| 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 | 125095.00 | 4347.05 | 0.00 | 4347.05 |
| 2025-07-21 | 100.00 | 125095.00 | 4347.05 | 0.00 | 4347.05 |
| 2026-01-21 | 100.00 | 125095.00 | 4347.05 | 0.00 | 4347.05 |
| 2026-07-21 | 100.00 | 125095.00 | 4347.05 | 0.00 | 4347.05 |
| 2027-01-21 | 100.00 | 125095.00 | 4347.05 | 0.00 | 4347.05 |
| 2027-07-21 | 0.00 | 0.00 | 4347.05 | 125095.00 | 129442.05 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YCAMO | Valor Tecnico | 126205.91 | Semana TIR | -18.68% |
| Emisor | YPF S.A.YPF S.A. | Valor Residual | 100.00% | Mes TIR | -21.44% |
| Tipo | Corporativo | Paridad | 98.65% | Semestre TIR | S/D |
| País | Argentina | TIR | 7.62% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 2.63 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 2.44 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-08-22 16:37:45 | Effective Dur. | 0.19 | Mes Precio | 1.69% |
| Volumen | 0 | Convexidad | 8.58 | Semestre Precio | S/D |
| Precio | 124500.00 | Int. Corrido | 1110.91 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 4347.05 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 136950.00 | 10.00% | 3.80 | -50.12% |
| 135705.00 | 9.00% | 4.16 | -45.40% |
| 134460.00 | 8.00% | 4.52 | -40.63% |
| 133215.00 | 7.00% | 4.89 | -35.79% |
| 131970.00 | 6.00% | 5.27 | -30.88% |
| 130725.00 | 5.00% | 5.65 | -25.91% |
| 129480.00 | 4.00% | 6.03 | -20.86% |
| 128235.00 | 3.00% | 6.42 | -15.75% |
| 126990.00 | 2.00% | 6.82 | -10.56% |
| 125745.00 | 1.00% | 7.22 | -5.30% |
| 124500.00 | 0.00% | 7.62 | 0.00% |
| 123255.00 | -1.00% | 8.03 | 5.44% |
| 122010.00 | -2.00% | 8.45 | 10.92% |
| 120765.00 | -3.00% | 8.88 | 16.49% |
| 119520.00 | -4.00% | 9.31 | 22.16% |
| 118275.00 | -5.00% | 9.75 | 27.89% |
| 117030.00 | -6.00% | 10.19 | 33.72% |
| 115785.00 | -7.00% | 10.64 | 39.64% |
| 114540.00 | -8.00% | 11.10 | 45.64% |
| 113295.00 | -9.00% | 11.56 | 51.75% |
| 112050.00 | -10.00% | 12.04 | 57.96% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 8.31 | 9.00% | 122443.60 | -1.65% |
| 8.23 | 8.00% | 122670.20 | -1.47% |
| 8.15 | 7.00% | 122897.40 | -1.29% |
| 8.08 | 6.00% | 123125.20 | -1.10% |
| 8.00 | 5.00% | 123353.61 | -0.92% |
| 7.92 | 4.00% | 123582.63 | -0.74% |
| 7.85 | 3.00% | 123812.26 | -0.55% |
| 7.77 | 2.00% | 124042.51 | -0.37% |
| 7.70 | 1.00% | 124273.37 | -0.18% |
| 7.62 | 0.00% | 124500.00 | 0.00% |
| 7.54 | -1.00% | 124736.96 | 0.19% |
| 7.47 | -2.00% | 124969.68 | 0.38% |
| 7.39 | -3.00% | 125203.03 | 0.56% |
| 7.32 | -4.00% | 125437.00 | 0.75% |
| 7.24 | -5.00% | 125671.60 | 0.94% |
| 7.16 | -6.00% | 125906.84 | 1.13% |
| 7.09 | -7.00% | 126142.71 | 1.32% |
| 7.01 | -8.00% | 126379.21 | 1.51% |
| 6.93 | -9.00% | 126616.35 | 1.70% |
| Desarrollo TIR 7.62% | ||||
|---|---|---|---|---|
| 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 1250.95]/[(1+7.62)^(134/360)] | 4229.84 | 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 1250.95]/[(1+7.62)^(314/360)] | 4077.34 | 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 1250.95]/[(1+7.62)^(494/360)] | 3930.34 | 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 1250.95]/[(1+7.62)^(674/360)] | 3788.65 | 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 1250.95]/[(1+7.62)^(854/360)] | 3652.06 | 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 1250.95]/[(1+7.62)^(1034/360)] | 3520.39 | i |
