| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-12-13 | 100.00 | 102418.00 | 2567.46 | 0.00 | 2567.46 |
| 2024-06-13 | 100.00 | 123977.00 | 3107.92 | 0.00 | 3107.92 |
| 2024-12-13 | 100.00 | 107332.00 | 2690.65 | 0.00 | 2690.65 |
| 2025-06-13 | 100.00 | 114581.00 | 2856.68 | 0.00 | 2856.68 |
| 2025-12-13 | 100.00 | 114581.00 | 2872.37 | 0.00 | 2872.37 |
| 2026-02-13 | 0.00 | 0.00 | 973.15 | 114581.00 | 115554.15 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YMCQO | Valor Tecnico | 116904.01 | Semana TIR | -27.74% |
| Emisor | YPF S.A.YPF S.A. | Valor Residual | 100.00% | Mes TIR | -30.08% |
| Tipo | Corporativo | Paridad | 100.08% | Semestre TIR | -6.25% |
| País | Argentina | TIR | 4.95% | 1ero Enero TIR | 8.08% |
| Mercado | BYMA | Macaulay Dur. | 0.74 | Año TIR | -34.61% |
| Moneda | ARS | Modified Dur. | 0.71 | Semana Precio | -1.52% |
| Fecha/Hora | 2025-05-09 16:51:59 | Effective Dur. | 0.04 | Mes Precio | -14.10% |
| Volumen | 133255 | Convexidad | 1.19 | Semestre Precio | 1.58% |
| Precio | 117000.00 | Int. Corrido | 2323.01 | 1ero Enero Precio | -0.68% |
| Variación | 1.30% | Cupon | 2856.68 | Año Precio | 15.19% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 128700.00 | 10.00% | -7.66 | -254.70% |
| 127530.00 | 9.00% | -6.52 | -231.70% |
| 126360.00 | 8.00% | -5.36 | -208.20% |
| 125190.00 | 7.00% | -4.17 | -184.18% |
| 124020.00 | 6.00% | -2.95 | -159.63% |
| 122850.00 | 5.00% | -1.71 | -134.52% |
| 121680.00 | 4.00% | -0.44 | -108.84% |
| 120510.00 | 3.00% | 0.86 | -82.57% |
| 119340.00 | 2.00% | 2.19 | -55.68% |
| 118170.00 | 1.00% | 3.56 | -28.16% |
| 117000.00 | 0.00% | 4.95 | 0.00% |
| 115830.00 | -1.00% | 6.38 | 28.83% |
| 114660.00 | -2.00% | 7.84 | 58.37% |
| 113490.00 | -3.00% | 9.34 | 88.62% |
| 112320.00 | -4.00% | 10.87 | 119.63% |
| 111150.00 | -5.00% | 12.44 | 151.40% |
| 109980.00 | -6.00% | 14.06 | 183.97% |
| 108810.00 | -7.00% | 15.71 | 217.40% |
| 107640.00 | -8.00% | 17.41 | 251.65% |
| 106470.00 | -9.00% | 19.15 | 286.83% |
| 105300.00 | -10.00% | 20.93 | 322.91% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 5.40 | 9.00% | 116631.29 | -0.32% |
| 5.35 | 8.00% | 116672.06 | -0.28% |
| 5.30 | 7.00% | 116712.86 | -0.25% |
| 5.25 | 6.00% | 116753.70 | -0.21% |
| 5.20 | 5.00% | 116794.57 | -0.18% |
| 5.15 | 4.00% | 116835.47 | -0.14% |
| 5.10 | 3.00% | 116876.41 | -0.11% |
| 5.05 | 2.00% | 116917.38 | -0.07% |
| 5.00 | 1.00% | 116958.39 | -0.04% |
| 4.95 | 0.00% | 117000.00 | 0.00% |
| 4.90 | -1.00% | 117040.51 | 0.03% |
| 4.85 | -2.00% | 117081.61 | 0.07% |
| 4.80 | -3.00% | 117122.76 | 0.10% |
| 4.75 | -4.00% | 117163.93 | 0.14% |
| 4.70 | -5.00% | 117205.14 | 0.18% |
| 4.65 | -6.00% | 117246.39 | 0.21% |
| 4.60 | -7.00% | 117287.67 | 0.25% |
| 4.55 | -8.00% | 117328.98 | 0.28% |
| 4.50 | -9.00% | 117370.33 | 0.32% |
| Desarrollo TIR 4.95% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-06-13 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (182/365)) x 100.00% x 100.00 x 1145.81]/[(1+4.95)^(34/365)] | 2843.85 | i |
| 2025-12-13 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (183/365)) x 100.00% x 100.00 x 1145.81]/[(1+4.95)^(217/365)] | 2791.04 | i |
| 2026-02-13 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (62/365)) x 100.00% x 100.00 x 1145.81]/[(1+4.95)^(279/365)] | 937.87 | i |
| 2026-02-13 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+4.95)^(279/365)] | 110426.67 | 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 ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.05 x (182/365)) x 1.00 x 1 x 100.00 x 1145.81 x (148/182) | 2323.01 |
| 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. | |
| 2025-06-13 | (Dias para cupon / Dias Año) | (34 / 365) | 0.09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (182/365)) x 100.00% x 100.00 x 1145.81]/[(1+4.95)^(34/365)] | 2843.85 | 0.02 | 0.00 | i | |
| 2025-12-13 | (Dias para cupon / Dias Año) | (217 / 365) | 0.59 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (183/365)) x 100.00% x 100.00 x 1145.81]/[(1+4.95)^(217/365)] | 2791.05 | 0.02 | 0.01 | i | |
| 2026-02-13 | (Dias para cupon / Dias Año) | (279 / 365) | 0.76 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+4.95)^(279/365)]+[(0.05 x (62/365)) x 100.00% x 100.00 x 1145.81]/[(1+4.95)^(279/365)] | 111364.79 | 0.95 | 0.73 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.74 | 0.74 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.74)/(1 + 4.95/100) | 0.71 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (116958.65 - 117040.76 )/( 2 x 117000 x 0.01) | 0.04 |
| 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. |
| 2025-06-13 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (34 / 365) ^ 2 + (34 / 365) | 0.10 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (182/365)) x 100.00% x 100.00 x 1145.81]/[(1+4.95)^(34/365)] | 2843.85 | 289.58 | i |
| 2025-12-13 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (217 / 365) ^ 2 + (217 / 365) | 0.95 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (183/365)) x 100.00% x 100.00 x 1145.81]/[(1+4.95)^(217/365)] | 2791.05 | 2645.84 | i |
| 2026-02-13 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (279 / 365) ^ 2 + (279 / 365) | 1.35 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+4.95)^(279/365)]+[(0.05 x (62/365)) x 100.00% x 100.00 x 1145.81]/[(1+4.95)^(279/365)] | 111364.79 | 150193.89 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [117000 x ((1 + 4.9496875000001) ^ 2)]] x 153129.31] | 1.19 |
| F. de Emision | 2023-06-13 | ||
| F. de Vencimiento | 2026-02-13 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | 3 | ||
| Capital | El capital de las Obligaciones Negociables será amortizado en una única cuota en la Fecha de Vencimiento de las Obligaciones Negociables Clase XXV. | ||
| Interes | Devengara una tasa de interes del 5,00% (cinco por ciento) anual. | ||
| Frecuencia | Serán el 13 de diciembre de 2023, 13 de junio de 2024, 13 de diciembre de 2024, 13 de junio de 2025, 13 de diciembre de 2025 y en la Fecha de Vencimiento, es decir, el 13 de febrero de 2026. | ||
| ISIN | ARYPFS5601W0 |