1. Healthcare

Neuquen 2016 (NDG1)
Fixed Income Report
Sales and Trading:
Juan Jose Aldazabal
Estanislao Diaz Saubidet
(5411) 4328 5000
(5411) 4328 5000
[email protected]
[email protected]
Javier Gourdy Allende
Jorge A. Oteiza
(5411) 4328 5000
(5411) 4328 5000
[email protected]
[email protected]
06 February 2015
1- Neuquen 2016 (NDG1)
Security Description
Payment Schedule
Security Information
Neuquen 16 (DL)
Issue:
2013-06-12
Capital: 100
Asset Class
Provincial
From:
To:
Coupon
Value Date
2015-02-06
2013-09-12
2014-03-12
Int: 3%
Settlement Date
2015-02-11
2014-06-12
2016-03-12
Int: 3% - Amort: 11.11%
2016-06-12
2016-06-12
Int: 3% - Amort: 11.12%
Asset Name
ISIN
Quote Currency
ARPNEU030105
ARS
Country
Argentina
Legislation
Argentina
Flow Currency
Flow Indexed by
Date
ARS
USD
Callable
No
Coupon Description
Coupon
Last Payment
2014-12-12
ARS 11.6933
Last Amortization
2014-12-12
ARS 11.1100
Last Interest
2014-12-12
ARS 0.5834
Next Payment
2015-03-12
11.6100 x USD(ref.)
Next Amortization
2015-03-12
11.1100 x USD(ref.)
Next Interest
2015-03-12
0.5000 x USD(ref.)
Rate Type
Fixed
Frequency
Quarterly
Maturity
2016-06-13
Day Count
Day Count
Settlement On
2015-02-11
Security Analysis
Price
582.5
Dirty Price
582.5
Yield
2.44%
M. Duration
0.69
Spread
NA
Residual Value
Tech Value
580.2
Parity
Accrued Int.
0.33
Capital Int
February 6, 2015
66.7%
100.4
0
Banco Comafi - Research Department
2- Neuquen 2016 (NDG1)
Price-Yield Sensitivity Analysis
611.964
-4.00
609.738
-3.50
607.529
-3.00
605.337
-2.50
603.161
-2.00
601.001
-1.50
598.857
-1.00
596.729
-0.50
594.617
0.00
592.52
0.50
590.438
1.00
588.371
600
614.206
-4.50
590
-5.00
February 6, 2015
1.50
586.32
2.00
584.283
2.44
582.5
2.50
582.261
3.00
580.254
3.50
578.261
4.00
576.282
4.50
574.318
5.00
572.367
5.50
570.431
6.00
568.508
6.50
566.598
7.00
564.702
7.50
562.82
8.00
560.95
8.50
559.094
9.00
557.251
9.50
555.42
560
570
580
$
Price
610
Sensitivity Table
Yield
−5
0
5
10
%
Banco Comafi - Research Department
3- Neuquen 2016 (NDG1)
Future Cashflow
Date
2015-03-12
2015-06-12
2015-09-14
2015-12-14
2016-03-14
2016-06-13
February 6, 2015
11.6100
11.5267
11.4434
11.3600
11.2767
11.2034
x
x
x
x
x
x
Coupon
USD(ref.)
USD(ref.)
USD(ref.)
USD(ref.)
USD(ref.)
USD(ref.)
Past Cashflow
Date
2013-09-12
2013-12-12
2014-03-12
2014-06-12
2014-09-12
2014-12-12
0.7500
0.7500
0.7500
11.8600
11.7767
11.6933
x
x
x
x
x
x
Coupon
USD(ref.)
USD(ref.)
USD(ref.)
USD(ref.)
USD(ref.)
USD(ref.)
Banco Comafi - Research Department