| 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 | 118679.00 | 5933.95 | 0.00 | 5933.95 |
| 2025-07-25 | 100.00 | 118679.00 | 5933.95 | 0.00 | 5933.95 |
| 2026-01-25 | 100.00 | 118679.00 | 5933.95 | 0.00 | 5933.95 |
| 2026-07-25 | 0.00 | 0.00 | 5933.95 | 118679.00 | 124612.95 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YFC2O | Valor Tecnico | 121382.24 | Semana TIR | 8.09% |
| Emisor | YPF Energia Electrica S.A.YPF Energia Electrica S.A. | Valor Residual | 100.00% | Mes TIR | 20.97% |
| Tipo | Corporativo | Paridad | 100.11% | Semestre TIR | S/D |
| País | Argentina | TIR | 10.16% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 1.63 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 1.48 | Semana Precio | 0.39% |
| Fecha/Hora | 2024-10-17 12:19:52 | Effective Dur. | 0.15 | Mes Precio | -6.24% |
| Volumen | 5000 | Convexidad | 3.67 | Semestre Precio | S/D |
| Precio | 121510.00 | Int. Corrido | 2703.24 | 1ero Enero Precio | S/D |
| Variación | -1.72% | Cupon | 5933.95 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 133661.00 | 10.00% | 3.93 | -61.29% |
| 132445.90 | 9.00% | 4.51 | -55.59% |
| 131230.80 | 8.00% | 5.10 | -49.79% |
| 130015.70 | 7.00% | 5.70 | -43.91% |
| 128800.60 | 6.00% | 6.31 | -37.93% |
| 127585.50 | 5.00% | 6.92 | -31.86% |
| 126370.40 | 4.00% | 7.55 | -25.69% |
| 125155.30 | 3.00% | 8.19 | -19.43% |
| 123940.20 | 2.00% | 8.83 | -13.06% |
| 122725.10 | 1.00% | 9.49 | -6.58% |
| 121510.00 | 0.00% | 10.16 | 0.00% |
| 120294.90 | -1.00% | 10.84 | 6.69% |
| 119079.80 | -2.00% | 11.53 | 13.49% |
| 117864.70 | -3.00% | 12.23 | 20.41% |
| 116649.60 | -4.00% | 12.95 | 27.46% |
| 115434.50 | -5.00% | 13.68 | 34.62% |
| 114219.40 | -6.00% | 14.42 | 41.92% |
| 113004.30 | -7.00% | 15.17 | 49.34% |
| 111789.20 | -8.00% | 15.94 | 56.89% |
| 110574.10 | -9.00% | 16.72 | 64.59% |
| 109359.00 | -10.00% | 17.52 | 72.43% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 11.07 | 9.00% | 119878.81 | -1.34% |
| 10.97 | 8.00% | 120058.07 | -1.19% |
| 10.87 | 7.00% | 120237.78 | -1.05% |
| 10.77 | 6.00% | 120417.94 | -0.90% |
| 10.67 | 5.00% | 120598.54 | -0.75% |
| 10.57 | 4.00% | 120779.60 | -0.60% |
| 10.46 | 3.00% | 120961.12 | -0.45% |
| 10.36 | 2.00% | 121143.09 | -0.30% |
| 10.26 | 1.00% | 121325.51 | -0.15% |
| 10.16 | 0.00% | 121510.00 | 0.00% |
| 10.06 | -1.00% | 121691.74 | 0.15% |
| 9.96 | -2.00% | 121875.54 | 0.30% |
| 9.86 | -3.00% | 122059.81 | 0.45% |
| 9.75 | -4.00% | 122244.54 | 0.60% |
| 9.65 | -5.00% | 122429.74 | 0.76% |
| 9.55 | -6.00% | 122615.40 | 0.91% |
| 9.45 | -7.00% | 122801.54 | 1.06% |
| 9.35 | -8.00% | 122988.14 | 1.22% |
| 9.25 | -9.00% | 123175.22 | 1.37% |
| Desarrollo TIR 10.16% | ||||
|---|---|---|---|---|
| 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 1186.79]/[(1+10.16)^(98/360)] | 5779.68 | 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 1186.79]/[(1+10.16)^(278/360)] | 5506.71 | 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 1186.79]/[(1+10.16)^(458/360)] | 5246.63 | 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 1186.79]/[(1+10.16)^(638/360)] | 4998.83 | i |
| 2026-07-25 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1186.79]/[(1+10.16)^(638/360)] | 99976.55 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-10-17 | (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 1186.79 x (82/180) | 2703.24 |
| 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) | (98 / 360) | 0.27 | [(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 1186.79]/[(1+10.16)^(98/360)] | 5779.69 | 0.05 | 0.01 | i | |
| 2025-07-25 | (Dias para cupon / Dias Año) | (278 / 360) | 0.77 | [(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 1186.79]/[(1+10.16)^(278/360)] | 5506.72 | 0.05 | 0.03 | i | |
| 2026-01-25 | (Dias para cupon / Dias Año) | (458 / 360) | 1.27 | [(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 1186.79]/[(1+10.16)^(458/360)] | 5246.64 | 0.04 | 0.05 | i | |
| 2026-07-25 | (Dias para cupon / Dias Año) | (638 / 360) | 1.77 | [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 1186.79]/[(1+10.16)^(638/360)]+[(0.1 x (180/360)) x 100.00% x 100.00 x 1186.79]/[(1+10.16)^(638/360)] | 104975.90 | 0.86 | 1.53 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.63 | 1.63 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.63)/(1 + 10.16/100) | 1.48 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (121326.08 - 121692.30 )/( 2 x 121510 x 0.01) | 0.15 |
| 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)] | (98 / 360) ^ 2 + (98 / 360) | 0.35 | [(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 1186.79]/[(1+10.16)^(98/360)] | 5779.69 | 2001.66 | i |
| 2025-07-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (278 / 360) ^ 2 + (278 / 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)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1186.79]/[(1+10.16)^(278/360)] | 5506.72 | 7536.22 | i |
| 2026-01-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (458 / 360) ^ 2 + (458 / 360) | 2.89 | [(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 1186.79]/[(1+10.16)^(458/360)] | 5246.64 | 15166.85 | i |
| 2026-07-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (638 / 360) ^ 2 + (638 / 360) | 4.91 | [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 1186.79]/[(1+10.16)^(638/360)]+[(0.1 x (180/360)) x 100.00% x 100.00 x 1186.79]/[(1+10.16)^(638/360)] | 104975.90 | 515745.97 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [121510 x ((1 + 10.1596875) ^ 2)]] x 540450.70] | 3.67 |
| 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 |