| 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 | 102.89 | 5.14 | 0.00 | 5.14 |
| 2025-07-25 | 100.00 | 102.89 | 5.14 | 0.00 | 5.14 |
| 2026-01-25 | 100.00 | 102.89 | 5.14 | 0.00 | 5.14 |
| 2026-07-25 | 0.00 | 0.00 | 5.14 | 102.89 | 108.03 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YFC2D | Valor Tecnico | 106.20 | Semana TIR | -3.29% |
| Emisor | YPF Energia Electrica S.A.YPF Energia Electrica S.A. | Valor Residual | 100.00% | Mes TIR | 10.10% |
| Tipo | Corporativo | Paridad | 100.75% | Semestre TIR | S/D |
| País | Argentina | TIR | 9.70% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 1.54 | Año TIR | S/D |
| Moneda | USD | Modified Dur. | 1.40 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-10-17 12:15:51 | Effective Dur. | 0.14 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 3.37 | Semestre Precio | S/D |
| Precio | 107.00 | Int. Corrido | 3.32 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 5.14 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 117.70 | 10.00% | 3.13 | -67.72% |
| 116.63 | 9.00% | 3.74 | -61.43% |
| 115.56 | 8.00% | 4.36 | -55.04% |
| 114.49 | 7.00% | 4.99 | -48.55% |
| 113.42 | 6.00% | 5.63 | -41.96% |
| 112.35 | 5.00% | 6.28 | -35.25% |
| 111.28 | 4.00% | 6.94 | -28.45% |
| 110.21 | 3.00% | 7.61 | -21.52% |
| 109.14 | 2.00% | 8.30 | -14.48% |
| 108.07 | 1.00% | 8.99 | -7.33% |
| 107.00 | 0.00% | 9.70 | 0.00% |
| 105.93 | -1.00% | 10.41 | 7.37% |
| 104.86 | -2.00% | 11.14 | 14.90% |
| 103.79 | -3.00% | 11.89 | 22.57% |
| 102.72 | -4.00% | 12.65 | 30.37% |
| 101.65 | -5.00% | 13.42 | 38.32% |
| 100.58 | -6.00% | 14.20 | 46.41% |
| 99.51 | -7.00% | 15.00 | 54.65% |
| 98.44 | -8.00% | 15.81 | 63.04% |
| 97.37 | -9.00% | 16.64 | 71.58% |
| 96.30 | -10.00% | 17.49 | 80.30% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 10.57 | 9.00% | 105.70 | -1.22% |
| 10.48 | 8.00% | 105.84 | -1.09% |
| 10.38 | 7.00% | 105.98 | -0.95% |
| 10.28 | 6.00% | 106.13 | -0.82% |
| 10.18 | 5.00% | 106.27 | -0.68% |
| 10.09 | 4.00% | 106.41 | -0.55% |
| 9.99 | 3.00% | 106.56 | -0.41% |
| 9.89 | 2.00% | 106.70 | -0.28% |
| 9.80 | 1.00% | 106.85 | -0.14% |
| 9.70 | 0.00% | 107.00 | 0.00% |
| 9.60 | -1.00% | 107.14 | 0.13% |
| 9.51 | -2.00% | 107.29 | 0.27% |
| 9.41 | -3.00% | 107.43 | 0.40% |
| 9.31 | -4.00% | 107.58 | 0.54% |
| 9.22 | -5.00% | 107.73 | 0.68% |
| 9.12 | -6.00% | 107.87 | 0.82% |
| 9.02 | -7.00% | 108.02 | 0.95% |
| 8.92 | -8.00% | 108.17 | 1.09% |
| 8.83 | -9.00% | 108.32 | 1.23% |
| Desarrollo TIR 9.70% | ||||
|---|---|---|---|---|
| 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+9.70)^(64/360)] | 5.06 | 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+9.70)^(244/360)] | 4.83 | 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+9.70)^(424/360)] | 4.61 | 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+9.70)^(604/360)] | 4.40 | 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+9.70)^(604/360)] | 88.08 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (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 (116/180) | 3.32 |
| 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) | (64 / 360) | 0.18 | [(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+9.70)^(64/360)] | 5.06 | 0.05 | 0.01 | i | |
| 2025-07-25 | (Dias para cupon / Dias Año) | (244 / 360) | 0.68 | [(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+9.70)^(244/360)] | 4.83 | 0.05 | 0.03 | i | |
| 2026-01-25 | (Dias para cupon / Dias Año) | (424 / 360) | 1.18 | [(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+9.70)^(424/360)] | 4.61 | 0.04 | 0.05 | i | |
| 2026-07-25 | (Dias para cupon / Dias Año) | (604 / 360) | 1.68 | [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+9.70)^(604/360)]+[(0.1 x (180/360)) x 100.00% x 100.00 x 1.03]/[(1+9.70)^(604/360)] | 92.49 | 0.86 | 1.45 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.54 | 1.54 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.54)/(1 + 9.70/100) | 1.40 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (106.85 - 107.15 )/( 2 x 107.00 x 0.01) | 0.14 |
| 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)] | (64 / 360) ^ 2 + (64 / 360) | 0.21 | [(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+9.70)^(64/360)] | 5.06 | 1.06 | i |
| 2025-07-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (244 / 360) ^ 2 + (244 / 360) | 1.14 | [(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+9.70)^(244/360)] | 4.83 | 5.49 | i |
| 2026-01-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (424 / 360) ^ 2 + (424 / 360) | 2.56 | [(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+9.70)^(424/360)] | 4.61 | 11.83 | i |
| 2026-07-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (604 / 360) ^ 2 + (604 / 360) | 4.49 | [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+9.70)^(604/360)]+[(0.1 x (180/360)) x 100.00% x 100.00 x 1.03]/[(1+9.70)^(604/360)] | 92.49 | 415.55 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [107.00 x ((1 + 9.6956874999999) ^ 2)]] x 433.94] | 3.37 |
| 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 |