| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-07-28 | 100.00 | 53132.00 | 2258.11 | 0.00 | 2258.11 |
| 2024-01-28 | 100.00 | 122524.00 | 5207.27 | 0.00 | 5207.27 |
| 2024-07-28 | 100.00 | 132891.00 | 5647.87 | 0.00 | 5647.87 |
| 2025-01-28 | 100.00 | 125095.00 | 5316.54 | 0.00 | 5316.54 |
| 2025-07-28 | 0.00 | 0.00 | 5316.54 | 125095.00 | 130411.54 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YCA6O | Valor Tecnico | 126246.92 | Semana TIR | -3.00% |
| Emisor | YPF S.A.YPF S.A. | Valor Residual | 100.00% | Mes TIR | 28.01% |
| Tipo | Corporativo | Paridad | 100.20% | Semestre TIR | -24.63% |
| País | Argentina | TIR | 8.41% | 1ero Enero TIR | 1.61% |
| Mercado | BYMA | Macaulay Dur. | 0.87 | Año TIR | -42.28% |
| Moneda | ARS | Modified Dur. | 0.80 | Semana Precio | -3.95% |
| Fecha/Hora | 2024-09-06 17:00:06 | Effective Dur. | 0.07 | Mes Precio | -4.96% |
| Volumen | 1859000 | Convexidad | 1.40 | Semestre Precio | 26.23% |
| Precio | 126500.00 | Int. Corrido | 1151.92 | 1ero Enero Precio | 27.66% |
| Variación | -1.40% | Cupon | 5316.54 | Año Precio | 77.79% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 139150.00 | 10.00% | -2.81 | -133.46% |
| 137885.00 | 9.00% | -1.79 | -121.29% |
| 136620.00 | 8.00% | -0.75 | -108.89% |
| 135355.00 | 7.00% | 0.32 | -96.23% |
| 134090.00 | 6.00% | 1.40 | -83.32% |
| 132825.00 | 5.00% | 2.51 | -70.15% |
| 131560.00 | 4.00% | 3.64 | -56.69% |
| 130295.00 | 3.00% | 4.80 | -42.96% |
| 129030.00 | 2.00% | 5.98 | -28.92% |
| 127765.00 | 1.00% | 7.18 | -14.60% |
| 126500.00 | 0.00% | 8.41 | 0.00% |
| 125235.00 | -1.00% | 9.67 | 14.99% |
| 123970.00 | -2.00% | 10.96 | 30.28% |
| 122705.00 | -3.00% | 12.27 | 45.91% |
| 121440.00 | -4.00% | 13.61 | 61.88% |
| 120175.00 | -5.00% | 14.99 | 78.24% |
| 118910.00 | -6.00% | 16.39 | 94.95% |
| 117645.00 | -7.00% | 17.83 | 112.06% |
| 116380.00 | -8.00% | 19.31 | 129.57% |
| 115115.00 | -9.00% | 20.81 | 147.50% |
| 113850.00 | -10.00% | 22.36 | 165.86% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 9.17 | 9.00% | 125738.18 | -0.60% |
| 9.08 | 8.00% | 125822.64 | -0.54% |
| 9.00 | 7.00% | 125907.22 | -0.47% |
| 8.91 | 6.00% | 125991.92 | -0.40% |
| 8.83 | 5.00% | 126076.74 | -0.33% |
| 8.75 | 4.00% | 126161.69 | -0.27% |
| 8.66 | 3.00% | 126246.76 | -0.20% |
| 8.58 | 2.00% | 126331.95 | -0.13% |
| 8.49 | 1.00% | 126417.27 | -0.07% |
| 8.41 | 0.00% | 126500.00 | 0.00% |
| 8.33 | -1.00% | 126588.29 | 0.07% |
| 8.24 | -2.00% | 126673.98 | 0.14% |
| 8.16 | -3.00% | 126759.80 | 0.21% |
| 8.07 | -4.00% | 126845.74 | 0.27% |
| 7.99 | -5.00% | 126931.82 | 0.34% |
| 7.91 | -6.00% | 127018.01 | 0.41% |
| 7.82 | -7.00% | 127104.34 | 0.48% |
| 7.74 | -8.00% | 127190.79 | 0.55% |
| 7.65 | -9.00% | 127277.37 | 0.61% |
| Desarrollo TIR 8.41% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-01-28 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (180/360)) x 100.00% x 100.00 x 1250.95]/[(1+8.41)^(141/360)] | 5151.02 | i |
| 2025-07-28 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (180/360)) x 100.00% x 100.00 x 1250.95]/[(1+8.41)^(321/360)] | 4947.19 | i |
| 2025-07-28 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1250.95]/[(1+8.41)^(321/360)] | 116404.50 | 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) | (0.085 x (180/360)) x 1.00 x 1 x 100.00 x 1250.95 x (39/180) | 1151.92 |
| 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. | |
| 2025-01-28 | (Dias para cupon / Dias Año) | (141 / 360) | 0.39 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (180/360)) x 100.00% x 100.00 x 1250.95]/[(1+8.41)^(141/360)] | 5150.97 | 0.04 | 0.02 | i | |
| 2025-07-28 | (Dias para cupon / Dias Año) | (321 / 360) | 0.89 | [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+8.41)^(321/360)]+[(0.085 x (180/360)) x 100.00% x 100.00 x 1250.95]/[(1+8.41)^(321/360)] | 121348.70 | 0.96 | 0.86 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.87 | 0.87 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.87)/(1 + 8.41/100) | 0.80 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (126414.20 - 126585.26 )/( 2 x 126500 x 0.01) | 0.07 |
| 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. |
| 2025-01-28 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (141 / 360) ^ 2 + (141 / 360) | 0.55 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (180/360)) x 100.00% x 100.00 x 1250.95]/[(1+8.41)^(141/360)] | 5150.97 | 2807.63 | i |
| 2025-07-28 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (321 / 360) ^ 2 + (321 / 360) | 1.69 | [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+8.41)^(321/360)]+[(0.085 x (180/360)) x 100.00% x 100.00 x 1250.95]/[(1+8.41)^(321/360)] | 121348.70 | 204683.24 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [126500 x ((1 + 8.413) ^ 2)]] x 207490.87] | 1.40 |
| F. de Emision | 2015-04-28 | ||
| F. de Vencimiento | 2025-07-28 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El capital de las Obligaciones Negociables será amortizado en un único pago a la Fecha de Vencimiento. | ||
| Interes | Tasa de interés fija del 8,50%. | ||
| Frecuencia | Las Fechas de Pago de Intereses serán el 28 de enero y el 28 de julio de cada año, comenzando el 28 de enero de 2016. La última Fecha de Pago de Intereses será en la Fecha de Vencimiento. | ||
| ISIN | USP989MJBE04 |