ANBIMA - ANBIMA Market Index


IMA – ANBIMA Market Index

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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

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