IMA – ANBIMA Market Index
Quadro Resumo
IRF-M
IRF-M 1
IRF-M 1+
IMA-B
IMA-B 5
IMA-B 5+
IMA-C
IMA-S
IMA-GERAL
IMA-GERAL ex-C
RESULTS
PORTFOLIO
BOTH
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ANBIMA Market Index - IMA-B 5
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
05/27/2022
5
7,736.562568
-0.1149
0.6234
6.0873
9.6487
17.6877
473
100.00
205,746.85
826,982,911
--
--
--
695
6.5863
6.2884
5.8360
Portfolio Composition - IMA-B 5
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
05/27/2022
5
NTN-B
08/15/2022
760199
BRSTNCNTB3Y0
7.7038
4,014.297179
0.000000
42,299.74
0.39572109
169,803,723
20.53
55
55
--
--
--
80
0.2292
05/27/2022
5
NTN-B
05/15/2023
760199
BRSTNCNTB4O9
6.3542
3,960.245913
0.000000
45,764.48
0.42813432
181,238,595
21.92
241
237
--
--
--
348
1.6240
05/27/2022
5
NTN-B
08/15/2024
760199
BRSTNCNTB096
5.9051
4,037.482953
0.000000
51,304.42
0.47996138
207,140,725
25.05
557
522
--
--
--
764
5.8427
05/27/2022
5
NTN-B
05/15/2025
760199
BRSTNCNTB633
5.7594
3,998.268046
0.000000
26,311.63
0.24614971
105,200,965
12.72
744
692
--
--
--
1,015
9.5056
05/27/2022
5
NTN-B
08/15/2026
760199
BRSTNCNTB4U6
5.5697
4,090.781305
0.000000
33,849.53
0.31666795
138,471,012
16.74
1,062
941
--
--
--
1,389
16.9066
05/27/2022
5
NTN-B
05/15/2027
760199
BRSTNCNTB682
5.5848
4,041.770597
0.000000
6,217.05
0.05816154
25,127,890
3.04
1,248
1,099
--
--
--
1,628
22.3745
* Extragroup transactions. Preliminary data.
Source: ANBIMA
Save Changes
Quadro Resumo
IRF-M
IRF-M 1
IRF-M 1+
IMA-B
IMA-B 5
IMA-B 5+
IMA-C
IMA-S
IMA-GERAL
IMA-GERAL ex-C
RESULTS
PORTFOLIO
BOTH
|
XLS
|
CSV
|
TXT
|
XML