Professional Documents
Culture Documents
Vencimiento
Cupn
Tasa
Precios en U$S
Ask
Bid
TIR (%)
Ask
Bid
01/10/2019
09/11/2017
22/03/2012
7,500
7,250
7,375
FIXED
FIXED
FIXED
113,02 111,37
110,43 108,66
101,16 100,36
5,39
5,12
-5,89
5,64
5,46
3,09
5,89
4,74
0,09
28/01/2017
04/05/2018
01/01/2019
01/12/2013
27/04/2016
01/02/2017
9,000
8,750
11,000
6,000
9,750
8,500
FIXED
FIXED
STEP CPN
STEP CPN
FIXED
FIXED
100,43
96,25
101,11
98,12
96,50
101,38
98,22
95,00
99,24
96,35
94,25
99,25
8,89
9,56
13,95
7,16
10,80
8,15
9,46
9,84
14,34
8,29
11,51
8,69
4,07
4,76
5,00
1,69
3,41
4,12
09/02/2012
07/05/2021
30/10/2013
15/05/2017
02/11/2028
7,750
7,875
9,375
5,875
10,00
FIXED
FIXED
FIXED
FIXED
FIXED
100,45
106,71
110,47
106,91
112,28
250,00
500,00
200,00
300,00
100,00
31/12/2014
15/12/2016
14/05/2017
09/10/2017
8,00
8,875
7,875
10,50
DEFAULTED
FIXED
FIXED
FIXED
22,00
98,42
97,18
90,75
22,00
96,84
95,00
90,75
77,38
9,44
8,78
12,85
77,38
10,03
9,51
12,85
2,47
3,95
4,28
4,15
236,29
220,00
500,00
214,00
30/06/2012
15/06/2012
14/05/2012
09/04/2012
USP6558LAH26
USP3058XAJ48
USP9308RAX19
US29244AAJ16
WR
#N/A N/A
B2
B2
01/12/2020
11/05/2017
01/06/2020
10/03/2018
20/07/2020
02/02/2017
15/03/2013
16/02/2017
10,75
7,88
5,00
10,00
11,50
8,50
7,25
8,50
FIXED
FIXED
STEP CPN
FIXED
FIXED
FIXED
FIXED
FIXED
107,92
97,29
75,69
86,77
106,85
101,90
104,38
101,86
106,61
95,86
72,30
84,78
105,38
100,10
102,75
97,12
8,81
8,53
12,17
13,24
10,26
8,02
3,05
8,04
9,12
8,88
13,06
13,78
10,52
8,47
4,57
9,23
5,77
4,27
6,15
4,33
5,65
4,13
1,02
4,16
300,00
120,00
155,66
200,00
150,00
150,00
100,00
100,00
01/03/2012
11/05/2012
01/06/2012
10/03/2012
20/07/2012
02/08/2012
15/03/2012
16/08/2012
USP0092MAD58
USP0245MAC30
USP0605BAH08
USP20058AA42
USP5880CAB65
USP5880CAA82
US54149PAA12
USP79849AA67
B2
B
#N/A N/A
B
#N/A N/A #N/A N/A
#N/A N/A
B#N/A N/A
B
#N/A N/A
B
Ba3
BB
B3
B-
Rating
Moody's
S&P
Prx Cupn
ISIN
450
200
150
01/04/2012
09/05/2012
22/03/2012
USP04568AA23
USP04559AB98
USP04825AA63
Ba2
#N/A N/A
B1
#N/A N/A
#N/A N/A #N/A N/A
200,00
300,00
218,21
410,90
250,00
150,00
28/07/2012
04/05/2012
01/07/2012
01/06/2012
27/04/2012
01/08/2012
USP89610AA06
US059538AQ15
USP09669BR53
USP1330HAZ75
US05961AAC71
USP1047VAC11
WR
NR
Ba3 /*- #N/A N/A
Ba3 /*BBA3
BBB
#N/A N/A
NR
ARGENTINA
Alimentos y Bebidas
Arcos Dorados 19
Arcor 17
Quilmes 12
Bancos
Tarjeta Naranja 2017
Banco Galicia 2018
Banco Galicia 2019
Banco Hipotecario 13
Banco Hipotecario 16
Banco Macro 17
Petrleo y Gas
Pan American Energy 12
Pan American Energy 21
Petrobras Energa 13
Petrobras Energa 17
YPF 28
Transporte y Distribucin de Energa
Metrogas 14
Transener 16
Tragas 17
Edenor 17
Otros
Aeropuertos Argentina 2000
Alto Palermo 17
Autopistas del Sol 20
Capex 10% 18
Irsa 20
Irsa 17
Loma Negra 13
Raghsa 17
D
BB
B-
15/02/2012
06/04/2015
12,50
FIXED
109,21 108,01
9,04
9,47
05/10/2015
15/04/2017
14/09/2018
26/01/2021
18/04/2028
15/05/2035
11,75
9,25
9,38
10,88
9,63
4,00
FIXED
FIXED
FIXED
FIXED
FIXED
STEP CPN
04/09/2018
5,50
FIXED
87,40
85,27
8,01
8,48
18/10/2014
26/04/2021
8,66
7,88
FIXED
FIXED
105,65 103,66
104,76 102,88
6,33
7,16
17/08/2017
12,38
FIXED
91,84
90,19
01/07/2020
7,75
FIXED
104,46 102,29
2,59
475,00
06/04/2012
XS0500321756
Ba3 /*-
#N/A N/A
1050,00
325,92
475,00
750,00
400,00
446,45
05/04/2012
15/04/2012
14/03/2012
26/07/2012
18/04/2012
15/05/2012
XS0546539486
XS0234087590
XS0270992380
XS0584493349
XS0290125391
XS0234084738
B3
B3
B3
B3
B3
B3
B
B
B
B
B
B
5,33
230,62
04/03/2012
USP6480JAD92
B2
7,13
7,44
2,39
6,64
250,00
260,00
18/04/2012
26/04/2012
USP7920CAB48
USP71695AB92
#N/A N/A
B2
B
B
14,58
15,06
4,06
596,00
17/08/2012
USP79171AB31
B3
7,11
6,53
6,21
104,00
01/04/2012
XS0524598181
Ba3
#N/A N/A
15/02/2012
Vencimiento
Cupn
Tasa
15/09/2013
20/09/2014
16/06/2018
10/06/2019
01/06/2015
26/01/2017
Perp.
01/08/2015
17/05/2016
11/08/2013
15/08/2014
01/02/2017
Perp.
16/12/2013
15/01/2015
21/09/2019
15/08/2013
11/01/2016
23/01/2017
15/09/2019
17/01/2034
21/11/2036
30/11/2015
30/07/2019
24/01/2017
26/04/2022
Perp.
03/04/2017
30/01/2017
Perp.
16/11/2016
09/04/2014
21/04/2020
05/04/2023
Perp.
15/09/2014
06/10/2016
27/01/2016
01/03/2018
10/12/2018
15/03/2019
24/05/2017
25/04/2017
23/04/2019
14/06/2016
18/01/2018
24/06/2020
23/01/2014
8,75
8,5
6,369
6,5
9,375
8
7,375
8,875
7,875
9,25
9,5
7
8,25
9,75
10
6,875
9
6,25
6,25
5,625
8,25
6,875
7,75
6,875
6,375
7,25
6,25
7,5
8,8
9,875
9,625
9,625
7
6
7,5
7,75
6,125
3,875
5,875
8,375
7,875
6,875
7,375
9,5
8,25
7,25
7,75
7,875
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
STEP CPN
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
Precios en U$S
Ask
Bid
TIR (%)
Ask
Bid
Sector
ISIN
Consumer, Non-cyclical
Financial
Government
Government
Basic Materials
Basic Materials
Basic Materials
Industrial
Diversified
Utilities
Consumer, Non-cyclical
Consumer, Non-cyclical
Consumer, Non-cyclical
Basic Materials
Basic Materials
Basic Materials
Basic Materials
Basic Materials
Basic Materials
Basic Materials
Basic Materials
Basic Materials
Utilities
Utilities
Industrial
Communications
Communications
Consumer, Cyclical
Utilities
Industrial
Consumer, Cyclical
Industrial
Industrial
Industrial
Industrial
Energy
Energy
Energy
Energy
Energy
Energy
Consumer, Non-cyclical
Consumer, Cyclical
Communications
Financial
Financial
Industrial
Industrial
US20441XAD49
US05958AAA60
USP14486AA54
USP14486AC11
US105532AB19
US105532AD74
USG1315RAC54
US149486AA06
US12503CAA80
US12517HAF01
US12503JAA34
US22112AAA43
XS0556373347
US12638XAA00
US12638WAB00
US12642KAA25
US91911TAC71
US91911TAF03
US91911TAG85
US91911TAJ25
US91911TAE38
US91911TAH68
US15234QAH11
US15234QAJ76
US29081YAA47
US37957TAF84
USP47773AK54
US38045UAB61
US45007PAB85
USG57058AA01
US56656PAA12
USG6710EAC42
USG6710EAD25
USG6710EAG55
USG6710EAF72
US71645WAJ09
US71645WAL54
US71645WAT80
US71645WAM38
US71645WAH43
US71645WAN11
US78632LAA35
US87484EAA91
US87944LAD10
US221226AA16
US91732BAA70
US92908KAA34
USG9393BAA29
Rating
Moody's
S&P
BRASIL
Ambev
Ambev 8 3/4 due 13
Bco Brasil 8 1/2 due 14
Bndes 6,369 due 18
Bndes 6 1/2 due 19
Braskem 9 3/8 due 15
Braskem 8 due 17
Braskem 7,375 Perp.
