| 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 | 117566.00 | 5878.30 | 0.00 | 5878.30 |
| 2025-07-25 | 100.00 | 115944.00 | 5797.20 | 0.00 | 5797.20 |
| 2026-01-25 | 100.00 | 115944.00 | 5797.20 | 0.00 | 5797.20 |
| 2026-07-25 | 0.00 | 0.00 | 5797.20 | 115944.00 | 121741.20 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YFC2O | Valor Tecnico | 119325.70 | Semana TIR | -25.22% |
| Emisor | YPF Energia Electrica S.A.YPF Energia Electrica S.A. | Valor Residual | 100.00% | Mes TIR | -62.96% |
| Tipo | Corporativo | Paridad | 101.83% | Semestre TIR | -3.65% |
| País | Argentina | TIR | 8.48% | 1ero Enero TIR | -27.49% |
| Mercado | BYMA | Macaulay Dur. | 1.14 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 1.05 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-10-17 12:19:52 | Effective Dur. | 0.09 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 2.12 | Semestre Precio | 0.00% |
| Precio | 121510.00 | Int. Corrido | 3381.70 | 1ero Enero Precio | 0.00% |
| Variación | 0.00% | Cupon | 5797.20 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 133661.00 | 10.00% | -0.21 | -102.51% |
| 132445.90 | 9.00% | 0.59 | -93.07% |
| 131230.80 | 8.00% | 1.40 | -83.46% |
| 130015.70 | 7.00% | 2.23 | -73.68% |
| 128800.60 | 6.00% | 3.08 | -63.72% |
| 127585.50 | 5.00% | 3.94 | -53.59% |
| 126370.40 | 4.00% | 4.81 | -43.26% |
| 125155.30 | 3.00% | 5.70 | -32.75% |
| 123940.20 | 2.00% | 6.61 | -22.03% |
| 122725.10 | 1.00% | 7.54 | -11.12% |
| 121510.00 | 0.00% | 8.48 | 0.00% |
| 120294.90 | -1.00% | 9.44 | 11.35% |
| 119079.80 | -2.00% | 10.42 | 22.91% |
| 117864.70 | -3.00% | 11.42 | 34.70% |
| 116649.60 | -4.00% | 12.44 | 46.73% |
| 115434.50 | -5.00% | 13.48 | 59.00% |
| 114219.40 | -6.00% | 14.55 | 71.52% |
| 113004.30 | -7.00% | 15.63 | 84.30% |
| 111789.20 | -8.00% | 16.74 | 97.35% |
| 110574.10 | -9.00% | 17.86 | 110.67% |
| 109359.00 | -10.00% | 19.02 | 124.28% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 9.24 | 9.00% | 120543.51 | -0.80% |
| 9.16 | 8.00% | 120650.14 | -0.71% |
| 9.07 | 7.00% | 120756.94 | -0.62% |
| 8.99 | 6.00% | 120863.93 | -0.53% |
| 8.90 | 5.00% | 120971.10 | -0.44% |
| 8.82 | 4.00% | 121078.45 | -0.36% |
| 8.73 | 3.00% | 121185.99 | -0.27% |
| 8.65 | 2.00% | 121293.71 | -0.18% |
| 8.56 | 1.00% | 121401.61 | -0.09% |
| 8.48 | 0.00% | 121510.00 | 0.00% |
| 8.40 | -1.00% | 121617.97 | 0.09% |
| 8.31 | -2.00% | 121726.43 | 0.18% |
| 8.23 | -3.00% | 121835.07 | 0.27% |
| 8.14 | -4.00% | 121943.90 | 0.36% |
| 8.06 | -5.00% | 122052.92 | 0.45% |
| 7.97 | -6.00% | 122162.12 | 0.54% |
| 7.89 | -7.00% | 122271.51 | 0.63% |
| 7.80 | -8.00% | 122381.09 | 0.72% |
| 7.72 | -9.00% | 122490.86 | 0.81% |
| Desarrollo TIR 8.48% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 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 1159.44]/[(1+8.48)^(75/360)] | 5699.72 | 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 1159.44]/[(1+8.48)^(255/360)] | 5472.41 | 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 1159.44]/[(1+8.48)^(435/360)] | 5254.17 | i |
| 2026-07-25 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1159.44]/[(1+8.48)^(435/360)] | 105083.39 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | (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 1159.44 x (105/180) | 3381.70 |
| 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. | |
| 2025-07-25 | (Dias para cupon / Dias Año) | (75 / 360) | 0.21 | [(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 1159.44]/[(1+8.48)^(75/360)] | 5699.72 | 0.05 | 0.01 | i | |
| 2026-01-25 | (Dias para cupon / Dias Año) | (255 / 360) | 0.71 | [(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 1159.44]/[(1+8.48)^(255/360)] | 5472.39 | 0.05 | 0.03 | i | |
| 2026-07-25 | (Dias para cupon / Dias Año) | (435 / 360) | 1.21 | [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 1159.44]/[(1+8.48)^(435/360)]+[(0.1 x (180/360)) x 100.00% x 100.00 x 1159.44]/[(1+8.48)^(435/360)] | 110336.72 | 0.91 | 1.10 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.14 | 1.14 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.14)/(1 + 8.48/100) | 1.05 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (121400.73 - 121617.10 )/( 2 x 121510.00 x 0.01) | 0.09 |
| 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. |
| 2025-07-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (75 / 360) ^ 2 + (75 / 360) | 0.25 | [(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 1159.44]/[(1+8.48)^(75/360)] | 5699.72 | 1434.82 | i |
| 2026-01-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (255 / 360) ^ 2 + (255 / 360) | 1.21 | [(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 1159.44]/[(1+8.48)^(255/360)] | 5472.39 | 6621.97 | i |
| 2026-07-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (435 / 360) ^ 2 + (435 / 360) | 2.67 | [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 1159.44]/[(1+8.48)^(435/360)]+[(0.1 x (180/360)) x 100.00% x 100.00 x 1159.44]/[(1+8.48)^(435/360)] | 110336.72 | 294422.80 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [121510.00 x ((1 + 8.4806874999999) ^ 2)]] x 302479.60] | 2.12 |
| 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 |