| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-07-21 | 100.00 | 132669.00 | 4610.25 | 0.00 | 4610.25 |
| 2025-01-21 | 100.00 | 111212.00 | 3864.62 | 0.00 | 3864.62 |
| 2025-07-21 | 100.00 | 111212.00 | 3864.62 | 0.00 | 3864.62 |
| 2026-01-21 | 100.00 | 111212.00 | 3864.62 | 0.00 | 3864.62 |
| 2026-07-21 | 100.00 | 111212.00 | 3864.62 | 0.00 | 3864.62 |
| 2027-01-21 | 100.00 | 111212.00 | 3864.62 | 0.00 | 3864.62 |
| 2027-07-21 | 0.00 | 0.00 | 3864.62 | 111212.00 | 115076.62 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YCAMO | Valor Tecnico | 113809.88 | Semana TIR | 4.60% |
| Emisor | YPF S.A.YPF S.A. | Valor Residual | 100.00% | Mes TIR | -3.35% |
| Tipo | Corporativo | Paridad | 99.00% | Semestre TIR | -48.24% |
| País | Argentina | TIR | 7.51% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 2.42 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 2.25 | Semana Precio | -2.88% |
| Fecha/Hora | 2024-11-22 15:23:37 | Effective Dur. | 0.17 | Mes Precio | -5.73% |
| Volumen | 0 | Convexidad | 7.51 | Semestre Precio | 11.79% |
| Precio | 112670.00 | Int. Corrido | 2597.88 | 1ero Enero Precio | S/D |
| Variación | -2.88% | Cupon | 3864.62 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 123937.00 | 10.00% | 3.37 | -55.06% |
| 122810.30 | 9.00% | 3.76 | -49.90% |
| 121683.60 | 8.00% | 4.16 | -44.65% |
| 120556.90 | 7.00% | 4.56 | -39.34% |
| 119430.20 | 6.00% | 4.96 | -33.95% |
| 118303.50 | 5.00% | 5.37 | -28.49% |
| 117176.80 | 4.00% | 5.79 | -22.95% |
| 116050.10 | 3.00% | 6.21 | -17.33% |
| 114923.40 | 2.00% | 6.64 | -11.64% |
| 113796.70 | 1.00% | 7.07 | -5.84% |
| 112670.00 | 0.00% | 7.51 | 0.00% |
| 111543.30 | -1.00% | 7.96 | 5.97% |
| 110416.60 | -2.00% | 8.41 | 12.03% |
| 109289.90 | -3.00% | 8.87 | 18.16% |
| 108163.20 | -4.00% | 9.34 | 24.39% |
| 107036.50 | -5.00% | 9.82 | 30.72% |
| 105909.80 | -6.00% | 10.30 | 37.15% |
| 104783.10 | -7.00% | 10.79 | 43.68% |
| 103656.40 | -8.00% | 11.29 | 50.32% |
| 102529.70 | -9.00% | 11.80 | 57.07% |
| 101403.00 | -10.00% | 12.31 | 63.92% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 8.19 | 9.00% | 110976.35 | -1.50% |
| 8.11 | 8.00% | 111162.93 | -1.34% |
| 8.04 | 7.00% | 111349.98 | -1.17% |
| 7.96 | 6.00% | 111537.49 | -1.01% |
| 7.89 | 5.00% | 111725.47 | -0.84% |
| 7.81 | 4.00% | 111913.92 | -0.67% |
| 7.74 | 3.00% | 112102.84 | -0.50% |
| 7.66 | 2.00% | 112292.23 | -0.34% |
| 7.59 | 1.00% | 112482.09 | -0.17% |
| 7.51 | 0.00% | 112670.00 | 0.00% |
| 7.43 | -1.00% | 112863.25 | 0.17% |
| 7.36 | -2.00% | 113054.55 | 0.34% |
| 7.28 | -3.00% | 113246.33 | 0.51% |
| 7.21 | -4.00% | 113438.59 | 0.68% |
| 7.13 | -5.00% | 113631.33 | 0.85% |
| 7.06 | -6.00% | 113824.56 | 1.02% |
| 6.98 | -7.00% | 114018.27 | 1.20% |
| 6.91 | -8.00% | 114212.47 | 1.37% |
| 6.83 | -9.00% | 114407.17 | 1.54% |
| Desarrollo TIR 7.51% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-01-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1112.12]/[(1+7.51)^(59/360)] | 3819.02 | i |
| 2025-07-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1112.12]/[(1+7.51)^(239/360)] | 3683.22 | i |
| 2026-01-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1112.12]/[(1+7.51)^(419/360)] | 3552.25 | i |
| 2026-07-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1112.12]/[(1+7.51)^(599/360)] | 3425.93 | i |
| 2027-01-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1112.12]/[(1+7.51)^(779/360)] | 3304.11 | i |
| 2027-07-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1112.12]/[(1+7.51)^(959/360)] | 3186.62 | i |
