RUCD
ON MSU Energy 9.75% 2030
MSU Energy S.A.
05/12/2030
9.75% (Semestral)
ISIN
USP7000QAJ96
Fecha de emisión
05/12/2024
Valor nominal
$100
Estructura
Métricas al último precio
Precio USD $108.80 · 22/04/20267.20%
Tasa interna de retorno anual
375 bps
Diferencial sobre Tesoro EEUU
108.80%
Precio / valor residual vigente
$108.80
Precio cotizado en mercado
$112.55
Precio de liquidación
$3.75
Cupón devengado desde último pago
4.09 años
Plazo promedio a amortizaciones
3.38 años
Plazo promedio ponderado
3.26 años
Sensibilidad al rendimiento
14.02
Curvatura precio-rendimiento
$0.0367
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 | 4.20% | $120.56 | +10.81% | $0.0418 |
| -200 bps | 5.20% | $116.47 | +7.05% | $0.0400 |
| -100 bps | 6.20% | $112.55 | +3.45% | $0.0383 |
| -50 bps | 6.70% | $110.65 | +1.70% | $0.0375 |
| -25 bps | 6.95% | $109.72 | +0.85% | $0.0371 |
| 0 bps (actual) | 7.20% | $108.80 | — | $0.0367 |
| +25 bps | 7.45% | $107.89 | -0.84% | $0.0363 |
| +50 bps | 7.70% | $106.98 | -1.67% | $0.0359 |
| +100 bps | 8.20% | $105.21 | -3.30% | $0.0352 |
| +200 bps | 9.20% | $101.77 | -6.47% | $0.0337 |
| +300 bps | 10.20% | $98.47 | -9.50% | $0.0323 |
Cronograma de pagos
| # | Fecha | Residual | Amortización | Cupón | Flujo Total |
|---|---|---|---|---|---|
| 1 | 05/12/2024 | 100% | - | - | $0.00 |
| 2 | 05/06/2025 | 100% | - | $4.88 | $4.88 |
| 3 | 05/12/2025 | 100% | - | $4.88 | $4.88 |
| 4 | 05/06/2026 | 100% | - | $4.88 | $4.88 |
| 5 | 05/12/2026 | 100% | - | $4.88 | $4.88 |
| 6 | 05/06/2027 | 100% | - | $4.88 | $4.88 |
| 7 | 05/12/2027 | 100% | - | $4.88 | $4.88 |
| 8 | 05/06/2028 | 100% | - | $4.88 | $4.88 |
| 9 | 05/12/2028 | 100% | $17.50 | $4.88 | $22.38 |
| 10 | 05/06/2029 | 83% | - | $4.02 | $4.02 |
| 11 | 05/12/2029 | 83% | $17.50 | $4.02 | $21.52 |
| 12 | 05/06/2030 | 65% | - | $3.17 | $3.17 |
| 13 | 05/12/2030 | 65% | $65.00 | $3.17 | $68.17 |
| Total | $100.00 | $43.63 | $143.63 | ||
Descripción
Obligación Negociable de MSU Energy S.A. (Clase XII Serie B) en USD, ley extranjera (NY). Cupón 9.75% anual pagadero semestralmente (5 jun/dic). Sinkable: amortiza 17.5% en dic-2028, 17.5% en dic-2029 y 65% final en dic-2030. Base 30/360.