Camargo 8 7/8 due 15
Camargo 7 7/8 due 16
BR CESPBZ 9 1/4% due 13
BR Cosan 9 1/2% due 14
BR Cosan 7% due 17
BR Cosan 8 1/4% due 49 Call
BR CSN 9 3/4% due 13
BR CSN 10% due 15
BR CSN 6 7/8% due 19
BR CVRD 9% due 13
BR CVRD 6 1/4% due 16
BR CVRD 6 1/4% due 17
BR CVRD 5 5/8% due 19
BR CVRD 8 1/4% due 34
BR CVRD 6 7/8% due 36
BR Eletrobras 7 3/4% due 15
BR Eletrobras 6 7/8% due 19
BR Embraer 6 3/8% due 17
BR Globopar 7 1/4% due 22
BR Globopar 6 1/4% due 49
BR Gol 7 1/2% due 17
BR ISA Capital 8.8% due 17
BR Lupatech 9 7/8% due 49 Perp
BR Marfrig Overseas 9 5/8% due 16
BR Odebrecht 9 5/8% due 14
BR Odebrecht 7 due 20
BR Odebrecht 6% due 23
BR Odebrecht 7 1/2% due 49
BR Petrobras 7 3/4% due 14
BR Petrobras 6 1/8% due 16
BR Petrobras 3 7/8% due 16
BR Petrobras 5 7/8% due 18
BR Petrobras 8 3/8% due 18
BR Petrobras 7 7/8% due 19
BR Sadia 6 7/8% due 17
BR TAM Cap 7 3/8% due 17
BR Tele Norte 9 1/2% due 19
BR Usiminas 8 1/4% due 16
BR Usiminas 7 1/4% due 18
BR Votorantim 7 3/4% due 20
BR Votorantim 7 7/8% due 14
111,72
114,22
114,97
117,17
116,61
113,37
101,57
114,63
111,00
108,10
113,38
111,13
103,65
112,40
119,00
110,83
110,41
113,98
115,56
113,01
135,48
120,73
116,07
116,09
111,31
106,47
107,39
99,38
111,29
77,69
101,63
113,95
110,31
101,85
102,59
114,02
113,14
104,03
111,39
124,42
122,11
110,13
104,38
122,51
116,22
111,98
113,83
109,50
1,45
2,31
5,32
5,98
2,88
4,20
3,18
3,06
3,64
1,41
2,28
4,29
3,23
1,69
2,60
5,96
1,42
3,52
4,34
6,22
11,91
13,08
3,33
6,05
4,32
0,18
3,10
4,22
4,14
7,88
3,82
1,93
2,85
8,11
3,12
2,32
4,05
3,68
5,08
5,42
5,56
4,47
4,31
5,41
3,72
4,94
6,37
1,81
495
300
1000
1000
250
275
450
150
250
220
350
400
500
550
21
750
300
1000
1250
1000
800
2500
300
1000
400
200
325
225
354
275
375
200
500
500
1000
600
899
2500
1750
750
2750
250
300
750
200
400
400
300
A3
A3
Baa1
Baa1
#N/A N/A
#N/A N/A
Baa3
Ba3
#N/A N/A
Ba1
#N/A N/A
Ba2 /*+
Ba2 /*+
Ba1
Ba1
Ba1
Baa2
Baa2
Baa2
Baa2
Baa2
Baa2
#N/A N/A
#N/A N/A
Baa3
Baa2
Baa2
B1
#N/A N/A
Caa3
B1
#N/A N/A
Baa3
Baa3
Baa3
A3
A3
A3
A3
A3
A3
Ba1
#N/A N/A
Baa2
Baa3
Baa3
#N/A N/A
Baa3
NR
#N/A N/A
BBB
BBB
BBBBBBBBBBB
BB
#N/A N/A
BB /*+
BB /*+
BB
BBBBBBBBB#N/A N/A
AAAAABBB
BBB
BBBBBB
BBB
#N/A N/A
NR
CCC
B+
BB+
BB+
BB+
BB
#N/A N/A
BBB
BBB
BBB
BBB
BBB
BB+
B /*+
#N/A N/A
BBBBBBBBB
BBB
15/02/2012
INSTRUMENTO
Vencimiento
Cupn
Tasa
11/08/2014
01/03/2014
01/03/2014
30/03/2015
15/01/2015
01/03/2035
15/11/2017
15/11/2037
22/09/2019
01/02/2017
13/10/2021
17/05/2022
Perp.
Perp.
14/06/2015
14/04/2015
06/08/2018
17/10/2017
03/10/2015
28/09/2015
04/08/2014
06/04/2021
15/12/2014
15/03/2015
15/12/2015
01/03/2018
03/05/2019
01/02/2022
01/12/2023
15/06/2035
15/06/2038
Perp.
18/03/2025
11/03/2032
15/05/2018
27/01/2015
27/01/2015
19/04/2016
01/02/2017
01/02/2012
11,75
5,5
5,5
3,625
5,75
6,375
5,625
6,125
9
7,625
6,862
6,008
6,64
6,722
8,875
10,25
7,25
9,75
10,5
7,5
13
9,875
7,375
4,875
5,75
5,75
8
8,625
8,625
6,625
6,625
6,625
6,625
8,5
6
5,5
5,5
8,5
9,125
8,625
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
VARIABLE
VARIABLE
VARIABLE
VARIABLE
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
DEFAULTED
DEFAULTED
Precios en U$S
Ask
Bid
TIR (%)
Ask
Bid
Sector
ISIN
Communications
Communications
Communications
Communications
Communications
Communications
Communications
Communications
Communications
Communications
Financial
Financial
Industrial
Industrial
Consumer, Cyclical
Financial
Consumer, Cyclical
Diversified
Transportation
Industrial
Consumer, Cyclical
Consumer, Cyclical
Energy
Energy
Energy
Energy
Energy
Energy
Energy
Energy
Energy
Energy
Communications
Communications
Communications
Communications
Communications
Industrial
Industrial
Industrial
USP01548AC30
US02364WAF23
US02364WAB19
US02364WAU99
US02364WAH88
US02364WAJ45
US02364WAN56
US02364WAP05
USP06064AB83
USP06064AA01
USP1393WAA38
USG09077AB73
USG2024RAA98
USG23491AA40
US21988JAA88
USP32506AA86
XS0655700762
US40052CAA45
USP68166AA81
US25030WAA80
USP8585LAA00
USP8585LAC65
US706451AH49
US71656MAB54
US706451BF73
US70645JBD37
US71656LAA98
US706451AG65
US71654YAB11
US706451BG56
US706451BR12
US71656MAF68
US40049JAV98
US40049JAT43
USP4987VAR44
USP90413CQ94
US879403AQ67
US91724RAA23
US92851RAD98
US92851RAC16
Rating
Moody's
S&P
MEXICO
MX Alestra 11 3/4% due 14
MX America Movil 5 1/2% due 14
MX America Movil 5 1/2% due 14 Exch
MX America Movil 3 5/8% due 15
MX America Movil 5 3/4% due 15
MX America Movil 6 3/8% due 35
MX America Movil 5 5/8% due 17
MX America Movil 6 1/8% due 37
MX Axtel 9 09/22/19
MX Axtel 7 5/8 02/01/17
MX Banorte 6.135% 16-21
MX Bbva Bancomer 6.008% due 22
MX Cemex 6.64% due 14 Perp
MX Cemex 6.722% due 16 Perp
MX CIEBMM 8 7/8% due 15
MX Crdito Real 10 1/4% due 15
MX Grupo Elektra 7 1/4% due 18
MX Grupo KUO SAB 9 3/4% due 17
MX Grupo Senda 10 1/2% due 15
MX Homex 7 1/2% due 15
MX Javer 13 08/04/14
MX Javer 9 7/8 04/06/21
MX Pemex 7 3/8% due 14
MX Pemex 4 7/8% due 15
MX Pemex 5 3/4% due 15
MX Pemex 5 3/4% due 18
MX Pemex 8% due 19
MX Pemex 8 5/8% due 22
MX Pemex 8 5/8% due 23
MX Pemex 6 5/8% due 35
MX Pemex 6 5/8% due 38
MX Pemex 7 3/4% due 49 Perp
MX Televisa 6 5/8% due 25
MX Televisa 8 1/2% due 32
MX Televisa 6% due 18
MX Telefonos 5 1/2% due 15
MX Telmex 5 1/2% due 15
MX Urbimm 8 1/2% due 16
MX Vitro 9 1/8% due 17
MX Vitro 8 5/8% due 12
111,50
108,77
108,77
106,05
111,64
124,19
