| 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 | 107582.00 | 3505.99 | 0.00 | 3505.99 |
| 2025-06-21 | 100.00 | 107582.00 | 3486.84 | 0.00 | 3486.84 |
| 2025-12-21 | 0.00 | 0.00 | 3505.99 | 107582.00 | 111087.99 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | LOC2O | Valor Tecnico | 110513.24 | Semana TIR | 52.82% |
| Emisor | Loma Negra Compañia IndustriaLoma Negra Compañia Industrial Argentina S.A. | Valor Residual | 100.00% | Mes TIR | 2.68% |
| Tipo | Corporativo | Paridad | 100.09% | Semestre TIR | -37.46% |
| País | Argentina | TIR | 6.51% | 1ero Enero TIR | -14.98% |
| Mercado | BYMA | Macaulay Dur. | 1.04 | Año TIR | 48.42% |
| Moneda | ARS | Modified Dur. | 0.97 | Semana Precio | -4.64% |
| Fecha/Hora | 2024-11-20 17:00:07 | Effective Dur. | 0.06 | Mes Precio | -7.44% |
| Volumen | 0 | Convexidad | 1.89 | Semestre Precio | 0.55% |
| Precio | 110610.00 | Int. Corrido | 2931.24 | 1ero Enero Precio | 14.62% |
| Variación | 0.00% | Cupon | 3505.99 | Año Precio | 14.03% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 121671.00 | 10.00% | -2.84 | -143.67% |
| 120564.90 | 9.00% | -1.99 | -130.50% |
| 119458.80 | 8.00% | -1.11 | -117.06% |
| 118352.70 | 7.00% | -0.22 | -103.40% |
| 117246.60 | 6.00% | 0.69 | -89.46% |
| 116140.50 | 5.00% | 1.61 | -75.27% |
| 115034.40 | 4.00% | 2.55 | -60.79% |
| 113928.30 | 3.00% | 3.51 | -46.04% |
| 112822.20 | 2.00% | 4.49 | -31.00% |
| 111716.10 | 1.00% | 5.49 | -15.66% |
| 110610.00 | 0.00% | 6.51 | 0.00% |
| 109503.90 | -1.00% | 7.55 | 15.94% |
| 108397.80 | -2.00% | 8.61 | 32.23% |
| 107291.70 | -3.00% | 9.69 | 48.86% |
| 106185.60 | -4.00% | 10.80 | 65.83% |
| 105079.50 | -5.00% | 11.92 | 83.15% |
| 103973.40 | -6.00% | 13.08 | 100.85% |
| 102867.30 | -7.00% | 14.25 | 118.93% |
| 101761.20 | -8.00% | 15.45 | 137.39% |
| 100655.10 | -9.00% | 16.68 | 156.27% |
| 99549.00 | -10.00% | 17.94 | 175.57% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 7.10 | 9.00% | 109981.79 | -0.57% |
| 7.03 | 8.00% | 110051.04 | -0.51% |
| 6.97 | 7.00% | 110120.38 | -0.44% |
| 6.90 | 6.00% | 110189.81 | -0.38% |
| 6.84 | 5.00% | 110259.32 | -0.32% |
| 6.77 | 4.00% | 110328.92 | -0.25% |
| 6.71 | 3.00% | 110398.61 | -0.19% |
| 6.64 | 2.00% | 110468.39 | -0.13% |
| 6.58 | 1.00% | 110538.26 | -0.06% |
| 6.51 | 0.00% | 110610.00 | 0.00% |
| 6.44 | -1.00% | 110678.26 | 0.06% |
| 6.38 | -2.00% | 110748.39 | 0.13% |
| 6.31 | -3.00% | 110818.61 | 0.19% |
| 6.25 | -4.00% | 110888.92 | 0.25% |
| 6.18 | -5.00% | 110959.32 | 0.32% |
| 6.12 | -6.00% | 111029.81 | 0.38% |
| 6.05 | -7.00% | 111100.39 | 0.44% |
| 5.99 | -8.00% | 111171.06 | 0.51% |
| 5.92 | -9.00% | 111241.82 | 0.57% |
| Desarrollo TIR 6.51% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-12-21 | [(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 1075.82]/[(1+6.51)^(30/365)] | 3487.87 | i |
| 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 1075.82]/[(1+6.51)^(212/365)] | 3361.42 | 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 1075.82]/[(1+6.51)^(395/365)] | 3274.69 | i |
| 2025-12-21 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1075.82]/[(1+6.51)^(395/365)] | 100484.24 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (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 (183/365)) x 1.00 x 1 x 100.00 x 1075.82 x (153/183) | 2931.24 |
| 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. | |
| 2024-12-21 | (Dias para cupon / Dias Año) | (30 / 365) | 0.08 | [(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 1075.82]/[(1+6.51)^(30/365)] | 3487.87 | 0.03 | 0.00 | i | |
| 2025-06-21 | (Dias para cupon / Dias Año) | (212 / 365) | 0.58 | [(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 1075.82]/[(1+6.51)^(212/365)] | 3361.44 | 0.03 | 0.02 | i | |
| 2025-12-21 | (Dias para cupon / Dias Año) | (395 / 365) | 1.08 | [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 1075.82]/[(1+6.51)^(395/365)]+[(0.065 x (183/365)) x 100.00% x 100.00 x 1075.82]/[(1+6.51)^(395/365)] | 103760.31 | 0.94 | 1.02 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.04 | 1.04 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.04)/(1 + 6.51/100) | 0.97 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (110539.68 - 110679.66 )/( 2 x 110610 x 0.01) | 0.06 |
| 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. |
| 2024-12-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (30 / 365) ^ 2 + (30 / 365) | 0.09 | [(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 1075.82]/[(1+6.51)^(30/365)] | 3487.87 | 310.24 | i |
| 2025-06-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (212 / 365) ^ 2 + (212 / 365) | 0.92 | [(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 1075.82]/[(1+6.51)^(212/365)] | 3361.44 | 3086.40 | i |
| 2025-12-21 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (395 / 365) ^ 2 + (395 / 365) | 2.25 | [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 1075.82]/[(1+6.51)^(395/365)]+[(0.065 x (183/365)) x 100.00% x 100.00 x 1075.82]/[(1+6.51)^(395/365)] | 103760.31 | 233806.31 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [110610 x ((1 + 6.5086875000001) ^ 2)]] x 237202.94] | 1.89 |
| 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 |