1. No category

City of Buenos Aires
Diciembre 2020 - Dollar
Linked
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- City of Buenos Aires 2020 (BDC20)
Security Description
Payment Schedule
Security Information
City BA 2020 (DL)
Issue:
2014-01-28
Capital: 100
Asset Class
Provincial
From:
To:
Coupon
Value Date
2015-02-06
2014-07-28
2017-01-28
Int: 1.95%
Settlement Date
2015-02-11
2017-07-28
2019-07-28
Int: 1.95% - Amort: 16.67%
2020-01-28
2020-01-28
Int: 1.95% - Amort: 16.65%
Asset Name
ISIN
Quote Currency
ARCBAS031654
ARS
Country
Argentina
Legislation
Argentina
Flow Currency
Flow Indexed by
Date
ARS
USD
Callable
No
Coupon Description
Coupon
Last Payment
2015-01-28
ARS 0.9750
Last Amortization
2015-01-28
ARS 0.0000
Last Interest
2015-01-28
ARS 0.9750
Next Payment
2015-07-28
0.9750 x USD(ref.)
Next Amortization
2015-07-28
0.0000 x USD(ref.)
Next Interest
2015-07-28
0.9750 x USD(ref.)
Rate Type
Fixed
Frequency
Semi-Anual
Maturity
2020-01-28
Day Count
Day Count
Settlement On
2015-02-11
Security Analysis
Price
805
Dirty Price
805
Yield
4.04%
M. Duration
3.5
Spread
Tech Value
Accrued Int.
February 6, 2015
NA
866.61
0.07
Residual Value
Parity
Capital Int
100.0%
92.89
0
Banco Comafi - Research Department
2- City of Buenos Aires 2020 (BDC20)
Price-Yield Sensitivity Analysis
-3.00
1036.901
-2.50
1017.965
-2.00
999.446
-1.50
981.332
-1.00
963.613
946.28
0.00
929.322
0.50
912.731
1.00
896.496
1.50
880.611
2.00
865.064
February 6, 2015
2.50
849.85
3.00
834.958
3.50
820.382
4.00
806.114
4.04
805
4.50
792.145
5.00
778.47
5.50
765.081
6.00
751.97
6.50
739.132
7.00
726.559
7.50
714.246
8.00
702.185
8.50
690.372
9.00
678.801
9.50
667.465
10.00
656.359
10.50
645.478
11.00
634.816
11.50
624.369
700
800
$
-0.50
900
Price
1000
Sensitivity Table
Yield
0
5
10
%
Banco Comafi - Research Department
3- City of Buenos Aires 2020 (BDC20)
Future Cashflow
Date
2015-07-28
2016-01-28
2016-07-28
2017-01-30
2017-07-28
2018-01-29
2018-07-30
2019-01-28
2019-07-29
2020-01-28
February 6, 2015
0.9750
0.9750
0.9750
0.9750
17.6450
17.4825
17.3199
17.1574
16.9949
16.8123
x
x
x
x
x
x
x
x
x
x
Coupon
USD(ref.)
USD(ref.)
USD(ref.)
USD(ref.)
USD(ref.)
USD(ref.)
USD(ref.)
USD(ref.)
USD(ref.)
USD(ref.)
Past Cashflow
Date
2014-07-28
2015-01-28
Coupon
0.9750 x USD(ref.)
0.9750 x USD(ref.)
Banco Comafi - Research Department