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 $107.60 · 05/06/20266.18%
Tasa interna de retorno anual
212 bps
Diferencial sobre Tesoro EEUU
107.60%
Precio / valor residual vigente
$107.60
Precio cotizado en mercado
$108.72
Precio de liquidación
$1.12
Cupón devengado desde último pago
5.37 años
Plazo promedio a amortizaciones
4.47 años
Plazo promedio ponderado
4.33 años
Sensibilidad al rendimiento
23.56
Curvatura precio-rendimiento
$0.0471
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 | 3.18% | $122.96 | +14.27% | $0.0556 |
| -200 bps | 4.18% | $117.56 | +9.25% | $0.0526 |
| -100 bps | 5.18% | $112.44 | +4.50% | $0.0497 |
| -50 bps | 5.68% | $109.99 | +2.22% | $0.0484 |
| -25 bps | 5.93% | $108.79 | +1.10% | $0.0478 |
| 0 bps (actual) | 6.18% | $107.60 | — | $0.0471 |
| +25 bps | 6.43% | $106.43 | -1.09% | $0.0465 |
| +50 bps | 6.68% | $105.28 | -2.16% | $0.0458 |
| +100 bps | 7.18% | $103.01 | -4.26% | $0.0446 |
| +200 bps | 8.18% | $98.67 | -8.30% | $0.0423 |
| +300 bps | 9.18% | $94.55 | -12.12% | $0.0401 |
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.