Abgeschickt von rolf am 19 Januar, 2006 um 08:01:59
EMBI+ Index 235 -2bp
US$ Latin America NY close
Argentina
FX: 3.0475
Bond Desc BID ASK BidYld AskYld Duration
-------------------------------------------------------------
ArgDis USD* 87.900 88.400 9.36 9.31 12.09
ArgPar USD* 34.000 34.500 9.12 9.03 15.31
ArgDis Eur* 87.750 88.250 8.89 8.84 12.44
ArgPar Eur* 33.900 34.400 8.64 8.55 16.06
ArgDis ARS/$ 38.900 39.400 6.27 6.18 14.50
ArgPar ARS/$ 16.000 16.500 5.46 5.32 21.30
ArgBod12 79.750 80.250 8.68 8.46 3.00
ArgBod13 82.750 83.250 9.03 8.84 3.20
ArgBod07 21.500 21.750 1.13 -1.07 0.52
ArgBod08 25.000 25.500 -0.04 -1.42 1.42
Pre08 62.750 63.250 0.72 0.32 1.95
Pro12 58.750 59.250 2.91 2.72 4.56
ArgBogar18 45.900 46.400 4.81 4.63 6.29
ArgBod14 33.050 33.550 3.99 3.75 6.40
GDP Wrts ARS 1.660 1.720
GDP Wrts USD 5.700 5.800
GDP Wrts EUR 5.450 5.650
*Clean prices.
B/S ASSET BID ASK BidYld AskYld BidSpd AskSpd
SpdChg
------------------------------------------------------------------------
--------
Ecua 12.00 12 101.50 102.50 6.96 3.80 262 -55
-21
Ecua 9.375 15 95.75 96.75 10.06 9.89 573 556
-4
Ecua 8.00 30 94.00 95.00 10.63 10.51 612 600
-5
Cesp 08 108.75-110.25 6.25-5.19 1x1 148 200 3y 74
Brz08
Cesp 11 110.00-112.00 11.35-10.86 658 706 5y 514
Brz11
EUR Latin America London close
Asset BidPx AskPx BidYld AskYld GvBidSp GvAskSp ChgBp
ModDur $Spd
------------------------------------------------------------------------
--------
S ARGDIS E 87.50 88.00 9.13% 9.07% 558 552 -2
9.74 115
B ARGPAR E 33.90 34.40 8.70% 8.61% 515 505 -2
15.24 90
B ARGWTS E 5.40 5.65 10.26% 10.09% 1026 1009 -3
27.13 0