.25 | k |
| 2025-05-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (234 / 360) ^ 2 + (234 / 360) | 1.07 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(234/360)] | 8.15 | 8.74 | k |
| 2025-06-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (264 / 360) ^ 2 + (264 / 360) | 1.27 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.99]/[(1+2.53)^(264/360)] | 8.14 | 10.34 | k |
| 2025-06-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (293 / 360) ^ 2 + (293 / 360) | 1.48 | [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+2.53)^(293/360)]+[(0 x (494/360)) x 8.37% x 100.00 x 0.99]/[(1+2.53)^(293/360)] | 8.16 | 12.05 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [82 x ((1 + 2.534) ^ 2)]] x 56.66] | 0.66 |
| 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 |