ANBIMA - ANBIMA Market Index


IMA – ANBIMA Market Index

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ANBIMA Market Index - IRF-M

Reference Date	Reference	Index	Daily Variation (%)	Monthly Variation (%)	Yearly Variation (%)	12-Month Variation (%)	24-Months Variation (%)	Duration (business day)	Weight (%)	Amount (1,000 Bonds)	Portifolio at Market Value (R$ thousand)	Number of Trades *	Amount Traded (1,000 bonds) *	Amount Traded (R$ thousand) *	PMR	Convexidade	Yield	Redemption Yield

10/08/2026	TOTAL	24,396.264704	0.3307	3.3177	12.9147	16.8610	30.2535	633	100.00	2,282,209.20	1,894,327,759	621	29,543.62	24,163,548.14	976	9.9855	12.6566	12.6204

Portfolio Composition - IRF-M

Reference Date	Reference	Bonds	Maturity Date	Selic Code	ISIN Code	Indicative Rate (% p.y.)	Unit Price (R$)	Coupon Unit Price (R$)	Amount (1,000 bonds)	Theoretical Amount	Portifolio at Market Value(R$ thousand)	Weight (%)	Term(business day)	Duration (business day)	Number of Trades *	Amount Traded (1,000 bonds) *	Amount Traded (R$ thousand) *	PMR	Convexidade

10/08/2026	TOTAL	NTN-F	01/01/2027	950199	BRSTNCNTF1P8	13.2351	1,019.732685	0.000000	110,204.06	1.41927260	112,378,685	5.93	57	57	17	1,023.07	1,043,313.13	88	0.2163
10/08/2026	TOTAL	LTN	04/01/2027	100000	BRSTNCLTN8I0	13.1049	944.429057	0.000000	149,405.49	1.92413160	141,102,887	7.45	117	117	5	1,110.44	1,048,669.48	175	0.5314
10/08/2026	TOTAL	LTN	07/01/2027	100000	BRSTNCLTN871	12.8194	917.451278	0.000000	113,567.28	1.46258615	104,192,451	5.50	180	180	8	814.59	747,154.78	266	0.9620
10/08/2026	TOTAL	LTN	10/01/2027	100000	BRSTNCLTN8L4	12.6707	890.488267	0.000000	123,866.69	1.59522792	110,301,833	5.82	245	245	15	1,819.40	1,619,726.38	358	1.5104
10/08/2026	TOTAL	LTN	01/01/2028	100000	BRSTNCLTN897	12.5599	865.361763	0.000000	156,084.68	2.01015016	135,069,716	7.13	308	308	21	1,458.32	1,261,657.02	452	2.1437
10/08/2026	TOTAL	LTN	04/01/2028	100000	BRSTNCLTN8M2	12.4385	841.476015	0.000000	35,699.99	0.45976548	30,040,689	1.59	371	371	1	16.00	13,450.49	543	2.8789
10/08/2026	TOTAL	LTN	07/01/2028	100000	BRSTNCLTN8F6	12.3294	819.294083	0.000000	28,721.53	0.36989271	23,531,379	1.24	432	432	5	213.92	174,920.02	634	3.6877
10/08/2026	TOTAL	LTN	10/01/2028	100000	BRSTNCLTN8N0	12.4122	794.303050	0.000000	40,482.36	0.52135557	32,155,260	1.70	496	496	7	1,350.00	1,070,666.72	725	4.6233
10/08/2026	TOTAL	LTN	01/01/2029	100000	BRSTNCLTN806	12.4169	772.409716	0.000000	254,422.96	3.27660823	196,518,768	10.37	556	556	92	7,917.47	6,101,881.24	817	5.5979
10/08/2026	TOTAL	NTN-F	01/01/2029	950199	BRSTNCNTF1Q6	12.2455	987.757224	0.000000	117,808.82	1.51721109	116,366,510	6.14	556	499	78	1,545.00	1,522,534.30	745	4.9177
10/08/2026	TOTAL	LTN	07/01/2029	100000	BRSTNCLTN8K6	12.5150	727.466736	0.000000	244,686.99	3.15122268	178,001,647	9.40	680	680	16	1,549.61	1,124,975.88	998	7.8832
10/08/2026	TOTAL	LTN	01/01/2030	100000	BRSTNCLTN8A7	12.5376	685.697411	0.000000	194,595.89	2.50612006	133,433,897	7.04	805	805	31	2,103.46	1,436,130.65	1,182	10.5797
10/08/2026	TOTAL	NTN-F	01/01/2031	950199	BRSTNCNTF204	12.6246	949.192219	0.000000	248,787.00	3.20402500	236,146,685	12.47	1,057	859	98	1,610.14	1,523,283.80	1,324	13.1695
10/08/2026	TOTAL	LTN	01/01/2032	100000	BRSTNCLTN8J8	12.7035	537.296540	0.000000	201,089.12	2.58974375	108,044,490	5.70	1,309	1,309	55	2,142.02	1,143,242.47	1,912	25.3318
10/08/2026	TOTAL	NTN-F	01/01/2033	950199	BRSTNCNTF212	12.7612	918.083391	0.000000	100,362.80	1.29253102	92,141,418	4.86	1,561	1,147	61	1,125.06	1,028,327.09	1,853	23.4242
10/08/2026	TOTAL	NTN-F	01/01/2035	950199	BRSTNCNTF238	12.7840	896.639722	0.000000	114,431.77	1.47371951	102,604,071	5.42	2,060	1,373	66	1,925.68	1,711,816.63	2,345	34.3737
10/08/2026	TOTAL	NTN-F	01/01/2037	950199	BRSTNCNTF2K7	12.7560	881.346550	0.000000	47,991.76	0.61806608	42,297,374	2.23	2,562	1,550	45	1,819.44	1,591,798.06	2,814	45.3665

* Extragroup transactions. Preliminary data.
Source: ANBIMA

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