| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-12-13 | 100.00 | 102418.00 | 2567.46 | 0.00 | 2567.46 |
| 2024-06-13 | 100.00 | 123977.00 | 3107.92 | 0.00 | 3107.92 |
| 2024-12-13 | 100.00 | 107332.00 | 2690.65 | 0.00 | 2690.65 |
| 2025-06-13 | 100.00 | 114355.00 | 2851.04 | 0.00 | 2851.04 |
| 2025-12-13 | 100.00 | 114355.00 | 2866.71 | 0.00 | 2866.71 |
| 2026-02-13 | 0.00 | 0.00 | 971.23 | 114355.00 | 115326.23 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YMCQO | Valor Tecnico | 116657.77 | Semana TIR | -5.40% |
| Emisor | YPF S.A.YPF S.A. | Valor Residual | 100.00% | Mes TIR | 90.59% |
| Tipo | Corporativo | Paridad | 99.01% | Semestre TIR | 22.73% |
| País | Argentina | TIR | 6.48% | 1ero Enero TIR | 41.48% |
| Mercado | BYMA | Macaulay Dur. | 0.75 | Año TIR | -13.60% |
| Moneda | ARS | Modified Dur. | 0.70 | Semana Precio | -2.78% |
| Fecha/Hora | 2025-05-08 16:36:15 | Effective Dur. | 0.05 | Mes Precio | -16.91% |
| Volumen | 134366 | Convexidad | 1.16 | Semestre Precio | 0.28% |
| Precio | 115500.00 | Int. Corrido | 2302.77 | 1ero Enero Precio | -1.95% |
| Variación | -0.56% | Cupon | 2851.04 | Año Precio | 12.68% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 127050.00 | 10.00% | -6.27 | -196.78% |
| 125895.00 | 9.00% | -5.12 | -179.01% |
| 124740.00 | 8.00% | -3.94 | -160.86% |
| 123585.00 | 7.00% | -2.74 | -142.29% |
| 122430.00 | 6.00% | -1.51 | -123.32% |
| 121275.00 | 5.00% | -0.25 | -103.92% |
| 120120.00 | 4.00% | 1.03 | -84.08% |
| 118965.00 | 3.00% | 2.35 | -63.79% |
| 117810.00 | 2.00% | 3.69 | -43.03% |
| 116655.00 | 1.00% | 5.07 | -21.77% |
| 115500.00 | 0.00% | 6.48 | 0.00% |
| 114345.00 | -1.00% | 7.92 | 22.24% |
| 113190.00 | -2.00% | 9.40 | 45.05% |
| 112035.00 | -3.00% | 10.91 | 68.42% |
| 110880.00 | -4.00% | 12.46 | 92.36% |
| 109725.00 | -5.00% | 14.06 | 116.90% |
| 108570.00 | -6.00% | 15.68 | 142.05% |
| 107415.00 | -7.00% | 17.36 | 167.84% |
| 106260.00 | -8.00% | 19.07 | 194.30% |
| 105105.00 | -9.00% | 20.83 | 221.46% |
| 103950.00 | -10.00% | 22.64 | 249.31% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 7.06 | 9.00% | 115028.26 | -0.41% |
| 7.00 | 8.00% | 115080.26 | -0.36% |
| 6.93 | 7.00% | 115132.32 | -0.32% |
| 6.87 | 6.00% | 115184.43 | -0.27% |
| 6.80 | 5.00% | 115236.60 | -0.23% |
| 6.74 | 4.00% | 115288.82 | -0.18% |
| 6.67 | 3.00% | 115341.10 | -0.14% |
| 6.61 | 2.00% | 115393.44 | -0.09% |
| 6.54 | 1.00% | 115445.83 | -0.05% |
| 6.48 | 0.00% | 115500.00 | 0.00% |
| 6.42 | -1.00% | 115550.79 | 0.04% |
| 6.35 | -2.00% | 115603.35 | 0.09% |
| 6.29 | -3.00% | 115655.96 | 0.14% |
| 6.22 | -4.00% | 115708.64 | 0.18% |
| 6.16 | -5.00% | 115761.37 | 0.23% |
| 6.09 | -6.00% | 115814.16 | 0.27% |
| 6.03 | -7.00% | 115867.00 | 0.32% |
| 5.96 | -8.00% | 115919.90 | 0.36% |
| 5.90 | -9.00% | 115972.86 | 0.41% |
| Desarrollo TIR 6.48% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-06-13 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (182/365)) x 100.00% x 100.00 x 1143.55]/[(1+6.48)^(35/365)] | 2833.93 | i |
