1. No category

GLOBAL 2017
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]
13 February 2015
1- Global 2017 (GJ17)
Security Description
Payment Schedule
Security Information
Global 2017
Issue:
2010-06-02
Capital: 100
Asset Class
Sovereign
From:
To:
Coupon
Value Date
2015-02-13
2010-12-02
2016-12-02
Int: 8.75%
Settlement Date
2015-02-20
2017-06-02
2017-06-02
Int: 8.75% - Amort: 100%
Asset Name
ISIN
Quote Currency
XS0501195480
USD
Country
Argentina
Legislation
New York
Flow Currency
Date
USD
Callable
No
Coupon Description
Coupon
Last Payment
2014-12-02
USD 4.3750
Last Amortization
2014-12-02
USD 0.0000
Last Interest
2014-12-02
USD 4.3750
Next Payment
2015-06-02
USD 4.3750
Next Amortization
2015-06-02
USD 0.0000
Next Interest
2015-06-02
USD 4.3750
Rate Type
Step-Up
Frequency
Semi-Anual
Maturity
2017-06-02
Day Count
Day Count
Settlement On
2015-02-20
Security Analysis
Price
96.5
Yield
11.50%
Spread
10.65
Tech Value
101.9
Accrued Int.
February 13, 2015
1.9
Dirty Price
M. Duration
Residual Value
Parity
Capital Int
96.5
1.96
100.0%
94.7
0
Banco Comafi - Research Department
2- Global 2017 (GJ17)
Price-Yield Sensitivity Analysis
10.00
99.385
9.20
99.304
10.10
99.189
9.30
99.107
10.20
98.993
9.40
98.911
10.30
98.798
9.50
98.715
10.40
98.603
9.60
98.52
10.50
98.408
9.70
98.325
10.60
98.214
9.80
98.13
10.70
98.021
9.90
97.936
10.80
97.828
10.00
97.743
10.90
97.636
10.10
97.55
11.00
97.444
10.20
97.358
11.10
97.252
10.30
97.166
11.20
97.061
10.40
96.974
11.30
96.871
10.50
96.783
11.40
96.681
10.60
96.593
11.50
96.5
10.65
96.5
11.50
96.491
10.70
96.403
11.60
96.302
10.80
96.214
11.70
96.114
10.90
96.025
11.80
95.926
11.00
95.836
11.90
95.738
11.10
95.648
12.00
95.551
11.20
95.461
12.10
95.365
11.30
95.273
12.20
95.178
11.40
95.087
12.30
94.993
11.50
94.901
12.40
94.808
11.60
94.715
12.50
94.623
11.70
94.53
12.60
94.439
11.80
94.345
12.70
94.255
11.90
94.161
12.80
94.072
12.00
93.977
12.90
93.889
12.10
93.794
98
Price
97
Spread
February 13, 2015
94
95
96
$
Price
99
Sensitivity Table
Yield
10.0
10.5
11.0
11.5
12.0
12.5
13.0
%
Banco Comafi - Research Department
3- Global 2017 (GJ17)
Future Cashflow
Date
2015-06-02
2015-12-02
2016-06-02
2016-12-02
2017-06-02
February 13, 2015
Coupon
USD 4.3750
USD 4.3750
USD 4.3750
USD 4.3750
USD 104.3750
Past Cashflow
Date
2010-12-02
2011-06-02
2011-12-02
2012-06-04
2012-12-03
2013-06-03
2013-12-02
2014-06-02
2014-12-02
Coupon
USD 4.3750
USD 4.3750
USD 4.3750
USD 4.3750
USD 4.3750
USD 4.3750
USD 4.3750
USD 4.3750
USD 4.3750
Banco Comafi - Research Department