| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-07-28 | 100.00 | 100.32 | 4.26 | 0.00 | 4.26 |
| 2025-01-28 | 100.00 | 101.12 | 4.30 | 0.00 | 4.30 |
| 2025-07-28 | 0.00 | 0.00 | 4.29 | 101.03 | 105.32 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YCA6P | Valor Tecnico | 103.43 | Semana TIR | -2.01% |
| Emisor | YPF S.A.YPF S.A. | Valor Residual | 100.00% | Mes TIR | 232.60% |
| Tipo | Corporativo | Paridad | 99.00% | Semestre TIR | 85.58% |
| País | Argentina | TIR | 13.67% | 1ero Enero TIR | 79.87% |
| Mercado | BYMA | Macaulay Dur. | 0.22 | Año TIR | S/D |
| Moneda | USD | Modified Dur. | 0.19 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-02-13 16:42:04 | Effective Dur. | 0.03 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 0.21 | Semestre Precio | -2.98% |
| Precio | 102.40 | Int. Corrido | 2.41 | 1ero Enero Precio | -3.17% |
| Variación | 0.00% | Cupon | 105.32 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 112.64 | 10.00% | -26.38 | -292.97% |
| 111.62 | 9.00% | -23.25 | -270.08% |
| 110.59 | 8.00% | -19.96 | -246.00% |
| 109.57 | 7.00% | -16.49 | -220.64% |
| 108.54 | 6.00% | -12.84 | -193.94% |
| 107.52 | 5.00% | -8.99 | -165.80% |
| 106.50 | 4.00% | -4.94 | -136.12% |
| 105.47 | 3.00% | -0.66 | -104.82% |
| 104.45 | 2.00% | 3.86 | -71.78% |
| 103.42 | 1.00% | 8.63 | -36.89% |
| 102.40 | 0.00% | 13.67 | 0.00% |
| 101.38 | -1.00% | 18.99 | 38.94% |
| 100.35 | -2.00% | 24.63 | 80.15% |
| 99.33 | -3.00% | 30.59 | 123.77% |
| 98.30 | -4.00% | 36.90 | 169.97% |
| 97.28 | -5.00% | 43.60 | 218.92% |
| 96.26 | -6.00% | 50.69 | 270.82% |
| 95.23 | -7.00% | 58.22 | 325.87% |
| 94.21 | -8.00% | 66.21 | 384.31% |
| 93.18 | -9.00% | 74.69 | 446.40% |
| 92.16 | -10.00% | 83.71 | 512.40% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 14.90 | 9.00% | 102.16 | -0.24% |
| 14.76 | 8.00% | 102.18 | -0.21% |
| 14.63 | 7.00% | 102.21 | -0.18% |
| 14.49 | 6.00% | 102.24 | -0.16% |
| 14.35 | 5.00% | 102.26 | -0.13% |
| 14.22 | 4.00% | 102.29 | -0.11% |
| 14.08 | 3.00% | 102.32 | -0.08% |
| 13.94 | 2.00% | 102.35 | -0.05% |
| 13.81 | 1.00% | 102.37 | -0.03% |
| 13.67 | 0.00% | 102.40 | 0.00% |
| 13.53 | -1.00% | 102.43 | 0.03% |
| 13.40 | -2.00% | 102.45 | 0.05% |
| 13.26 | -3.00% | 102.48 | 0.08% |
| 13.12 | -4.00% | 102.51 | 0.10% |
| 12.99 | -5.00% | 102.53 | 0.13% |
| 12.85 | -6.00% | 102.56 | 0.16% |
| 12.71 | -7.00% | 102.59 | 0.18% |
| 12.58 | -8.00% | 102.62 | 0.21% |
| 12.44 | -9.00% | 102.64 | 0.24% |
| Desarrollo TIR 13.67% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-28 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (180/360)) x 100.00% x 100.00 x 1.01]/[(1+13.67)^(79/360)] | 4.17 | i |
| 2025-07-28 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1.01]/[(1+13.67)^(79/360)] | 98.22 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-09 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL x (Dias Corridos / Dias entre Cupones) | (0.085 x (180/360)) x 1.00 x 1 x 100.00 x 1.01 x (101/180) | 2.41 |
| 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. | |
| 2025-07-28 | (Dias para cupon / Dias Año) | (79 / 360) | 0.22 | [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 1.01]/[(1+13.67)^(79/360)]+[(0.085 x (180/360)) x 100.00% x 100.00 x 1.01]/[(1+13.67)^(79/360)] | 102.40 | 1.00 | 0.22 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.22 | 0.22 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.22)/(1 + 13.67/100) | 0.19 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (102.37 - 102.43 )/( 2 x 102.40 x 0.01) | 0.03 |
| 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. |
| 2025-07-28 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (79 / 360) ^ 2 + (79 / 360) | 0.27 | [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 1.01]/[(1+13.67)^(79/360)]+[(0.085 x (180/360)) x 100.00% x 100.00 x 1.01]/[(1+13.67)^(79/360)] | 102.40 | 27.40 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [102.40 x ((1 + 13.6656875) ^ 2)]] x 27.40] | 0.21 |
| F. de Emision | 2015-04-28 | ||
| F. de Vencimiento | 2025-07-28 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El capital de las Obligaciones Negociables será amortizado en un único pago a la Fecha de Vencimiento. | ||
| Interes | Tasa de interés fija del 8,50%. | ||
| Frecuencia | Las Fechas de Pago de Intereses serán el 28 de enero y el 28 de julio de cada año, comenzando el 28 de enero de 2016. La última Fecha de Pago de Intereses será en la Fecha de Vencimiento. | ||
| ISIN | USP989MJBE04 |