YM34
ON YPF 8.25% 2034
Corp.USDExt.Amort.SemestralAAA
Calificación
AAA
Emisor
YPF S.A.
Vencimiento
17/01/2034
Cupón
8.25% (Semestral)
Legislación
Ext.
ISIN
USP989MJBY67
Fecha de emisión
17/01/2025
Valor nominal
$100
Estructura
Amort.
Métricas al último precio
Precio USD $111.35 · 22/04/2026TIR (YTM)
6.17%
Tasa interna de retorno anual
Spread UST
247 bps
Diferencial sobre Tesoro EEUU
Paridad
111.35%
Precio / valor residual vigente
Precio limpio
$111.35
Precio cotizado en mercado
Precio sucio
$113.56
Precio de liquidación
Interés corrido
$2.21
Cupón devengado desde último pago
Vida promedio
6.84 años
Plazo promedio a amortizaciones
Duration Macaulay
5.34 años
Plazo promedio ponderado
Duration Mod.
5.18 años
Sensibilidad al rendimiento
Convexidad
34.23
Curvatura precio-rendimiento
DV01
$0.0588
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 | 3.17% | $130.88 | +17.54% | $0.0719 |
| -200 bps | 4.17% | $123.93 | +11.30% | $0.0672 |
| -100 bps | 5.17% | $117.43 | +5.46% | $0.0628 |
| -50 bps | 5.67% | $114.34 | +2.68% | $0.0608 |
| -25 bps | 5.92% | $112.83 | +1.33% | $0.0598 |
| 0 bps (actual) | 6.17% | $111.35 | — | $0.0588 |
| +25 bps | 6.42% | $109.89 | -1.31% | $0.0578 |
| +50 bps | 6.67% | $108.46 | -2.60% | $0.0569 |
| +100 bps | 7.17% | $105.66 | -5.11% | $0.0551 |
| +200 bps | 8.17% | $100.33 | -9.90% | $0.0516 |
| +300 bps | 9.17% | $95.33 | -14.38% | $0.0483 |
Precio histórico (USD) — último año
TIR histórica (%) — último año
Cronograma de pagos
| # | Fecha | Residual | Amortización | Cupón | Flujo Total |
|---|---|---|---|---|---|
| 1 | 17/01/2025 | 100% | - | - | $0.00 |
| 2 | 17/07/2025 | 100% | - | $4.13 | $4.13 |
| 3 | 17/01/2026 | 100% | - | $4.13 | $4.13 |
| 4 | 17/07/2026 | 100% | - | $4.13 | $4.13 |
| 5 | 17/01/2027 | 100% | - | $4.13 | $4.13 |
| 6 | 17/07/2027 | 100% | - | $4.13 | $4.13 |
| 7 | 17/01/2028 | 100% | - | $4.13 | $4.13 |
| 8 | 17/07/2028 | 100% | - | $4.13 | $4.13 |
| 9 | 17/01/2029 | 100% | - | $4.13 | $4.13 |
| 10 | 17/07/2029 | 100% | - | $4.13 | $4.13 |
| 11 | 17/01/2030 | 100% | - | $4.13 | $4.13 |
| 12 | 17/07/2030 | 100% | - | $4.13 | $4.13 |
| 13 | 17/01/2031 | 100% | - | $4.13 | $4.13 |
| 14 | 17/07/2031 | 100% | - | $4.13 | $4.13 |
| 15 | 17/01/2032 | 100% | $30.00 | $4.13 | $34.13 |
| 16 | 17/07/2032 | 70% | - | $2.89 | $2.89 |
| 17 | 17/01/2033 | 70% | $30.00 | $2.89 | $32.89 |
| 18 | 17/07/2033 | 40% | - | $1.65 | $1.65 |
| 19 | 17/01/2034 | 40% | $40.00 | $1.65 | $41.65 |
| Total | $100.00 | $58.58 | $158.57 | ||
Descripción
Obligación Negociable de YPF S.A. (Clase XXXIV) en USD, ley extranjera (NY). Cupón 8.25% anual pagadero semestralmente (17 ene/jul). Sinkable: amortiza 30% en ene-2032, 30% en ene-2033 y 40% final en ene-2034. Base 30/360.