117,76
121,63
86,08
84,80
103,30
96,02
64,21
66,02
98,50
105,97
95,73
109,13
99,75
100,63
113,00
91,00
114,57
108,19
112,63
112,75
126,79
126,88
132,19
114,55
114,62
102,83
119,60
134,65
115,14
109,25
109,71
101,00
74,67
76,50
111,50
108,09
108,07
105,61
111,12
122,79
116,90
120,35
84,25
83,42
102,01
94,45
61,63
63,85
96,63
104,85
94,80
107,50
95,33
100,38
113,00
89,83
112,48
106,88
110,13
111,74
125,74
113,20
130,55
113,40
113,36
101,37
118,92
129,98
114,37
109,25
109,06
100,75
69,92
66,00
6,63
1,11
1,14
1,62
1,63
4,65
2,30
4,67
11,83
11,76
4,75
4,93
8,50
8,94
9,40
8,06
8,11
7,72
10,58
7,30
7,13
11,49
2,03
2,10
2,28
3,39
3,72
5,14
4,98
5,51
5,56
6,42
4,61
5,60
3,29
2,22
2,07
8,21
15,53
11,27
6,63
1,44
1,47
1,76
1,80
4,74
2,45
4,75
12,24
12,19
4,93
5,15
8,87
9,26
10,09
8,46
8,31
8,07
12,12
7,38
7,13
11,71
2,74
2,53
2,93
3,57
3,87
6,78
5,13
5,59
5,64
6,53
4,67
5,92
3,42
2,22
2,29
8,28
17,26
13,07
2,23
1,90
1,91
2,93
2,71
13,12
4,98
14,19
5,24
4,11
3,97
4,48
2,55
3,98
2,89
2,69
5,22
0,63
2,97
1,49
2,19
5,82
2,58
2,83
3,47
5,11
5,70
7,14
8,07
12,74
13,46
3,21
9,11
10,92
5,29
2,75
2,75
1,96
4,12
8,76
200,00
795,00
800,00
750,00
738,81
1000,00
600,00
400,00
490,00
275,00
200,00
500,00
750,00
900,00
200,00
210,00
550,00
250,00
150,00
250,00
210,00
270,25
1747,65
1500,00
1749,46
2500,00
2000,00
969,99
250,00
2291,27
491,18
1000,00
600,00
300,00
500,00
800,00
800,00
150,00
697,63
300,00
B1
A2
A2
A2
A2
A2
A2
A2
Caa2
Caa2
Ba1
A3
#N/A N/A
#N/A N/A
Caa1
#N/A N/A
#N/A N/A
#N/A N/A
#N/A N/A
Ba3
B1
B1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
A3
A3
Ba3
WR
WR
B+
AABBB
AAAAB
B
#N/A N/A
#N/A N/A
CCC+
CCC+
CCC /*+
BB#N/A N/A
BB
B
NR
#N/A N/A
#N/A N/A
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB+
BBB+
BBB+
AAB+
NR
NR
15/02/2012
Vencimiento
Cupn
Tasa
07/10/2020
25/03/2014
30/11/2012
15/10/2013
15/10/2014
15/01/2019
04/11/2020
03/11/2021
21/09/2035
24/10/2036
09/07/2013
20/04/2015
20/04/2015
15/09/2017
29/07/2019
15/03/2014
15/11/2012
10/08/2020
01/08/2013
01/08/2013
01/08/2015
01/02/2027
01/02/2037
01/12/2016
15/01/2014
13/11/2012
4,125
7,5
6,375
5,5
4,75
7,5
3,75
3,875
5,625
6,15
5,125
5,625
5,625
7,5
7,25
4,875
6,75
5,25
8,35
8,35
8,625
7,875
7,325
7,4
7,375
2,875
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
Precios en U$S
Ask
Bid
TIR (%)
Ask
Bid
103,56
109,85
104,79
107,27
108,75
128,80
103,56
104,29
116,49
124,82
104,89
109,60
109,64
120,24
119,24
106,40
104,78
108,60
109,21
109,20
119,57
120,00
130,38
119,08
109,55
100,79
3,64
2,66
0,19
1,04
1,37
2,87
3,28
3,35
4,48
4,48
1,54
2,45
2,44
3,47
4,21
1,71
0,23
4,04
1,86
1,92
2,66
5,85
5,15
3,07
2,21
1,78
Sector
ISIN
Financial
Utilities
Basic Materials
Basic Materials
Basic Materials
Basic Materials
Basic Materials
Basic Materials
Basic Materials
Basic Materials
Basic Materials
Basic Materials
Basic Materials
Basic Materials
Basic Materials
Energy
Energy
Utilities
Utilities
Utilities
Utilities
Utilities
Utilities
Utilities
Utilities
Financial
USP1027DEN77
US00105DAA37
US21987BAG32
US21987BAH15
US21987BAJ70
US21987BAM00
USP3143NAM67
USP3143NAN41
US21987BAK44
USP3143NAH72
US151191AL70
USP21963AB27
US151191AN37
US151191AG85
US151191AP84
US29245JAB89
US29245JAA07
USP37110AF39
US29245SAC61
US29245SAA06
US29245SAB88
US29244TAA97
US29244TAB70
US29274FAB04
US29274FAE43
USP15069AJ99
Rating
Moody's
S&P
CHILE
CL Banco de Chile 4 1/8% due 20
CL Chilgener 7 1/2% due 14
CL Codelco 6 3/8% due 12
CL Codelco 5 1/2% due 13
CL Codelco 4 3/4% due 14
CL Codelco 7 1/2% due 19
CL Codelco 3 3/4% due 20
CL Codelco 3 3/4% due 20
CL Codelco 5 5/8% due 35
CL Codelco 6.15% due 36
CL Cel Arauco 5 1/8% due 13
CL Cel Arauco 5 5/8% due 15
CL Cel Arauco 5 5/8% due 15 Regs
CL Cel Arauco 7 1/2% due 17
CL Cel Arauco 7 1/4% due 19
CL Empresa Nac 4 7/8% due 14
CL Empresa Nac 6 3/4% due 12
CL Empresa Nac 5 1/4% due 20
CL Endesa 8.35% due 13
CL Endesa 8.35% due 13 Exch
CL Endesa 8 5/8% due 15
CL Endesa 7 7/8% due 27
CL Endesa 7.325% due 37
CL Enersis 7.4% due 16
CL Enersis 7 3/8% due 14
CL Sant 2 7/8 due 12
102,68
106,24
103,89
106,32
107,68
127,38
102,52
103,51
115,12
123,21
103,75
108,40
108,48
118,69
118,12
105,24
103,93
107,48
108,25
108,21
118,29
120,00
128,08
117,52
108,41
99,90
3,76
4,37
1,31
1,60
1,77
3,07
3,41
3,45
4,57
4,57
2,36
2,83
2,81
3,75
4,37
2,26
1,34
4,19
2,50
2,58
3,01
5,85
5,29
3,40
2,79
3,01
7,26
1,94
0,76
1,57
2,49
5,66
7,45
8,12
13,80
13,96
1,35
2,90
2,90
4,61
6,00
1,95
0,71
7,00
1,39
1,40
3,09
9,55
13,26
4,12
1,80
0,72
500,00
400,00
435,00
500,00
500,00
600,00
1000,00
1150,00
500,00
500,00
299,95
400,00
399,75
125,00
500,00
150,00
290,00
500,00
395,20
400,00
200,00
230,00
220,00
350,00
348,25
800,00
Aa3
Baa3
A1
A1
A1
A1
A1
A1
A1
A1
Baa2
Baa2
Baa2
Baa2
Baa2
Baa1
Baa1
Baa1
Baa2
Baa2
Baa2
Baa2
Baa2
Baa2
Baa2
Aa3
A+
BBBA
A
A
A
A
A
A
A
BBB
BBB
BBB
BBB
BBB
BBBBBBBBBBBB+
BBB+
BBB+
BBB+
NR
BBB+
BBB+
A
15/02/2012
Precios en U$S
Ask
Bid
TIR (%)
Ask
Bid
109,75
105,29
105,42
110,01
104,09
110,78
107,59
110,51
104,14
122,11
109,27
121,92
122,00
109,27
101,79
106,81
106,64
101,71
105,21
106,17
103,31
105,17
104,12
104,05
5,01
2,78
4,12
4,38
5,39
5,68
2,12
3,59
5,22
5,48
4,10
6,71
6,70
6,54
3,20
4,88
5,79
1,18
3,02
6,56
1,79
4,62
6,07
5,93
Vencimiento
Cupn
Tasa
17/11/2014
16/05/2013
14/01/2014
11/06/2014
15/05/2017
29/05/2018
01/03/2013
