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Sovereign Bond Report
30 January 2015
1- 30 January 2015
CER Bonds
PRO 12 (PR12)
2016-01-04
2015-03-03
8.4 %
99.18%
39.90
40.00
3.87
Offer
Real
YTM
3.30
BOGAR (NF18)
2018-02-05
2015-03-04
35.4 %
91.86%
145.50
146.00
7.82
7.58
PRO 13 (PR13)
2024-03-15
2015-02-18
91.7 %
74.61%
251.50
252.00
9.40
9.35
3.65
919
Disc Pesos+CER (DICP)
2034-01-02
2015-06-30
100.0 %
75.62%
292.50
295.00
8.95
8.85
8.46
2476
Par Pesos+CER (PARP)
2038-12-31
2015-03-30
100.0 %
36.99%
112.50
115.00
8.32
8.16
13.75
1547
Maturity
Bonds
Next
Payment
Residual
Value
Parity
Price
Offer Price
Real
YTM
Mod.
Duration
DV01
(1MM)
0.44
18
1.42
207
ARS Bonds
BOCAN 2015 (AS15)
2015-09-10
Next
Payment
2015-03-10
BOCAN 2016 (AS16)
2016-09-29
2015-03-30
Maturity
Bonds
Residual
Value
33.4 %
100.0 %
Parity
Spread
26.23
Offer
YTM
25.82
27.67
27.46
Price
Offer Price
YTM
99.82%
42.45
42.50
94.60%
96.75
97.00
DV01
(1MM)
4.23
Mod.
Duration
0.30
5.51
1.30
126
156
13
BOCAN 2017 (AM17)
2017-03-28
2015-03-30
100.0 %
95.04%
97.25
97.50
26.51
26.34
4.48
1.61
BOCAN 2019 (AMX9)
2019-03-11
2015-03-11
100.0 %
89.24%
92.30
92.50
28.67
28.57
6.40
2.40
222
Pro15 (PR15)
2022-04-04
2015-04-06
100.0 %
80.45%
143.62
143.75
27.37
27.34
5.25
2.96
425
10
Real Yield to Maturity
PRO 13 (PR13)
Disc Pesos+CER (DICP)
Par Pesos+CER (PARP)
PRO 12 (PR12)
2
4
6
YTM
8
BOGAR (NF18)
0
5
10
15
Duration
1 Spread over treasury bonds curve.
* Price are indicatives only. This information does not constitute an offer or recommendations to purchase or sell any bonds.
Banco Comafi - Research Department
2- 30 January 2015
Argentine Legislation Dollar Bonds
Mod.
Duration
0.62
(1MM)
9.41
Offer
YTM
9.09
62
Spread over 1
Treasuries
9.29
9.75
9.62
1.94
187
9.15
DV01
Boden 2015 (RO15)
2015-10-05
Next
Payment
2015-04-06
98.48%
100.80
Offer
Price
101.00
Bonar X 2017 (AA17)
2017-04-17
2015-04-17
94.78%
96.75
97.00
Bonar 2024 (AY24)
2024-05-07
2015-05-07
98.03%
100.10
100.40
100.10
9.16
9.09
4.82
482
7.70
Disc USD Leg. Arg (DICA)
2034-01-02
2015-06-30
84.52%
84.40
84.70
119.43
10.44
10.39
7.47
893
8.51
Par USD Leg. Arg (PARA)
2038-12-31
2015-03-30
50.23%
49.80
50.80
50.66
9.03
8.86
11.58
587
6.86
Maturity
Bonds
Parity
Price
Dirty
Price
100.80
96.75
YTM
New York Legislation Dollar Bonds
Mod.
Duration
1.89
(1MM)
178
Spread over 1
Treasuries
14.17
6.89
905
8.44
DV01
Global 2017 (GJ17)
2017-06-02
Next
Payment
2015-06-02
92.70%
94.10
Offer
Price
94.80
14.81
Offer
YTM
14.42
Disc USD NY 2005 (DICY)
2034-01-02
2015-06-30
92.92%
93.65
94.00
131.30
10.36
10.30
Disc USD NY 2010 (DIY0)
2034-01-02
2015-06-30
90.64%
91.35
91.90
128.08
10.72
10.63
6.79
869
8.80
Par USD Leg. NY (PARY)
2038-12-31
2015-03-30
51.56%
52.00
52.40
52.00
9.01
8.94
11.32
589
6.84
Maturity
Bonds
Parity
Price
Dirty
Price
94.10
YTM
15
Yield to Maturity
Spread over Treasuries
Global 2017 (GJ17)
12
Spread
10
12
YTM
13
14
14
Global 2017 (GJ17)
11
Boden 2015 (RO15)
Bonar X 2017 (AA17)
Disc USD NY 2010 (DIY0)
DiscNY
USD
Leg.(DICY)
Arg (DICA)
Disc USD
2005
Disc USD NY 2010 (DIY0)
10
8
Disc USD Leg. Arg (DICA)
Disc USD NY 2005 (DICY)
Bonar 2024 (AY24)
Bonar X 2017 (AA17)
USD
Leg.
(PARA)
ParPar
USD
Leg.
NYArg
(PARY)
Boden 2015 (RO15)
USD
Leg.
(PARA)
ParPar
USD
Leg.
NYArg
(PARY)
Argentine Legislation Dollar Bonds
New York Legislation Dollar Bonds
0
2
6
9
Bonar 2024 (AY24)
4
6
8
10
12
Bonos USD Leg Arg.
Bonos USD Leg. NY
0
2
Duration
1 Spread over treasury bonds curve.
* Price are indicatives only. This information does not constitute an offer or recommendations to purchase or sell any bonds.
4
6
8
10
12
Duration
Banco Comafi - Research Department