1. Internet

Instrumentos de Renta Fija
07 November 2014
1- 07 November 2014
Bonos en Dolares con Legislacion Argentina
Vencimiento
Proximo
Cupon
Paridad
Precio
Precio
Venta
Precio
Sucio
TNA
TNA
Venta
Mod.
Duration
(1MM)
2015-10-05
2015-04-03
95.28%
96.00
96.25
96.00
12.73
12.42
0.83
79
Spread
sobre
Treasuries
12.44
Bonar X 2017 (AA17)
2017-04-17
2015-04-17
90.56%
91.00
91.25
91.00
11.58
11.46
2.13
194
10.64
Bonar 2024 (AY24)
2024-05-07
2015-05-07
93.57%
93.68
94.10
93.68
10.07
9.98
4.96
465
8.02
Disc USD Leg. Arg (DICA)
2034-01-02
2014-12-31
83.14%
82.63
83.00
120.11
10.69
10.63
7.27
873
8.09
Par USD Leg. Arg (PARA)
2038-12-31
2015-03-30
47.65%
47.50
49.00
47.79
9.35
9.09
11.64
556
6.45
DV01
Activos
Boden 2015 (RO15)
DV01
1
Bonos en Dolares con Legislacion New York
Spread
sobre
Treasuries
13.21
Vencimiento
Proximo
Cupon
Paridad
Precio
Precio
Venta
Precio
Sucio
TNA
TNA
Venta
Mod.
Duration
(1MM)
2017-06-02
2014-12-02
89.04%
92.50
93.00
92.50
14.21
13.95
2.09
193
Disc USD Leg. NY (DICY)
2034-01-02
2014-12-31
89.95%
92.68
93.25
129.94
10.24
10.15
7.08
920
7.63
Disc USD NY Canje
2034-01-02
2014-12-31
86.62%
89.25
89.75
125.13
10.77
10.69
6.92
866
8.17
Par USD Leg. NY (PARY)
2038-12-31
2015-03-30
55.34%
55.50
56.00
55.50
8.28
8.21
11.92
661
5.38
Activos
Global 2017 (GL17)
1
Rendimiento
14
15
Spread sobre Treasuries
Global 2017 (GL17)
14
Global 2017 (GL17)
12
13
Boden 2015 (RO15)
Boden 2015 (RO15)
Spread
11
TNA
Bonar X 2017 (AA17)
Disc
Disc USD
USD NY
Leg.Canje
Arg (DICA)
10
12
Bonar X 2017 (AA17)
Disc USD NY Canje
Bonar 2024 (AY24) Disc USD Leg. Arg (DICA)
10
8
Disc USD Leg. NY (DICY)
Bonar 2024 (AY24)
Disc USD Leg. NY (DICY)
Par USD Leg. Arg (PARA)
6
9
Par USD Leg. Arg (PARA)
8
Par USD Leg. NY (PARY)
Bonos USD Leg Arg.
Bonos USD Leg. NY
0
Par USD Leg. NY (PARY)
Bonos USD Leg Arg.
Bonos USD Leg. NY
2
4
6
8
Duration
1 Spread sobre la curva de bonos del tesoro americano.
10
12
0
2
4
6
8
10
12
Duration
Banco Comafi - Research Department
2- 07 November 2014
Bonos con CER
PRO 12 (PR12)
2016-01-04
Proximo
Pago
2014-12-03
BOGAR (NF18)
2018-02-05
2014-12-04
Activos
Vencimiento
Valor
Tecnico
50.60
Valor
Residual
11.0 %
Paridad
97.32%
49.25
Precio
Venta
49.50
166.30
38.4 %
91.85%
152.75
153.50
Precio
DV01
Mod.
