1. No category

Instrumentos de Renta Fija
13 February 2015
1- 13 February 2015
Bonos en Dolares con Legislacion Argentina
DV01
Spread
sobre
Treasuries
7.39
Vencimiento
Proximo
Cupon
Paridad
Precio
Precio
Venta
Precio
Sucio
TNA
TNA
Venta
Mod.
Duration
(1MM)
2015-10-05
2015-04-06
99.65%
102.30
102.60
102.30
7.56
7.06
0.58
60
Bonar X 2017 (AA17)
2017-04-17
2015-04-17
97.91%
100.25
100.50
100.25
8.10
7.97
1.91
192
7.31
Bonar 2024 (AY24)
2024-05-07
2015-05-07
100.97%
103.50
103.75
103.50
8.54
8.49
4.83
500
6.76
Disc USD Leg. Arg (DICA)
2034-01-02
2015-06-30
89.25%
89.12
89.50
126.57
9.72
9.67
7.63
966
7.48
Par USD Leg. Arg (PARA)
2038-12-31
2015-03-30
50.48%
50.00
51.00
50.97
9.01
8.84
11.55
589
6.52
Activos
Boden 2015 (RO15)
1
Bonos en Dolares con Legislacion New York
Activos
Global 2017 (GJ17)
DV01
Vencimiento
Proximo
Cupon
Paridad
Precio
Precio
Venta
Precio
Sucio
TNA
TNA
Venta
Mod.
Duration
(1MM)
2017-06-02
2015-06-02
94.70%
96.50
97.50
96.50
11.50
10.97
1.96
189
Spread
sobre
Treasuries
10.65
Disc USD NY 2005 (DICY)
2034-01-02
2015-06-30
92.56%
93.62
94.50
131.27
9.82
9.69
7.29
957
Disc USD NY 2010 (DIY0)
2034-01-02
2015-06-30
90.09%
91.12
92.00
127.76
10.19
10.06
7.19
918
7.95
Par USD Leg. NY (PARY)
2038-12-31
2015-03-30
51.99%
52.50
53.00
52.50
8.96
8.88
11.31
594
6.47
1
7.58
Rendimiento
11
12
Spread sobre Treasuries
Global 2017 (GJ17)
10
11
Global 2017 (GJ17)
10
Disc USD NY 2010 (DIY0)
Disc USD NY 2010 (DIY0)
8
9
Par
USD
Leg.
(PARA)
Par
USD
Leg.
NYArg
(PARY)
Spread
TNA
9
Disc USD NY 2005 (DICY)
Disc USD Leg. Arg (DICA)
Bonar 2024 (AY24)
Disc USD NY 2005 (DICY)
Disc USD Leg. Arg (DICA)
Boden 2015 (RO15)
Bonar X 2017 (AA17)
7
8
Bonar X 2017 (AA17)
Bonar 2024 (AY24)
Boden 2015 (RO15)
Bonos USD Leg Arg.
Bonos USD Leg. NY
0
6
7
Par
USD
Leg.
(PARA)
Par
USD
Leg.
NYArg
(PARY)
2
4
6
8
Duration
1 Spread sobre la curva de bonos del tesoro americano.
10
12
Bonos USD Leg Arg.
Bonos USD Leg. NY
0
2
4
6
8
10
12
Duration
Banco Comafi - Research Department
2- 13 February 2015
Bonos con CER
PRO 12 (PR12)
2016-01-04
Proximo
Pago
2015-03-03
BOGAR (NF18)
2018-02-05
2015-03-04
Activos
Vencimiento
Valor
Tecnico
40.45
Valor
Residual
8.4 %
Paridad
97.15%
39.30
Precio
Venta
39.40
159.30
35.4 %
92.35%
147.12
147.25
Precio
DV01
Mod.
