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 $108.15 · 22/07/20267.26%
Tasa interna de retorno anual
330 bps
Diferencial sobre Tesoro EEUU
108.15%
Precio / valor residual vigente
$108.15
Precio cotizado en mercado
$109.46
Precio de liquidación
$1.31
Cupón devengado desde último pago
3.84 años
Plazo promedio a amortizaciones
3.27 años
Plazo promedio ponderado
3.16 años
Sensibilidad al rendimiento
12.94
Curvatura precio-rendimiento
$0.0346
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 | 4.26% | $119.20 | +10.21% | $0.0392 |
| -200 bps | 5.26% | $115.36 | +6.67% | $0.0376 |
| -100 bps | 6.26% | $111.68 | +3.26% | $0.0360 |
| -50 bps | 6.76% | $109.90 | +1.62% | $0.0353 |
| -25 bps | 7.01% | $109.02 | +0.80% | $0.0349 |
| 0 bps (actual) | 7.26% | $108.15 | — | $0.0346 |
| +25 bps | 7.51% | $107.29 | -0.80% | $0.0342 |
| +50 bps | 7.76% | $106.44 | -1.58% | $0.0339 |
| +100 bps | 8.26% | $104.76 | -3.13% | $0.0332 |
| +200 bps | 9.26% | $101.51 | -6.14% | $0.0319 |
| +300 bps | 10.26% | $98.38 | -9.03% | $0.0306 |
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 | $38.76 | $138.76 | ||
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.