| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-07-25 | 100.00 | 132867.00 | 6643.35 | 0.00 | 6643.35 |
| 2025-01-25 | 100.00 | 117566.00 | 5878.30 | 0.00 | 5878.30 |
| 2025-07-25 | 100.00 | 115144.00 | 5757.20 | 0.00 | 5757.20 |
| 2026-01-25 | 100.00 | 115144.00 | 5757.20 | 0.00 | 5757.20 |
| 2026-07-25 | 0.00 | 0.00 | 5757.20 | 115144.00 | 120901.20 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YFC2O | Valor Tecnico | 118470.38 | Semana TIR | -31.22% |
| Emisor | YPF Energia Electrica S.A.YPF Energia Electrica S.A. | Valor Residual | 100.00% | Mes TIR | -63.89% |
| Tipo | Corporativo | Paridad | 102.57% | Semestre TIR | -11.37% |
| País | Argentina | TIR | 7.80% | 1ero Enero TIR | -33.30% |
| Mercado | BYMA | Macaulay Dur. | 1.14 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 1.06 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-10-17 12:19:52 | Effective Dur. | 0.08 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 2.15 | Semestre Precio | 0.00% |
| Precio | 121510.00 | Int. Corrido | 3326.38 | 1ero Enero Precio | 0.00% |
| Variación | 0.00% | Cupon | 5757.20 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 133661.00 | 10.00% | -0.81 | -110.42% |
| 132445.90 | 9.00% | -0.02 | -100.24% |
| 131230.80 | 8.00% | 0.79 | -89.89% |
| 130015.70 | 7.00% | 1.61 | -79.36% |
| 128800.60 | 6.00% | 2.45 | -68.63% |
| 127585.50 | 5.00% | 3.30 | -57.70% |
| 126370.40 | 4.00% | 4.17 | -46.58% |
| 125155.30 | 3.00% | 5.05 | -35.25% |
| 123940.20 | 2.00% | 5.95 | -23.71% |
| 122725.10 | 1.00% | 6.87 | -11.94% |
| 121510.00 | 0.00% | 7.80 | 0.00% |
| 120294.90 | -1.00% | 8.76 | 12.26% |
| 119079.80 | -2.00% | 9.73 | 24.71% |
| 117864.70 | -3.00% | 10.72 | 37.42% |
| 116649.60 | -4.00% | 11.73 | 50.38% |
| 115434.50 | -5.00% | 12.76 | 63.60% |
| 114219.40 | -6.00% | 13.81 | 77.09% |
| 113004.30 | -7.00% | 14.89 | 90.86% |
| 111789.20 | -8.00% | 15.98 | 104.91% |
| 110574.10 | -9.00% | 17.10 | 119.26% |
| 109359.00 | -10.00% | 18.25 | 133.92% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 8.50 | 9.00% | 120616.09 | -0.74% |
| 8.42 | 8.00% | 120715.16 | -0.65% |
| 8.35 | 7.00% | 120814.39 | -0.57% |
| 8.27 | 6.00% | 120913.77 | -0.49% |
| 8.19 | 5.00% | 121013.31 | -0.41% |
| 8.11 | 4.00% | 121113.01 | -0.33% |
| 8.03 | 3.00% | 121212.86 | -0.24% |
| 7.96 | 2.00% | 121312.88 | -0.16% |
| 7.88 | 1.00% | 121413.05 | -0.08% |
| 7.80 | 0.00% | 121510.00 | 0.00% |
| 7.72 | -1.00% | 121613.87 | 0.09% |
| 7.64 | -2.00% | 121714.51 | 0.17% |
| 7.57 | -3.00% | 121815.32 | 0.25% |
| 7.49 | -4.00% | 121916.29 | 0.33% |
| 7.41 | -5.00% | 122017.42 | 0.42% |
| 7.33 | -6.00% | 122118.71 | 0.50% |
| 7.25 | -7.00% | 122220.16 | 0.58% |
| 7.18 | -8.00% | 122321.77 | 0.67% |
| 7.10 | -9.00% | 122423.54 | 0.75% |
| Desarrollo TIR 7.80% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1151.44]/[(1+7.80)^(76/360)] | 5666.63 | i |
| 2026-01-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1151.44]/[(1+7.80)^(256/360)] | 5457.78 | i |
| 2026-07-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1151.44]/[(1+7.80)^(436/360)] | 5256.62 | i |
| 2026-07-25 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1151.44]/[(1+7.80)^(436/360)] | 105132.35 | 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) | (0.1 x (180/360)) x 1.00 x 1 x 100.00 x 1151.44 x (104/180) | 3326.38 |
| 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. | |
| 2025-07-25 | (Dias para cupon / Dias Año) | (76 / 360) | 0.21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1151.44]/[(1+7.80)^(76/360)] | 5666.60 | 0.05 | 0.01 | i | |
| 2026-01-25 | (Dias para cupon / Dias Año) | (256 / 360) | 0.71 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1151.44]/[(1+7.80)^(256/360)] | 5457.67 | 0.04 | 0.03 | i | |
| 2026-07-25 | (Dias para cupon / Dias Año) | (436 / 360) | 1.21 | [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 1151.44]/[(1+7.80)^(436/360)]+[(0.1 x (180/360)) x 100.00% x 100.00 x 1151.44]/[(1+7.80)^(436/360)] | 110385.25 | 0.91 | 1.10 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.14 | 1.14 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.14)/(1 + 7.80/100) | 1.06 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (121409.15 - 121610.04 )/( 2 x 121510.00 x 0.01) | 0.08 |
| 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. |
| 2025-07-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (76 / 360) ^ 2 + (76 / 360) | 0.26 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1151.44]/[(1+7.80)^(76/360)] | 5666.60 | 1448.83 | i |
| 2026-01-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (256 / 360) ^ 2 + (256 / 360) | 1.22 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1151.44]/[(1+7.80)^(256/360)] | 5457.67 | 6640.84 | i |
| 2026-07-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (436 / 360) ^ 2 + (436 / 360) | 2.68 | [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 1151.44]/[(1+7.80)^(436/360)]+[(0.1 x (180/360)) x 100.00% x 100.00 x 1151.44]/[(1+7.80)^(436/360)] | 110385.25 | 295600.79 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [121510.00 x ((1 + 7.803) ^ 2)]] x 303690.45] | 2.15 |
| 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 |