DNC7
ON EDENOR 9.75% 2030
Empresa Distribuidora y Comercializadora Norte S.A.
24/10/2030
9.75% (Semestral)
ISIN
USP3710FAU86
Fecha de emisión
24/10/2024
Valor nominal
$100
Estructura
Métricas al último precio
Precio USD $107.75 · 05/06/20267.10%
Tasa interna de retorno anual
317 bps
Diferencial sobre Tesoro EEUU
107.75%
Precio / valor residual vigente
$107.75
Precio cotizado en mercado
$108.92
Precio de liquidación
$1.17
Cupón devengado desde último pago
3.38 años
Plazo promedio a amortizaciones
2.94 años
Plazo promedio ponderado
2.84 años
Sensibilidad al rendimiento
10.60
Curvatura precio-rendimiento
$0.0309
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 | 4.10% | $117.57 | +9.11% | $0.0346 |
| -200 bps | 5.10% | $114.17 | +5.96% | $0.0333 |
| -100 bps | 6.10% | $110.90 | +2.92% | $0.0321 |
| -50 bps | 6.60% | $109.31 | +1.45% | $0.0315 |
| -25 bps | 6.85% | $108.53 | +0.72% | $0.0312 |
| 0 bps (actual) | 7.10% | $107.75 | — | $0.0309 |
| +25 bps | 7.35% | $106.98 | -0.71% | $0.0306 |
| +50 bps | 7.60% | $106.22 | -1.42% | $0.0304 |
| +100 bps | 8.10% | $104.71 | -2.82% | $0.0298 |
| +200 bps | 9.10% | $101.79 | -5.53% | $0.0287 |
| +300 bps | 10.10% | $98.97 | -8.15% | $0.0277 |
Cronograma de pagos
| # | Fecha | Residual | Amortización | Cupón | Flujo Total |
|---|---|---|---|---|---|
| 1 | 24/10/2024 | 100% | - | - | $0.00 |
| 2 | 24/04/2025 | 100% | - | $4.88 | $4.88 |
| 3 | 24/10/2025 | 100% | - | $4.88 | $4.88 |
| 4 | 24/04/2026 | 100% | - | $4.88 | $4.88 |
| 5 | 24/10/2026 | 100% | - | $4.88 | $4.88 |
| 6 | 24/04/2027 | 100% | - | $4.88 | $4.88 |
| 7 | 24/10/2027 | 100% | - | $4.88 | $4.88 |
| 8 | 24/04/2028 | 100% | - | $4.88 | $4.88 |
| 9 | 24/10/2028 | 100% | $33.33 | $4.88 | $38.20 |
| 10 | 24/04/2029 | 67% | - | $3.25 | $3.25 |
| 11 | 24/10/2029 | 67% | $33.33 | $3.25 | $36.58 |
| 12 | 24/04/2030 | 33% | - | $1.63 | $1.63 |
| 13 | 24/10/2030 | 33% | $33.34 | $1.63 | $34.97 |
| Total | $100.00 | $34.13 | $134.13 | ||
Descripción
Obligación Negociable de Empresa Distribuidora y Comercializadora Norte S.A. (EDENOR, Clase 7) en USD, ley extranjera (NY). Cupón 9.75% anual pagadero semestralmente (24 abr/oct). Sinkable: amortiza 33.33% en oct-2028, 33.33% en oct-2029 y 33.34% final en oct-2030. Base 30/360.