31/07/2014
23/09/2015
23/04/2019
01/02/2020
28/04/2034
28/04/2034
16/08/2037
22/07/2013
07/06/2017
07/06/2022
27/06/2012
05/03/2014
23/05/2016
31/10/2012
04/03/2015
29/05/2018
30/06/2035
8,875
7,175
7,125
9
6,299
7,75
9,625
8,125
6,5
9,25
7,201
8,625
8,625
7,288
4,505
6,356
6,656
6,103
5,67
8,25
6,609
6,465
6,875
6,25
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
FIXED
Vencimiento
Cupn
Tasa
Precios en U$S
Ask
Bid
TIR (%)
Ask
Bid
10/8/2014
5/21/2013
3/8/2012
4,75
4,125
6,375
FIXED
FIXED
FIXED
107,35 106,37
102,96 102,42
100,24 100,22
1,87
1,72
1,23
Sector
ISIN
Basic Materials
Financial
Financial
Financial
Financial
Financial
Energy
Energy
Financial
Energy
Energy
Energy
Energy
Energy
Energy
Energy
Energy
Energy
Energy
Communications
Financial
Financial
Financial
Financial
US02109TAA07
XS0254887176
XS0254887176
XS0254887176
XS0254887176
XS0254887176
XS0164067836
XS0442348404
XS0230577941
XS0424860947
XS0197695009
XS0191754729
US368266AA08
XS0316524130
XS0225309094
US549876AB61
US549876AA88
XS0306899765
XS0288747669
XS0253861834
XS0328682587
XS0491998133
XS0365923977
XS0223715920
Sector
ISIN
Financial
Energy
Energy
US16937MAB19
USG21886AA70
USU17469AA25
Rating
Moody's
S&P
RUSIA
RU Alrosa 8 7/8% due 14
RU Agric Bank 7.175% due 13
RU Agric Bank 7 1/8% due 14
RU Agric Bank 9% due 14
RU Agric Bank 6.299% due 17
RU Agric Bank 7 3/4% due 18
RU Gazprom 9 5/8% due 13
RU Gazprom 8 1/8% due 14
RU Gazprombank 6 1/2% due 15
RU Gazprom 9 1/4% due 19
RU Gazprom 7.201% due 20
RU Gazprom 8 5/8% due 34
RU Gazprom 8 5/8% due 34 Put
RU Gazprom 7.288% due 37
RU Gazstream 5 5/8% due 13
RU Lukoil 6.356% due 17
RU Lukoil 6.656% due 22
RU Transneft 6.103% due 12
RU Transneft 5.67% due 14
RU Vimpelcom 8 1/4% due 16
RU VTB 6.609% due 12
RU VTB 6.465% due 15
RU VTB 6 7/8% due 18
RU VTB 6 1/4% due 35
INSTRUMENTO
109,24
104,87
104,69
109,22
103,29
109,97
106,96
109,72
103,33
121,51
108,40
120,95
120,97
108,22
101,79
106,01
105,85
101,39
104,39
105,48
102,97
104,51
103,59
103,31
5,21
3,13
4,52
4,73
5,56
5,83
2,71
3,91
5,46
5,57
4,37
6,78
6,78
6,62
3,20
5,05
5,89
2,09
3,42
6,74
2,27
4,85
6,17
5,98
2,45
1,18
1,80
2,11
4,48
5,07
0,96
2,26
3,18
5,45
2,95
11,01
11,02
12,43
1,39
4,55
7,61
0,35
1,91
3,62
0,68
2,73
5,14
12,66
500,00
700,00
750,00
1000,00
1250,00
1000,00
1750,00
1250,00
1000,00
2250,00
1250,00
1200,00
1200,00
1250,00
1222,00
500,00
500,00
500,00
1300,00
600,00
1200,00
1250,00
2000,00
1000,00
Ba3
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa3
Baa1
#N/A N/A
Baa1
Baa1
Baa1
#N/A N/A
Baa2
Baa2
Baa1
Baa1
Ba3
Baa1
Baa1
Baa1
Baa1
BB#N/A N/A
#N/A N/A
#N/A N/A
#N/A N/A
#N/A N/A
BBB
BBB
BB+
BBB
BBB+
BBB
BBB
BBB
#N/A N/A
BBBBBBBBB
BBB
BB
BBB
BBB
BBB
BBB
Rating
Moody's
S&P
CHINA
SDBC4 3/4 10/08/14
CNOOC 4 1/8 05/13
CNOOC 6 3/8 03/12
2,24
2,15
1,66
2,47
1,22
0,04
600,00
200,00
500,00
Aa3
Aa3
Aa3
AAAAAA-
15/02/2012
7,00
12,00
6,00
Bonos Corporativos
5,00
10,00
Bonos corporativos
8,00
4,00
TIR
TIR
Bonos soberanos
MOSNAR
4 3/8 06/08
6,00
GAZPRU11 1/2 02/07
GAZPRU10 3/4 01/09
6/30/2008
2/13/2007
1/15/2009
4,375%
11,500%
10,750%
FIXED
FIXED
FIXED
4,00
2,00
2,00
1,00
0,00
0,00
2,00
4,00
6,00
8,00
10,00
12,00
14,00
16,00
Duration
0,00
0,00
2,00
150,00
400,00
500,00
4,00
Forest Products&Paper
Forest Products&Paper
Forest Products&Paper
6,00
8,00
US151191AG119
US151191AG120
US151191AG121
10,00
12,00
WR
WR
WR
14,00
#N/A N/A
NR
NR
16,00
Duration
7,00
Bonos Corporativos
6,00
Bonos soberanos
TIR
5,00
4,00
3,00
2,00
1,00
0,00
0,00
2,00
4,00
6,00
8,00
10,00
12,00
14,00
Duration
15/02/2012
XS0224301811 Corp
XS0440737905 Corp
XS0227149969 Corp
XS0469009285 Corp
XS0482454716 Corp
XS0418164496 Corp
XS0518216964 Corp
XS0559910905 Corp
XS0519118730 Corp
XS0412694647 Corp
XS0482500419 Corp
XS0532191284 Corp
XS0553735076 Corp
AU300LNDR042 Corp
XS0583049993 Corp
XS0584680887 Corp
XS0602914896 Corp
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
AUD
Instrumento
ISIN
Moneda
Bonos Corporativos denominados en Reales
ASIAN DEV BANK
XS0510927675 Corp
BRL
INT BK RECON&DEV
XS0446421157 Corp
BRL
EXPORT DEV CAN
XS0583744742 Corp
BRL
INTL FIN CORP
XS0540527586 Corp
BRL
EUROPEAN INVT BK
XS0457842150 Corp
BRL
KFW
XS0456909034 Corp
BRL
ASIAN DEV BANK
XS0543469489 Corp
BRL
INTERAMER DEV BK
XS0482805792 Corp
BRL
EUROPEAN INVT BK
US298785EL69 Corp
BRL
INTL FIN CORP
XS0451807944 Corp
BRL
EUROPEAN INVT BK
XS0484967921 Corp
BRL
INTL FIN CORP
XS0451046725 Corp
BRL
EURO BK RECON&DV
XS0460362808 Corp
BRL
INTERAMER DEV BK
XS0475111786 Corp
BRL
BANCO VOTORANTIM
XS0295108814 Corp
BRL
EURO BK RECON&DV
XS0499374741 Corp
BRL
EURO BK RECON&DV
XS0618983950 Corp
BRL
KFW
XS0277378898 Corp
BRL
Itau unibanco hldg
US46556MAC64 Corp
BRL
Cupn
Precio
Vencimiento
TIR
4,86
eld Not Ap
20/09/2011
5,75
5,50
5,75
6,00
6,13
4,50
5,75
6,00
6,00
4,38
6,25
5,75
5,75
5,75
6,00
6,00
6,38
100,45
100,11
100,35
100,95
101,30
100,28
101,27
101,68
102,14
101,10
103,30
103,38
103,13
102,86
103,45
103,67
103,43
20/07/2012
27/07/2012
24/08/2012
15/01/2013
04/02/2013
26/03/2013
24/06/2013
11/12/2013
12/12/2013
17/02/2014
01/08/2014
18/08/2014
03/11/2014
21/01/2015
28/01/2015
02/02/2015
11/03/2015
4,42
4,99
4,87
4,82
4,67
4,19
4,63
4,93
4,68
3,65
4,71
4,20
4,28
4,63
4,64
4,54
5,11
Cupn
Precio
Vencimiento
TIR
9,50
8,75
9,00
8,00
9,25
9,25
8,00
9,50
11,25
9,25
9,00
9,25
9,50