| 2025-12-13 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (183/365)) x 100.00% x 100.00 x 1143.55]/[(1+6.48)^(218/365)] | 2761.20 | i |
| 2026-02-13 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (62/365)) x 100.00% x 100.00 x 1143.55]/[(1+6.48)^(280/365)] | 925.56 | i |
| 2026-02-13 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1143.55]/[(1+6.48)^(280/365)] | 108977.59 | 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 ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.05 x (182/365)) x 1.00 x 1 x 100.00 x 1143.55 x (147/182) | 2302.77 |
| 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. | |
| 2025-06-13 | (Dias para cupon / Dias Año) | (35 / 365) | 0.10 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (182/365)) x 100.00% x 100.00 x 1143.55]/[(1+6.48)^(35/365)] | 2833.93 | 0.02 | 0.00 | i | |
| 2025-12-13 | (Dias para cupon / Dias Año) | (218 / 365) | 0.60 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (183/365)) x 100.00% x 100.00 x 1143.55]/[(1+6.48)^(218/365)] | 2761.22 | 0.02 | 0.01 | i | |
| 2026-02-13 | (Dias para cupon / Dias Año) | (280 / 365) | 0.77 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1143.55]/[(1+6.48)^(280/365)]+[(0.05 x (62/365)) x 100.00% x 100.00 x 1143.55]/[(1+6.48)^(280/365)] | 109904.19 | 0.95 | 0.73 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.75 | 0.75 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.75)/(1 + 6.48/100) | 0.70 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (115446.90 - 115551.84 )/( 2 x 115500 x 0.01) | 0.05 |
| 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. |
| 2025-06-13 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (35 / 365) ^ 2 + (35 / 365) | 0.11 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (182/365)) x 100.00% x 100.00 x 1143.55]/[(1+6.48)^(35/365)] | 2833.93 | 297.80 | i |
| 2025-12-13 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (218 / 365) ^ 2 + (218 / 365) | 0.95 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (183/365)) x 100.00% x 100.00 x 1143.55]/[(1+6.48)^(218/365)] | 2761.22 | 2634.15 | i |
| 2026-02-13 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (280 / 365) ^ 2 + (280 / 365) | 1.36 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1143.55]/[(1+6.48)^(280/365)]+[(0.05 x (62/365)) x 100.00% x 100.00 x 1143.55]/[(1+6.48)^(280/365)] | 109904.19 | 148986.28 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [115500 x ((1 + 6.4786875000001) ^ 2)]] x 151918.23] | 1.16 |
| F. de Emision | 2023-06-13 | ||
| F. de Vencimiento | 2026-02-13 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | 3 | ||
| Capital | El capital de las Obligaciones Negociables será amortizado en una única cuota en la Fecha de Vencimiento de las Obligaciones Negociables Clase XXV. | ||
| Interes | Devengara una tasa de interes del 5,00% (cinco por ciento) anual. | ||
| Frecuencia | Serán el 13 de diciembre de 2023, 13 de junio de 2024, 13 de diciembre de 2024, 13 de junio de 2025, 13 de diciembre de 2025 y en la Fecha de Vencimiento, es decir, el 13 de febrero de 2026. | ||
| ISIN | ARYPFS5601W0 |