CLSI
CLISA ON USD 2031
Compañía Latinoamericana de Infraestructura y Servicios S.A.
12/10/2031
4.00% (Semestral)
ISIN
USP3063XAJ74
Fecha de emisión
17/08/2021
Valor nominal
$100
Estructura
Métricas al último precio
Precio USD $39.25 · 05/06/202615.84%
Tasa interna de retorno anual
1.176 bps
Diferencial sobre Tesoro EEUU
70.27%
Precio / valor residual vigente
$39.25
Precio cotizado en mercado
$40.35
Precio de liquidación
$1.10
Cupón devengado desde último pago
5.51 años
Plazo promedio a amortizaciones
4.37 años
Plazo promedio ponderado
4.05 años
Sensibilidad al rendimiento
20.81
Curvatura precio-rendimiento
$0.0163
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 | 12.84% | $44.55 | +13.50% | $0.0191 |
| -200 bps | 13.84% | $42.69 | +8.76% | $0.0181 |
| -100 bps | 14.84% | $40.93 | +4.27% | $0.0172 |
| -50 bps | 15.34% | $40.08 | +2.11% | $0.0167 |
| -25 bps | 15.59% | $39.66 | +1.05% | $0.0165 |
| 0 bps (actual) | 15.84% | $39.25 | — | $0.0163 |
| +25 bps | 16.09% | $38.84 | -1.03% | $0.0161 |
| +50 bps | 16.34% | $38.44 | -2.05% | $0.0159 |
| +100 bps | 16.84% | $37.66 | -4.05% | $0.0155 |
| +200 bps | 17.84% | $36.15 | -7.91% | $0.0147 |
| +300 bps | 18.84% | $34.71 | -11.57% | $0.0140 |
Cronograma de pagos
| # | Fecha | Residual | Amortización | Cupón | Flujo Total |
|---|---|---|---|---|---|
| 1 | 17/08/2021 | 100% | - | - | $0.00 |
| 2 | 25/01/2022 | 100% | - | $1.00 | $1.00 |
| 3 | 25/07/2022 | 100% | - | $1.15 | $1.15 |
| 4 | 25/01/2023 | 100% | - | $1.17 | $1.17 |
| 5 | 25/07/2023 | 100% | - | $2.60 | $2.60 |
| 6 | 25/01/2024 | 100% | - | - | $0.00 |
| 7 | 25/07/2024 | 100% | - | - | $0.00 |
| 8 | 12/10/2024 | 100% | - | - | $0.00 |
| 9 | 10/12/2024 | 100% | $24.59 | - | $24.59 |
| 10 | 14/05/2025 | 75% | $19.55 | - | $19.55 |
| 11 | 10/06/2025 | 56% | - | $1.27 | $1.27 |
| 12 | 10/12/2025 | 56% | - | $0.98 | $0.98 |
| 13 | 10/06/2026 | 56% | - | $1.12 | $1.12 |
| 14 | 10/12/2026 | 56% | - | $1.12 | $1.12 |
| 15 | 10/06/2027 | 56% | - | $1.96 | $1.96 |
| 16 | 10/12/2027 | 56% | - | $1.96 | $1.96 |
| 17 | 10/06/2028 | 56% | - | $2.37 | $2.37 |
| 18 | 10/12/2028 | 56% | - | $2.37 | $2.37 |
| 19 | 10/06/2029 | 56% | - | $2.37 | $2.37 |
| 20 | 10/12/2029 | 56% | - | $2.37 | $2.37 |
| 21 | 10/06/2030 | 56% | - | $2.37 | $2.37 |
| 22 | 10/12/2030 | 56% | - | $2.37 | $2.37 |
| 23 | 10/06/2031 | 56% | - | $2.37 | $2.37 |
| 24 | 10/12/2031 | 56% | $55.86 | $2.37 | $58.23 |
| Total | $55.86 | $25.14 | $80.99 | ||
Descripción
Obligación negociable de CLISA en USD, ley Nueva York, vencimiento octubre 2031. Bono reestructurado: cupón step-up 4% (2026) → 7% (2027) → 8.5% (2028+) anual semestral, convención 30/360. Amortizaciones especiales en diciembre 2024 y mayo 2025.