ANBIMA - ANBIMA Market Index


IMA – ANBIMA Market Index

|

XLS | CSV | TXT | XML

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

07/16/2025	TOTAL	7,616.289334	0.0569	0.6749	7.2651	12.6074	25.9621	1	100.00	226,328.91	3,825,547,271	445	1,791.47	30,317,085.59	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

07/16/2025	TOTAL	LFT	09/01/2025	210100	BRSTNCLF1RD2	0.0147	16,946.609913	0.000000	14,445.72	0.02876001	244,805,931	6.40	33	1	22	527.82	8,944,816.74	1	0.0000
07/16/2025	TOTAL	LFT	03/01/2026	210100	BRSTNCLF1RE0	0.0000	16,946.948852	0.000000	18,545.36	0.03692199	314,287,284	8.22	158	1	25	53.95	914,262.38	1	0.0000
07/16/2025	TOTAL	LFT	09/01/2026	210100	BRSTNCLF1RF7	-0.0016	16,947.253897	0.000000	9,022.07	0.01796206	152,899,311	4.00	285	1	24	35.77	606,258.90	1	0.0000
07/16/2025	TOTAL	LFT	03/01/2027	210100	BRSTNCLF1RG5	0.0346	16,937.492454	0.000000	29,392.42	0.05851742	497,833,875	13.01	406	1	76	260.03	4,404,240.46	1	0.0000
07/16/2025	TOTAL	LFT	09/01/2027	210100	BRSTNCLF1RH3	0.0465	16,930.222213	0.000000	25,149.78	0.05007074	425,791,347	11.13	535	1	44	51.85	877,791.54	1	0.0000
07/16/2025	TOTAL	LFT	03/01/2028	210100	BRSTNCLF1RI1	0.0534	16,923.290911	0.000000	16,995.08	0.03383553	287,612,649	7.52	659	1	33	124.76	2,111,316.00	1	0.0000
07/16/2025	TOTAL	LFT	09/01/2028	210100	BRSTNCLF1RK7	0.0693	16,910.309548	0.000000	14,006.48	0.02788553	236,853,912	6.19	787	1	93	451.81	7,640,341.70	1	0.0000
07/16/2025	TOTAL	LFT	03/01/2029	210100	BRSTNCLF1RL5	0.0943	16,889.549536	0.000000	18,992.87	0.03781293	320,780,951	8.39	907	1	39	159.77	2,698,424.09	1	0.0000
07/16/2025	TOTAL	LFT	09/01/2029	210100	BRSTNCLF1RM3	0.1026	16,875.653038	0.000000	16,964.28	0.03377421	286,283,236	7.48	1,036	1	28	59.30	1,000,670.80	1	0.0000
07/16/2025	TOTAL	LFT	03/01/2030	210100	BRSTNCLF1RO9	0.1184	16,855.045548	0.000000	13,997.92	0.02786849	235,935,579	6.17	1,158	1	31	52.16	879,084.31	1	0.0000
07/16/2025	TOTAL	LFT	06/01/2030	210100	BRSTNCLF1RQ4	0.1184	16,850.130933	0.000000	10,399.56	0.02070451	175,234,015	4.58	1,220	1	5	0.67	11,271.57	1	0.0000
07/16/2025	TOTAL	LFT	09/01/2030	210100	BRSTNCLF1RR2	0.1176	16,845.758620	0.000000	11,403.48	0.02270321	192,100,305	5.02	1,284	1	14	11.07	186,449.24	1	0.0000
07/16/2025	TOTAL	LFT	12/01/2030	210100	BRSTNCLF1RT8	0.1072	16,850.164827	0.000000	7,553.04	0.01503736	127,269,952	3.33	1,347	1	4	2.07	34,896.73	1	0.0000
07/16/2025	TOTAL	LFT	03/01/2031	210100	BRSTNCLF1RU6	0.1037	16,849.080222	0.000000	9,561.93	0.01903687	161,109,742	4.21	1,408	1	3	0.36	6,014.64	1	0.0000
07/16/2025	TOTAL	LFT	06/01/2031	210100	BRSTNCLF1RW2	0.1033	16,845.182424	0.000000	9,898.92	0.01970779	166,749,181	4.36	1,470	1	4	0.07	1,246.48	1	0.0000

* Extragroup transactions. Preliminary data.
Source: ANBIMA

|

XLS | CSV | TXT | XML