Duration
0.39
(1MM)
9.32
TNA
Venta
8.67
7.61
7.55
1.38
203
TNA
15
PRO 13 (PR13)
2024-03-15
2015-03-16
335.34
90.9 %
77.05%
258.38
259.00
8.52
8.46
3.73
965
Disc Pesos+CER (DICP)
2034-01-02
2015-06-30
389.57
100.0 %
77.91%
303.50
304.00
8.62
8.60
8.52
2586
Par Pesos+CER (PARP)
2038-12-31
2015-03-30
305.70
100.0 %
41.05%
125.50
126.00
7.59
7.57
14.05
1763
10
11
Rendimiento
9
PRO 12 (PR12)
Disc Pesos+CER (DICP)
8
TNA
PRO 13 (PR13)
BOGAR (NF18)
6
7
Par Pesos+CER (PARP)
0
5
10
15
Duration
Ars Bonds
DV01
BOCAN 2015 (AS15)
2015-09-10
Proximo
Pago
2015-03-10
100.19%
42.98
Precio
Venta
43.05
25.69
TNA
Venta
24.99
3.69
Mod.
Duration
0.26
Pro14 (PR14)
2016-01-04
2015-04-06
102.56
100.0 %
97.55%
100.05
100.25
26.76
26.27
4.64
0.44
44
BOCAN 2016 (AS16)
2016-09-29
2015-03-30
103.25
100.0 %
95.88%
99.00
99.30
26.75
26.50
4.63
1.26
125
Activos
Vencimiento
Valor
Tecnico
42.89
Valor
Residual
33.4 %
Paridad
Precio
TNA
Spread
(1MM)
11
BOCAN 2017 (AM17)
2017-03-28
2015-03-30
103.31
100.0 %
92.58%
95.65
95.75
28.46
28.39
6.16
1.55
148
BOCAN 2019 (AMX9)
2019-03-11
2015-03-11
104.43
100.0 %
91.69%
95.75
96.00
27.62
27.50
5.41
2.39
229
Pro15 (PR15)
2022-04-04
2015-04-06
180.06
100.0 %
82.36%
148.30
148.50
26.70
26.65
4.59
2.95
437
* TNA: Tasa nominal anual compuesta semestral.
Banco Comafi - Research Department
3- 13 February 2015
Bonos Dollar Linked
Bonds
BONO NACION 2016 (BONAD16)
Maturity
2016-10-28
Next
Payment
2015-04-28
Current Coupon
Int: 1.75%
Residual
Value
100.0 %
Price
906.00
Offer
Price
908.00
YTM
DV01
Mod.
Duration
1.67
(1MM)
-0.51
Offer
YTM
-0.64
174
Spread over
Treasuries
NA
BONO NACION 2018 (BONAD18)
2018-03-19
2015-03-18
Int: 2.40%
100.0 %
911.50
915.00
0.95
0.82
2.95
310
NA
City of Buenos Aires 2016 (BDC16)
2016-05-09
2015-05-11
Int: 7.95%
100.0 %
910.00
915.00
1.83
1.36
1.17
123
NA
City of Buenos Aires 2016 (BD4C6)
2016-11-29
2015-05-27
Int: 0.4%
100.0 %
849.00
850.00
1.71
1.64
1.75
172
NA
City of Buenos Aires 2018 (BDC18)
2018-03-15
2015-03-16
Int: 3.98%
100.0 %
918.00
922.00
2.18
1.98
2.18
230
NA
City of Buenos Aires 2019 (BDC19)
2019-05-17
2015-05-18
Int: 3.98%
100.0 %
895.00
900.00
3.24
3.04
2.77
286
NA
City of Buenos Aires 2019 (BD2C9)
2019-12-20
2015-06-22
Int: 1.95%
100.0 %
815.00
825.00
3.90
3.54
3.38
317
NA
City of Buenos Aires 2020 (BDC20)
2020-01-28
2015-07-28
Int: 1.95%
100.0 %
820.00
825.00
3.60
3.43
3.49
330
NA
Entre Rios 2016 (ERG16)
2016-08-08
2015-05-06
Int: 4.8% - Amort: 11%
67.0 %
590.00
595.00
3.28
2.25
0.82
56
NA
Entre Rios 2016 (ERD16)
2016-12-27
2015-03-27
Int: 2.25% - Amort: 11%