9,50
10,63
9,50
9,00
11,75
10,50
100,10
99,92
100,00
99,81
100,52
100,65
100,23
101,71
103,14
101,60
102,40
102,46
103,18
103,77
102,39
104,23
103,37
110,38
106,70
25/05/2012
15/06/2012
01/08/2012
17/09/2012
22/10/2012
22/10/2012
07/12/2012
04/02/2013
14/02/2013
15/03/2013
05/06/2013
16/09/2013
06/11/2013
06/01/2014
10/04/2014
14/04/2014
28/04/2014
15/12/2014
21/11/2015
8,04
8,10
8,30
7,88
7,95
7,67
7,10
7,40
7,69
7,35
6,13
7,21
7,23
7,14
8,86
7,04
7,00
7,34
8,20
Rating
Duration Moody's
S&P
WR
NR
Aa1
AAAaa
AA
Aaa
AA
Aaa
AA
Aa2
AAAaa
AAA
Aa2
AAAaa
AA
Aa2
AAAaa
AAA
Aa3
AAAa1
#N/A N/A
Aa3
AAAaa
AAA
Aaa
AAA
#N/A N/A
AAAa2
AA-
Rating
Duration Moody's
S&P
0,29
0,35
0,46
0,58
0,67
0,67
0,79
0,93
0,86
0,95
1,18
1,42
1,55
1,71
1,86
1,81
1,86
2,39
3,07
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
NR
NR
NR
#N/A N/A
NR
Baa1
NR
NR
Aaa
Baa1
AAA
#N/A N/A
AAA
AAA
AAA
AAA
AAA
NR
AAA
AAA
AAA
AAA
AAA
AAA
#N/A N/A
AAA
#N/A N/A
AAA
#N/A N/A
Denominacin Emisin
Disponibilidad
Mn. (miles)
(Mill.) Pershing
UBS
CS
1
213
0,00
0,00
2
1
1
1
1
1
2
1
1
5
1
2
1
1
1
1
2
100
1300
100
775
375
1250
250
275
250
350
100
150
150
1300
100
100
100
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
x
0,00
x
0,00
x
x
x
0,00
0,00
0,00
0,00
x
x
x
x
x
x
0,00
x
0,00
x
0,00
x
0,00
x
x
x
x
0,00
x
0,00
Disponibilidad
Denominacin Emisin
Mnima (miles) (Mill.) Pershing
UBS
CS
1
5
1
5
5
5
1
5
5
5
5
5
5
5
250
5
5
5
150
300
700
325
275
210
850
150
150
1000
300
255
334
885
350
200
135
525
150
500
x
x
0,00
x
x
x
x
0,00
x
x
x
x
x
x
x
x
0,00
x
0,00
0,00
0,00
x
0,00
x
x
0,00
x
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
x
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
x
15/02/2012
Cupn
Precio
Vencimiento
TIR
5,75
4,25
7,01
6,00
8,55
6,50
6,00
8,75
101,04
100,39
102,09
101,62
106,05
103,77
102,46
110,70
20/08/2012
01/10/2012
30/11/2012
14/12/2012
05/09/2013
11/09/2013
26/01/2015
24/01/2017
3,64
3,23
4,15
3,77
4,44
3,87
4,82
5,96
Instrumento
ISIN
Moneda
Bonos Corporativos denominados en Coronas Noruegas
Cupn
Precio
Vencimiento
TIR
6,00
3,13
3,38
5,00
3,00
3,00
4,00
3,00
3,00
3,75
3,00
3,38
4,25
3,25
4,00
4,25
4,50
101,05
100,92
101,49
100,89
101,06
101,09
101,36
101,16
100,49
102,08
100,73
101,42
102,63
102,74
104,51
103,89
103,14
24/06/2012
07/01/2013
18/01/2013
15/02/2013
14/03/2013
26/03/2013
29/05/2013
10/06/2013
15/08/2013
25/11/2013
28/01/2014
20/03/2014
15/04/2014
28/04/2014
15/12/2014
04/02/2015
31/03/2015
2,91
1,97
1,61
3,56
1,93
1,86
2,75
1,96
2,52
2,43
2,51
2,57
2,83
1,83
2,23
2,78
3,31
Cupn
Precio
Vencimiento
TIR
8,00
9,75
9,00
8,00
7,00
8,50
7,25
101,86
101,25
103,16
102,57
100,88
104,44
101,91
18/02/2013
07/08/2012
04/03/2013
21/10/2013
19/05/2014
04/11/2014
28/01/2016
5,93
6,20
5,70
6,19
6,45
6,57
6,58
TOTAL CAPITAL
EUROPEAN INVT BK
KFW
royal bk of scotland
EXPORT DEV CAN
KOMMUNALBANKEN
RABOBANK
SWEDISH EXP CRED
RABOBANK
BK NED GEMEENTEN
BK NED GEMEENTEN
RABOBANK
VOLKSWAGEN FIN
KFW
KFW
EUROPEAN INVT BK
GEN ELEC CAP CRP
XS0371652636 Corp
XS0475588678 Corp
XS0479172982 Corp
XS0285106166 Corp
XS0603625996 Corp
XS0497369917 Corp
XS0429483224 Corp
XS0513882836 Corp
XS0512076885 Corp
XS0466829123 Corp
XS0528018772 Corp
XS0576113830 Corp
XS0617259030 Corp
XS0503643990 Corp
XS0449022226 Corp
XS0276331377 Corp
XS0499381522 Corp
NOK
NOK
NOK
NOK
NOK
NOK
NOK
NOK
NOK
NOK
NOK
NOK
NOK
NOK
NOK
NOK
NOK
Instrumento
ISIN
Moneda
Bonos Corporativos denominados en Rand Sudafricano
EURO BK RECON&DV
XS0486696031 Corp
ZAR
BK NEDERLANDSE GEMEENTEN XS0313657248 Corp
ZAR
EUROPEAN INVT BK
XS0349075951 Corp
ZAR
EUROPEAN INVT BK
XS0178483649 Corp
ZAR
EUROPEAN INVT BK
XS0254696403 Corp
ZAR
EUROPEAN INVT BK
XS0203909485 Corp
ZAR
RABOBANK
XS0224901099 Corp
ZAR
Rating
Duration Moody's
S&P
0,51
0,63
0,78
0,82
1,48
1,48
2,67
4,02
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
NR
Aaa
#N/A N/A
AAA
#N/A N/A
AAA
#N/A N/A
AAA
AA
AA
Rating
Duration Moody's
S&P
0,38
0,90
0,93
0,94
1,05
1,08
1,24
1,29
1,46
1,72
1,90
1,96
2,01
2,09
2,68
2,80
2,81
Aa1
Aaa
Aaa
A2
#N/A N/A
Aaa
Aaa
Aa1
Aaa
Aaa
Aaa
Aaa
A3
Aaa
Aaa
Aaa
Aa2
AAAAA
AAA
A
AAA
AAA
AA
AA+
AA
AAA
AAA
AA
AAAA
AAA
AAA
AA+
Rating
Duration Moody's
S&P
0,91
0,48
0,94
1,54
1,96
2,36
3,37
NR
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
AAA
AAA
AAA
AAA
AAA
AAA
AA
Denominacin Emisin
Disponibilidad
Mnima (miles) (Mill.) Pershing
UBS
CS
10
1
10
25
10
1
1
1
3425
500
180
1450
150
3750
300
500
x
x
0,00
0,00
x
x
0,00
x
x
0,00
0,00
x
0,00
0,00
x
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
x
Denominacin Emisin
Disponibilidad
Mnima (miles) (Mill.) Pershing
UBS
CS
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
10
20
500
3330
4000
500
1000
1800
4850
1850
2850
2150
600
1450
1750
4250
5250
2650
750
0,00
0,00
0,00
0,00
0,00
x
x
x
x
0,00
x
0,00
0,00
0,00
0,00
x
0,00
0,00
x
x
0,00
x
0,00
0,00
0,00
0,00
x
0,00
x
x
x
x
0,00
0,00
x
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
0,00
Denominacin Emisin
Disponibilidad
Mnima (miles) (Mill.) Pershing
UBS
CS
10
500
5
5
5
5
1
750
500
500
6600
400
3500
500
x
x
x
x
x
x
0,00
0,00
0,00
0,00
0,00
0,00
0,00
x
0,00
0,00
0,00
0,00
0,00
0,00
0,00
15/02/2012
Cupn
Precio
(ask)
Precio (bid)
TIR (ask)
TIR (bid)
Rdo.
Corriente
Duration
Mod.
Duration
07/08/2011
10,00
#N/A N.A.
#N/A N.A.
#N/A N.A.
#N/A N.A.
#N/A N.A.
#N/A N.A.
#N/A N.A.