Duration
0.53
(1MM)
7.01
TNA
Venta
6.07
7.46
7.14
1.51
231
TNA
26
PRO 13 (PR13)
2024-03-15
2014-11-17
335.40
94.2 %
73.57%
246.75
247.00
9.63
9.60
3.70
912
Disc Pesos+CER (DICP)
2034-01-02
2014-12-31
380.40
100.0 %
69.14%
263.00
264.00
10.07
10.03
8.02
2110
Par Pesos+CER (PARP)
2038-12-31
2015-03-30
293.68
100.0 %
31.67%
93.00
95.00
9.34
9.18
13.48
1254
11
12
Rendimiento
10
Disc Pesos+CER (DICP)
PRO 13 (PR13)
9
8
TNA
Par Pesos+CER (PARP)
BOGAR (NF18)
6
7
PRO 12 (PR12)
0
2
4
6
8
10
12
14
Duration
Ars Bonds
DV01
BOCAN 2015 (AS15)
2015-09-10
Proximo
Pago
2014-12-10
98.61%
42.08
Precio
Venta
42.35
27.44
TNA
Venta
26.07
6.15
Mod.
Duration
0.49
BOCAN 2016 (AS16)
2016-09-29
2014-12-29
102.64
100.0 %
94.51%
97.00
97.25
26.42
26.24
5.24
1.45
141
BOCAN 2017 (AM17)
2017-03-28
2014-12-29
102.70
100.0 %
94.26%
96.80
97.50
25.89
25.45
4.76
1.74
169
BOCAN 2019 (AMX9)
2019-03-11
2014-12-11
103.83
100.0 %
92.46%
96.00
96.50
26.10
25.88
4.94
2.55
245
Pro15 (PR15)
2022-04-04
2015-01-05
179.37
100.0 %
83.04%
148.95
148.95
25.22
25.22
4.16
3.11
463
Activos
Vencimiento
* TNA: Tasa nominal anual compuesta semestral.
Valor
Tecnico
42.67
Valor
Residual
33.4 %
Paridad
Precio
TNA
Spread
(1MM)
21
Banco Comafi - Research Department
3- 07 November 2014
Bonos Dollar Linked
BONO NACION 2016 (BONAD16)
2016-10-28
Next
Payment
2015-04-28
City of Buenos Aires 2016 (BDC16)
2016-05-09
City of Buenos Aires 2016 (BD4C6)
2016-11-28
City of Buenos Aires 2018 (BDC18)
City of Buenos Aires 2019 (BDC19)
City of Buenos Aires 2019 (BD2C9)
Bonds
Int: 1.75%
Residual
Value
100.0 %
2015-05-11
Int: 7.95%
2014-11-27
Int: 0.4%
2018-03-15
2015-03-16
2019-05-17
2014-11-17
2019-12-20
2014-12-22
Maturity
868.00
Offer
Price
870.00
100.0 %
905.00
910.00
0.50
0.12
100.0 %
825.00
830.00
1.97
1.67
Int: 3.98%
100.0 %
872.50
875.00
3.21
3.09
Int: 3.98%
100.0 %
860.00
865.00
4.27
4.07
Int: 1.95%
100.0 %
768.50
770.00
4.98
Current Coupon
Price
YTM
0.76
Offer
YTM
0.64
Mod.
Duration
1.93
DV01
197
Spread over
Treasuries
0.02
1.45
155
-0.04
2.02
196
1.19
2.43
249
2.20
2.96
299
3.01
4.92
3.58
323
3.53
2.79
(1MM)
City of Buenos Aires 2020 (BDC20)
2020-01-28
2015-01-28
Int: 1.95%
100.0 %
785.00
790.00
4.26
4.09
3.70
341
Entre Rios 2016 (ERG16)
2016-08-08
2015-02-06
Int: 4.8% - Amort: 11%
78.0 %
650.00
660.00
7.14
5.51
0.93
71
6.70
Entre Rios 2016 (ERD16)
2016-12-27
2014-12-29
Int: 2.25% - Amort: 11%
100.0 %
805.00
810.00
7.66
7.08
1.05
100
7.11
Buenos Aires 2015 (PBF15)
2015-02-09
2015-02-09
Int: 4.24% - Amort: 100%
100.0 %
840.00
845.00
14.44
11.84
0.23
22
14.48
Chubut 2019 (PUO19)
