Par Dolares Leg. Arg 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- Par USD Leg. Arg (PARA) Security Description Payment Schedule Security Information Par USD Leg. Arg Issue: 2003-12-31 Capital: 100 Asset Class Sovereign From: To: Coupon Value Date 2015-01-30 2004-03-31 2009-03-31 Int: 1.33% Settlement Date 2015-02-04 2009-09-30 2019-03-31 Int: 2.5% 2019-09-30 2029-03-31 Int: 3.75% 2029-09-30 2038-09-30 (Int: 5.25% - Amort: 5%) 2038-12-31 2038-12-31 (Int: 5.25% - Amort: 5%) Asset Name ISIN Quote Currency ARARGE03E097 USD Country Argentina Legislation Argentina Flow Currency USD Callable No Date Coupon Description Coupon Last Payment 2014-09-30 USD 1.2500 Last Amortization 2014-09-30 USD 0.0000 Last Interest 2014-09-30 USD 1.2500 Rate Type Step-Up Frequency Semi-Anual Next Payment 2015-03-30 USD 1.2500 Day Count Day Count Next Amortization 2015-03-30 USD 0.0000 Next Interest 2015-03-30 USD 1.2500 Maturity 2038-12-31 Settlement On 2015-02-04 Security Analysis Price 49.8 Yield 9.03% Spread Tech Value Accrued Int. January 30, 2015 6.86 100.86 0.86 Dirty Price M. Duration Residual Value Parity Capital Int 50.66 11.58 100.0% 50.23 0 Banco Comafi - Research Department 2- Par USD Leg. Arg (PARA) Price-Yield Sensitivity Analysis Spread Price 7.60 59.242 5.40 59.415 7.70 58.508 5.50 58.681 7.80 57.786 5.60 57.96 7.90 57.076 5.70 57.25 8.00 56.378 5.80 56.551 8.10 55.69 5.90 55.864 8.20 55.014 6.00 55.188 8.30 54.348 6.10 54.523 8.40 53.694 6.20 53.869 8.50 53.049 6.30 53.225 8.60 52.415 6.40 52.591 8.70 51.791 6.50 51.968 8.80 51.177 6.60 51.354 8.90 50.572 6.70 50.75 9.00 49.977 6.80 50.156 9.03 49.8 6.86 49.8 9.10 49.392 6.90 49.571 9.20 48.816 7.00 48.995 9.30 48.248 7.10 48.428 9.40 47.69 7.20 47.871 9.50 47.14 7.30 47.322 9.60 46.599 7.40 46.781 9.70 46.067 7.50 46.249 9.80 45.542 7.60 45.726 9.90 45.026 7.70 45.21 10.00 44.518 7.80 44.702 10.10 44.017 7.90 44.203 10.20 43.525 8.00 43.711 10.30 43.04 8.10 43.226 10.40 42.562 8.20 42.749 10.50 42.092 8.30 42.279 January 30, 2015 45 50 $ Price 55 Sensitivity Table Yield 7.5 8.0 8.5 9.0 9.5 10.0 10.5 % Banco Comafi - Research Department 3- Par USD Leg. Arg (PARA) Future Cashflow Date 2015-03-30 2015-09-30 2016-03-30 2016-09-30 2017-03-30 2017-10-02 2018-03-30 2018-10-01 2019-04-01 2019-09-30 2020-03-30 2020-09-30 2021-03-30 2021-09-30 2022-03-30 2022-09-30 2023-03-30 2023-10-02 2024-04-01 2024-09-30 2025-03-31 2025-09-30 2026-03-30 2026-09-30 2027-03-30 2027-09-30 2028-03-30 2028-10-02 2029-03-30 2029-10-01 2030-04-01 2030-09-30 2031-03-31 2031-09-30 2032-03-30 2032-09-30 2033-03-30 2033-09-30 2034-03-30 2034-10-02 2035-03-30 2035-10-01 2036-03-31 2036-09-30 2037-03-30 2037-09-30 2038-03-30 2038-09-30 2038-12-31 January 30, 2015 Coupon USD 1.2500 USD 1.2500 USD 1.2500 USD 1.2500 USD 1.2500 USD 1.2500 USD 1.2500 USD 1.2500 USD 1.2500 USD 1.8750 USD 1.8750 USD 1.8750 USD 1.8750 USD 1.8750 USD 1.8750 USD 1.8750 USD 1.8750 USD 1.8750 USD 1.8750 USD 1.8750 USD 1.8750 USD 1.8750 USD 1.8750 USD 1.8750 USD 1.8750 USD 1.8750 USD 1.8750 USD 1.8750 USD 1.8750 USD 7.6250 USD 7.4938 USD 7.3625 USD 7.2312 USD 7.1000 USD 6.9688 USD 6.8375 USD 6.7062 USD 6.5750 USD 6.4437 USD 6.3125 USD 6.1813 USD 6.0500 USD 5.9188 USD 5.7875 USD 5.6562 USD 5.5250 USD 5.3937 USD 5.2625 USD 5.0656 Past Cashflow Date 2004-03-31 2004-09-30 2005-03-31 2005-09-30 2006-03-31 2006-10-02 2007-04-03 2007-10-01 2008-03-31 2008-09-30 2009-03-31 2009-09-30 2010-03-30 2010-09-30 2011-03-30 2011-09-30 2012-03-30 2012-10-01 2013-04-03 2013-09-30 2014-03-31 2014-09-30 Coupon USD 0.3325 USD 0.6650 USD 0.6650 USD 0.6650 USD 0.6650 USD 0.6650 USD 0.6650 USD 0.6650 USD 0.6650 USD 0.6650 USD 0.6650 USD 1.2500 USD 1.2500 USD 1.2500 USD 1.2500 USD 1.2500 USD 1.2500 USD 1.2500 USD 1.2500 USD 1.2500 USD 1.2500 USD 1.2500 Banco Comafi - Research Department
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