| 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 | 103975.00 | 262.07 | 0.00 | 262.07 |
| 2025-04-10 | 100.00 | 107738.00 | 265.66 | 0.00 | 265.66 |
| 2025-07-10 | 100.00 | 111750.00 | 278.61 | 0.00 | 278.61 |
| 2025-10-10 | 100.00 | 111750.00 | 281.67 | 0.00 | 281.67 |
| 2026-01-10 | 0.00 | 0.00 | 281.67 | 111750.00 | 112031.67 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YMCMO | Valor Tecnico | 111838.79 | Semana TIR | -13.71% |
| Emisor | YPF S.A.YPF S.A. | Valor Residual | 100.00% | Mes TIR | 8523.08% |
| Tipo | Corporativo | Paridad | 93.89% | Semestre TIR | 90.43% |
| País | Argentina | TIR | 10.95% | 1ero Enero TIR | -8.90% |
| Mercado | BYMA | Macaulay Dur. | 0.67 | Año TIR | 3.79% |
| Moneda | ARS | Modified Dur. | 0.61 | Semana Precio | -3.36% |
| Fecha/Hora | 2025-05-08 16:45:38 | Effective Dur. | 0.07 | Mes Precio | -3.58% |
| Volumen | 0 | Convexidad | 0.91 | Semestre Precio | 10.99% |
| Precio | 105000.00 | Int. Corrido | 88.79 | 1ero Enero Precio | 12.78% |
| Variación | 0.00% | Cupon | 278.61 | Año Precio | 38.16% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 115500.00 | 10.00% | -3.72 | -133.99% |
| 114450.00 | 9.00% | -2.41 | -121.96% |
| 113400.00 | 8.00% | -1.06 | -109.66% |
| 112350.00 | 7.00% | 0.32 | -97.06% |
| 111300.00 | 6.00% | 1.73 | -84.18% |
| 110250.00 | 5.00% | 3.18 | -70.98% |
| 109200.00 | 4.00% | 4.66 | -57.47% |
| 108150.00 | 3.00% | 6.17 | -43.63% |
| 107100.00 | 2.00% | 7.73 | -29.45% |
| 106050.00 | 1.00% | 9.32 | -14.92% |
| 105000.00 | 0.00% | 10.95 | 0.00% |
| 103950.00 | -1.00% | 12.62 | 15.24% |
| 102900.00 | -2.00% | 14.33 | 30.89% |
| 101850.00 | -3.00% | 16.09 | 46.95% |
| 100800.00 | -4.00% | 17.90 | 63.43% |
| 99750.00 | -5.00% | 19.75 | 80.34% |
| 98700.00 | -6.00% | 21.65 | 97.70% |
| 97650.00 | -7.00% | 23.60 | 115.52% |
| 96600.00 | -8.00% | 25.60 | 133.83% |
| 95550.00 | -9.00% | 27.66 | 152.64% |
| 94500.00 | -10.00% | 29.78 | 171.97% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 11.94 | 9.00% | 104375.49 | -0.59% |
| 11.83 | 8.00% | 104444.16 | -0.53% |
| 11.72 | 7.00% | 104512.94 | -0.46% |
| 11.61 | 6.00% | 104581.84 | -0.40% |
| 11.50 | 5.00% | 104650.85 | -0.33% |
| 11.39 | 4.00% | 104719.97 | -0.27% |
| 11.28 | 3.00% | 104789.21 | -0.20% |
| 11.17 | 2.00% | 104858.56 | -0.13% |
| 11.06 | 1.00% | 104928.03 | -0.07% |
| 10.95 | 0.00% | 105000.00 | 0.00% |
| 10.84 | -1.00% | 105067.30 | 0.06% |
| 10.73 | -2.00% | 105137.11 | 0.13% |
| 10.62 | -3.00% | 105207.04 | 0.20% |
| 10.51 | -4.00% | 105277.08 | 0.26% |
| 10.40 | -5.00% | 105347.24 | 0.33% |
| 10.29 | -6.00% | 105417.51 | 0.40% |
| 10.18 | -7.00% | 105487.90 | 0.46% |
| 10.07 | -8.00% | 105558.41 | 0.53% |
| 9.96 | -9.00% | 105629.04 | 0.60% |
| Desarrollo TIR 10.95% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 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 1117.5000 x 100.00% x 100.00]/[(1+10.95)^(62/365)] | 273.74 | 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 1117.5000 x 100.00% x 100.00]/[(1+10.95)^(154/365)] | 269.59 | 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 1117.5000 x 100.00% x 100.00]/[(1+10.95)^(246/365)] | 262.62 | i |
| 2026-01-10 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1117.5000 x 1 x 100.00]/[(1+10.95)^(246/365)] | 104191.66 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-09 | (TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.01 x (91/365)) x 1117.50 x 1 x 100.00 x (29/91) | 88.79 |
| 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. | |
| 2025-07-10 | (Dias para cupon / Dias Año) | (62 / 365) | 0.17 | [(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 1117.5000 x 100.00% x 100.00]/[(1+10.95)^(62/365)] | 273.74 | 0.00 | 0.00 | i | |
| 2025-10-10 | (Dias para cupon / Dias Año) | (154 / 365) | 0.42 | [(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 1117.5000 x 100.00% x 100.00]/[(1+10.95)^(154/365)] | 269.59 | 0.00 | 0.00 | i | |
| 2026-01-10 | (Dias para cupon / Dias Año) | (246 / 365) | 0.67 | [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)] | [1117.5000 x 1 x 100.00]/[(1+10.95)^(246/365)]+[(0.01 x (92/365)) x 1117.5000 x 100.00% x 100.00]/[(1+10.95)^(246/365)] | 104456.38 | 0.99 | 0.67 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.67 | 0.67 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.67)/(1 + 10.95/100) | 0.61 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (104930.15 - 105069.39 )/( 2 x 105000 x 0.01) | 0.07 |
| 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. |
| 2025-07-10 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (62 / 365) ^ 2 + (62 / 365) | 0.20 | [(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 1117.5000 x 100.00% x 100.00]/[(1+10.95)^(62/365)] | 273.74 | 54.40 | i |
| 2025-10-10 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (154 / 365) ^ 2 + (154 / 365) | 0.60 | [(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 1117.5000 x 100.00% x 100.00]/[(1+10.95)^(154/365)] | 269.59 | 161.74 | i |
| 2026-01-10 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (246 / 365) ^ 2 + (246 / 365) | 1.13 | [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)] | [1117.5000 x 1 x 100.00]/[(1+10.95)^(246/365)]+[(0.01 x (92/365)) x 1117.5000 x 100.00% x 100.00]/[(1+10.95)^(246/365)] | 104456.38 | 117848.91 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [105000 x ((1 + 10.9466875) ^ 2)]] x 118065.04] | 0.91 |
| 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 |