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

05/26/2022	TOTAL	5,224.488289	0.0490	0.9602	4.3826	8.3558	10.2493	1	100.00	177,145.95	2,064,345,610	258	558.86	6,508,939.44	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

05/26/2022	TOTAL	LFT	09/01/2022	210100	BRSTNCLF1R74	0.0251	11,703.320412	0.000000	15,022.65	0.03801962	175,814,840	8.52	69	1	37	32.31	378,117.70	1	0.0000
05/26/2022	TOTAL	LFT	03/01/2023	210100	BRSTNCLF1R82	0.0342	11,701.073219	0.000000	14,445.80	0.03655973	169,031,375	8.19	192	1	27	8.27	96,776.58	1	0.0000
05/26/2022	TOTAL	LFT	09/01/2023	210100	BRSTNCLF1R90	0.0602	11,695.186043	0.000000	23,153.06	0.05859623	270,779,297	13.12	320	1	40	101.93	1,192,048.95	1	0.0000
05/26/2022	TOTAL	LFT	03/01/2024	210100	BRSTNCLF1RA8	0.0846	11,686.770775	0.000000	11,666.05	0.02952469	136,338,499	6.60	442	1	21	53.09	620,470.58	1	0.0000
05/26/2022	TOTAL	LFT	09/01/2024	210100	BRSTNCLF0008	0.1044	11,676.529663	0.000000	15,984.03	0.04045270	186,637,954	9.04	570	1	21	10.01	116,823.11	1	0.0000
05/26/2022	TOTAL	LFT	03/01/2025	210100	BRSTNCLF1RC4	0.1193	11,665.586303	0.000000	11,430.70	0.02892905	133,345,817	6.46	697	1	9	4.34	50,577.78	1	0.0000
05/26/2022	TOTAL	LFT	09/01/2025	210100	BRSTNCLF1RD2	0.1438	11,649.458015	0.000000	14,445.72	0.03655952	168,284,774	8.15	821	1	12	31.01	361,255.06	1	0.0000
05/26/2022	TOTAL	LFT	03/01/2026	210100	BRSTNCLF1RE0	0.1544	11,636.454728	0.000000	14,402.80	0.03645091	167,597,577	8.12	947	1	26	94.88	1,104,172.78	1	0.0000
05/26/2022	TOTAL	LFT	09/01/2026	210100	BRSTNCLF1RF7	0.1544	11,627.419142	0.000000	3,978.11	0.01006787	46,255,106	2.24	1,074	1	7	69.63	809,636.56	1	0.0000
05/26/2022	TOTAL	LFT	03/01/2027	210100	BRSTNCLF1RG5	0.1732	11,608.388229	0.000000	17,278.34	0.04372838	200,573,667	9.72	1,196	1	20	86.04	998,936.68	1	0.0000
05/26/2022	TOTAL	LFT	09/01/2027	210100	BRSTNCLF1RH3	0.1745	11,597.316124	0.000000	20,644.38	0.05224722	239,419,389	11.60	1,325	1	15	10.81	125,405.38	1	0.0000
05/26/2022	TOTAL	LFT	03/01/2028	210100	BRSTNCLF1RI1	0.1734	11,588.104976	0.000000	13,331.90	0.03374063	154,491,399	7.48	1,449	1	12	16.44	190,533.62	1	0.0000
05/26/2022	TOTAL	LFT	09/01/2028	210100	BRSTNCLF1RK7	0.1715	11,579.291767	0.000000	1,362.42	0.00344805	15,775,917	0.76	1,577	1	11	40.09	464,184.67	1	0.0000

* Extragroup transactions. Preliminary data.
Source: ANBIMA

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