| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-07-21 | 100.00 | 132669.00 | 4610.25 | 0.00 | 4610.25 |
| 2025-01-21 | 100.00 | 118696.00 | 4124.69 | 0.00 | 4124.69 |
| 2025-07-21 | 100.00 | 114785.00 | 3988.78 | 0.00 | 3988.78 |
| 2026-01-21 | 100.00 | 114785.00 | 3988.78 | 0.00 | 3988.78 |
| 2026-07-21 | 100.00 | 114785.00 | 3988.78 | 0.00 | 3988.78 |
| 2027-01-21 | 100.00 | 114785.00 | 3988.78 | 0.00 | 3988.78 |
| 2027-07-21 | 0.00 | 0.00 | 3988.78 | 114785.00 | 118773.78 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YCAMO | Valor Tecnico | 117178.27 | Semana TIR | -20.94% |
| Emisor | YPF S.A.YPF S.A. | Valor Residual | 100.00% | Mes TIR | -20.68% |
| Tipo | Corporativo | Paridad | 102.83% | Semestre TIR | -33.43% |
| País | Argentina | TIR | 5.61% | 1ero Enero TIR | -30.83% |
| Mercado | BYMA | Macaulay Dur. | 2.04 | Año TIR | -47.26% |
| Moneda | ARS | Modified Dur. | 1.93 | Semana Precio | -1.23% |
| Fecha/Hora | 2025-05-05 14:25:18 | Effective Dur. | 0.11 | Mes Precio | -11.55% |
| Volumen | 0 | Convexidad | 5.76 | Semestre Precio | 5.24% |
| Precio | 120500.00 | Int. Corrido | 2393.27 | 1ero Enero Precio | 0.73% |
| Variación | 0.00% | Cupon | 3988.78 | Año Precio | 19.56% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 132550.00 | 10.00% | 0.80 | -85.77% |
| 131345.00 | 9.00% | 1.25 | -77.75% |
| 130140.00 | 8.00% | 1.71 | -69.60% |
| 128935.00 | 7.00% | 2.17 | -61.35% |
| 127730.00 | 6.00% | 2.64 | -52.98% |
| 126525.00 | 5.00% | 3.11 | -44.49% |
| 125320.00 | 4.00% | 3.60 | -35.87% |
| 124115.00 | 3.00% | 4.09 | -27.11% |
| 122910.00 | 2.00% | 4.59 | -18.24% |
| 121705.00 | 1.00% | 5.09 | -9.22% |
| 120500.00 | 0.00% | 5.61 | 0.00% |
| 119295.00 | -1.00% | 6.13 | 9.23% |
| 118090.00 | -2.00% | 6.66 | 18.67% |
| 116885.00 | -3.00% | 7.20 | 28.27% |
| 115680.00 | -4.00% | 7.74 | 38.01% |
| 114475.00 | -5.00% | 8.30 | 47.92% |
| 113270.00 | -6.00% | 8.86 | 57.98% |
| 112065.00 | -7.00% | 9.44 | 68.22% |
| 110860.00 | -8.00% | 10.02 | 78.63% |
| 109655.00 | -9.00% | 10.61 | 89.20% |
| 108450.00 | -10.00% | 11.22 | 99.96% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 6.11 | 9.00% | 119323.44 | -0.98% |
| 6.06 | 8.00% | 119452.21 | -0.87% |
| 6.00 | 7.00% | 119581.20 | -0.76% |
| 5.95 | 6.00% | 119710.40 | -0.66% |
| 5.89 | 5.00% | 119839.81 | -0.55% |
| 5.83 | 4.00% | 119969.45 | -0.44% |
| 5.78 | 3.00% | 120099.29 | -0.33% |
| 5.72 | 2.00% | 120229.36 | -0.22% |
| 5.67 | 1.00% | 120359.64 | -0.12% |
| 5.61 | 0.00% | 120500.00 | 0.00% |
| 5.55 | -1.00% | 120620.86 | 0.10% |
| 5.50 | -2.00% | 120751.79 | 0.21% |
| 5.44 | -3.00% | 120882.95 | 0.32% |
| 5.39 | -4.00% | 121014.33 | 0.43% |
| 5.33 | -5.00% | 121145.92 | 0.54% |
| 5.27 | -6.00% | 121277.74 | 0.65% |
| 5.22 | -7.00% | 121409.78 | 0.76% |
| 5.16 | -8.00% | 121542.04 | 0.86% |
| 5.11 | -9.00% | 121674.52 | 0.97% |
| Desarrollo TIR 5.61% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1147.85]/[(1+5.61)^(72/360)] | 3945.47 | i |
| 2026-01-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1147.85]/[(1+5.61)^(252/360)] | 3839.25 | i |
| 2026-07-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1147.85]/[(1+5.61)^(432/360)] | 3735.89 | i |
| 2027-01-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1147.85]/[(1+5.61)^(612/360)] | 3635.31 | i |
