YFCJ
ON YPF Energía Eléctrica 7.875% 2032
YPF Energía Eléctrica S.A.
16/10/2032
7.88% (Semestral)
ISIN
USP9897PAS31
Fecha de emisión
16/10/2024
Valor nominal
$100
Estructura
Métricas al último precio
Precio USD $106.70 · 22/04/20266.40%
Tasa interna de retorno anual
284 bps
Diferencial sobre Tesoro EEUU
106.70%
Precio / valor residual vigente
$106.70
Precio cotizado en mercado
$106.87
Precio de liquidación
$0.17
Cupón devengado desde último pago
5.49 años
Plazo promedio a amortizaciones
4.58 años
Plazo promedio ponderado
4.44 años
Sensibilidad al rendimiento
24.55
Curvatura precio-rendimiento
$0.0474
Cambio de precio por 1 bp
Tabla de sensibilidad
Variación de precio ante shocks de TIR| Shock TIR | TIR resultante | Precio limpio | Variación | DV01 |
|---|---|---|---|---|
| -300 bps | 3.40% | $122.19 | +14.52% | $0.0561 |
| -200 bps | 4.40% | $116.74 | +9.41% | $0.0530 |
| -100 bps | 5.40% | $111.58 | +4.57% | $0.0501 |
| -50 bps | 5.90% | $109.11 | +2.25% | $0.0488 |
| -25 bps | 6.15% | $107.89 | +1.12% | $0.0481 |
| 0 bps (actual) | 6.40% | $106.70 | — | $0.0474 |
| +25 bps | 6.65% | $105.52 | -1.10% | $0.0468 |
| +50 bps | 6.90% | $104.36 | -2.19% | $0.0461 |
| +100 bps | 7.40% | $102.08 | -4.33% | $0.0449 |
| +200 bps | 8.40% | $97.72 | -8.42% | $0.0425 |
| +300 bps | 9.40% | $93.58 | -12.30% | $0.0403 |
Cronograma de pagos
| # | Fecha | Residual | Amortización | Cupón | Flujo Total |
|---|---|---|---|---|---|
| 1 | 16/10/2024 | 100% | - | - | $0.00 |
| 2 | 16/04/2025 | 100% | - | $3.94 | $3.94 |
| 3 | 16/10/2025 | 100% | - | $3.94 | $3.94 |
| 4 | 16/04/2026 | 100% | - | $3.94 | $3.94 |
| 5 | 16/10/2026 | 100% | - | $3.94 | $3.94 |
| 6 | 16/04/2027 | 100% | - | $3.94 | $3.94 |
| 7 | 16/10/2027 | 100% | - | $3.94 | $3.94 |
| 8 | 16/04/2028 | 100% | - | $3.94 | $3.94 |
| 9 | 16/10/2028 | 100% | - | $3.94 | $3.94 |
| 10 | 16/04/2029 | 100% | - | $3.94 | $3.94 |
| 11 | 16/10/2029 | 100% | - | $3.94 | $3.94 |
| 12 | 16/04/2030 | 100% | - | $3.94 | $3.94 |
| 13 | 16/10/2030 | 100% | $33.00 | $3.94 | $36.94 |
| 14 | 16/04/2031 | 67% | - | $2.64 | $2.64 |
| 15 | 16/10/2031 | 67% | $33.00 | $2.64 | $35.64 |
| 16 | 16/04/2032 | 34% | - | $1.34 | $1.34 |
| 17 | 16/10/2032 | 34% | $34.00 | $1.34 | $35.34 |
| Total | $100.00 | $43.39 | $143.39 | ||
Descripción
Obligación Negociable de YPF Energía Eléctrica S.A. (Clase XVIII) en USD, ley extranjera (NY). Cupón 7.875% anual pagadero semestralmente (16 abr/oct). Sinkable: amortiza 33% en oct-2030, 33% en oct-2031 y 34% final en oct-2032. Base 30/360.