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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XLS
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CSV
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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
11/12/2024
5+
11,140.150079
-1.3746
0.2386
-4.0048
1.7307
15.7729
2,473
100.00
225,343.71
935,495,638
1,185
850.38
3,598,147.70
4,776
144.0036
6.7904
6.7741
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
11/12/2024
5+
NTN-B
08/15/2030
760199
BRSTNCNTB3B8
6.8998
4,250.156609
0.000000
27,743.96
0.33038300
117,916,166
12.60
1,438
1,217
59
62.64
267,920.93
1,839
26.9804
11/12/2024
5+
NTN-B
08/15/2032
760199
BRSTNCNTB674
6.8669
4,210.341465
0.000000
13,636.43
0.16238654
57,414,035
6.14
1,942
1,552
81
152.63
647,468.42
2,394
43.7326
11/12/2024
5+
NTN-B
05/15/2033
760199
BRSTNCNTB6B1
6.8657
4,261.374350
0.000000
10,460.54
0.12456707
44,576,264
4.76
2,129
1,639
78
106.07
456,444.53
2,568
49.7485
11/12/2024
5+
NTN-B
05/15/2035
760199
BRSTNCNTB0O7
6.8000
4,245.710447
0.000000
38,671.33
0.46050932
164,187,287
17.55
2,628
1,914
106
209.25
897,428.72
3,081
68.8570
11/12/2024
5+
NTN-B
08/15/2040
760199
BRSTNCNTB3C6
6.7229
4,137.957421
0.000000
23,078.98
0.27483105
95,499,816
10.21
3,947
2,532
79
19.82
83,426.83
4,379
125.2737
11/12/2024
5+
NTN-B
05/15/2045
760199
BRSTNCNTB0A6
6.7827
4,136.158925
0.000000
28,367.06
0.33780302
117,330,648
12.54
5,134
2,856
184
28.93
121,663.57
5,416
170.9731
11/12/2024
5+
NTN-B
08/15/2050
760199
BRSTNCNTB3D4
6.7576
4,046.761016
0.000000
43,817.48
0.52179108
177,318,862
18.95
6,449
3,202
179
102.62
423,447.28
6,586
223.6295
11/12/2024
5+
NTN-B
05/15/2055
760199
BRSTNCNTB4Q4
6.7411
4,098.033410
0.000000
27,054.17
0.32216884
110,868,905
11.85
7,638
3,340
190
123.02
514,381.40
7,539
258.8049
11/12/2024
5+
NTN-B
08/15/2060
760199
BRSTNCNTB690
6.7185
4,026.259026
0.000000
12,513.76
0.14901749
50,383,655
5.39
8,955
3,550
229
45.40
185,966.02
8,650
300.2604
* 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