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 $110.50 · 22/07/2026TIR (YTM)
6.26%
Tasa interna de retorno anual
Spread UST
210 bps
Diferencial sobre Tesoro EEUU
Paridad
110.50%
Precio / valor residual vigente
Precio limpio
$110.50
Precio cotizado en mercado
Precio sucio
$110.66
Precio de liquidación
Interés corrido
$0.16
Cupón devengado desde último pago
Vida promedio
6.59 años
Plazo promedio a amortizaciones
Duration Macaulay
5.28 años
Plazo promedio ponderado
Duration Mod.
5.12 años
Sensibilidad al rendimiento
Convexidad
32.78
Curvatura precio-rendimiento
DV01
$0.0566
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 | 3.26% | $129.24 | +16.96% | $0.0688 |
| -200 bps | 4.26% | $122.58 | +10.93% | $0.0644 |
| -100 bps | 5.26% | $116.35 | +5.29% | $0.0604 |
| -50 bps | 5.76% | $113.38 | +2.60% | $0.0584 |
| -25 bps | 6.01% | $111.93 | +1.29% | $0.0575 |
| 0 bps (actual) | 6.26% | $110.50 | — | $0.0566 |
| +25 bps | 6.51% | $109.10 | -1.27% | $0.0557 |
| +50 bps | 6.76% | $107.71 | -2.52% | $0.0548 |
| +100 bps | 7.26% | $105.02 | -4.96% | $0.0531 |
| +200 bps | 8.26% | $99.87 | -9.62% | $0.0498 |
| +300 bps | 9.26% | $95.04 | -13.99% | $0.0468 |
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 | $54.45 | $154.45 | ||
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.