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

07/17/2025	5	10,100.872168	0.0909	-0.0464	5.9917	7.9659	17.6496	605	100.00	166,460.58	730,364,976	--	--	--	898	8.7249	8.8415	8.4042

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

07/17/2025	5	NTN-B	08/15/2026	760199	BRSTNCNTB4U6	10.1671	4,459.371245	0.000000	50,190.14	0.69412444	223,816,463	30.64	273	262	--	--	--	381	1.7756
07/17/2025	5	NTN-B	05/15/2027	760199	BRSTNCNTB682	8.8754	4,371.137873	0.000000	26,824.63	0.37098186	117,254,156	16.05	458	436	--	--	--	640	4.0691
07/17/2025	5	NTN-B	08/15/2028	760199	BRSTNCNTB4X0	8.2916	4,377.906585	0.000000	47,144.90	0.65200915	206,395,986	28.26	773	698	--	--	--	1,031	9.3873
07/17/2025	5	NTN-B	05/15/2029	760199	BRSTNCNTB716	7.9343	4,308.515965	0.000000	10,452.94	0.14456308	45,036,659	6.17	957	859	--	--	--	1,276	13.6123
07/17/2025	5	NTN-B	08/15/2030	760199	BRSTNCNTB3B8	7.7800	4,328.745079	0.000000	31,847.96	0.44045404	137,861,713	18.88	1,271	1,082	--	--	--	1,631	21.3784

* Extragroup transactions. Preliminary data.
Source: ANBIMA

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