| 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 | 101.12 | 4.30 | 0.00 | 4.30 |
| 2025-07-28 | 0.00 | 0.00 | 4.28 | 100.69 | 104.97 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | YCA6P | Valor Tecnico | 103.09 | Semana TIR | -14.27% |
| Emisor | YPF S.A.YPF S.A. | Valor Residual | 100.00% | Mes TIR | 191.00% |
| Tipo | Corporativo | Paridad | 99.33% | Semestre TIR | 62.37% |
| País | Argentina | TIR | 11.96% | 1ero Enero TIR | 57.37% |
| Mercado | BYMA | Macaulay Dur. | 0.22 | Año TIR | S/D |
| Moneda | USD | Modified Dur. | 0.20 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-02-13 16:42:04 | Effective Dur. | 0.02 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 0.21 | Semestre Precio | -2.98% |
| Precio | 102.40 | Int. Corrido | 2.40 | 1ero Enero Precio | -3.17% |
| Variación | 0.00% | Cupon | 104.97 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 112.64 | 10.00% | -27.49 | -329.82% |
| 111.62 | 9.00% | -24.40 | -304.06% |
| 110.59 | 8.00% | -21.16 | -276.94% |
| 109.57 | 7.00% | -17.75 | -248.40% |
| 108.54 | 6.00% | -14.15 | -218.33% |
| 107.52 | 5.00% | -10.36 | -186.65% |
| 106.50 | 4.00% | -6.37 | -153.24% |
| 105.47 | 3.00% | -2.15 | -118.01% |
| 104.45 | 2.00% | 2.29 | -80.81% |
| 103.42 | 1.00% | 6.99 | -41.53% |
| 102.40 | 0.00% | 11.96 | 0.00% |
| 101.38 | -1.00% | 17.20 | 43.83% |
| 100.35 | -2.00% | 22.75 | 90.23% |
| 99.33 | -3.00% | 28.63 | 139.34% |
| 98.30 | -4.00% | 34.84 | 191.35% |
| 97.28 | -5.00% | 41.44 | 246.45% |
| 96.26 | -6.00% | 48.42 | 304.87% |
| 95.23 | -7.00% | 55.84 | 366.85% |
| 94.21 | -8.00% | 63.71 | 432.65% |
| 93.18 | -9.00% | 72.06 | 502.54% |
| 92.16 | -10.00% | 80.95 | 576.84% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 13.04 | 9.00% | 102.18 | -0.21% |
| 12.92 | 8.00% | 102.21 | -0.19% |
| 12.80 | 7.00% | 102.23 | -0.16% |
| 12.68 | 6.00% | 102.26 | -0.14% |
| 12.56 | 5.00% | 102.28 | -0.12% |
| 12.44 | 4.00% | 102.30 | -0.09% |
| 12.32 | 3.00% | 102.33 | -0.07% |
| 12.20 | 2.00% | 102.35 | -0.05% |
| 12.08 | 1.00% | 102.37 | -0.02% |
| 11.96 | 0.00% | 102.40 | 0.00% |
| 11.84 | -1.00% | 102.42 | 0.02% |
| 11.72 | -2.00% | 102.45 | 0.05% |
| 11.60 | -3.00% | 102.47 | 0.07% |
| 11.48 | -4.00% | 102.50 | 0.09% |
| 11.36 | -5.00% | 102.52 | 0.12% |
| 11.24 | -6.00% | 102.54 | 0.14% |
| 11.12 | -7.00% | 102.57 | 0.16% |
| 11.00 | -8.00% | 102.59 | 0.19% |
| 10.88 | -9.00% | 102.62 | 0.21% |
| Desarrollo TIR 11.96% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 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 1.01]/[(1+11.96)^(79/360)] | 4.17 | i |
| 2025-07-28 | [Amortizacion % x Valor Nominal x Conversion MEP/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1.01]/[(1+11.96)^(79/360)] | 98.22 | 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 MEP/CCL x (Dias Corridos / Dias entre Cupones) | (0.085 x (180/360)) x 1.00 x 1 x 100.00 x 1.01 x (101/180) | 2.40 |
| 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. | |
| 2025-07-28 | (Dias para cupon / Dias Año) | (79 / 360) | 0.22 | [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+11.96)^(79/360)]+[(0.085 x (180/360)) x 100.00% x 100.00 x 1.01]/[(1+11.96)^(79/360)] | 102.40 | 1.00 | 0.22 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.22 | 0.22 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.22)/(1 + 11.96/100) | 0.20 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (102.38 - 102.42 )/( 2 x 102.40 x 0.01) | 0.02 |
| 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. |
| 2025-07-28 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (79 / 360) ^ 2 + (79 / 360) | 0.27 | [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+11.96)^(79/360)]+[(0.085 x (180/360)) x 100.00% x 100.00 x 1.01]/[(1+11.96)^(79/360)] | 102.40 | 27.40 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [102.40 x ((1 + 11.9556875) ^ 2)]] x 27.40] | 0.21 |
| 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 |