| 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 | 56.71 | 0.00 | 8.10 | 8.10 |
| 2025-01-01 | 50.02 | 48.62 | 0.00 | 8.10 | 8.10 |
| 2025-02-01 | 41.69 | 40.52 | 0.00 | 8.10 | 8.10 |
| 2025-03-01 | 33.36 | 32.42 | 0.00 | 8.10 | 8.10 |
| 2025-04-01 | 25.03 | 24.33 | 0.00 | 8.10 | 8.10 |
| 2025-05-01 | 16.70 | 16.23 | 0.00 | 8.10 | 8.10 |
| 2025-06-01 | 8.37 | 8.14 | 0.00 | 8.10 | 8.10 |
| 2025-06-30 | 0.00 | 0.00 | 0.00 | 8.14 | 8.14 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | BPJ5C | Valor Tecnico | 64.81 | Semana TIR | -17.00% |
| Emisor | BCRABCRA | Valor Residual | 66.68% | Mes TIR | -900.00% |
| Tipo | Banco central | Paridad | 102.53% | Semestre TIR | -445.62% |
| País | Argentina | TIR | -7.50% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.32 | Año TIR | S/D |
| Moneda | USD | Modified Dur. | 0.35 | Semana Precio | 0.91% |
| Fecha/Hora | 2024-11-20 16:53:38 | Effective Dur. | -0.03 | Mes Precio | -9.59% |
| Volumen | 657500 | Convexidad | 0.54 | Semestre Precio | -30.71% |
| Precio | 66.45 | Int. Corrido | 0.00 | 1ero Enero Precio | S/D |
| Variación | 0.58% | Cupon | 8.10 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 73.09 | 10.00% | -30.86 | 311.51% |
| 72.43 | 9.00% | -28.94 | 285.81% |
| 71.77 | 8.00% | -26.93 | 259.06% |
| 71.10 | 7.00% | -24.84 | 231.23% |
| 70.44 | 6.00% | -22.67 | 202.22% |
| 69.77 | 5.00% | -20.40 | 171.99% |
| 69.11 | 4.00% | -18.04 | 140.47% |
| 68.44 | 3.00% | -15.57 | 107.59% |
| 67.78 | 2.00% | -13.00 | 73.28% |
| 67.11 | 1.00% | -10.31 | 37.44% |
| 66.45 | 0.00% | -7.50 | 0.00% |
| 65.79 | -1.00% | -4.56 | -39.18% |
| 65.12 | -2.00% | -1.49 | -80.15% |
| 64.46 | -3.00% | 1.73 | -123.03% |
| 63.79 | -4.00% | 5.10 | -167.96% |
| 63.13 | -5.00% | 8.63 | -215.03% |
| 62.46 | -6.00% | 12.33 | -264.41% |
| 61.80 | -7.00% | 16.22 | -316.24% |
| 61.13 | -8.00% | 20.30 | -370.66% |
| 60.47 | -9.00% | 24.59 | -427.85% |
| 59.81 | -10.00% | 29.10 | -488.00% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -6.82 | -9.00% | 66.29 | -0.23% |
| -6.90 | -8.00% | 66.31 | -0.21% |
| -6.97 | -7.00% | 66.33 | -0.18% |
| -7.05 | -6.00% | 66.35 | -0.16% |
| -7.12 | -5.00% | 66.36 | -0.13% |
| -7.20 | -4.00% | 66.38 | -0.10% |
| -7.27 | -3.00% | 66.40 | -0.08% |
| -7.35 | -2.00% | 66.42 | -0.05% |
| -7.42 | -1.00% | 66.43 | -0.03% |
| -7.50 | 0.00% | 66.45 | 0.00% |
| -7.58 | 1.00% | 66.47 | 0.03% |
| -7.65 | 2.00% | 66.48 | 0.05% |
| -7.73 | 3.00% | 66.50 | 0.08% |
| -7.80 | 4.00% | 66.52 | 0.11% |
| -7.88 | 5.00% | 66.54 | 0.13% |
| -7.95 | 6.00% | 66.55 | 0.16% |
| -8.03 | 7.00% | 66.57 | 0.18% |
| -8.10 | 8.00% | 66.59 | 0.21% |
| -8.17 | 9.00% | 66.61 | 0.24% |
| Desarrollo TIR -7.50% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-12-01 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(10/360)] | 8.11 | k |
| 2025-01-01 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(40/360)] | 8.17 | k |
| 2025-02-01 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(70/360)] | 8.22 | k |
| 2025-03-01 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(100/360)] | 8.27 | k |
| 2025-04-01 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(130/360)] | 8.33 | k |
| 2025-05-01 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(160/360)] | 8.38 | k |
