| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-07-25 | 100.00 | 99.80 | 4.99 | 0.00 | 4.99 |
| 2025-01-25 | 100.00 | 102.51 | 5.13 | 0.00 | 5.13 |
| 2025-07-25 | 100.00 | 102.51 | 5.13 | 0.00 | 5.13 |
| 2026-01-25 | 100.00 | 102.51 | 5.13 | 0.00 | 5.13 |
| 2026-07-25 | 0.00 | 0.00 | 5.13 | 102.51 | 107.63 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YFC2D | Valor Tecnico | 104.84 | Semana TIR | 2.42% |
| Emisor | YPF Energia Electrica S.A.YPF Energia Electrica S.A. | Valor Residual | 100.00% | Mes TIR | 3.89% |
| Tipo | Corporativo | Paridad | 102.06% | Semestre TIR | S/D |
| País | Argentina | TIR | 8.87% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 1.64 | Año TIR | S/D |
| Moneda | USD | Modified Dur. | 1.50 | Semana Precio | -1.11% |
| Fecha/Hora | 2024-10-17 12:15:51 | Effective Dur. | 0.13 | Mes Precio | 0.52% |
| Volumen | 0 | Convexidad | 3.76 | Semestre Precio | S/D |
| Precio | 107.00 | Int. Corrido | 2.33 | 1ero Enero Precio | S/D |
| Variación | 0.23% | Cupon | 5.13 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 117.70 | 10.00% | 2.72 | -69.36% |
| 116.63 | 9.00% | 3.29 | -62.90% |
| 115.56 | 8.00% | 3.87 | -56.35% |
| 114.49 | 7.00% | 4.46 | -49.70% |
| 113.42 | 6.00% | 5.06 | -42.94% |
| 112.35 | 5.00% | 5.67 | -36.07% |
| 111.28 | 4.00% | 6.29 | -29.10% |
| 110.21 | 3.00% | 6.92 | -22.02% |
| 109.14 | 2.00% | 7.56 | -14.81% |
| 108.07 | 1.00% | 8.21 | -7.49% |
| 107.00 | 0.00% | 8.87 | 0.00% |
| 105.93 | -1.00% | 9.54 | 7.52% |
| 104.86 | -2.00% | 10.22 | 15.21% |
| 103.79 | -3.00% | 10.91 | 23.04% |
| 102.72 | -4.00% | 11.62 | 31.00% |
| 101.65 | -5.00% | 12.34 | 39.11% |
| 100.58 | -6.00% | 13.07 | 47.35% |
| 99.51 | -7.00% | 13.81 | 55.74% |
| 98.44 | -8.00% | 14.57 | 64.29% |
| 97.37 | -9.00% | 15.34 | 72.99% |
| 96.30 | -10.00% | 16.13 | 81.86% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 9.67 | 9.00% | 105.72 | -1.19% |
| 9.58 | 8.00% | 105.86 | -1.06% |
| 9.49 | 7.00% | 106.00 | -0.93% |
| 9.40 | 6.00% | 106.14 | -0.80% |
| 9.31 | 5.00% | 106.28 | -0.67% |
| 9.22 | 4.00% | 106.42 | -0.54% |
| 9.14 | 3.00% | 106.57 | -0.41% |
| 9.05 | 2.00% | 106.71 | -0.27% |
| 8.96 | 1.00% | 106.85 | -0.14% |
| 8.87 | 0.00% | 107.00 | 0.00% |
| 8.78 | -1.00% | 107.13 | 0.13% |
| 8.69 | -2.00% | 107.28 | 0.26% |
| 8.60 | -3.00% | 107.42 | 0.39% |
| 8.52 | -4.00% | 107.56 | 0.53% |
| 8.43 | -5.00% | 107.71 | 0.66% |
| 8.34 | -6.00% | 107.85 | 0.80% |
| 8.25 | -7.00% | 108.00 | 0.93% |
| 8.16 | -8.00% | 108.14 | 1.07% |
| 8.07 | -9.00% | 108.29 | 1.20% |
| Desarrollo TIR 8.87% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-01-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1.03]/[(1+8.87)^(98/360)] | 5.01 | i |
| 2025-07-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1.03]/[(1+8.87)^(278/360)] | 4.80 | i |
| 2026-01-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1.03]/[(1+8.87)^(458/360)] | 4.60 | i |
| 2026-07-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1.03]/[(1+8.87)^(638/360)] | 4.41 | i |
| 2026-07-25 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1.03]/[(1+8.87)^(638/360)] | 88.18 | 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 MEP/CCL x (Dias Corridos / Dias entre Cupones) | (0.1 x (180/360)) x 1.00 x 1 x 100.00 x 1.03 x (82/180) | 2.33 |
| 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 MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1.03]/[(1+8.87)^(98/360)] | 5.01 | 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 MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1.03]/[(1+8.87)^(278/360)] | 4.80 | 0.04 | 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 MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1.03]/[(1+8.87)^(458/360)] | 4.60 | 0.04 | 0.05 | i | |
| 2026-07-25 | (Dias para cupon / Dias Año) | (638 / 360) | 1.77 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1.03]/[(1+8.87)^(638/360)]+[(0.1 x (180/360)) x 100.00% x 100.00 x 1.03]/[(1+8.87)^(638/360)] | 92.59 | 0.87 | 1.53 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.64 | 1.64 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.64)/(1 + 8.87/100) | 1.50 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (106.86 - 107.14 )/( 2 x 107 x 0.01) | 0.13 |
| 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 MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1.03]/[(1+8.87)^(98/360)] | 5.01 | 1.73 | 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 MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1.03]/[(1+8.87)^(278/360)] | 4.80 | 6.57 | 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 MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1.03]/[(1+8.87)^(458/360)] | 4.60 | 13.30 | 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 MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1.03]/[(1+8.87)^(638/360)]+[(0.1 x (180/360)) x 100.00% x 100.00 x 1.03]/[(1+8.87)^(638/360)] | 92.59 | 454.90 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [107 x ((1 + 8.8656874999999) ^ 2)]] x 476.50] | 3.76 |
| 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 |