| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-10-10 | 100.00 | 35003.00 | 88.23 | 0.00 | 88.23 |
| 2024-01-10 | 100.00 | 81435.00 | 205.26 | 0.00 | 205.26 |
| 2024-04-10 | 100.00 | 86525.00 | 215.72 | 0.00 | 215.72 |
| 2024-07-10 | 100.00 | 91983.00 | 229.33 | 0.00 | 229.33 |
| 2024-10-10 | 100.00 | 97942.00 | 246.87 | 0.00 | 246.87 |
| 2025-01-10 | 100.00 | 99975.00 | 251.99 | 0.00 | 251.99 |
| 2025-04-10 | 100.00 | 99975.00 | 246.51 | 0.00 | 246.51 |
| 2025-07-10 | 100.00 | 99975.00 | 249.25 | 0.00 | 249.25 |
| 2025-10-10 | 100.00 | 99975.00 | 251.99 | 0.00 | 251.99 |
| 2026-01-10 | 0.00 | 0.00 | 251.99 | 99975.00 | 100226.99 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YMCMO | Valor Tecnico | 100090.04 | Semana TIR | 9.82% |
| Emisor | YPF S.A.YPF S.A. | Valor Residual | 100.00% | Mes TIR | 58.09% |
| Tipo | Corporativo | Paridad | 91.48% | Semestre TIR | 18.07% |
| País | Argentina | TIR | 9.28% | 1ero Enero TIR | 158.20% |
| Mercado | BYMA | Macaulay Dur. | 1.13 | Año TIR | 141.72% |
| Moneda | ARS | Modified Dur. | 1.03 | Semana Precio | -0.70% |
| Fecha/Hora | 2024-11-20 13:38:06 | Effective Dur. | 0.10 | Mes Precio | -1.55% |
| Volumen | 1143 | Convexidad | 2.02 | Semestre Precio | 14.45% |
| Precio | 91560.00 | Int. Corrido | 115.04 | 1ero Enero Precio | 18.91% |
| Variación | 0.01% | Cupon | 251.99 | Año Precio | 47.49% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 100716.00 | 10.00% | 0.45 | -95.17% |
| 99800.40 | 9.00% | 1.26 | -86.39% |
| 98884.80 | 8.00% | 2.09 | -77.45% |
| 97969.20 | 7.00% | 2.94 | -68.36% |
| 97053.60 | 6.00% | 3.79 | -59.12% |
| 96138.00 | 5.00% | 4.67 | -49.70% |
| 95222.40 | 4.00% | 5.56 | -40.11% |
| 94306.80 | 3.00% | 6.46 | -30.35% |
| 93391.20 | 2.00% | 7.39 | -20.41% |
| 92475.60 | 1.00% | 8.33 | -10.28% |
| 91560.00 | 0.00% | 9.28 | 0.00% |
| 90644.40 | -1.00% | 10.26 | 10.57% |
| 89728.80 | -2.00% | 11.26 | 21.28% |
| 88813.20 | -3.00% | 12.27 | 32.21% |
| 87897.60 | -4.00% | 13.30 | 43.35% |
| 86982.00 | -5.00% | 14.36 | 54.72% |
| 86066.40 | -6.00% | 15.43 | 66.31% |
| 85150.80 | -7.00% | 16.53 | 78.14% |
| 84235.20 | -8.00% | 17.65 | 90.21% |
| 83319.60 | -9.00% | 18.80 | 102.53% |
| 82404.00 | -10.00% | 19.96 | 115.11% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 10.12 | 9.00% | 90778.75 | -0.85% |
| 10.02 | 8.00% | 90865.30 | -0.76% |
| 9.93 | 7.00% | 90952.01 | -0.66% |
| 9.84 | 6.00% | 91038.88 | -0.57% |
| 9.74 | 5.00% | 91125.90 | -0.47% |
| 9.65 | 4.00% | 91213.08 | -0.38% |
| 9.56 | 3.00% | 91300.42 | -0.28% |
| 9.47 | 2.00% | 91387.91 | -0.19% |
| 9.37 | 1.00% | 91475.56 | -0.09% |
| 9.28 | 0.00% | 91560.00 | 0.00% |
| 9.19 | -1.00% | 91651.35 | 0.10% |
| 9.09 | -2.00% | 91739.48 | 0.20% |
| 9.00 | -3.00% | 91827.77 | 0.29% |
| 8.91 | -4.00% | 91916.22 | 0.39% |
| 8.82 | -5.00% | 92004.84 | 0.49% |
| 8.72 | -6.00% | 92093.61 | 0.58% |
| 8.63 | -7.00% | 92182.55 | 0.68% |
| 8.54 | -8.00% | 92271.65 | 0.78% |
| 8.44 | -9.00% | 92360.91 | 0.87% |
| Desarrollo TIR 9.28% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-01-10 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (92/365)) x 999.7500 x 100.00% x 100.00]/[(1+9.28)^(50/365)] | 248.95 | i |
| 2025-04-10 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (90/365)) x 999.7500 x 100.00% x 100.00]/[(1+9.28)^(140/365)] | 238.26 | i |
| 2025-07-10 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (91/365)) x 999.7500 x 100.00% x 100.00]/[(1+9.28)^(231/365)] | 235.64 | i |
| 2025-10-10 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (92/365)) x 999.7500 x 100.00% x 100.00]/[(1+9.28)^(323/365)] | 232.96 | i |
| 2026-01-10 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (92/365)) x 999.7500 x 100.00% x 100.00]/[(1+9.28)^(415/365)] | 227.81 | i |
