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

07/29/2021	TOTAL	4,861.418501	0.0188	0.4341	1.6654	2.1474	6.4717	1	100.00	171,613.80	1,866,409,033	262	300.85	3,270,811.98	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

07/29/2021	TOTAL	LFT	09/01/2021	210100	BRSTNCLF1R58	0.0654	10,932.704870	0.000000	21,310.80	0.05550805	232,984,709	12.48	24	1	22	28.68	313,570.20	1	0.0000
07/29/2021	TOTAL	LFT	03/01/2022	210100	BRSTNCLF1R66	0.0660	10,929.151517	0.000000	23,577.62	0.06141242	257,683,414	13.81	148	1	20	64.85	708,753.04	1	0.0000
07/29/2021	TOTAL	LFT	09/01/2022	210100	BRSTNCLF1R74	0.0660	10,925.488830	0.000000	15,022.65	0.03912935	164,129,751	8.79	276	1	20	12.12	132,390.90	1	0.0000
07/29/2021	TOTAL	LFT	03/01/2023	210100	BRSTNCLF1R82	0.1209	10,912.489025	0.000000	14,517.49	0.03781356	158,421,907	8.49	399	1	15	5.06	55,199.77	1	0.0000
07/29/2021	TOTAL	LFT	09/01/2023	210100	BRSTNCLF1R90	0.1615	10,896.559070	0.000000	9,972.68	0.02597574	108,667,864	5.82	527	1	26	62.90	685,375.98	1	0.0000
07/29/2021	TOTAL	LFT	03/01/2024	210100	BRSTNCLF1RA8	0.1911	10,879.765378	0.000000	11,666.05	0.03038646	126,923,930	6.80	649	1	15	23.18	252,171.91	1	0.0000
07/29/2021	TOTAL	LFT	09/01/2024	210100	BRSTNCLF0008	0.1958	10,867.640244	0.000000	15,625.80	0.04070037	169,815,540	9.10	777	1	10	3.44	37,331.97	1	0.0000
07/29/2021	TOTAL	LFT	03/01/2025	210100	BRSTNCLF1RC4	0.2179	10,848.353738	0.000000	10,270.68	0.02675194	111,419,948	5.97	904	1	8	1.93	20,901.74	1	0.0000
07/29/2021	TOTAL	LFT	09/01/2025	210100	BRSTNCLF1RD2	0.2301	10,831.352310	0.000000	14,445.72	0.03762663	156,466,650	8.38	1,028	1	26	23.38	253,286.36	1	0.0000
07/29/2021	TOTAL	LFT	03/01/2026	210100	BRSTNCLF1RE0	0.2472	10,810.469528	0.000000	14,402.80	0.03751485	155,701,074	8.34	1,154	1	19	5.74	62,061.74	1	0.0000
07/29/2021	TOTAL	LFT	09/01/2026	210100	BRSTNCLF1RF7	0.2490	10,796.037449	0.000000	3,978.11	0.01036174	42,947,781	2.30	1,281	1	16	7.58	81,809.83	1	0.0000
07/29/2021	TOTAL	LFT	03/01/2027	210100	BRSTNCLF1RG5	0.2650	10,773.470924	0.000000	16,823.40	0.04381977	181,246,465	9.71	1,403	1	65	62.00	667,958.53	1	0.0000

* Extragroup transactions. Preliminary data.
Source: ANBIMA

|

XLS | CSV | TXT | XML