| 2027-07-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1147.85]/[(1+5.61)^(792/360)] | 3537.44 | i |
| 2027-07-21 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1147.85]/[(1+5.61)^(792/360)] | 101796.78 | 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/CCL x (Dias Corridos / Dias entre Cupones) | (0.0695 x (180/360)) x 1.00 x 1 x 100.00 x 1147.85 x (108/180) | 2393.27 |
| 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. | |
| 2025-07-21 | (Dias para cupon / Dias Año) | (72 / 360) | 0.20 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1147.85]/[(1+5.61)^(72/360)] | 3945.50 | 0.03 | 0.01 | i | |
| 2026-01-21 | (Dias para cupon / Dias Año) | (252 / 360) | 0.70 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1147.85]/[(1+5.61)^(252/360)] | 3839.33 | 0.03 | 0.02 | i | |
| 2026-07-21 | (Dias para cupon / Dias Año) | (432 / 360) | 1.20 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1147.85]/[(1+5.61)^(432/360)] | 3736.03 | 0.03 | 0.04 | i | |
| 2027-01-21 | (Dias para cupon / Dias Año) | (612 / 360) | 1.70 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1147.85]/[(1+5.61)^(612/360)] | 3635.50 | 0.03 | 0.05 | i | |
| 2027-07-21 | (Dias para cupon / Dias Año) | (792 / 360) | 2.20 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1147.85]/[(1+5.61)^(792/360)]+[(0.0695 x (180/360)) x 100.00% x 100.00 x 1147.85]/[(1+5.61)^(792/360)] | 105341.49 | 0.87 | 1.92 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 2.04 | 2.04 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (2.04)/(1 + 5.61/100) | 1.93 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (120367.42 - 120628.50 )/( 2 x 120500 x 0.01) | 0.11 |
| 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. |
| 2025-07-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (72 / 360) ^ 2 + (72 / 360) | 0.24 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1147.85]/[(1+5.61)^(72/360)] | 3945.50 | 946.92 | i |
| 2026-01-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (252 / 360) ^ 2 + (252 / 360) | 1.19 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1147.85]/[(1+5.61)^(252/360)] | 3839.33 | 4568.81 | i |
| 2026-07-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (432 / 360) ^ 2 + (432 / 360) | 2.64 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1147.85]/[(1+5.61)^(432/360)] | 3736.03 | 9863.12 | i |
| 2027-01-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (612 / 360) ^ 2 + (612 / 360) | 4.59 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0695 x (180/360)) x 100.00% x 100.00 x 1147.85]/[(1+5.61)^(612/360)] | 3635.50 | 16686.96 | i |
| 2027-07-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (792 / 360) ^ 2 + (792 / 360) | 7.04 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1147.85]/[(1+5.61)^(792/360)]+[(0.0695 x (180/360)) x 100.00% x 100.00 x 1147.85]/[(1+5.61)^(792/360)] | 105341.49 | 741604.07 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [120500 x ((1 + 5.6066875000001) ^ 2)]] x 773669.88] | 5.76 |
| F. de Emision | 2017-12-15 | ||
| F. de Vencimiento | 2027-07-21 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Unico pago al vencimiento. | ||
| Interes | 6.95% Nominal Anual | ||
| Frecuencia | 21 de Enero y 21 de Julio. Comenzando Enero 2018 y vencimiento en Julio 2027. | ||
| ISIN | USP989MJBL47 |