YPF 24 8.75% - Banco Comafi

YPF 24 8.75%
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]
30 January 2015
1- YPF 24 8.75
Security Description
Payment Schedule
Security Information
YPF 24 8.75%
Issue:
2014-04-04
Capital: 100
Asset Class
Corporate
From:
To:
Coupon
Value Date
2015-01-30
2014-10-04
2021-10-04
Int: 8.75%
Settlement Date
2015-02-04
2022-04-04
2022-04-04
Int: 8.75% - Amort: 30%
2022-10-04
2022-10-04
Int: 8.75%
2023-04-04
2023-04-04
Int: 8.75% - Amort: 30%
2023-10-04
2023-10-04
Int: 8.75%
2024-04-04
2024-04-04
Int: 8.75% - Amort: 40%
Asset Name
ISIN
Quote Currency
Country
USP989MJAY76
USD
Argentina
Legislation
NY
Flow Currency
USD
Cash Sweep
NO
Callable
No
Date
Coupon Description
Coupon
Last Payment
2014-10-06
USD 4.3750
Last Amortization
2014-10-06
USD 0.0000
Last Interest
2014-10-06
USD 4.3750
Rate Type
Fixed
Frequency
Semi-Anual
Next Payment
2015-04-06
USD 4.3750
Day Count
Day Count
Next Amortization
2015-04-06
USD 0.0000
Next Interest
2015-04-06
USD 4.3750
Security Analysis
Price
101.1
Dirty Price
104.02
Yield
8.56%
M. Duration
5.64
Spread
Tech Value
Accrued Int.
January 30, 2015
6.94
102.92
2.92
Residual Value
100.0%
Parity
101.07
Capital Int
Maturity
2024-04-04
Settlement On
2015-02-04
0
Banco Comafi - Research Department
2- YPF 24 8.75
Price-Yield Sensitivity Analysis
Price
7.10
110.14
5.50
110.067
7.20
109.487
5.60
109.413
7.30
108.839
5.70
108.765
7.40
108.196
5.80
108.121
7.50
107.557
5.90
107.482
7.60
106.924
6.00
106.848
7.70
106.295
6.10
106.219
7.80
105.671
6.20
105.595
7.90
105.052
6.30
104.975
8.00
104.437
6.40
104.361
8.10
103.827
6.50
103.75
8.20
103.222
6.60
103.145
8.30
102.621
6.70
102.544
8.40
102.025
6.80
101.947
8.50
101.433
6.90
101.355
8.56
101.1
6.94
101.1
8.60
100.845
7.00
100.768
8.70
100.262
7.10
100.185
8.80
99.684
7.20
99.606
8.90
99.109
7.30
99.032
9.00
98.539
7.40
98.461
9.10
97.974
7.50
97.896
9.20
97.412
7.60
97.334
9.30
96.855
7.70
96.777
9.40
96.302
7.80
96.224
9.50
95.752
7.90
95.674
9.60
95.207
8.00
95.129
9.70
94.666
8.10
94.589
9.80
94.129
8.20
94.052
9.90
93.596
8.30
93.519
10.00
93.067
8.40
92.99
105
Spread
January 30, 2015
95
100
$
Price
110
Sensitivity Table
Yield
7.0
7.5
8.0
8.5
9.0
9.5
10.0
%
Banco Comafi - Research Department
3- YPF 24 8.75
Future Cashflow
Date
2015-04-06
2015-10-05
2016-04-04
2016-10-04
2017-04-04
2017-10-04
2018-04-04
2018-10-04
2019-04-04
2019-10-04
2020-04-06
2020-10-05
2021-04-05
2021-10-04
2022-04-04
2022-10-04
2023-04-04
2023-10-04
2024-04-04
January 30, 2015
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
USD 4.3750
USD 4.3750
USD 4.3750
USD 4.3750
USD 4.3750
USD 34.3750
USD 3.0625
USD 33.0625
USD 1.7500
USD 41.7500
Past Cashflow
Date
2014-10-06
Coupon
USD 4.3750
Banco Comafi - Research Department

Download Report