ANBIMA - ANBIMA Market Index


IMA – ANBIMA Market Index

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ANBIMA Market Index - IRF-M 1

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

05/27/2022	1	12,457.946082	0.0547	0.8679	3.9356	6.3486	8.6408	109	100.00	491,384.31	476,875,137	--	--	--	158	0.5177	13.2308	13.3110

Portfolio Composition - IRF-M 1

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

05/27/2022	1	LTN	07/01/2022	100000	BRSTNCLTN7O0	12.9302	988.485872	0.000000	110,946.03	2.89836795	109,668,579	23.00	24	24	--	--	--	35	0.0818
05/27/2022	1	LTN	10/01/2022	100000	BRSTNCLTN7V5	13.2351	957.051388	0.000000	100,529.21	2.62623771	96,211,619	20.18	89	89	--	--	--	129	0.3727
05/27/2022	1	LTN	01/01/2023	100000	BRSTNCLTN7D3	13.3464	927.680744	0.000000	146,798.30	3.83497732	136,181,958	28.56	151	151	--	--	--	220	0.7459
05/27/2022	1	NTN-F	01/01/2023	950199	BRSTNCNTF147	13.3513	1,021.164331	0.000000	124,013.82	3.23975274	126,638,494	26.56	151	145	--	--	--	212	0.7144
05/27/2022	1	LTN	04/01/2023	100000	BRSTNCLTN7X1	13.4177	898.596425	0.000000	9,096.95	0.23764987	8,174,487	1.71	214	214	--	--	--	311	1.2208

* Extragroup transactions. Preliminary data.
Source: ANBIMA

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