| 2027-07-21 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1112.12]/[(1+7.51)^(959/360)] | 91701.28 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-22 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL x (Dias Corridos / Dias entre Cupones) | (0.0695 x (180/360)) x 1.00 x 1 x 100.00 x 1112.12 x (121/180) | 2597.88 |
| 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. | |
| 2025-01-21 | (Dias para cupon / Dias Año) | (59 / 360) | 0.16 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1112.12]/[(1+7.51)^(59/360)] | 3819.02 | 0.03 | 0.01 | i | |
| 2025-07-21 | (Dias para cupon / Dias Año) | (239 / 360) | 0.66 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1112.12]/[(1+7.51)^(239/360)] | 3683.20 | 0.03 | 0.02 | i | |
| 2026-01-21 | (Dias para cupon / Dias Año) | (419 / 360) | 1.16 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1112.12]/[(1+7.51)^(419/360)] | 3552.21 | 0.03 | 0.04 | i | |
| 2026-07-21 | (Dias para cupon / Dias Año) | (599 / 360) | 1.66 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1112.12]/[(1+7.51)^(599/360)] | 3425.88 | 0.03 | 0.05 | i | |
| 2027-01-21 | (Dias para cupon / Dias Año) | (779 / 360) | 2.16 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1112.12]/[(1+7.51)^(779/360)] | 3304.04 | 0.03 | 0.06 | i | |
| 2027-07-21 | (Dias para cupon / Dias Año) | (959 / 360) | 2.66 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1112.12]/[(1+7.51)^(959/360)]+[(0.0695 x (180/360)) x 100.00% x 100.00 x 1112.12]/[(1+7.51)^(959/360)] | 94885.54 | 0.84 | 2.24 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 2.42 | 2.42 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (2.42)/(1 + 7.51/100) | 2.25 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (112479.54 - 112860.74 )/( 2 x 112670 x 0.01) | 0.17 |
| 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. |
| 2025-01-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (59 / 360) ^ 2 + (59 / 360) | 0.19 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1112.12]/[(1+7.51)^(59/360)] | 3819.02 | 728.47 | i |
| 2025-07-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (239 / 360) ^ 2 + (239 / 360) | 1.10 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1112.12]/[(1+7.51)^(239/360)] | 3683.20 | 4068.60 | i |
| 2026-01-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (419 / 360) ^ 2 + (419 / 360) | 2.52 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1112.12]/[(1+7.51)^(419/360)] | 3552.21 | 8946.34 | i |
| 2026-07-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (599 / 360) ^ 2 + (599 / 360) | 4.43 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1112.12]/[(1+7.51)^(599/360)] | 3425.88 | 15184.93 | i |
| 2027-01-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (779 / 360) ^ 2 + (779 / 360) | 6.85 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1112.12]/[(1+7.51)^(779/360)] | 3304.04 | 22620.49 | i |
| 2027-07-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (959 / 360) ^ 2 + (959 / 360) | 9.76 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1112.12]/[(1+7.51)^(959/360)]+[(0.0695 x (180/360)) x 100.00% x 100.00 x 1112.12]/[(1+7.51)^(959/360)] | 94885.54 | 926101.21 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [112670 x ((1 + 7.511) ^ 2)]] x 977650.04] | 7.51 |
| F. de Emision | 2017-12-15 | ||
| F. de Vencimiento | 2027-07-21 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Unico pago al vencimiento. | ||
| Interes | 6.95% Nominal Anual | ||
| Frecuencia | 21 de Enero y 21 de Julio. Comenzando Enero 2018 y vencimiento en Julio 2027. | ||
| ISIN | USP989MJBL47 |