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 $64.90 · 22/07/20263.98%
Tasa interna de retorno anual
10 bps
Diferencial sobre Tesoro EEUU
105.46%
Precio / valor residual vigente
$64.90
Precio cotizado en mercado
$65.92
Precio de liquidación
$1.02
Cupón devengado desde último pago
2.01 años
Plazo promedio a amortizaciones
1.88 años
Plazo promedio ponderado
1.85 años
Sensibilidad al rendimiento
5.56
Curvatura precio-rendimiento
$0.0122
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 | 0.98% | $68.72 | +5.89% | $0.0133 |
| -200 bps | 1.98% | $67.41 | +3.86% | $0.0129 |
| -100 bps | 2.98% | $66.13 | +1.90% | $0.0125 |
| -50 bps | 3.48% | $65.51 | +0.94% | $0.0123 |
| -25 bps | 3.73% | $65.21 | +0.47% | $0.0123 |
| 0 bps (actual) | 3.98% | $64.90 | — | $0.0122 |
| +25 bps | 4.23% | $64.60 | -0.47% | $0.0121 |
| +50 bps | 4.48% | $64.30 | -0.93% | $0.0120 |
| +100 bps | 4.98% | $63.70 | -1.85% | $0.0118 |
| +200 bps | 5.98% | $62.54 | -3.64% | $0.0115 |
| +300 bps | 6.98% | $61.41 | -5.38% | $0.0111 |
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.