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

01/24/2022	TOTAL	14,154.793861	0.1725	0.0216	0.0216	-0.4581	3.8503	466	100.00	1,571,493.09	1,403,354,463	--	--	--	702	6.3778	11.4680	11.4249

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

01/24/2022	TOTAL	LTN	04/01/2022	100000	BRSTNCLTN7T9	10.6989	981.221200	0.000000	126,205.95	1.27296364	123,835,954	8.82	47	47	--	--	--	67	0.1806
01/24/2022	TOTAL	LTN	07/01/2022	100000	BRSTNCLTN7O0	11.5151	953.951523	0.000000	110,946.03	1.11904595	105,837,130	7.54	109	109	--	--	--	158	0.4983
01/24/2022	TOTAL	LTN	10/01/2022	100000	BRSTNCLTN7V5	11.8021	925.862417	0.000000	92,824.79	0.93626789	85,942,982	6.12	174	174	--	--	--	252	0.9338
01/24/2022	TOTAL	LTN	01/01/2023	100000	BRSTNCLTN7D3	11.8359	900.540576	0.000000	147,022.14	1.48292408	132,399,405	9.43	236	236	--	--	--	343	1.4500
01/24/2022	TOTAL	NTN-F	01/01/2023	950199	BRSTNCNTF147	11.8382	990.979781	0.000000	124,016.57	1.25088072	122,897,917	8.76	236	230	--	--	--	335	1.4051
01/24/2022	TOTAL	LTN	07/01/2023	100000	BRSTNCLTN7Q5	11.7969	852.736056	0.000000	198,321.20	2.00034691	169,115,641	12.05	360	360	--	--	--	525	2.7758
01/24/2022	TOTAL	LTN	01/01/2024	100000	BRSTNCLTN7S1	11.4883	811.152203	0.000000	280,908.66	2.83335702	227,859,681	16.24	485	485	--	--	--	708	4.5284
01/24/2022	TOTAL	LTN	07/01/2024	100000	BRSTNCLTN7W3	11.3280	771.565291	0.000000	93,110.74	0.93915214	71,841,016	5.12	609	609	--	--	--	889	6.6621
01/24/2022	TOTAL	LTN	01/01/2025	100000	BRSTNCLTN7N2	11.1882	732.708172	0.000000	83,704.09	0.84427287	61,330,669	4.37	739	739	--	--	--	1,074	9.3282
01/24/2022	TOTAL	NTN-F	01/01/2025	950199	BRSTNCNTF170	11.1310	980.112842	0.000000	104,957.48	1.05864303	102,870,169	7.33	739	655	--	--	--	970	7.9862
01/24/2022	TOTAL	NTN-F	01/01/2027	950199	BRSTNCNTF1P8	11.2000	964.213120	0.000000	110,327.64	1.11280863	106,379,355	7.58	1,242	1,002	--	--	--	1,536	17.8077
01/24/2022	TOTAL	NTN-F	01/01/2029	950199	BRSTNCNTF1Q6	11.4432	942.735405	0.000000	60,006.40	0.60524852	56,570,157	4.03	1,742	1,281	--	--	--	2,053	29.1828
01/24/2022	TOTAL	NTN-F	01/01/2031	950199	BRSTNCNTF204	11.4387	931.862098	0.000000	39,141.40	0.39479580	36,474,387	2.60	2,245	1,507	--	--	--	2,539	41.4392

* Extragroup transactions. Preliminary data.
Source: ANBIMA

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