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

04/24/2025	5+	11,132.298994	0.8177	1.2409	4.9861	-0.6477	7.9790	2,289	100.00	252,007.77	1,015,440,033	2,263	7,469.89	30,294,154.17	4,474	124.5031	7.5068	7.4710

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

04/24/2025	5+	NTN-B	08/15/2030	760199	BRSTNCNTB3B8	7.6007	4,250.571965	0.000000	38,491.69	0.42198555	163,611,707	16.11	1,329	1,140	374	1,242.88	5,256,878.36	1,715	23.4233
04/24/2025	5+	NTN-B	08/15/2032	760199	BRSTNCNTB674	7.6161	4,160.705633	0.000000	18,526.02	0.20310129	77,081,312	7.59	1,833	1,480	174	559.84	2,313,279.91	2,278	39.2097
04/24/2025	5+	NTN-B	05/15/2033	760199	BRSTNCNTB6B1	7.6246	4,197.640448	0.000000	10,460.54	0.11467918	43,909,573	4.32	2,020	1,569	332	1,541.50	6,432,526.40	2,456	44.9097
04/24/2025	5+	NTN-B	05/15/2035	760199	BRSTNCNTB0O7	7.6300	4,127.831760	0.000000	44,726.46	0.49033744	184,623,281	18.18	2,519	1,841	470	1,099.64	4,508,808.73	2,974	62.8425
04/24/2025	5+	NTN-B	08/15/2040	760199	BRSTNCNTB3C6	7.5286	3,953.350469	0.000000	23,080.28	0.25302983	91,244,452	8.99	3,838	2,444	324	1,746.60	6,860,102.82	4,282	115.7265
04/24/2025	5+	NTN-B	05/15/2045	760199	BRSTNCNTB0A6	7.4700	3,960.870401	0.000000	30,390.16	0.33316818	120,371,469	11.85	5,025	2,753	135	259.19	1,017,886.94	5,325	158.4774
04/24/2025	5+	NTN-B	08/15/2050	760199	BRSTNCNTB3D4	7.3598	3,878.429665	0.000000	43,770.41	0.47985633	169,760,468	16.72	6,340	3,084	243	676.96	2,601,194.13	6,500	207.5089
04/24/2025	5+	NTN-B	05/15/2055	760199	BRSTNCNTB4Q4	7.3565	3,909.542597	0.000000	27,119.45	0.29731129	106,024,629	10.44	7,529	3,192	69	96.58	373,897.69	7,456	237.3737
04/24/2025	5+	NTN-B	08/15/2060	760199	BRSTNCNTB690	7.3647	3,808.459257	0.000000	15,442.76	0.16929949	58,813,141	5.79	8,846	3,366	142	246.70	929,579.18	8,569	271.4831

* Extragroup transactions. Preliminary data.
Source: ANBIMA

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