| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2026-10-10 | 0.00 | 0.00 | 0.00 | 95717.00 | 95717.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YMCTO | Valor Tecnico | 95717.00 | Semana TIR | 41.67% |
| Emisor | YPF S.A.YPF S.A. | Valor Residual | 100.00% | Mes TIR | 75.58% |
| Tipo | Corporativo | Paridad | 101.34% | Semestre TIR | -109.81% |
| País | Argentina | TIR | -0.63% | 1ero Enero TIR | -107.45% |
| Mercado | BYMA | Macaulay Dur. | 2.09 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 2.10 | Semana Precio | -0.51% |
| Fecha/Hora | 2024-09-06 14:52:23 | Effective Dur. | -0.01 | Mes Precio | -2.21% |
| Volumen | 1028 | Convexidad | 6.54 | Semestre Precio | 34.72% |
| Precio | 97000.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 50.39% |
| Variación | -1.52% | Cupon | 95717.00 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 106700.00 | 10.00% | -5.06 | 703.60% |
| 105730.00 | 9.00% | -4.65 | 637.74% |
| 104760.00 | 8.00% | -4.23 | 570.76% |
| 103790.00 | 7.00% | -3.80 | 503.00% |
| 102820.00 | 6.00% | -3.37 | 434.28% |
| 101850.00 | 5.00% | -2.93 | 364.60% |
| 100880.00 | 4.00% | -2.48 | 293.82% |
| 99910.00 | 3.00% | -2.03 | 222.08% |
| 98940.00 | 2.00% | -1.57 | 149.39% |
| 97970.00 | 1.00% | -1.11 | 75.60% |
| 97000.00 | 0.00% | -0.63 | 0.00% |
| 96030.00 | -1.00% | -0.16 | -75.34% |
| 95060.00 | -2.00% | 0.33 | -152.42% |
| 94090.00 | -3.00% | 0.82 | -230.77% |
| 93120.00 | -4.00% | 1.33 | -310.40% |
| 92150.00 | -5.00% | 1.83 | -391.13% |
| 91180.00 | -6.00% | 2.35 | -473.13% |
| 90210.00 | -7.00% | 2.88 | -556.41% |
| 89240.00 | -8.00% | 3.41 | -641.11% |
| 88270.00 | -9.00% | 3.95 | -727.24% |
| 87300.00 | -10.00% | 4.50 | -814.64% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -0.57 | -9.00% | 96874.35 | -0.13% |
| -0.58 | -8.00% | 96887.18 | -0.12% |
| -0.59 | -7.00% | 96900.01 | -0.10% |
| -0.59 | -6.00% | 96912.85 | -0.09% |
| -0.60 | -5.00% | 96925.69 | -0.08% |
| -0.60 | -4.00% | 96938.53 | -0.06% |
| -0.61 | -3.00% | 96951.38 | -0.05% |
| -0.62 | -2.00% | 96964.23 | -0.04% |
| -0.62 | -1.00% | 96977.08 | -0.02% |
| -0.63 | 0.00% | 97000.00 | 0.00% |
| -0.64 | 1.00% | 97002.79 | 0.00% |
| -0.64 | 2.00% | 97015.64 | 0.02% |
| -0.65 | 3.00% | 97028.50 | 0.03% |
| -0.66 | 4.00% | 97041.37 | 0.04% |
| -0.66 | 5.00% | 97054.23 | 0.06% |
| -0.67 | 6.00% | 97067.10 | 0.07% |
| -0.67 | 7.00% | 97079.97 | 0.08% |
| -0.68 | 8.00% | 97092.84 | 0.10% |
| -0.69 | 9.00% | 97105.72 | 0.11% |
| Desarrollo TIR -0.63% | ||||
|---|---|---|---|---|
| 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 957.1700 x 100.00% x 100.00]/[(1+-0.63)^(763/365)] | 0.00 | i |
| 2026-10-10 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [957.1700 x 1 x 100.00]/[(1+-0.63)^(763/365)] | 96989.93 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-09-07 | (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 957.17 x 1 x 100.00 x (333/1096) | 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) | (763 / 365) | 2.09 | [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)] | [957.1700 x 1 x 100.00]/[(1+-0.63)^(763/365)]+[(0 x (1096/365)) x 957.1700 x 100.00% x 100.00]/[(1+-0.63)^(763/365)] | 96998.73 | 1.00 | 2.09 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 2.09 | 2.09 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (2.09)/(1 + -0.63/100) | 2.10 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (97011.68 - 96985.79 )/( 2 x 97000 x 0.01) | -0.01 |
| 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)] | (763 / 365) ^ 2 + (763 / 365) | 6.46 | [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)] | [957.1700 x 1 x 100.00]/[(1+-0.63)^(763/365)]+[(0 x (1096/365)) x 957.1700 x 100.00% x 100.00]/[(1+-0.63)^(763/365)] | 96998.73 | 626634.01 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [97000 x ((1 + -0.6343125) ^ 2)]] x 626634.01] | 6.54 |
| 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 |