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 $104.95 · 05/06/20268.25%
Tasa interna de retorno anual
428 bps
Diferencial sobre Tesoro EEUU
104.95%
Precio / valor residual vigente
$104.95
Precio cotizado en mercado
$105.00
Precio de liquidación
$0.05
Cupón devengado desde último pago
3.97 años
Plazo promedio a amortizaciones
3.39 años
Plazo promedio ponderado
3.25 años
Sensibilidad al rendimiento
13.59
Curvatura precio-rendimiento
$0.0342
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 | 5.25% | $115.88 | +10.41% | $0.0388 |
| -200 bps | 6.25% | $112.08 | +6.79% | $0.0372 |
| -100 bps | 7.25% | $108.44 | +3.33% | $0.0356 |
| -50 bps | 7.75% | $106.68 | +1.65% | $0.0349 |
| -25 bps | 8.00% | $105.81 | +0.82% | $0.0345 |
| 0 bps (actual) | 8.25% | $104.95 | — | $0.0342 |
| +25 bps | 8.50% | $104.10 | -0.81% | $0.0338 |
| +50 bps | 8.75% | $103.26 | -1.61% | $0.0335 |
| +100 bps | 9.25% | $101.60 | -3.19% | $0.0328 |
| +200 bps | 10.25% | $98.39 | -6.25% | $0.0315 |
| +300 bps | 11.25% | $95.31 | -9.19% | $0.0302 |
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.