| 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 | 101.53 | 4.32 | 0.00 | 4.32 |
| 2025-07-28 | 0.00 | 0.00 | 4.32 | 101.53 | 105.85 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YCA6P | Valor Tecnico | 104.72 | Semana TIR | -15.95% |
| Emisor | YPF S.A.YPF S.A. | Valor Residual | 100.00% | Mes TIR | -10.69% |
| Tipo | Corporativo | Paridad | 100.94% | Semestre TIR | S/D |
| País | Argentina | TIR | 7.01% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.61 | Año TIR | S/D |
| Moneda | USD | Modified Dur. | 0.57 | Semana Precio | -0.05% |
| Fecha/Hora | 2024-12-11 16:49:14 | Effective Dur. | 0.04 | Mes Precio | -0.09% |
| Volumen | 148000 | Convexidad | 0.87 | Semestre Precio | S/D |
| Precio | 105.70 | Int. Corrido | 3.19 | 1ero Enero Precio | S/D |
| Variación | -0.05% | Cupon | 4.32 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 116.27 | 10.00% | -8.45 | -220.49% |
| 115.21 | 9.00% | -7.07 | -200.86% |
| 114.16 | 8.00% | -5.66 | -180.72% |
| 113.10 | 7.00% | -4.21 | -160.10% |
| 112.04 | 6.00% | -2.73 | -138.94% |
| 110.98 | 5.00% | -1.21 | -117.26% |
| 109.93 | 4.00% | 0.35 | -95.02% |
| 108.87 | 3.00% | 1.95 | -72.19% |
| 107.81 | 2.00% | 3.59 | -48.77% |
| 106.76 | 1.00% | 5.28 | -24.72% |
| 105.70 | 0.00% | 7.01 | 0.00% |
| 104.64 | -1.00% | 8.78 | 25.30% |
| 103.59 | -2.00% | 10.61 | 51.34% |
| 102.53 | -3.00% | 12.48 | 78.09% |
| 101.47 | -4.00% | 14.41 | 105.61% |
| 100.42 | -5.00% | 16.40 | 133.89% |
| 99.36 | -6.00% | 18.43 | 162.96% |
| 98.30 | -7.00% | 20.53 | 192.89% |
| 97.24 | -8.00% | 22.69 | 223.68% |
| 96.19 | -9.00% | 24.91 | 255.39% |
| 95.13 | -10.00% | 27.20 | 288.03% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 7.64 | 9.00% | 105.32 | -0.36% |
| 7.57 | 8.00% | 105.36 | -0.32% |
| 7.50 | 7.00% | 105.40 | -0.28% |
| 7.43 | 6.00% | 105.44 | -0.24% |
| 7.36 | 5.00% | 105.49 | -0.20% |
| 7.29 | 4.00% | 105.53 | -0.16% |
| 7.22 | 3.00% | 105.57 | -0.12% |
| 7.15 | 2.00% | 105.61 | -0.08% |
| 7.08 | 1.00% | 105.66 | -0.04% |
| 7.01 | 0.00% | 105.70 | 0.00% |
| 6.94 | -1.00% | 105.74 | 0.04% |
| 6.87 | -2.00% | 105.78 | 0.08% |
| 6.80 | -3.00% | 105.82 | 0.12% |
| 6.73 | -4.00% | 105.87 | 0.16% |
| 6.66 | -5.00% | 105.91 | 0.20% |
| 6.59 | -6.00% | 105.95 | 0.24% |
| 6.52 | -7.00% | 105.99 | 0.28% |
| 6.45 | -8.00% | 106.04 | 0.32% |
| 6.38 | -9.00% | 106.08 | 0.36% |
| Desarrollo TIR 7.01% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-01-28 | [(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 1.02]/[(1+7.01)^(47/360)] | 4.28 | i |
| 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 1.02]/[(1+7.01)^(227/360)] | 4.13 | i |
| 2025-07-28 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1.02]/[(1+7.01)^(227/360)] | 97.29 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-12-11 | (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 1.02 x (133/180) | 3.19 |
| 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. | |
| 2025-01-28 | (Dias para cupon / Dias Año) | (47 / 360) | 0.13 | [(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 1.02]/[(1+7.01)^(47/360)] | 4.28 | 0.04 | 0.01 | i | |
| 2025-07-28 | (Dias para cupon / Dias Año) | (227 / 360) | 0.63 | [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 1.02]/[(1+7.01)^(227/360)]+[(0.085 x (180/360)) x 100.00% x 100.00 x 1.02]/[(1+7.01)^(227/360)] | 101.42 | 0.96 | 0.61 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.61 | 0.61 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.61)/(1 + 7.01/100) | 0.57 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (105.66 - 105.74 )/( 2 x 105.7 x 0.01) | 0.04 |
| 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. |
| 2025-01-28 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (47 / 360) ^ 2 + (47 / 360) | 0.15 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (180/360)) x 100.00% x 100.00 x 1.02]/[(1+7.01)^(47/360)] | 4.28 | 0.63 | i |
| 2025-07-28 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (227 / 360) ^ 2 + (227 / 360) | 1.03 | [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 1.02]/[(1+7.01)^(227/360)]+[(0.085 x (180/360)) x 100.00% x 100.00 x 1.02]/[(1+7.01)^(227/360)] | 101.42 | 104.28 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [105.7 x ((1 + 7.0066875000001) ^ 2)]] x 104.91] | 0.87 |
| 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 |