89.0 %
745.00
750.00
6.45
5.73
0.93
80
NA
Chubut 2019 (PUO19)
2019-10-21
2015-04-21
Int: 4%
100.0 %
885.00
890.00
3.39
3.18
2.59
264
NA
NA
Mendoza 2016 (PMY16)
2016-05-30
2015-03-02
Int: 3% - Amort: 11.11%
66.7 %
558.50
560.00
9.91
9.46
0.60
38
Mendoza 2018 (PMO18)
2018-10-30
2015-04-30
Int: 2.75% - Amort: 5.88%
88.2 %
722.00
726.00
6.06
5.75
1.79
149
NA
Mendoza 2018 (PMD18)
2018-12-18
2015-03-18
Int: 2.75% - Amort: 5.92%
94.1 %
764.00
768.00
7.02
6.72
1.76
155
NA
Neuquen 2016 (NDG1)
2016-06-13
2015-03-12
Int: 3% - Amort: 11.11%
66.7 %
590.50
591.00
0.84
0.72
0.68
46
NA
Neuquen 2018 (NDG21)
2018-11-12
2015-04-28
Int: 3.9% - Amort: 6.65%
100.0 %
900.00
905.00
2.08
1.78
1.86
193
NA
YPF 2015 (OYP18)
2015-04-30
2015-04-30
Int: 0.1% - Amort: 100%
100.0 %
835.00
840.00
21.74
18.26
0.18
17
NA
YPF 2020 (YPCNO)
2020-07-29
2015-04-29
Int: 3.5%
85.7 %
745.00
750.00
3.54
3.30
2.73
234
NA
* TNA: Tasa nominal anual compuesta semestral.
Banco Comafi - Research Department
4- 13 February 2015
Bonos Provinciales en Dolares
Activos
City of Buenos Aires 2015
Vencimiento
Proximo
Cupon
Paridad
Precio
Precio
Venta
Precio
Sucio
TNA
TNA
Venta
Mod.
Duration
(1MM)
2015-04-06
2015-04-06
100.96%
101.00
101.60
105.65
4.62
-0.02
0.12
13
Spread
sobre
Treasuries
4.71
DV01
Bs As 2015
2015-10-05
2015-04-06
100.00%
100.00
100.60
104.41
11.76
10.74
0.56
59
11.59
Bs As Discount USD
2017-04-17
2015-04-15
98.55%
98.50
99.30
50.86
10.68
9.91
1.01
51
10.11
Mendoza 2018
2018-09-04
2015-03-04
87.47%
87.15
88.80
34.58
13.93
12.73
1.51
52
13.02
City of Buenos Aires 2017
2017-03-01
2015-03-02
102.91%
103.05
103.70
107.72
8.21
7.86
1.75
189
7.45
Cordoba 2017
2017-08-17
2015-08-18
97.30%
97.30
98.30
97.40
13.69
13.20
2.07
202
12.78
Chubut 2020
2020-07-01
2015-04-01
99.41%
99.40
100.40
61.39
8.08
7.65
2.29
141
6.91
Neuquen 2021
2021-04-26
2015-04-27
99.35%
99.35
100.70
75.91
8.20
7.69
2.64
201
6.91
Bs As 2018
2018-09-14
2015-03-16
95.29%
95.10
96.10
99.16
11.07
10.72
2.82
279
9.85
Bs As 2021
2021-01-26
2015-07-27
97.52%
97.50
98.40
98.22
11.55
11.30
3.67
360
10.04
Bs As 2028
2028-04-18
2015-04-20
93.71%
93.50
94.50
96.76
10.58
10.43
6.65
643
8.41
Bs As Par USD 2035
2035-05-15
2015-05-15
60.91%
60.50
61.70
61.56
9.57
9.33
8.09
498
7.30
1
Bonos Provinciales en Dolares
12
14
Mendoza 2018
Cordoba 2017
Bs As 2015
Bs As 2021
Bs As 2018
Bs As Discount USD
10
Bs As 2028
TNA
Bs As Par USD 2035
6
8
City of BuenosChubut
Aires
2017
Neuquen
2020 2021
4
City of Buenos Aires 2015
0
2
4
6
8
Duration
* TNA: Tasa nominal anual compuesta semestral.