2019-10-21
2015-01-21
Int: 4%
100.0 %
854.00
858.00
3.97
3.81
2.82
283
2.73
4.79
Mendoza 2016 (PMY16)
2016-05-30
2014-11-28
Int: 3% - Amort: 11.11%
77.8 %
655.00
660.00
5.17
4.17
0.76
58
Mendoza 2018 (PMO18)
2018-10-30
2015-01-30
Int: 2.75% - Amort: 5.88%
94.1 %
750.00
755.00
6.14
5.80
1.92
169
5.14
Mendoza 2018 (PMD18)
2018-12-18
2014-12-18
Int: 2.75% - Amort: 5.92%
100.0 %
800.00
805.00
6.41
6.09
1.91
179
5.38
Neuquen 2016 (NDG1)
2016-06-13
2014-12-12
Int: 3% - Amort: 11.11%
77.8 %
670.00
680.00
2.12
0.31
0.81
64
1.74
Neuquen 2018 (NDG21)
2018-11-12
2015-01-28
Int: 3.9%
100.0 %
842.00
850.00
4.50
4.05
2.06
204
3.50
YPF 2014 (OYP15)
2014-12-05
2014-12-05
Int: 2.5% - Amort: 50%
50.0 %
421.00
426.00
31.91
11.17
0.06
3
30.87
YPF 2015 (OYP18)
2015-04-30
2015-01-30
Int: 0.1%
100.0 %
880.00
890.00
-7.00
-9.35
0.47
49
-7.14
YPF 2020 (YPCNO)
2020-07-29
2015-01-29
Int: 3.5%
85.7 %
755.00
760.00
2.40
2.18
3.02
268
0.99
* TNA: Tasa nominal anual compuesta semestral.
Banco Comafi - Research Department
4- 07 November 2014
Bonos Provinciales en Dolares
Activos
City of Buenos Aires 2015
DV01
Vencimiento
Proximo
Cupon
Paridad
Precio
Precio
Venta
Precio
Sucio
TNA
TNA
Venta
Mod.
Duration
(1MM)
2015-04-06
2015-04-06
101.04%
101.05
101.80
102.30
9.77
7.85
0.38
39
Spread
sobre
Treasuries
9.73
Bs As 2015
2015-10-05
2015-04-06
96.05%
96.00
96.70
97.21
16.71
15.82
0.80
78
16.41
Bs As Discount USD
2017-04-17
2015-04-15
95.08%
95.05
96.30
47.87
13.23
12.19
1.24
59
12.57
Mendoza 2018
2018-09-04
2015-03-04
87.88%
87.75
89.50
34.23
12.42
11.34
1.79
61
11.41
City of Buenos Aires 2017
2017-03-01
2015-03-02
102.06%
102.10
102.90
104.06
8.83
8.45
2.01
209
7.94
Cordoba 2017
2017-08-17
2015-02-17
93.59%
93.40
94.50
96.32
15.36
14.84
2.18
210
14.31
Chubut 2020
2020-07-01
2015-01-02
99.65%
99.65
100.80
64.23
7.96
7.49
2.41
155
6.65
Neuquen 2021
2021-04-26
2015-01-26
99.25%
99.25
100.70
78.68
8.22
7.70
2.75
217
6.77
Bs As 2018
2018-09-14
2015-03-16
90.64%
90.50
91.60
92.01
12.55
12.16
3.04
280
11.16
Bs As 2021
2021-01-26
2015-01-26
93.60%
93.40
94.40
96.60
12.63
12.35
3.68
356
10.91
Bs As 2028
2028-04-18
2015-04-20
88.28%
88.20
89.40
88.84
11.42
11.22
6.73
598
8.90
Bs As Par USD 2035
2035-05-15
2014-11-17
58.76%
57.95
59.20
59.92
9.99
9.74
7.96
477
7.36
1
18
Bonos Provinciales en Dolares
16
Bs As 2015
14
Cordoba 2017
Bs As Discount USD
Bs As 2021
Bs As 2018
12
10
TNA
Mendoza 2018
Bs As 2028
Bs As Par USD 2035
City of Buenos Aires 2015
City of Buenos Aires 2017
6
8
Neuquen 2021
Chubut 2020
0
2
4
6
8
Duration
* TNA: Tasa nominal anual compuesta semestral.
