| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-03-11 | 100.00 | 100.00 | 3.73 | 0.00 | 3.73 |
| 2024-09-11 | 100.00 | 100.00 | 3.78 | 0.00 | 3.78 |
| 2025-03-11 | 100.00 | 100.00 | 3.71 | 0.00 | 3.71 |
| 2025-09-11 | 100.00 | 100.00 | 3.78 | 0.00 | 3.78 |
| 2026-03-11 | 0.00 | 0.00 | 3.71 | 100.00 | 103.71 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | LOC3D | Valor Tecnico | 101.23 | Semana TIR | 3.52% |
| Emisor | Loma Negra Compañia IndustriaLoma Negra Compañia Industrial Argentina S.A. | Valor Residual | 100.00% | Mes TIR | 5.08% |
| Tipo | Corporativo | Paridad | 99.97% | Semestre TIR | 40.88% |
| País | Argentina | TIR | 7.65% | 1ero Enero TIR | 7.90% |
| Mercado | BYMA | Macaulay Dur. | 0.82 | Año TIR | 10.71% |
| Moneda | USD | Modified Dur. | 0.76 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-05-09 16:53:57 | Effective Dur. | 0.06 | Mes Precio | 0.30% |
| Volumen | 110200 | Convexidad | 1.29 | Semestre Precio | -2.60% |
| Precio | 101.20 | Int. Corrido | 1.23 | 1ero Enero Precio | -1.60% |
| Variación | -0.15% | Cupon | 3.78 | Año Precio | -1.17% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 111.32 | 10.00% | -4.19 | -154.74% |
| 110.31 | 9.00% | -3.11 | -140.69% |
| 109.30 | 8.00% | -2.02 | -126.35% |
| 108.28 | 7.00% | -0.89 | -111.70% |
| 107.27 | 6.00% | 0.25 | -96.74% |
| 106.26 | 5.00% | 1.42 | -81.48% |
| 105.25 | 4.00% | 2.61 | -65.88% |
| 104.24 | 3.00% | 3.83 | -49.94% |
| 103.22 | 2.00% | 5.08 | -33.65% |
| 102.21 | 1.00% | 6.35 | -17.00% |
| 101.20 | 0.00% | 7.65 | 0.00% |
| 100.19 | -1.00% | 8.98 | 17.42% |
| 99.18 | -2.00% | 10.34 | 35.23% |
| 98.16 | -3.00% | 11.74 | 53.45% |
| 97.15 | -4.00% | 13.17 | 72.09% |
| 96.14 | -5.00% | 14.62 | 91.17% |
| 95.13 | -6.00% | 16.12 | 110.70% |
| 94.12 | -7.00% | 17.65 | 130.70% |
| 93.10 | -8.00% | 19.22 | 151.19% |
| 92.09 | -9.00% | 20.82 | 172.19% |
| 91.08 | -10.00% | 22.47 | 193.71% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 8.34 | 9.00% | 100.67 | -0.52% |
| 8.26 | 8.00% | 100.73 | -0.46% |
| 8.19 | 7.00% | 100.79 | -0.40% |
| 8.11 | 6.00% | 100.85 | -0.35% |
| 8.03 | 5.00% | 100.91 | -0.29% |
| 7.96 | 4.00% | 100.97 | -0.23% |
| 7.88 | 3.00% | 101.02 | -0.17% |
| 7.80 | 2.00% | 101.08 | -0.12% |
| 7.73 | 1.00% | 101.14 | -0.06% |
| 7.65 | 0.00% | 101.20 | 0.00% |
| 7.57 | -1.00% | 101.26 | 0.06% |
| 7.50 | -2.00% | 101.32 | 0.12% |
| 7.42 | -3.00% | 101.38 | 0.18% |
| 7.34 | -4.00% | 101.44 | 0.23% |
| 7.27 | -5.00% | 101.50 | 0.29% |
| 7.19 | -6.00% | 101.56 | 0.35% |
| 7.11 | -7.00% | 101.61 | 0.41% |
| 7.04 | -8.00% | 101.67 | 0.47% |
| 6.96 | -9.00% | 101.73 | 0.53% |
| Desarrollo TIR 7.65% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-09-11 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0749 x (184/365)) x 100.00% x 100.00]/[(1+7.65)^(124/365)] | 3.68 | i |
| 2026-03-11 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0749 x (181/365)) x 100.00% x 100.00]/[(1+7.65)^(305/365)] | 3.49 | i |
| 2026-03-11 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+7.65)^(305/365)] | 94.03 | 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 (Dias Corridos / Dias entre Cupones) | (0.0749 x (184/365)) x 1.00 x 1 x 100.00 x (60/184) | 1.23 |
| 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. | |
| 2025-09-11 | (Dias para cupon / Dias Año) | (124 / 365) | 0.34 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0749 x (184/365)) x 100.00% x 100.00]/[(1+7.65)^(124/365)] | 3.68 | 0.04 | 0.01 | i | |
| 2026-03-11 | (Dias para cupon / Dias Año) | (305 / 365) | 0.84 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+7.65)^(305/365)]+[(0.0749 x (181/365)) x 100.00% x 100.00]/[(1+7.65)^(305/365)] | 97.52 | 0.96 | 0.81 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.82 | 0.82 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.82)/(1 + 7.65/100) | 0.76 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (101.14 - 101.26 )/( 2 x 101.2 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. |
| 2025-09-11 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (124 / 365) ^ 2 + (124 / 365) | 0.46 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0749 x (184/365)) x 100.00% x 100.00]/[(1+7.65)^(124/365)] | 3.68 | 1.68 | i |
| 2026-03-11 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (305 / 365) ^ 2 + (305 / 365) | 1.53 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+7.65)^(305/365)]+[(0.0749 x (181/365)) x 100.00% x 100.00]/[(1+7.65)^(305/365)] | 97.52 | 149.58 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [101.2 x ((1 + 7.652) ^ 2)]] x 151.25] | 1.29 |
| F. de Emision | 2023-09-11 | ||
| F. de Vencimiento | 2026-03-11 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El 100% del valor nominal de las Obligaciones Negociables Clase 3 será repagado en forma íntegra en la Fecha de Vencimiento de las Obligaciones Negociables Clase 3. | ||
| Interes | Tasa de Interés de las Obligaciones Negociables: 7,49%. | ||
| Frecuencia | Se pagarán en forma vencida. Los pagos de intereses serán realizados semestralmente, en las siguientes fechas: 11 de marzo de 2024, 11 de septiembre de 2024, 11 de marzo de 2025, 11 de septiembre de 2025 y en la Fecha de Vencimiento. | ||
| ISIN | ARLOMA560058 |