Banco Comafi - Research Department
5- 13 February 2015
Bonos Corporativos - USD
Aeropuertos 2000 2020
2020-12-01
2015-03-02
Int: 10.25% - Amort:3.5%
Valor
Residual
84.0 %
104.65
105.50
8.94
8.60
8.89
NO
2.31
207
Spread
sobre
Treasuries
7.72
Alto Palermo 2017
2017-05-11
2015-05-11
Int: 7.875%
100.0 %
98.50
99.50
8.63
8.13
8.63
NO
1.95
197
7.81
Arcor 2017
2017-11-09
2015-05-11
Int: 7.25%
100.0 %
104.00
104.90
5.64
5.29
2.14
NO
2.41
255
4.67
Tarjeta Naranja 2017
2017-01-30
2015-07-28
Int: 9%
66.7 %
103.15
104.00
6.64
6.03
6.64
NO
1.33
92
6.06
Bco Galicia 2018
2017-11-06
2015-05-04
Int: 8.75%
100.0 %
103.20
104.00
7.40
7.08
YES
2.33
247
6.43
Bco Galicia 2019
2019-01-02
2015-07-01
Int: 11% - Capit: 5%
78.1 %
107.90
108.80
13.47
13.21
YES
3.05
361
12.17
Bco Hipotecario 2016
2016-04-27
2015-04-27
Int: 9.75%
100.0 %
100.85
101.80
8.98
8.13
NO
1.07
111
8.56
Bco Macro 2017
2017-02-01
2015-08-03
Int: 8.5%
100.0 %
99.30
100.30
8.88
8.31
NO
1.75
175
8.16
Bco Macro 2036
2036-12-18
2015-06-18
Int: 9.75%
100.0 %
95.00
96.00
10.16
10.04
10.16
NO
8.74
845
7.79
Edenor 2022
2022-10-25
2015-04-27
Int:9.75%
100.0 %
65.00
68.50
18.43
17.30
18.43
NO
4.38
299
16.54
HDPA 2017
2017-07-03
2015-07-13
Int: 9.0% - Amort:25%
75.0 %
99.30
100.80
9.55
8.35
9.55
?
1.23
92
8.90
IRSA 2017
2017-02-02
2015-08-03
Int: 8.5%
100.0 %
100.50
101.40
8.20
7.70
8.20
NO
1.76
178
7.48
IRSA 2020
2020-07-20
2015-07-20
Int: 11.5%
100.0 %
111.35
112.10
8.82
8.65
NO
4.04
453
7.25
PanAmerican 2021
2021-05-07
2015-05-07
Int: 7.875%
100.0 %
103.50
104.00
7.06
6.94
NO
4.14
438
5.49
Petrobras 2017
2017-05-15
2015-05-15
Int: 5.875%
100.0 %
95.15
96.00
8.30
7.86
NO
2.01
194
7.47
Raghsa 2017
2017-02-16
2015-08-18
Int: 8.5%
100.0 %
100.25
102.00
8.31
7.05
NO
1.36
137
7.71
TGS 2017
2017-05-15
2015-05-14
Int: 7.875% - Amort:25%
75.0 %
98.00
99.00
9.67
8.76
NO
1.09
82
9.03
TGS 2020
2020-05-14
2015-05-14
Int: 9.625%
100.0 %
99.90
100.80
9.65
9.39
NO
3.31
339
8.27
Transener 2016
2016-12-15
2015-06-15
Int: 8.875%
50.0 %
93.90
95.30
14.16
12.90
NO
1.15
55
13.61
YPF 18 8.875
2018-12-19
2015-06-19
Int: 8.875%
100.0 %
102.00
102.50
8.25
8.10
NO
3.16
327
6.98
YPF 24 8.75
2024-04-04
2015-04-06
Int: 8.75%
100.0 %
99.80
100.30
8.78
8.69
NO
5.58
575
6.84
Activos
Vencimiento
Proximo
Cupon
Cupon
Corriente
* TNA: Tasa nominal anual compuesta semestral.
Precio
Precio
Venta
TNA
TNA
Venta
YTW
-5.53
9.67
14.16
Cash
Sweep
Mod.
Duration
DV01
(1MM)
Banco Comafi - Research Department