| 2026-01-10 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00]/[(1+9.28)^(415/365)] | 90379.76 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.01 x (92/365)) x 999.75 x 1 x 100.00 x (42/92) | 115.04 |
| 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. | |
| 2025-01-10 | (Dias para cupon / Dias Año) | (50 / 365) | 0.14 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (92/365)) x 999.7500 x 100.00% x 100.00]/[(1+9.28)^(50/365)] | 248.95 | 0.00 | 0.00 | i | |
| 2025-04-10 | (Dias para cupon / Dias Año) | (140 / 365) | 0.38 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (90/365)) x 999.7500 x 100.00% x 100.00]/[(1+9.28)^(140/365)] | 238.26 | 0.00 | 0.00 | i | |
| 2025-07-10 | (Dias para cupon / Dias Año) | (231 / 365) | 0.63 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (91/365)) x 999.7500 x 100.00% x 100.00]/[(1+9.28)^(231/365)] | 235.63 | 0.00 | 0.00 | i | |
| 2025-10-10 | (Dias para cupon / Dias Año) | (323 / 365) | 0.88 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (92/365)) x 999.7500 x 100.00% x 100.00]/[(1+9.28)^(323/365)] | 232.95 | 0.00 | 0.00 | i | |
| 2026-01-10 | (Dias para cupon / Dias Año) | (415 / 365) | 1.14 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00]/[(1+9.28)^(415/365)]+[(0.01 x (92/365)) x 999.7500 x 100.00% x 100.00]/[(1+9.28)^(415/365)] | 90603.80 | 0.99 | 1.13 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.13 | 1.13 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.13)/(1 + 9.28/100) | 1.03 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (91471.74 - 91647.59 )/( 2 x 91560 x 0.01) | 0.10 |
| 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. |
| 2025-01-10 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (50 / 365) ^ 2 + (50 / 365) | 0.16 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (92/365)) x 999.7500 x 100.00% x 100.00]/[(1+9.28)^(50/365)] | 248.95 | 38.77 | i |
| 2025-04-10 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (140 / 365) ^ 2 + (140 / 365) | 0.53 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (90/365)) x 999.7500 x 100.00% x 100.00]/[(1+9.28)^(140/365)] | 238.26 | 126.44 | i |
| 2025-07-10 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (231 / 365) ^ 2 + (231 / 365) | 1.03 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (91/365)) x 999.7500 x 100.00% x 100.00]/[(1+9.28)^(231/365)] | 235.63 | 243.51 | i |
| 2025-10-10 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (323 / 365) ^ 2 + (323 / 365) | 1.67 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (92/365)) x 999.7500 x 100.00% x 100.00]/[(1+9.28)^(323/365)] | 232.95 | 388.57 | i |
| 2026-01-10 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (415 / 365) ^ 2 + (415 / 365) | 2.43 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00]/[(1+9.28)^(415/365)]+[(0.01 x (92/365)) x 999.7500 x 100.00% x 100.00]/[(1+9.28)^(415/365)] | 90603.80 | 220142.23 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [91560 x ((1 + 9.284) ^ 2)]] x 220939.52] | 2.02 |
| F. de Emision | 2023-01-10 | ||
| F. de Vencimiento | 2026-01-10 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 3 | ||
| Capital | El capital de las Obligaciones Negociables Clase XXI será amortizado en una única cuota en la Fecha de Vencimiento. | ||
| Interes | Tasa nominal Anual 1.00%. Dolar Linked. | ||
| Frecuencia | Serán el 10 de abril de 2023, 10 de julio de 2023, 1 O de octubre de 2023, 1 O de enero de 2024, 1 O de abri I de 2024, 1 O de julio de 2024, 1 O de octubre de 2024, 10 de enero de 2025, 1 0 de abril de 2025, 10 de julio de 2025, 10 de octubre de 2025 y en la Fecha de Vencimiento. | ||
| ISIN | ARYPFS5601S8 |