| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2026-10-10 | 0.00 | 0.00 | 0.00 | 101192.00 | 101192.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YMCTO | Valor Tecnico | 101192.00 | Semana TIR | -30.17% |
| Emisor | YPF S.A.YPF S.A. | Valor Residual | 100.00% | Mes TIR | 39.65% |
| Tipo | Corporativo | Paridad | 89.14% | Semestre TIR | 63.94% |
| País | Argentina | TIR | 6.41% | 1ero Enero TIR | -24.18% |
| Mercado | BYMA | Macaulay Dur. | 1.85 | Año TIR | 131.95% |
| Moneda | ARS | Modified Dur. | 1.74 | Semana Precio | 5.50% |
| Fecha/Hora | 2024-12-03 13:20:06 | Effective Dur. | 0.11 | Mes Precio | -0.88% |
| Volumen | 177 | Convexidad | 4.67 | Semestre Precio | 10.13% |
| Precio | 90200.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 39.84% |
| Variación | 2.50% | Cupon | 101192.00 | Año Precio | 31.68% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 99220.00 | 10.00% | 1.07 | -83.33% |
| 98318.00 | 9.00% | 1.57 | -75.53% |
| 97416.00 | 8.00% | 2.08 | -67.63% |
| 96514.00 | 7.00% | 2.59 | -59.61% |
| 95612.00 | 6.00% | 3.11 | -51.48% |
| 94710.00 | 5.00% | 3.64 | -43.21% |
| 93808.00 | 4.00% | 4.18 | -34.84% |
| 92906.00 | 3.00% | 4.72 | -26.35% |
| 92004.00 | 2.00% | 5.27 | -17.71% |
| 91102.00 | 1.00% | 5.84 | -8.96% |
| 90200.00 | 0.00% | 6.41 | 0.00% |
| 89298.00 | -1.00% | 6.98 | 8.96% |
| 88396.00 | -2.00% | 7.57 | 18.15% |
| 87494.00 | -3.00% | 8.17 | 27.46% |
| 86592.00 | -4.00% | 8.78 | 36.93% |
| 85690.00 | -5.00% | 9.39 | 46.56% |
| 84788.00 | -6.00% | 10.02 | 56.34% |
| 83886.00 | -7.00% | 10.66 | 66.28% |
| 82984.00 | -8.00% | 11.31 | 76.38% |
| 82082.00 | -9.00% | 11.97 | 86.66% |
| 81180.00 | -10.00% | 12.64 | 97.11% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 6.99 | 9.00% | 89294.41 | -1.00% |
| 6.92 | 8.00% | 89393.58 | -0.89% |
| 6.86 | 7.00% | 89492.92 | -0.78% |
| 6.79 | 6.00% | 89592.43 | -0.67% |
| 6.73 | 5.00% | 89692.11 | -0.56% |
| 6.67 | 4.00% | 89791.96 | -0.45% |
| 6.60 | 3.00% | 89891.98 | -0.34% |
| 6.54 | 2.00% | 89992.18 | -0.23% |
| 6.47 | 1.00% | 90092.54 | -0.12% |
| 6.41 | 0.00% | 90200.00 | 0.00% |
| 6.35 | -1.00% | 90293.79 | 0.10% |
| 6.28 | -2.00% | 90394.67 | 0.22% |
| 6.22 | -3.00% | 90495.73 | 0.33% |
| 6.15 | -4.00% | 90596.96 | 0.44% |
| 6.09 | -5.00% | 90698.37 | 0.55% |
| 6.03 | -6.00% | 90799.95 | 0.67% |
| 5.96 | -7.00% | 90901.71 | 0.78% |
| 5.90 | -8.00% | 91003.64 | 0.89% |
| 5.83 | -9.00% | 91105.75 | 1.00% |
| Desarrollo TIR 6.41% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2026-10-10 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (1096/365)) x 1011.9200 x 100.00% x 100.00]/[(1+6.41)^(676/365)] | 0.00 | i |
| 2026-10-10 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1011.9200 x 1 x 100.00]/[(1+6.41)^(676/365)] | 90193.08 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-12-03 | (TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0 x (1096/365)) x 1011.92 x 1 x 100.00 x (420/1096) | 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. | |
| 2026-10-10 | (Dias para cupon / Dias Año) | (676 / 365) | 1.85 | [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)] | [1011.9200 x 1 x 100.00]/[(1+6.41)^(676/365)]+[(0 x (1096/365)) x 1011.9200 x 100.00% x 100.00]/[(1+6.41)^(676/365)] | 90199.85 | 1.00 | 1.85 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.85 | 1.85 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.85)/(1 + 6.41/100) | 1.74 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (90099.37 - 90300.50 )/( 2 x 90200 x 0.01) | 0.11 |
| 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. |
| 2026-10-10 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (676 / 365) ^ 2 + (676 / 365) | 5.28 | [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)] | [1011.9200 x 1 x 100.00]/[(1+6.41)^(676/365)]+[(0 x (1096/365)) x 1011.9200 x 100.00% x 100.00]/[(1+6.41)^(676/365)] | 90199.85 | 476450.20 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [90200 x ((1 + 6.4056875000001) ^ 2)]] x 476450.20] | 4.67 |
| F. de Emision | 2023-10-10 | ||
| F. de Vencimiento | 2026-10-10 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 3 | ||
| Capital | El capital de las Obligaciones Negociables Clase XXVII será amortizado en una única cuota en la Fecha de Vencimiento, es decir el 10 de octubre de 2026. | ||
| Interes | 0% nominal anual | ||
| Frecuencia | No se realizarán pagos de intereses bajo las Obligaciones Negociables Clase XXVII. | ||
| ISIN | AR0688075032 |