| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-07-25 | 100.00 | 132867.00 | 6643.35 | 0.00 | 6643.35 |
| 2025-01-25 | 100.00 | 109554.00 | 5477.70 | 0.00 | 5477.70 |
| 2025-07-25 | 100.00 | 109554.00 | 5477.70 | 0.00 | 5477.70 |
| 2026-01-25 | 100.00 | 109554.00 | 5477.70 | 0.00 | 5477.70 |
| 2026-07-25 | 0.00 | 0.00 | 5477.70 | 109554.00 | 115031.70 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YFC2O | Valor Tecnico | 113449.25 | Semana TIR | -8.26% |
| Emisor | YPF Energia Electrica S.A.YPF Energia Electrica S.A. | Valor Residual | 100.00% | Mes TIR | -43.89% |
| Tipo | Corporativo | Paridad | 107.11% | Semestre TIR | S/D |
| País | Argentina | TIR | 5.33% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 1.51 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 1.44 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-10-17 12:19:52 | Effective Dur. | 0.08 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 3.55 | Semestre Precio | S/D |
| Precio | 121510.00 | Int. Corrido | 3895.25 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 5477.70 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 133661.00 | 10.00% | -1.08 | -120.33% |
| 132445.90 | 9.00% | -0.49 | -109.14% |
| 131230.80 | 8.00% | 0.12 | -97.79% |
| 130015.70 | 7.00% | 0.73 | -86.24% |
| 128800.60 | 6.00% | 1.36 | -74.53% |
| 127585.50 | 5.00% | 1.99 | -62.61% |
| 126370.40 | 4.00% | 2.64 | -50.49% |
| 125155.30 | 3.00% | 3.30 | -38.18% |
| 123940.20 | 2.00% | 3.96 | -25.66% |
| 122725.10 | 1.00% | 4.64 | -12.91% |
| 121510.00 | 0.00% | 5.33 | 0.00% |
| 120294.90 | -1.00% | 6.03 | 13.21% |
| 119079.80 | -2.00% | 6.75 | 26.62% |
| 117864.70 | -3.00% | 7.48 | 40.28% |
| 116649.60 | -4.00% | 8.22 | 54.16% |
| 115434.50 | -5.00% | 8.97 | 68.31% |
| 114219.40 | -6.00% | 9.74 | 82.71% |
| 113004.30 | -7.00% | 10.52 | 97.39% |
| 111789.20 | -8.00% | 11.32 | 112.33% |
| 110574.10 | -9.00% | 12.13 | 127.57% |
| 109359.00 | -10.00% | 12.96 | 143.09% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 5.81 | 9.00% | 120680.29 | -0.68% |
| 5.76 | 8.00% | 120772.26 | -0.61% |
| 5.70 | 7.00% | 120864.35 | -0.53% |
| 5.65 | 6.00% | 120956.56 | -0.46% |
| 5.60 | 5.00% | 121048.89 | -0.38% |
| 5.54 | 4.00% | 121141.34 | -0.30% |
| 5.49 | 3.00% | 121233.92 | -0.23% |
| 5.44 | 2.00% | 121326.61 | -0.15% |
| 5.38 | 1.00% | 121419.43 | -0.07% |
| 5.33 | 0.00% | 121510.00 | 0.00% |
| 5.28 | -1.00% | 121605.43 | 0.08% |
| 5.22 | -2.00% | 121698.62 | 0.16% |
| 5.17 | -3.00% | 121791.93 | 0.23% |
| 5.12 | -4.00% | 121885.36 | 0.31% |
| 5.06 | -5.00% | 121978.91 | 0.39% |
| 5.01 | -6.00% | 122072.59 | 0.46% |
| 4.96 | -7.00% | 122166.39 | 0.54% |
| 4.90 | -8.00% | 122260.32 | 0.62% |
| 4.85 | -9.00% | 122354.37 | 0.69% |
| Desarrollo TIR 5.33% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-01-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1095.54]/[(1+5.33)^(52/360)] | 5436.77 | i |
| 2025-07-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1095.54]/[(1+5.33)^(232/360)] | 5297.42 | i |
| 2026-01-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1095.54]/[(1+5.33)^(412/360)] | 5161.65 | i |
| 2026-07-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1095.54]/[(1+5.33)^(592/360)] | 5029.36 | i |
| 2026-07-25 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1095.54]/[(1+5.33)^(592/360)] | 100587.17 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-12-03 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL x (Dias Corridos / Dias entre Cupones) | (0.1 x (180/360)) x 1.00 x 1 x 100.00 x 1095.54 x (128/180) | 3895.25 |
| 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. | |
| 2025-01-25 | (Dias para cupon / Dias Año) | (52 / 360) | 0.14 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1095.54]/[(1+5.33)^(52/360)] | 5436.75 | 0.04 | 0.01 | i | |
| 2025-07-25 | (Dias para cupon / Dias Año) | (232 / 360) | 0.64 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1095.54]/[(1+5.33)^(232/360)] | 5297.36 | 0.04 | 0.03 | i | |
| 2026-01-25 | (Dias para cupon / Dias Año) | (412 / 360) | 1.14 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1095.54]/[(1+5.33)^(412/360)] | 5161.54 | 0.04 | 0.05 | i | |
| 2026-07-25 | (Dias para cupon / Dias Año) | (592 / 360) | 1.64 | [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 1095.54]/[(1+5.33)^(592/360)]+[(0.1 x (180/360)) x 100.00% x 100.00 x 1095.54]/[(1+5.33)^(592/360)] | 105613.23 | 0.87 | 1.43 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.51 | 1.51 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.51)/(1 + 5.33/100) | 1.44 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (121415.91 - 121601.97 )/( 2 x 121510.00 x 0.01) | 0.08 |
| 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. |
| 2025-01-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (52 / 360) ^ 2 + (52 / 360) | 0.17 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1095.54]/[(1+5.33)^(52/360)] | 5436.75 | 898.74 | i |
| 2025-07-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (232 / 360) ^ 2 + (232 / 360) | 1.06 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1095.54]/[(1+5.33)^(232/360)] | 5297.36 | 5613.89 | i |
| 2026-01-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (412 / 360) ^ 2 + (412 / 360) | 2.45 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1095.54]/[(1+5.33)^(412/360)] | 5161.54 | 12667.44 | i |
| 2026-07-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (592 / 360) ^ 2 + (592 / 360) | 4.35 | [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 1095.54]/[(1+5.33)^(592/360)]+[(0.1 x (180/360)) x 100.00% x 100.00 x 1095.54]/[(1+5.33)^(592/360)] | 105613.23 | 459274.13 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [121510.00 x ((1 + 5.332) ^ 2)]] x 478454.20] | 3.55 |
| F. de Emision | 2019-07-25 | ||
| F. de Vencimiento | 2026-07-25 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El capital de las Obligaciones Negociables Clase II será amortizado en un único pago en la Fecha de Vencimiento. | ||
| Interes | Tasa 10% nominal anual. | ||
| Frecuencia | 25 de Julio y 25 de Enero empezando desde Enero de 2020. | ||
| ISIN | USP9897PAB06 |