#N/A N Ap
#N/A N Ap
17/06/2013
14/07/2014
07/03/2015
14/10/2019
15/01/2020
15/04/2024
15/04/2024
04/02/2025
15/05/2027
06/03/2030
20/01/2034
20/01/2037
17/01/2017
17/01/2017
15/01/2019
18/01/2041
10,25
10,50
7,88
8,88
12,75
8,88
8,88
8,75
10,13
12,25
8,25
7,13
11,00
6,00
5,88
6,13
113,22
123,22
120,07
141,76
168,00
152,14
151,86
151,09
167,13
194,39
152,92
137,80
133,51
118,44
119,84
122,63
112,77
122,87
119,79
140,93
167,00
150,68
151,10
150,24
166,00
193,12
151,70
137,15
133,16
118,05
119,34
122,00
0,23
0,72
1,15
2,78
3,01
3,55
3,58
3,74
4,14
4,53
4,45
4,57
1,17
2,03
2,70
4,69
0,55
0,84
1,23
2,87
3,12
3,67
3,64
3,80
4,21
4,60
4,51
4,60
1,26
2,11
2,78
4,72
9,07
8,53
6,57
6,28
7,61
5,86
5,86
5,81
6,08
6,32
5,42
5,18
8,25
5,07
4,91
5,01
1,26
2,19
2,71
5,93
5,81
8,40
8,40
8,94
9,53
10,05
12,50
13,76
11,08
4,36
5,86
15,19
1,25
2,18
2,69
5,84
5,72
8,24
8,25
8,78
9,34
9,82
12,23
13,45
3,05
4,31
5,78
14,84
-10,00
22,20
55,80
128,60
152,90
154,60
154,10
164,60
194,20
226,50
201,30
205,30
50,00
105,43
129,20
211,17
17/06/2012
14/07/2012
07/03/2012
14/04/2012
15/07/2012
15/04/2012
15/04/2012
04/08/2012
15/05/2012
06/03/2012
20/07/2012
20/07/2012
17/08/2012
17/07/2012
15/07/2012
18/07/2012
15/01/2013
05/08/2020
5,50
3,88
104,46
108,88
104,00
108,22
0,52
2,69
1,02
2,78
5,28
3,57
0,89
7,34
0,88
7,24
30,60
98,90
15/07/2012
05/08/2012
15/01/2013
22/12/2014
15/02/2016
27/01/2017
25/02/2020
21/05/2024
15/02/2027
28/01/2033
18/03/2019
18/09/2037
18/01/2041
10,75
8,25
8,70
7,38
11,75
8,13
8,38
10,38
7,38
7,38
6,13
109,55
119,03
117,65
124,05
159,58
141,68
132,00
167,57
128,59
139,90
122,63
109,00
118,53
117,00
123,68
158,58
140,65
126,00
165,73
128,09
139,06
122,00
0,13
1,39
3,88
2,20
3,25
3,83
5,26
5,09
2,88
4,68
4,69
0,70
1,55
4,04
2,27
3,35
3,92
5,76
5,19
2,95
4,73
4,72
9,84
6,95
7,42
5,95
7,39
5,76
6,49
6,23
5,75
5,29
5,01
0,88
2,58
3,49
4,29
5,77
8,59
9,56
11,35
13,54
13,54
15,19
0,87
2,56
3,43
4,24
5,68
8,42
9,30
11,07
13,22
13,22
14,84
-5,20
86,10
314,50
122,50
173,70
179,10
327,80
274,80
145,47
217,19
211,17
15/07/2012
22/06/2012
15/08/2012
27/07/2012
25/02/2012
21/05/2012
15/08/2012
28/07/2012
18/03/2012
18/03/2012
18/07/2012
15/12/2015
9,38
102,59
100,84
8,56
9,10
9,22
3,25
3,11
805,50
15/06/2012
Instrumento
AMERICA LATINA
Brasil (WR/NR)
Chile (/)
CL Republic 5 1/2% due 13
CL Republic 3 7/8% due 20
Colombia (WR/NR)
CO Republic 10 3/4% due 13
CO Republic 8 1/4% due 14
CO Republic 8.7% due 16
CO Republic 7 3/8% due 17
CO Republic 11 3/4% due 20
CO Republic 8 1/8% due 24
CO Republic 8 3/8% due 27
CO Republic 10 3/8% due 33
CO Republic 7 3/8% due 19
CO Republic 7 3/8% due 37
CO Republic 6 1/8% due 41
Ecuador (C/D)
EC Republic 9 3/8% due 15
15/02/2012
Vencimiento
Cupn
Precio
(ask)
Precio (bid)
TIR (ask)
TIR (bid)
Rdo.
Corriente
Duration
Mod.
Duration
16/01/2013
15/01/2014
03/03/2015
15/09/2016
15/01/2017
30/12/2019
24/09/2022
15/05/2026
15/08/2031
08/04/2033
27/09/2034
17/02/2014
11/01/2040
12/10/2110
6,38
5,88
6,63
11,38
5,63
8,13
8,00
11,50
8,30
7,50
6,75
5,88
6,05
5,75
105,20
108,57
114,86
142,63
115,73
140,17
140,13
188,92
150,17
140,85
131,06
108,65
121,97
105,64
104,78
107,98
114,51
141,63
115,34
138,09
138,88
186,84
149,34
139,93
130,34
108,21
121,48
104,47
0,59
1,30
1,59
1,65
2,22
2,47
3,45
3,51
4,43
4,49
4,54
1,45
4,64
5,44
1,04
1,60
1,70
1,83
2,30
2,71
3,56
3,63
4,48
4,54
4,58
1,66
4,66
5,50
6,07
5,43
5,78
8,00
4,87
5,84
5,74
6,12
5,54
5,34
5,17
5,42
4,97
5,47
0,89
1,82
2,74
3,72
4,38
6,24
7,71
9,03
11,68
12,25
12,97
1,91
14,99
18,31
0,88
1,81
2,72
3,69
4,33
6,16
7,58
8,87
11,43
11,98
12,68
1,89
14,65
17,82
34,90
92,20
100,90
81,80
124,20
100,50
157,00
140,40
204,40
205,20
205,60
102,59
206,48
297,02
16/07/2012
15/07/2012
03/03/2012
15/03/2012
15/07/2012
30/06/2012
24/03/2012
15/05/2012
15/08/2012
08/04/2012
27/03/2012
17/08/2012
11/07/2012
12/04/2012
21/02/2012
06/02/2015
03/05/2016
21/07/2025
21/11/2033
30/03/2019
14/03/2037
9,13
9,88
8,38
7,35
8,75
7,13
6,55
100,00
123,84
125,46
134,96
153,96
126,76
127,75
100,00
123,17
124,83
134,41
153,21
126,21
127,00
8,92
1,59
2,02
3,97
4,75
2,93
4,66
8,92
1,80
2,16
4,01
4,79
3,00
4,70
9,13
8,00
6,69
5,46
5,70
5,63
5,14
0,01
2,67
3,63
9,41
12,04
5,75
13,71
0,01
2,64
3,59
9,22
11,76
5,67
13,39
873,30
107,40
123,30
180,70
232,00
149,72
214,09
21/02/2012
06/08/2012
03/05/2012
21/07/2012
21/05/2012
30/03/2012
14/03/2012
15/03/2015
17/05/2017
18/11/2022
28/09/2025
28/09/2025
15/01/2033
21/03/2036
7,50
9,25
8,00
6,88
6,88
7,88
7,63
117,83
133,60
137,33
129,28
129,28
139,50
138,00
116,93
132,28
136,38
128,31
128,31
138,50
137,00
1,53
2,39
3,75
4,05
4,05
4,85
4,92
1,80
2,62
3,84
4,13
4,13
4,91
4,97
6,39
6,96
5,85
5,34
5,34
5,67
5,55
2,75
4,34
7,82
9,44
9,44
12,04
12,85
2,72
4,28
7,67
9,25
9,25
11,75
12,54
102,60
143,50
184,40
189,21
189,21
#N/A N.A.