| 2025-06-01 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(190/360)] | 8.44 | 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 0.97]/[(1+-7.50)^(219/360)] | 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 0.97]/[(1+-7.50)^(219/360)] | 8.53 | 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 Conversion CCL/MEP x (Dias Corridos / Dias entre Cupones) | (0 x (494/360)) x 1.00 x 1 x 100.00 x 0.97 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 x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(10/360)] | 8.11 | 0.12 | 0.00 | k | |
| 2025-01-01 | (Dias para cupon / Dias Año) | (40 / 360) | 0.11 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(40/360)] | 8.17 | 0.12 | 0.01 | k | |
| 2025-02-01 | (Dias para cupon / Dias Año) | (70 / 360) | 0.19 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(70/360)] | 8.22 | 0.12 | 0.02 | k | |
| 2025-03-01 | (Dias para cupon / Dias Año) | (100 / 360) | 0.28 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(100/360)] | 8.27 | 0.12 | 0.03 | k | |
| 2025-04-01 | (Dias para cupon / Dias Año) | (130 / 360) | 0.36 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(130/360)] | 8.33 | 0.13 | 0.05 | k | |
| 2025-05-01 | (Dias para cupon / Dias Año) | (160 / 360) | 0.44 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(160/360)] | 8.38 | 0.13 | 0.06 | k | |
| 2025-06-01 | (Dias para cupon / Dias Año) | (190 / 360) | 0.53 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(190/360)] | 8.44 | 0.13 | 0.07 | k | |
| 2025-06-30 | (Dias para cupon / Dias Año) | (219 / 360) | 0.61 | [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 0.97]/[(1+-7.50)^(219/360)]+[(0 x (494/360)) x 8.37% x 100.00 x 0.97]/[(1+-7.50)^(219/360)] | 8.53 | 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 + -7.50/100) | 0.35 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (66.47 - 66.43 )/( 2 x 66.45 x 0.01) | -0.03 |
| 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 x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(10/360)] | 8.11 | 0.23 | k |
| 2025-01-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (40 / 360) ^ 2 + (40 / 360) | 0.12 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(40/360)] | 8.17 | 1.01 | k |
| 2025-02-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (70 / 360) ^ 2 + (70 / 360) | 0.23 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(70/360)] | 8.22 | 1.91 | k |
| 2025-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (100 / 360) ^ 2 + (100 / 360) | 0.35 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(100/360)] | 8.27 | 2.94 | k |
| 2025-04-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (130 / 360) ^ 2 + (130 / 360) | 0.49 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(130/360)] | 8.33 | 4.09 | k |
| 2025-05-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (160 / 360) ^ 2 + (160 / 360) | 0.64 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(160/360)] | 8.38 | 5.38 | k |
| 2025-06-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (190 / 360) ^ 2 + (190 / 360) | 0.81 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0833 x 100.00 x 0.97]/[(1+-7.50)^(190/360)] | 8.44 | 6.80 | k |
| 2025-06-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (219 / 360) ^ 2 + (219 / 360) | 0.98 | [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 0.97]/[(1+-7.50)^(219/360)]+[(0 x (494/360)) x 8.37% x 100.00 x 0.97]/[(1+-7.50)^(219/360)] | 8.53 | 8.35 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [66.45 x ((1 + -7.499) ^ 2)]] x 30.71] | 0.54 |
| 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 |