NDT25
Neuquén 2030
Provincia del Neuquén
27/04/2030
6.88% (Semestral)
ISIN
USP7169GAA78
Fecha de emisión
27/04/2017
Valor nominal
$100
Estructura
Métricas al último precio
Precio USD $64.01 · 05/06/20264.84%
Tasa interna de retorno anual
96 bps
Diferencial sobre Tesoro EEUU
104.02%
Precio / valor residual vigente
$64.01
Precio cotizado en mercado
$64.48
Precio de liquidación
$0.47
Cupón devengado desde último pago
2.14 años
Plazo promedio a amortizaciones
2.00 años
Plazo promedio ponderado
1.95 años
Sensibilidad al rendimiento
6.00
Curvatura precio-rendimiento
$0.0126
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 | 1.84% | $67.97 | +6.18% | $0.0138 |
| -200 bps | 2.84% | $66.61 | +4.06% | $0.0134 |
| -100 bps | 3.84% | $65.29 | +2.00% | $0.0130 |
| -50 bps | 4.34% | $64.64 | +0.99% | $0.0128 |
| -25 bps | 4.59% | $64.33 | +0.49% | $0.0127 |
| 0 bps (actual) | 4.84% | $64.01 | — | $0.0126 |
| +25 bps | 5.09% | $63.70 | -0.49% | $0.0125 |
| +50 bps | 5.34% | $63.39 | -0.98% | $0.0124 |
| +100 bps | 5.84% | $62.77 | -1.94% | $0.0122 |
| +200 bps | 6.84% | $61.57 | -3.82% | $0.0118 |
| +300 bps | 7.84% | $60.40 | -5.64% | $0.0115 |
Cronograma de pagos
| # | Fecha | Residual | Amortización | Cupón | Flujo Total |
|---|---|---|---|---|---|
| 1 | 27/04/2021 | 100% | - | $1.04 | $1.04 |
| 2 | 27/10/2021 | 100% | - | $1.25 | $1.25 |
| 3 | 27/04/2022 | 100% | - | $2.31 | $2.31 |
| 4 | 27/10/2022 | 100% | - | $2.31 | $2.31 |
| 5 | 27/04/2023 | 100% | - | $3.31 | $3.31 |
| 6 | 27/10/2023 | 100% | - | $3.31 | $3.31 |
| 7 | 27/04/2024 | 100% | $7.69 | $3.38 | $11.07 |
| 8 | 27/10/2024 | 92% | $7.69 | $3.12 | $10.81 |
| 9 | 27/04/2025 | 85% | $7.69 | $2.91 | $10.60 |
| 10 | 27/10/2025 | 77% | $7.69 | $2.64 | $10.34 |
| 11 | 27/04/2026 | 69% | $7.69 | $2.38 | $10.07 |
| 12 | 27/10/2026 | 62% | $7.69 | $2.12 | $9.81 |
| 13 | 27/04/2027 | 54% | $7.69 | $1.85 | $9.54 |
| 14 | 27/10/2027 | 46% | $7.69 | $1.59 | $9.28 |
| 15 | 27/04/2028 | 38% | $7.69 | $1.32 | $9.01 |
| 16 | 27/10/2028 | 31% | $7.69 | $1.06 | $8.75 |
| 17 | 27/04/2029 | 23% | $7.69 | $0.79 | $8.49 |
| 18 | 27/10/2029 | 15% | $7.69 | $0.53 | $8.22 |
| 19 | 27/04/2030 | 8% | $7.69 | $0.26 | $7.96 |
| Total | $61.54 | $9.52 | $71.06 | ||
Descripción
Bono provincial de la Provincia del Neuquén en USD, ley extranjera (Nueva York). Reestructurado en dic-2020 (Res. N°238/20 y N°240/20). Cupón step-up: 2.5% (stub), 4.625%, 6.625%, 6.75%, 6.875% desde 27/10/2024. 13 cuotas de amortización semestrales iguales desde 27/04/2024.