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 $112.35 · 05/06/2026TIR (YTM)
5.97%
Tasa interna de retorno anual
Spread UST
180 bps
Diferencial sobre Tesoro EEUU
Paridad
112.35%
Precio / valor residual vigente
Precio limpio
$112.35
Precio cotizado en mercado
Precio sucio
$115.56
Precio de liquidación
Interés corrido
$3.21
Cupón devengado desde último pago
Vida promedio
6.72 años
Plazo promedio a amortizaciones
Duration Macaulay
5.23 años
Plazo promedio ponderado
Duration Mod.
5.08 años
Sensibilidad al rendimiento
Convexidad
33.13
Curvatura precio-rendimiento
DV01
$0.0587
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 | 2.97% | $131.81 | +17.32% | $0.0715 |
| -200 bps | 3.97% | $124.89 | +11.16% | $0.0669 |
| -100 bps | 4.97% | $118.41 | +5.40% | $0.0626 |
| -50 bps | 5.47% | $115.33 | +2.65% | $0.0606 |
| -25 bps | 5.72% | $113.83 | +1.32% | $0.0596 |
| 0 bps (actual) | 5.97% | $112.35 | — | $0.0587 |
| +25 bps | 6.22% | $110.90 | -1.29% | $0.0577 |
| +50 bps | 6.47% | $109.46 | -2.57% | $0.0568 |
| +100 bps | 6.97% | $106.67 | -5.06% | $0.0550 |
| +200 bps | 7.97% | $101.35 | -9.79% | $0.0515 |
| +300 bps | 8.97% | $96.35 | -14.24% | $0.0484 |
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.