| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-12-21 | 100.00 | 96700.00 | 3151.36 | 0.00 | 3151.36 |
| 2024-06-21 | 100.00 | 126734.00 | 4130.14 | 0.00 | 4130.14 |
| 2024-12-21 | 100.00 | 114544.00 | 3732.88 | 0.00 | 3732.88 |
| 2025-06-21 | 100.00 | 114581.00 | 3713.68 | 0.00 | 3713.68 |
| 2025-12-21 | 0.00 | 0.00 | 3734.08 | 114581.00 | 118315.08 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | LOC2O | Valor Tecnico | 117437.68 | Semana TIR | -17.86% |
| Emisor | Loma Negra Compañia IndustriaLoma Negra Compañia Industrial Argentina S.A. | Valor Residual | 100.00% | Mes TIR | -47.77% |
| Tipo | Corporativo | Paridad | 100.48% | Semestre TIR | 17.35% |
| País | Argentina | TIR | 5.75% | 1ero Enero TIR | 7.28% |
| Mercado | BYMA | Macaulay Dur. | 0.60 | Año TIR | -4.80% |
| Moneda | ARS | Modified Dur. | 0.57 | Semana Precio | -2.12% |
| Fecha/Hora | 2025-05-09 16:38:21 | Effective Dur. | 0.03 | Mes Precio | -12.61% |
| Volumen | 16150 | Convexidad | 0.87 | Semestre Precio | 0.00% |
| Precio | 118000.00 | Int. Corrido | 2856.68 | 1ero Enero Precio | -0.37% |
| Variación | 0.85% | Cupon | 3713.68 | Año Precio | 10.28% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 129800.00 | 10.00% | -9.75 | -269.63% |
| 128620.00 | 9.00% | -8.37 | -245.62% |
| 127440.00 | 8.00% | -6.96 | -221.04% |
| 126260.00 | 7.00% | -5.51 | -195.82% |
| 125080.00 | 6.00% | -4.02 | -169.96% |
| 123900.00 | 5.00% | -2.50 | -143.45% |
| 122720.00 | 4.00% | -0.93 | -116.25% |
| 121540.00 | 3.00% | 0.67 | -88.34% |
| 120360.00 | 2.00% | 2.32 | -59.69% |
| 119180.00 | 1.00% | 4.01 | -30.28% |
| 118000.00 | 0.00% | 5.75 | 0.00% |
| 116820.00 | -1.00% | 7.53 | 30.95% |
| 115640.00 | -2.00% | 9.36 | 62.83% |
| 114460.00 | -3.00% | 11.25 | 95.61% |
| 113280.00 | -4.00% | 13.18 | 129.29% |
| 112100.00 | -5.00% | 15.18 | 163.94% |
| 110920.00 | -6.00% | 17.23 | 199.57% |
| 109740.00 | -7.00% | 19.33 | 236.25% |
| 108560.00 | -8.00% | 21.51 | 274.00% |
| 107380.00 | -9.00% | 23.74 | 312.88% |
| 106200.00 | -10.00% | 26.04 | 352.90% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 6.27 | 9.00% | 117651.32 | -0.30% |
| 6.21 | 8.00% | 117689.57 | -0.26% |
| 6.15 | 7.00% | 117727.87 | -0.23% |
| 6.10 | 6.00% | 117766.19 | -0.20% |
| 6.04 | 5.00% | 117804.55 | -0.17% |
| 5.98 | 4.00% | 117842.94 | -0.13% |
| 5.92 | 3.00% | 117881.37 | -0.10% |
| 5.87 | 2.00% | 117919.83 | -0.07% |
| 5.81 | 1.00% | 117958.32 | -0.04% |
| 5.75 | 0.00% | 118000.00 | 0.00% |
| 5.69 | -1.00% | 118035.41 | 0.03% |
| 5.63 | -2.00% | 118074.01 | 0.06% |
| 5.58 | -3.00% | 118112.63 | 0.10% |
| 5.52 | -4.00% | 118151.30 | 0.13% |
| 5.46 | -5.00% | 118189.99 | 0.16% |
| 5.40 | -6.00% | 118228.73 | 0.19% |
| 5.35 | -7.00% | 118267.49 | 0.23% |
| 5.29 | -8.00% | 118306.29 | 0.26% |
| 5.23 | -9.00% | 118345.12 | 0.29% |
| Desarrollo TIR 5.75% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-06-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.065 x (182/365)) x 100.00% x 100.00 x 1145.81]/[(1+5.75)^(42/365)] | 3689.87 | i |
| 2025-12-21 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.065 x (183/365)) x 100.00% x 100.00 x 1145.81]/[(1+5.75)^(225/365)] | 3607.59 | i |
| 2025-12-21 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+5.75)^(225/365)] | 110699.40 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.065 x (182/365)) x 1.00 x 1 x 100.00 x 1145.81 x (140/182) | 2856.68 |
| Desarrollo Duracion Macaulay | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Fecha | Per. Ponderados Formula | Per. Pond. Operacion | Periodos Ponderados | Factor Formula | Factor Operacion | Factor | Factor/Precio | Factor/Precio x Num. Periodos | Cap. o Int. | |
| 2025-06-21 | (Dias para cupon / Dias Año) | (42 / 365) | 0.12 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.065 x (182/365)) x 100.00% x 100.00 x 1145.81]/[(1+5.75)^(42/365)] | 3689.88 | 0.03 | 0.00 | i | |
| 2025-12-21 | (Dias para cupon / Dias Año) | (225 / 365) | 0.62 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+5.75)^(225/365)]+[(0.065 x (183/365)) x 100.00% x 100.00 x 1145.81]/[(1+5.75)^(225/365)] | 114309.86 | 0.97 | 0.60 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.60 | 0.60 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.60)/(1 + 5.75/100) | 0.57 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (117961.24 - 118038.28 )/( 2 x 118000 x 0.01) | 0.03 |
| Desarrollo Convexidad Suma Factores | ||||||||
|---|---|---|---|---|---|---|---|---|
| Fecha | Formula n2+n | Operacion n2+n | Factor n2+n | Formula VAN | Operacion VAN | Factor VAN | Formula n2+n X Factor VAN | Cap. o Int. |
| 2025-06-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (42 / 365) ^ 2 + (42 / 365) | 0.13 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.065 x (182/365)) x 100.00% x 100.00 x 1145.81]/[(1+5.75)^(42/365)] | 3689.88 | 473.45 | i |
| 2025-12-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (225 / 365) ^ 2 + (225 / 365) | 1.00 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+5.75)^(225/365)]+[(0.065 x (183/365)) x 100.00% x 100.00 x 1145.81]/[(1+5.75)^(225/365)] | 114309.86 | 113902.30 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [118000 x ((1 + 5.7456875000001) ^ 2)]] x 114375.74] | 0.87 |
| F. de Emision | 2023-06-21 | ||
| F. de Vencimiento | 2025-12-21 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El 100% del valor nominal de las Obligaciones Negociables Clase 2 será repagado en forma íntegra en la Fecha de Vencimiento de las Obligaciones Negociables Clase 2. | ||
| Interes | Tasa de Interés de las Obligaciones Negociables: 6,50%. | ||
| Frecuencia | Se pagarán en forma vencida. Los pagos de intereses serán realizados semestralmente, en las siguientes fechas: 21 de diciembre de 2023, 21 de junio de 2024. 21 de diciembre de 2024, 21 de junio de 2025, y en la Fecha de Vencimiento. | ||
| ISIN | ARLOMA560041 |