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 $110.00 · 22/07/20266.27%
Tasa interna de retorno anual
235 bps
Diferencial sobre Tesoro EEUU
110.00%
Precio / valor residual vigente
$110.00
Precio cotizado en mercado
$112.42
Precio de liquidación
$2.42
Cupón devengado desde último pago
3.25 años
Plazo promedio a amortizaciones
2.82 años
Plazo promedio ponderado
2.74 años
Sensibilidad al rendimiento
9.98
Curvatura precio-rendimiento
$0.0308
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 | 3.27% | $119.75 | +8.87% | $0.0344 |
| -200 bps | 4.27% | $116.38 | +5.80% | $0.0331 |
| -100 bps | 5.27% | $113.13 | +2.85% | $0.0319 |
| -50 bps | 5.77% | $111.55 | +1.41% | $0.0313 |
| -25 bps | 6.02% | $110.77 | +0.70% | $0.0310 |
| 0 bps (actual) | 6.27% | $110.00 | — | $0.0308 |
| +25 bps | 6.52% | $109.23 | -0.70% | $0.0305 |
| +50 bps | 6.77% | $108.48 | -1.39% | $0.0302 |
| +100 bps | 7.27% | $106.98 | -2.75% | $0.0297 |
| +200 bps | 8.27% | $104.07 | -5.39% | $0.0286 |
| +300 bps | 9.27% | $101.26 | -7.95% | $0.0276 |
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.