244,50
15/03/2012
17/05/2012
18/05/2012
28/03/2012
28/03/2012
15/07/2012
21/03/2012
19/09/2013
08/10/2014
26/02/2016
01/12/2018
09/12/2020
21/04/2025
15/09/2027
13/01/2034
07/05/2023
07/05/2028
31/03/2038
10,75
8,50
5,75
7,00
6,00
7,65
9,25
9,38
9,00
9,25
7,00
104,25
99,63
86,72
78,84
69,55
71,84
81,45
78,38
80,05
78,29
65,39
103,25
98,77
85,97
78,17
68,71
71,02
81,10
77,63
79,46
77,62
64,47
7,83
8,66
9,83
11,59
11,61
11,94
11,89
12,23
12,33
12,38
11,08
8,50
9,03
10,09
11,76
11,81
12,10
11,95
12,35
12,44
12,50
11,23
10,36
8,57
6,66
8,92
8,68
10,71
11,38
12,02
11,28
11,87
10,78
1,43
2,34
3,49
5,22
6,41
7,35
7,43
8,21
6,57
7,49
9,11
1,37
2,24
3,33
4,93
6,05
6,93
7,01
7,74
6,18
7,05
8,62
765,70
826,10
913,50
1029,20
1001,00
1000,60
984,80
1013,80
1052,42
1036,71
888,79
19/03/2012
08/04/2012
26/02/2012
01/06/2012
09/06/2012
21/04/2012
15/03/2012
13/07/2012
07/05/2012
07/05/2012
31/03/2012
AMERICA LATINA
Mxico (WR/NR)
MX UMS 6 3/8% due 13
MX UMS 5 7/8% due 14
MX UMS 6 5/8% due 15
MX UMS 11 3/8% due 16
MX UMS 5 5/8% due 17
MX UMS 8 1/8% due 19
MX UMS 8% due 22
MX UMS 11 1/2% due 26
MX UMS 8.3% due 31
MX UMS 7 1/2% due 33
MX UMS 6 3/4% due 34
MX UMS 5 7/8% due 02/14
MX UMS 6,05% due 40
MX UMS 5 3/4% due 2110
Per (Baa3/BBB)
PE Republic 9 1/8% due 12
PE Republic 9 7/8% due 15
PE Republic 8 3/8% due 16
PE Republic 7.35% due 25
PE Republic 8 3/4% due 33
PE Republic 7 1/8% due 19
PE Republic 6,55% due 37
Uruguay (WR/NR)
UY Republic 7 1/2% due 15
UY Republic 9 1/4% due 17
UY Republic 8% due 22
UY Republic 6 7/8% due 25
UY Republic 7 5/8% due 36
UY Republic 7 7/8% due 33
UY Republic 7 5/8% due 36
Venezuela (WR/NR)
VE Republic 10 3/4% due 13
VE Republic 8 1/2% due 14
VE Republic 5 3/4% due 16
VE Republic 7% due 18
VE Republic 6% due 20
VE Republic 7.65% due 25
VE Republic 9 1/4% due 27
VE Republic 9 3/8% due 34
VE Republic 9% due 23
VE Republic 9 1/4% due 28
VE Republic 7% due 38
15/02/2012
Vencimiento
Cupn
Precio
(ask)
Precio (bid)
TIR (ask)
TIR (bid)
Rdo.
Corriente
Duration
Mod.
Duration
29/04/2015
24/07/2018
29/04/2020
24/06/2028
31/03/2030
3,63
11,00
5,00
12,75
7,50
102,82
140,11
105,93
178,15
118,55
102,40
138,78
105,56
177,02
118,43
2,70
3,88
4,14
5,46
4,18
2,83
4,08
4,19
5,53
4,20
3,53
7,89
4,73
7,18
6,33
3,01
5,02
6,77
9,25
5,37
2,97
4,92
6,63
8,99
5,26
209,60
268,60
248,50
328,40
253,60
29/04/2012
24/07/2012
29/04/2012
24/06/2012
31/03/2012
14/01/2013
15/01/2014
15/03/2015
05/06/2020
05/02/2025
15/01/2030
14/02/2034
17/03/2036
11,00
9,50
7,25
7,00
7,38
11,88
8,00
6,88
108,41
111,83
110,51
113,24
115,67
166,47
121,34
107,44
107,92
111,34
110,02
112,75
115,13
165,98
120,85
106,95
1,52
3,04
3,60
5,03
5,65
5,84
6,21
6,27
2,04
3,29
3,76
5,09
5,71
5,87
6,24
6,31
10,17
8,51
6,58
6,20
6,39
7,14
6,61
6,41
0,87
1,78
2,74
6,47
8,87
9,81
11,65
12,15
0,86
1,75
2,69
6,31
8,62
9,53
11,30
11,78
131,70
264,40
304,40
340,50
355,50
358,70
380,90
382,40
14/07/2012
15/07/2012
15/03/2012
05/06/2012
05/08/2012
15/07/2012
14/08/2012
17/03/2012
EUROPA EMERGENTE
Rusia (WR/NR)
RU Republic 3 5/8% 15
RU Ministry Fin 11% due 18
RU Republic 5% 20
RU Ministry Fin 12 3/4% due 28
RU Republic Step-up due 30
Turqua (WR/NR)
TR Republic 11% due 13
TR Republic 9 1/2% due 14
TR Republic 7 1/4% due 15
TR Republic 7% due 20
TR Republic 7 3/8% due 25
TR Republic 11 7/8% due 30
TR Republic 8% due 34
TR Republic 6 7/8% due 36
15/02/2012
Brasil
Colombia
5,00
BR27
BR24 B BR25
4,00
BR20
BR17
2,00
CO27
BR37
4,00
BR19 8 7/8
BR19 5 7/8
BR40
CO19
CO17
CO14
1,00
4,00
6,00
8,00
10,00
12,00
14,00
0,00
0,00
16,00
CO13
2,00
4,00
6,00
8,00
MX40
MX26
3,00
1,00
0,50
0,00
0,00
MX19
MX15
MX16
MX 02/14
MX14
MX13
2,00
4,00
VE23
12,00
MX22
MX17
VE28
12,50
MX33
2,50
VE18
11,50
VE20
VE38
10,00
VE16
9,50
6,00
8,00
Duracin
10,00
12,00
14,00
9,00
0,00
16,00
1,00
2,00
3,00
4,00
5,00
6,00
7,00
6,00
RU30
TIR (%)
TIR (%)
TR25
5,00
5,50
5,00
4,50
10,00
RU28
TR30
TR36
TR34
TR20
4,00
TR15
TR14
3,00
2,00
RU18
6,00
Duracin
9,00
Turqua
6,00
4,18
8,00
Duracin
7,00
3,00
VE25
VE27
10,50
Rusia
3,50
0,00
16,00
VE34
11,00
6,50
4,00
14,00
13,00
TIR (%)
TIR (%)
MX34
MX31
4,50
3,50
12,00
Venezuela
Mxico
4,00
10,00
Duracin
5,00
1,50
CO41
CO20
3,00
Duracin
2,00
CO37
CO24
CO16
2,00
BR14
BR13
2,00
CO33
5,00
BR24
BR15
1,00
0,00
0,00
-1,00
BR30
6,00
BR41
TIR (%)
TIR (%)
3,00
BR34
TR13
9,00
12,00
1,00
0,00
2,00
4,00
6,00
8,00
Duracin
10,00
12,00
14,00
15/02/2012
TIR
Duracin
DV01
Factor
Paridad
Valor
Tcnico
Intereses
Devengados
116,75
42,98
110,31
37,69
99,96
10,13%
9,75%
10,82%
10,92%
9,43%
8,43
11,71
8,17
10,93
4,06
0,10
0,05
0,09
0,04
0,04
100%
100%
100%
100%
100%
86,5%
42,6%
81,8%
37,3%
98,1%
134,92
100,99
134,92
100,99
101,90
1,07
0,99
1,07
0,99
1,90
96,72
30,41
11,69%
12,24%
7,94
10,30
0,08
0,03
100%
100%
72,9%
30,1%
132,70
100,90
0,43
0,90
13,63
26,95
113,99
108,01
99,97
111,46
39,07
109,85
37,69
-16,45%
-8,67%
0,01%
5,43%
7,72%
10,69%
10,59%
10,87%
10,92%
0,49
0,75
1,48
3,11
4,14
8,22
11,15
8,15
10,93
0,00
0,00
0,02
0,03
0,04
0,09
0,04
0,09
0,04
12,50%
25,00%
100%
100%
100%
100%
100%
100%
100%
108,6%
106,6%
110,7%
105,2%
97,6%
82,6%
38,7%
81,4%
37,3%
12,55
25,27
102,98
102,68
102,39
134,92
100,99
134,92
100,99
0,05
0,27
2,98
2,68
2,39
1,07
0,99
1,07
0,99
Nombre Completo
Cupn
Precio ARS
Ley Argentina
Bonos denominados en USD sujetos a ley argentina
Boden 2012
Boden 2013 U$S
Bonar VII
Boden 2015 U$S
Bonar X 2017
Dis USD Ley RA
Par USD Ley RA
Dis USD ARG 10
Par USD ARG 10
LIBOR 6M
L6M- cap 3%
7,00%
7,00%
7,00%
8,28% (1)
STEP UP (2)
8,28% (1)
STEP UP (2)
474,30
469,00
496,00
470,00
435,00
485,00
170,00
478,00
164,00
(1) Tasa fija total. Durante los primeros diez aos, parte de esta tasa se capitaliza y parte se paga en efectivo. Para ms detalles ver Cuadro 1.
(2) Cupn Step Up. Para ms detalles ver Cuadro 2.
Nombre Completo
Cupn
Precio ARS
Precio USD
TIR
Duracin
DV01
Factor
Paridad
Valor
Tcnico
Intereses
Devengados
31,26
10,99
28,96
9,88
15,28
7,55%
8,15%
6,84%
11,48%
15,75%
12,34%
10,69%
13,31%
11,52%
12,66%
1,11
1,81
1,30
2,92
5,81
8,16
13,04
7,80
12,45
10,55
0,01
0,02
0,02
0,04
0,06
0,11
0,06
0,10
0,05
0,07
37%
38,68%
75,00%
61,60%
100%
100%
100%
100%
100%
100%
94,3%
89,8%
94,1%
76,3%
45,2%
55,0%
23,8%
51,0%
21,4%
25,5%
78,52
121,58
144,66
181,46
232,32
247,06
200,83
247,06
200,83
260,91
0,02
0,08
1,13
0,16
0,06
1,38
0,94
1,38
0,94
Cap.
