| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-07-25 | 100.00 | 99.80 | 4.99 | 0.00 | 4.99 |
| 2025-01-25 | 100.00 | 101.55 | 5.08 | 0.00 | 5.08 |
| 2025-07-25 | 100.00 | 101.19 | 5.06 | 0.00 | 5.06 |
| 2026-01-25 | 100.00 | 101.19 | 5.06 | 0.00 | 5.06 |
| 2026-07-25 | 0.00 | 0.00 | 5.06 | 101.19 | 106.25 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YFC2D | Valor Tecnico | 104.14 | Semana TIR | -0.26% |
| Emisor | YPF Energia Electrica S.A.YPF Energia Electrica S.A. | Valor Residual | 100.00% | Mes TIR | 29.18% |
| Tipo | Corporativo | Paridad | 102.75% | Semestre TIR | -15.60% |
| País | Argentina | TIR | 7.63% | 1ero Enero TIR | -19.24% |
| Mercado | BYMA | Macaulay Dur. | 1.14 | Año TIR | S/D |
| Moneda | USD | Modified Dur. | 1.06 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-10-17 12:15:51 | Effective Dur. | 0.08 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 2.15 | Semestre Precio | 0.00% |
| Precio | 107.00 | Int. Corrido | 2.95 | 1ero Enero Precio | 0.00% |
| Variación | 0.00% | Cupon | 5.06 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 117.70 | 10.00% | -0.99 | -112.97% |
| 116.63 | 9.00% | -0.20 | -102.57% |
| 115.56 | 8.00% | 0.61 | -91.99% |
| 114.49 | 7.00% | 1.43 | -81.20% |
| 113.42 | 6.00% | 2.27 | -70.23% |
| 112.35 | 5.00% | 3.12 | -59.05% |
| 111.28 | 4.00% | 3.99 | -47.67% |
| 110.21 | 3.00% | 4.88 | -36.08% |
| 109.14 | 2.00% | 5.78 | -24.27% |
| 108.07 | 1.00% | 6.70 | -12.24% |
| 107.00 | 0.00% | 7.63 | 0.00% |
| 105.93 | -1.00% | 8.59 | 12.52% |
| 104.86 | -2.00% | 9.56 | 25.28% |
| 103.79 | -3.00% | 10.55 | 38.27% |
| 102.72 | -4.00% | 11.56 | 51.53% |
| 101.65 | -5.00% | 12.59 | 65.05% |
| 100.58 | -6.00% | 13.65 | 78.86% |
| 99.51 | -7.00% | 14.72 | 92.94% |
| 98.44 | -8.00% | 15.82 | 107.32% |
| 97.37 | -9.00% | 16.94 | 122.01% |
| 96.30 | -10.00% | 18.08 | 137.01% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 8.32 | 9.00% | 106.23 | -0.72% |
| 8.24 | 8.00% | 106.31 | -0.64% |
| 8.16 | 7.00% | 106.40 | -0.56% |
| 8.09 | 6.00% | 106.49 | -0.48% |
| 8.01 | 5.00% | 106.57 | -0.40% |
| 7.94 | 4.00% | 106.66 | -0.32% |
| 7.86 | 3.00% | 106.74 | -0.24% |
| 7.78 | 2.00% | 106.83 | -0.16% |
| 7.71 | 1.00% | 106.92 | -0.08% |
| 7.63 | 0.00% | 107.00 | 0.00% |
| 7.55 | -1.00% | 107.09 | 0.08% |
| 7.48 | -2.00% | 107.17 | 0.16% |
| 7.40 | -3.00% | 107.26 | 0.24% |
| 7.32 | -4.00% | 107.35 | 0.33% |
| 7.25 | -5.00% | 107.44 | 0.41% |
| 7.17 | -6.00% | 107.52 | 0.49% |
| 7.10 | -7.00% | 107.61 | 0.57% |
| 7.02 | -8.00% | 107.70 | 0.65% |
| 6.94 | -9.00% | 107.78 | 0.73% |
| Desarrollo TIR 7.63% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1.01]/[(1+7.63)^(75/360)] | 4.98 | i |
| 2026-01-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1.01]/[(1+7.63)^(255/360)] | 4.80 | i |
| 2026-07-25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1.01]/[(1+7.63)^(435/360)] | 4.63 | i |
| 2026-07-25 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1.01]/[(1+7.63)^(435/360)] | 92.59 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL x (Dias Corridos / Dias entre Cupones) | (0.1 x (180/360)) x 1.00 x 1 x 100.00 x 1.01 x (105/180) | 2.95 |
| 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) | (75 / 360) | 0.21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1.01]/[(1+7.63)^(75/360)] | 4.98 | 0.05 | 0.01 | i | |
| 2026-01-25 | (Dias para cupon / Dias Año) | (255 / 360) | 0.71 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1.01]/[(1+7.63)^(255/360)] | 4.80 | 0.04 | 0.03 | i | |
| 2026-07-25 | (Dias para cupon / Dias Año) | (435 / 360) | 1.21 | [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+7.63)^(435/360)]+[(0.1 x (180/360)) x 100.00% x 100.00 x 1.01]/[(1+7.63)^(435/360)] | 97.21 | 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 + 7.63/100) | 1.06 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (106.91 - 107.09 )/( 2 x 107.00 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)] | (75 / 360) ^ 2 + (75 / 360) | 0.25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1.01]/[(1+7.63)^(75/360)] | 4.98 | 1.25 | i |
| 2026-01-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (255 / 360) ^ 2 + (255 / 360) | 1.21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x (180/360)) x 100.00% x 100.00 x 1.01]/[(1+7.63)^(255/360)] | 4.80 | 5.81 | i |
| 2026-07-25 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (435 / 360) ^ 2 + (435 / 360) | 2.67 | [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+7.63)^(435/360)]+[(0.1 x (180/360)) x 100.00% x 100.00 x 1.01]/[(1+7.63)^(435/360)] | 97.21 | 259.41 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [107.00 x ((1 + 7.632) ^ 2)]] x 266.47] | 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 |