ANBIMA - ANBIMA Market Index


IMA – ANBIMA Market Index

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ANBIMA Market Index - IMA-S

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

06/08/2026	TOTAL	8,625.629352	0.0535	0.2690	6.0491	14.9638	28.9316	1	100.00	232,225.96	4,441,079,986	452	692.32	13,242,962.33	1	0.0000	--	--

Portfolio Composition - IMA-S

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

06/08/2026	TOTAL	LFT	09/01/2026	210100	BRSTNCLF1RF7	0.0045	19,160.706333	0.000000	9,022.07	0.01752300	172,869,234	3.89	61	1	18	4.38	83,980.79	1	0.0000
06/08/2026	TOTAL	LFT	03/01/2027	210100	BRSTNCLF1RG5	0.0094	19,159.614161	0.000000	29,182.43	0.05667919	559,124,061	12.59	182	1	80	135.61	2,598,196.69	1	0.0000
06/08/2026	TOTAL	LFT	09/01/2027	210100	BRSTNCLF1RH3	0.0117	19,158.138771	0.000000	25,149.78	0.04884683	481,822,956	10.85	311	1	56	16.18	309,968.93	1	0.0000
06/08/2026	TOTAL	LFT	03/01/2028	210100	BRSTNCLF1RI1	0.0192	19,154.555679	0.000000	17,389.67	0.03377486	333,091,460	7.50	435	1	31	37.52	718,709.49	1	0.0000
06/08/2026	TOTAL	LFT	09/01/2028	210100	BRSTNCLF1RK7	0.0310	19,147.638588	0.000000	17,548.43	0.03408320	336,010,938	7.57	563	1	51	105.84	2,026,535.01	1	0.0000
06/08/2026	TOTAL	LFT	03/01/2029	210100	BRSTNCLF1RL5	0.0450	19,137.559946	0.000000	18,700.55	0.03632090	357,882,916	8.06	683	1	68	84.02	1,607,922.39	1	0.0000
06/08/2026	TOTAL	LFT	09/01/2029	210100	BRSTNCLF1RM3	0.0543	19,127.423820	0.000000	16,964.28	0.03294864	324,482,897	7.31	812	1	33	144.48	2,763,429.00	1	0.0000
06/08/2026	TOTAL	LFT	03/01/2030	210100	BRSTNCLF1RO9	0.0613	19,117.440983	0.000000	13,997.92	0.02718728	267,604,409	6.03	934	1	30	29.69	567,428.84	1	0.0000
06/08/2026	TOTAL	LFT	06/01/2030	210100	BRSTNCLF1RQ4	0.0650	19,111.769351	0.000000	10,399.56	0.02019842	198,754,069	4.48	996	1	8	8.68	165,826.61	1	0.0000
06/08/2026	TOTAL	LFT	09/01/2030	210100	BRSTNCLF1RR2	0.0697	19,104.833099	0.000000	11,403.48	0.02214826	217,861,620	4.91	1,060	1	10	14.86	283,808.24	1	0.0000
06/08/2026	TOTAL	LFT	12/01/2030	210100	BRSTNCLF1RT8	0.0696	19,101.594904	0.000000	7,553.04	0.01466979	144,275,091	3.25	1,123	1	1	1.31	24,946.91	1	0.0000
06/08/2026	TOTAL	LFT	03/01/2031	210100	BRSTNCLF1RU6	0.0743	19,094.160468	0.000000	11,057.73	0.02147673	211,138,109	4.75	1,184	1	15	25.29	482,912.35	1	0.0000
06/08/2026	TOTAL	LFT	06/01/2031	210100	BRSTNCLF1RW2	0.0783	19,086.898481	0.000000	9,898.92	0.01922606	188,939,757	4.25	1,246	1	5	1.35	25,782.10	1	0.0000
06/08/2026	TOTAL	LFT	09/01/2031	210100	BRSTNCLF1RX0	0.0807	19,080.728665	0.000000	8,404.95	0.01632440	160,372,551	3.61	1,310	1	9	4.35	82,985.21	1	0.0000
06/08/2026	TOTAL	LFT	12/01/2031	210100	BRSTNCLF1RZ5	0.0927	19,064.346081	0.000000	6,949.28	0.01349715	132,483,517	2.98	1,374	1	4	1.20	22,801.28	1	0.0000
06/08/2026	TOTAL	LFT	03/01/2032	210100	BRSTNCLF1S08	0.0963	19,056.164370	0.000000	9,175.72	0.01782142	174,854,048	3.94	1,435	1	16	27.85	530,646.61	1	0.0000
06/08/2026	TOTAL	LFT	06/01/2032	210100	BRSTNCLF1S16	0.1065	19,040.050038	0.000000	9,428.14	0.01831169	179,512,353	4.04	1,498	1	17	49.74	947,081.90	1	0.0000

* Extragroup transactions. Preliminary data.
Source: ANBIMA

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