2,00%
2,00%
2,00%
2,00%
2% Cap.
5,83% (1)
STEP UP (2)
5,83% (1)
STEP UP (2)
3,31%
202,60
282,40
181,50
224,90
105,00
136,00
47,80
126,00
43,00
66,50
15/02/2012
101,80
128,65
97,00
93,75
79,50
17,51%
17,97%
19,82%
19,73%
25,56%
1,68
1,85
1,62
2,67
6,04
0,02
0,02
0,02
0,03
0,05
#DIV/0!
1,66
0,31
#DIV/0!
0,01
0,00
100%
100%
100%
100%
100%
100,8%
100,7%
95%
92%
40%
100,94
127,78
101,96
101,96
198,73
100,00%
39%
100%
50,73%
70%
#NUM!
139,95
116,83
#NUM!
0,94
4,15
1,96
1,96
1,96
Bonos en ARS
Pre5
Pro7
AJ12
Cupones PBI
TVPP
TVPA
TVPY
TVPE
TVY0
117,74
81,95
101,50
Precio ARS
14,50
70,25
70,70
71,30
69,00
17,22
-4,05%
22,37%
12,43%
Precio USD/EUR
ISIN
16,14
16,25
12,54
69,00
ARARGE03E147
ARARGE03E154
US040114GM64
XS0209139244
XS0501197262
0,00
0,02
#NUM!
Cuadro 2
USD -RA
8,28%
PESOS
5,83%
EUR
7,82%
3,97%
5,77%
8,28%
2,79%
4,06%
5,38%
3,75%
5,45%
7,82%
4,31%
2,51%
3,04%
1,77%
4,07%
2,37%
Cupn
Step Up
1-5 aos
6-16 aos
17-25 aos
26-35 aos
USD -NY
USD -RA
PESOS
EUR
1,25%
2,50%
3,75%
5,25%
1,25%
2,50%
3,75%
5,25%
0,63%
1,18%
1,77%
2,48%
1,20%
2,26%
3,38%
4,74%
15/02/2012
Bonar 15 - AS15
Precio
c/100 VN
123,65
124,65
125,65
126,65
127,65
128,65
129,65
130,65
131,65
132,65
133,65
Precio
c/100VR
92,00
93,00
94,00
95,00
96,00
97,00
98,00
99,00
100,00
101,00
Pre 10 - PR0
Precio
c/100 VN
92,00
93,00
94,00
95,00
96,00
97,00
98,00
99,00
100,00
101,00
Precio
c/100VR
277,40
278,40
279,40
280,40
281,40
282,40
283,40
284,40
285,40
286,40
Pre 12
Precio
c/100 VN
107,30
107,69
108,07
108,46
108,85
109,23
109,62
110,01
110,39
110,78
TIR Real
3742600,00%
23,31%
22,76%
22,23%
21,70%
21,18%
20,67%
20,17%
19,67%
19,18%
18,69%
18,22%
Precio
c/100VR
97,80
98,80
99,80
100,80
101,80
102,80
103,80
104,80
105,80
106,80
107,80
Bonar 14 - AE14
Precio
c/100 VN
97,80
98,80
99,80
100,80
101,80
102,80
103,80
104,80
105,80
106,80
107,80
TIR Real
Precio
c/100VR
100,00
101,00
102,00
103,00
104,00
105,00
106,00
107,00
108,00
109,00
Pr13
Precio
c/100 VN
100,00
101,00
102,00
103,00
104,00
105,00
106,00
107,00
108,00
109,00
Precio
c/100VR
196,60
197,60
198,60
199,60
200,60
201,60
202,60
203,60
204,60
205,60
Pre 9
Precio
c/100 VN
71,86
72,22
72,59
72,95
73,32
73,68
74,05
74,42
74,78
75,15
26,53%
25,71%
24,90%
24,10%
23,33%
22,56%
21,81%
21,07%
20,34%
19,63%
TIR Real
11,12%
10,89%
10,66%
10,44%
10,21%
9,99%
9,77%
9,55%
9,33%
9,11%
TIR Real
0,00%
22,02%
21,30%
20,59%
19,90%
19,21%
18,54%
17,88%
17,23%
16,59%
15,96%
15,34%
Precio
c/100VR
68,00
68,00
69,00
78,50
79,50
80,50
81,50
82,50
83,50
84,50
85,50
Pre 15
Precio
c/100 VN
68,00
68,00
69,00
78,50
79,50
80,50
81,50
82,50
83,50
84,50
85,50
TIR Real
Precio
c/100VR
227,90
226,90
225,90
224,90
223,90
222,90
221,90
220,90
219,90
218,90
Precio
c/100VR
Dicount $
Precio
c/100 VN
17,05%
16,84%
16,64%
16,44%
16,24%
16,04%
15,85%
15,66%
15,47%
15,28%
TIR Real
TIR Real
32,57%
32,57%
32,23%
32,57%
32,57%
32,23%
31,56%
30,62%
29,43%
28,06%
26,55%
TIR real
16,03%
11,21%
11,38%
11,55%
11,72%
11,89%
12,07%
12,24%
12,42%
12,59%
12,77%
TIR Real
11,40%
10,89%
10,39%
9,90%
9,40%
8,92%
8,44%
7,96%
7,49%
7,03%
15/02/2012
BONAR VII
Precio
USD c/100VN
112,84
113,07
113,30
113,53
113,76
113,99
114,22
114,45
114,68
114,91
115,14
Precio $
c/100VR
445,00
450,00
455,00
460,00
465,00
470,00
475,00
480,00
485,00
490,00
495,00
BODEN 2015
Precio
USD
102,27
103,42
104,57
105,72
106,87
108,01
109,16
110,31
111,46
112,61
113,76
TIR (anual)
0,01%
0,69%
0,55%
0,42%
0,28%
0,14%
0,01%
-0,13%
-0,27%
-0,40%
-0,53%
-0,67%
Precio
c/100 VR USD
91,97
92,97
93,97
94,97
95,97
96,97
97,97
98,97
99,97
100,97
101,97
BONAR X
Precio
USD c/100VN
91,97
92,97
93,97
94,97
95,97
96,97
97,97
98,97
99,97
100,97
101,97
TIR Real
Precio $
c/100VR
469,30
470,30
471,30
472,30
473,30
474,30
475,30
476,30
477,30
478,30
479,30
BODEN 2012
Precio
USD
13,48
13,51
13,54
13,57
13,60
13,63
13,65
13,68
13,71
13,74
13,77
7,26%
6,88%
6,51%
6,14%
5,78%
5,43%
5,08%
4,74%
4,40%
4,06%
3,73%
TIR (s/a)
7,72%
9,83%
9,56%
9,28%
9,01%
8,74%
8,48%
8,22%
7,97%
7,72%
7,47%
7,22%
TIR Real
-14,47%
-14,87%
-15,27%
-15,66%
-16,06%
-16,45%
-16,84%
-17,22%
-17,60%
-17,99%
-18,36%
Precio $
c/100VR
464,00
465,00
466,00
467,00
468,00
469,00
470,00
471,00
472,00
473,00
474,00
BODEN 2013
Precio
USD
26,66
26,72
26,77
26,83
26,89
26,95
27,00
27,06
27,12
27,18
27,23
Precio BCBA
143,59
145,77
147,94
150,12
152,29
154,47
156,65
158,82
161,00
163,17
165,35
167,52
169,70
PAVA /PAVY
Bono Par USD
Precio all in USD
0
33,00
33,50
34,00
34,50
35,00
35,50
36,00
36,50
37,00
37,50
38,00
38,50
39,00
TIR Real
-7,28%
-7,56%
-7,84%
-8,12%
-8,40%
-8,67%
-8,94%
-9,21%
-9,48%
-9,75%
-10,01%
TIR
0
41,8
42,8
43,8
44,8
45,8
46,8
47,8
48,8
49,8
50,8
51,8
52,8
53,8
10,69%
12,05%
11,84%
11,65%
11,46%
11,27%
11,10%
10,92%
10,76%
10,59%
10,44%
10,28%
10,13%
9,99%
DIVA /DIVY
Bono de Descuento USD
Precio BCBA Precio all in USD
TIR mnima*
0
10,13%
400,32
92,00
13,04%
404,67
93,00
12,89%
409,02
94,00
12,75%
413,37
95,00
12,61%
417,72
96,00
12,47%
422,07
97,00
12,33%
426,42
98,00
12,20%
430,77
99,00
12,07%
435,13
100,00
11,94%
439,48
101,00
11,81%
443,83
102,00
11,68%
448,18
103,00
11,56%
452,53
104,00
11,43%
TIR mnima*
9,75%
12,08%
11,93%
11,79%
11,65%
11,51%
11,38%
11,25%
11,12%
11,00%
10,87%
10,75%
10,64%
10,52%