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

07/17/2025	TOTAL	20,194.416571	0.2361	-0.2497	10.4944	9.3803	19.2907	574	100.00	1,832,966.75	1,479,761,390	--	--	--	879	8.8267	14.2777	13.9997

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

07/17/2025	TOTAL	LTN	10/01/2025	100000	BRSTNCLTN863	14.8943	970.686291	0.000000	113,870.77	1.55400311	110,532,797	7.47	54	54	--	--	--	76	0.1971
07/17/2025	TOTAL	LTN	01/01/2026	100000	BRSTNCLTN7U7	14.9000	937.033045	0.000000	176,965.99	2.41506842	165,822,984	11.21	118	118	--	--	--	169	0.5208
07/17/2025	TOTAL	LTN	04/01/2026	100000	BRSTNCLTN8B5	14.8650	906.249153	0.000000	96,692.08	1.31956421	87,627,117	5.92	179	179	--	--	--	258	0.9208
07/17/2025	TOTAL	LTN	07/01/2026	100000	BRSTNCLTN848	14.7905	876.893228	0.000000	215,913.79	2.94659198	189,333,341	12.79	240	240	--	--	--	349	1.4111
07/17/2025	TOTAL	LTN	10/01/2026	100000	BRSTNCLTN8G4	14.5509	848.385189	0.000000	31,491.01	0.42976020	26,716,506	1.81	305	305	--	--	--	441	2.0387
07/17/2025	TOTAL	NTN-F	01/01/2027	950199	BRSTNCNTF1P8	14.2787	952.366854	0.000000	110,233.29	1.50436215	104,982,534	7.09	367	349	--	--	--	512	2.5733
07/17/2025	TOTAL	LTN	04/01/2027	100000	BRSTNCLTN8I0	14.1528	799.083573	0.000000	83,453.27	1.13889320	66,686,140	4.51	427	427	--	--	--	623	3.5037
07/17/2025	TOTAL	LTN	07/01/2027	100000	BRSTNCLTN871	13.9420	775.856540	0.000000	113,567.28	1.54986140	88,111,921	5.95	490	490	--	--	--	714	4.4099
07/17/2025	TOTAL	LTN	01/01/2028	100000	BRSTNCLTN897	13.6945	729.971021	0.000000	71,281.52	0.97278441	52,033,448	3.52	618	618	--	--	--	900	6.5498
07/17/2025	TOTAL	LTN	07/01/2028	100000	BRSTNCLTN8F6	13.6000	686.976023	0.000000	28,721.53	0.39196490	19,731,002	1.33	742	742	--	--	--	1,082	8.9998
07/17/2025	TOTAL	LTN	01/01/2029	100000	BRSTNCLTN806	13.6720	643.793075	0.000000	237,118.35	3.23597224	152,655,153	10.32	866	866	--	--	--	1,265	11.7992
07/17/2025	TOTAL	NTN-F	01/01/2029	950199	BRSTNCNTF1Q6	13.7299	910.665855	0.000000	117,908.63	1.60910805	107,375,362	7.26	866	746	--	--	--	1,125	9.7124
07/17/2025	TOTAL	LTN	01/01/2030	100000	BRSTNCLTN8A7	13.7870	564.692857	0.000000	105,110.30	1.43444832	59,355,037	4.01	1,115	1,115	--	--	--	1,630	18.5377
07/17/2025	TOTAL	NTN-F	01/01/2031	950199	BRSTNCNTF204	14.0035	864.117342	0.000000	122,258.34	1.66846891	105,645,553	7.14	1,367	1,062	--	--	--	1,676	19.1892
07/17/2025	TOTAL	LTN	01/01/2032	100000	BRSTNCLTN8J8	13.9750	431.539801	0.000000	70,284.30	0.95917524	30,330,474	2.05	1,619	1,619	--	--	--	2,360	36.7198
07/17/2025	TOTAL	NTN-F	01/01/2033	950199	BRSTNCNTF212	13.9866	833.193617	0.000000	55,218.16	0.75356648	46,007,421	3.11	1,871	1,309	--	--	--	2,186	29.7991
07/17/2025	TOTAL	NTN-F	01/01/2035	950199	BRSTNCNTF238	14.0720	806.179104	0.000000	82,878.11	1.13104389	66,814,600	4.52	2,370	1,494	--	--	--	2,665	40.1696

* Extragroup transactions. Preliminary data.
Source: ANBIMA

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