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

11/11/2025	5+	11,980.301046	0.6523	1.5103	12.9834	6.0634	9.4029	2,473	100.00	246,797.21	1,029,632,177	999	2,928.70	12,266,931.76	4,852	141.4485	7.2685	7.2171

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

11/11/2025	5+	NTN-B	08/15/2032	760199	BRSTNCNTB674	7.6247	4,262.520287	0.000000	23,167.40	0.26956470	98,751,534	9.59	1,692	1,384	199	693.57	2,941,640.32	2,123	34.3923
11/11/2025	5+	NTN-B	05/15/2033	760199	BRSTNCNTB6B1	7.5779	4,311.995110	0.000000	11,700.53	0.13614172	50,452,637	4.90	1,879	1,479	64	137.10	588,842.87	2,303	40.0056
11/11/2025	5+	NTN-B	05/15/2035	760199	BRSTNCNTB0O7	7.4164	4,286.470900	0.000000	52,613.16	0.61218122	225,524,775	21.90	2,378	1,766	247	973.60	4,155,832.51	2,828	57.8664
11/11/2025	5+	NTN-B	08/15/2040	760199	BRSTNCNTB3C6	7.2500	4,143.971369	0.000000	27,383.90	0.31862579	113,478,098	11.02	3,697	2,402	79	144.10	592,774.94	4,147	111.4318
11/11/2025	5+	NTN-B	05/15/2045	760199	BRSTNCNTB0A6	7.1745	4,169.541191	0.000000	36,111.77	0.42017907	150,569,517	14.62	4,884	2,742	122	401.39	1,667,462.52	5,196	156.3386
11/11/2025	5+	NTN-B	08/15/2050	760199	BRSTNCNTB3D4	7.1000	4,079.025117	0.000000	45,762.63	0.53247179	186,666,917	18.13	6,199	3,093	118	135.05	548,036.98	6,375	207.5366
11/11/2025	5+	NTN-B	05/15/2055	760199	BRSTNCNTB4Q4	7.0900	4,118.319447	0.000000	29,557.65	0.34391847	121,727,837	11.82	7,388	3,224	52	7.14	29,222.06	7,334	240.6236
11/11/2025	5+	NTN-B	08/15/2060	760199	BRSTNCNTB690	7.0899	4,022.448579	0.000000	20,500.17	0.23853000	82,460,864	8.01	8,705	3,418	118	436.75	1,743,119.53	8,449	278.4262

* Extragroup transactions. Preliminary data.
Source: ANBIMA

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