| 2027-07-21 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1250.95]/[(1+7.62)^(1034/360)] | 101306.24 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-09-07 | (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 1250.95 x (46/180) | 1110.91 |
| 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) | (134 / 360) | 0.37 | [(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 1250.95]/[(1+7.62)^(134/360)] | 4229.81 | 0.03 | 0.01 | i | |
| 2025-07-21 | (Dias para cupon / Dias Año) | (314 / 360) | 0.87 | [(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 1250.95]/[(1+7.62)^(314/360)] | 4077.27 | 0.03 | 0.03 | i | |
| 2026-01-21 | (Dias para cupon / Dias Año) | (494 / 360) | 1.37 | [(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 1250.95]/[(1+7.62)^(494/360)] | 3930.24 | 0.03 | 0.04 | i | |
| 2026-07-21 | (Dias para cupon / Dias Año) | (674 / 360) | 1.87 | [(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 1250.95]/[(1+7.62)^(674/360)] | 3788.51 | 0.03 | 0.06 | i | |
| 2027-01-21 | (Dias para cupon / Dias Año) | (854 / 360) | 2.37 | [(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 1250.95]/[(1+7.62)^(854/360)] | 3651.90 | 0.03 | 0.07 | i | |
| 2027-07-21 | (Dias para cupon / Dias Año) | (1034 / 360) | 2.87 | [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 1250.95]/[(1+7.62)^(1034/360)]+[(0.0695 x (180/360)) x 100.00% x 100.00 x 1250.95]/[(1+7.62)^(1034/360)] | 104821.04 | 0.84 | 2.42 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 2.63 | 2.63 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (2.63)/(1 + 7.62/100) | 2.44 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (124267.25 - 124730.92 )/( 2 x 124500.00 x 0.01) | 0.19 |
| 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)] | (134 / 360) ^ 2 + (134 / 360) | 0.51 | [(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 1250.95]/[(1+7.62)^(134/360)] | 4229.81 | 2160.46 | i |
| 2025-07-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (314 / 360) ^ 2 + (314 / 360) | 1.63 | [(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 1250.95]/[(1+7.62)^(314/360)] | 4077.27 | 6658.16 | i |
| 2026-01-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (494 / 360) ^ 2 + (494 / 360) | 3.26 | [(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 1250.95]/[(1+7.62)^(494/360)] | 3930.24 | 12793.79 | i |
| 2026-07-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (674 / 360) ^ 2 + (674 / 360) | 5.38 | [(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 1250.95]/[(1+7.62)^(674/360)] | 3788.51 | 20372.50 | i |
| 2027-01-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (854 / 360) ^ 2 + (854 / 360) | 8.00 | [(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 1250.95]/[(1+7.62)^(854/360)] | 3651.90 | 29213.93 | i |
| 2027-07-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1034 / 360) ^ 2 + (1034 / 360) | 11.12 | [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 1250.95]/[(1+7.62)^(1034/360)]+[(0.0695 x (180/360)) x 100.00% x 100.00 x 1250.95]/[(1+7.62)^(1034/360)] | 104821.04 | 1165807.29 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [124500.00 x ((1 + 7.622) ^ 2)]] x 1237006.14] | 8.58 |
| 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 |