Banco Comafi - Research Department
5- 07 November 2014
Bonos Corporativos - USD
Aeropuertos 2000 2020
2020-12-01
2014-12-01
Int: 10.25% - Amort:1.0%
Valor
Residual
85.0 %
Alto Palermo 2017
2017-05-11
2015-05-11
Int: 7.875%
100.0 %
Arcor 2017
2017-11-09
2015-05-11
Int: 7.25%
100.0 %
106.15
107.00
5.01
4.71
-25.00
NO
2.68
285
Tarjeta Naranja 2017
2017-01-30
2015-01-28
Int: 9% - Amort:33%
100.0 %
100.30
101.30
8.69
7.80
8.69
NO
1.08
111
8.04
Bco Galicia 2018
2017-11-06
2015-05-04
Int: 8.75%
100.0 %
100.60
101.60
8.49
8.11
YES
2.58
260
7.38
Bco Galicia 2019
2019-01-02
2015-01-02
Int: 11% - Capit: 5%
76.2 %
108.30
109.30
13.49
13.21
YES
3.15
378
12.01
Bco Hipotecario 2016
2016-04-27
2015-04-27
Int: 9.75%
100.0 %
100.90
102.00
9.08
8.27
NO
1.33
135
8.54
Bco Macro 2017
2017-02-01
2015-02-02
Int: 8.5%
100.0 %
98.45
99.70
9.25
8.62
NO
1.94
195
8.40
Bco Macro 2036
2036-12-18
2014-12-18
Int: 9.75%
100.0 %
90.65
91.80
10.45
10.30
10.45
NO
7.80
738
7.78
Edenor 2022
2022-10-25
2015-04-27
Int:9.75%
100.0 %
70.75
72.00
16.47
16.11
16.47
NO
4.81
342
14.29
HDPA 2017
2017-07-03
2015-01-12
Int: 9.0%
75.0 %
97.55
98.80
10.66
9.79
10.66
?
1.41
107
9.91
IEBA 2017
2017-09-26
2014-12-29
Int: 6.5%
100.0 %
41.50
45.00
45.11
41.15
?
1.98
84
43.85
IRSA 2017
2017-02-02
2015-02-02
Int: 8.5%
100.0 %
100.80
101.80
8.07
7.58
NO
1.95
201
7.22
IRSA 2020
2020-07-20
2015-01-20
Int: 11.5%
100.0 %
112.50
113.50
8.66
8.45
NO
4.11
477
6.87
PanAmerican 2021
2021-05-07
2015-05-07
Int: 7.875%
100.0 %
106.70
107.40
6.40
6.25
NO
4.44
474
4.62
2.04
Activos
Vencimiento
Proximo
Cupon
Cupon
Corriente
TNA
TNA
Venta
107.60
8.19
7.97
8.13
NO
2.51
233
Spread
sobre
Treasuries
6.82
99.80
8.49
7.97
8.49
NO
2.22
219
7.54
3.89
Precio
Precio
Venta
107.00
98.65
YTW
-37.25
4.73
Cash
Sweep
Mod.
Duration
DV01
(1MM)
Petrobras 2017
2017-05-15
2014-11-17
Int: 5.875%
100.0 %
106.95
107.50
2.98
2.76
NO
2.28
250
Raghsa 2017
2017-02-16
2015-02-16
Int: 8.5%
100.0 %
97.80
99.80
9.87
8.60
NO
1.55
155
9.15
TGS 2017
2017-05-15
2014-11-14
Int: 7.875%
75.0 %
98.80
100.00
8.76
7.87
8.76
NO
1.31
101
8.03
NO
3.41
360
7.88
14.73
NO
0.90
66
14.09
TGS 2020
2020-05-14
2014-11-14
Int: 9.625%
100.0 %
100.65
101.90
9.44
9.10
Transener 2016
2016-12-15
2014-12-15
Int: 8.875% - Amort:25%
75.0 %
94.50
96.00
14.73
13.06
YPF 18 8.875
2018-12-19
2014-12-19
Int: 8.875%
100.0 %
105.15
105.70
7.39
7.24
NO
3.31
360
5.95
YPF 24 8.75
2024-04-04
2015-04-06
Int: 8.75%
100.0 %
103.15
103.60
8.22
8.15
NO
5.90
614
5.97
* TNA: Tasa nominal anual compuesta semestral.
Banco Comafi - Research Department