Emerging Market Wrap-up January 18, 2006


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Abgeschickt von rolf am 18 Januar, 2006 um 08:19:48

EMBI+ Index 237 + 2bp


US$ Latin America NY close

Argentina

FX: 3.045

Bond Desc BID ASK BidYld AskYld Duration
-------------------------------------------------------------
ArgDis USD* 87.500 88.000 9.40 9.35 12.08
ArgPar USD* 34.000 34.500 9.12 9.02 15.32
ArgDis Eur* 87.350 87.850 8.92 8.88 12.43
ArgPar Eur* 33.875 34.375 8.65 8.55 16.07
ArgDis ARS/$ 39.000 39.500 6.25 6.16 14.52
ArgPar ARS/$ 16.000 16.250 5.46 5.39 21.31

ArgBod12 79.700 80.200 8.68 8.46 3.01
ArgBod13 82.500 83.000 9.11 8.91 3.21

ArgBod07 21.500 21.750 1.07 -1.10 0.53
ArgBod08 25.000 25.250 -0.06 -0.75 1.43
Pre08 62.700 63.200 0.75 0.34 1.96
Pro12 58.750 59.250 2.90 2.71 4.57
ArgBogar18 45.850 46.350 4.82 4.64 6.30
ArgBod14 33.100 33.600 3.96 3.72 6.41

GDP Wrts ARS 1.670 1.770
GDP Wrts USD 5.600 5.800
GDP Wrts EUR 5.450 5.650
*Clean prices.

Ecuador

B/S ASSET BID ASK BidYld AskYld BidSpd AskSpd SpdChg
--------------------------------------------------------------------------------
Ecua 9.375 15 95.50 96.50 10.10 9.94 576 560 1
Ecua 8.00 30 93.50 94.50 10.69 10.57 617 605 1

Cesp 08 108.75-110.25 6.29-5.23 1x1 151 202 3y 76 Brz08
Cesp 11 110.00-112.00 11.36-10.87 658 706 5y 511 Brz11

EUR Latin America London close

Asset BidPx AskPx BidYld AskYld GvBidSp GvAskSp ChgBp ModDur $Spd
--------------------------------------------------------------------------------
S ARGDIS E 87.75 88.25 9.10% 9.04% 557 551 551 9.77 117
B ARGPAR E 34.00 34.50 8.68% 8.59% 514 505 505 15.27 94
B ARGWTS E 5.45 5.70 10.22% 10.05% 1022 1005 1005 27.15 0




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