Annual Report
ANBIMA
2011
|
27
The scope of pricing has remained in expansion,
with the daily disclosure of prices of a set of
168
assets, including government bonds and
debentures. With regard to private bonds,
37
new series of debentures were included,
representing 80% of the segment in the market.
The entity also recorded three more price setters
of debentures and government bonds, increasing
the total to 31 and 39 price setters, respectively.
190
more series of debentures were
included in the Confere Electronic Calculator,
totaling 323 available for tax calculations,
payment flows, and prices, among others.
Confere also established rules for calculating
operations with debentures for one-day term
settlement. In 2012, the tool began to make
calculations automatically.
-0.4
-0.2
0.0
0.2
0.4
0.6
0.8
1.0
1.2
1.4
1.6
Difference [IDA-DI - DI]
DI
dec.11
nov.11
oct.11
sep.11
aug.11
jul.11
jun.11
may.11
apr.11
mar.11
feb.11
jan.11
dec.10
nov.10
oct.10
sep.10
aug.10
jul.10
jun.10
may.10
apr.10
mar.10
feb.10
jan.10
dec.09
nov.09
oct.09
sep.09
aug.09
jul.09
jun.09
may.09
apr.09
mar.09
feb.09
jan.09
IDA-DI
Profitability (% a.m.)
IDA Evolution
IDA
The IDA (ANBIMA’s Debentures Index) is a family of indexes that represents the evolution,
the market prices, of a debentures portfolio priced by the Association and that serves as a
benchmark for the segment.
Aiming to meet the needs of various types of investors and their respective portfolios, the
IDA has three subindexes, according to the securities indexes DI, IPCA and IGP-M. Due to
the low liquidity seen in the series indexed to IGP-M, the decision was made to build an
aggregated index to the templates of the General IDA, but without the participation of the
IDA-IGPM, called the General-IDA ex-IGPM.
General-IDA
IDA-IPCA
IDA-IGPM
IDA-DI
General-IDA ex-IGPM
