| Federal Public Bonds | 02/07/2012 | |||||||||
| Nominal bonds | National Treasury Notes - Serie F (NTN-F) - Rate (% p.y.)/252 | |||||||||
| SELIC Code | Base Date/ Issurance | Expiry Date | Maximum Rate | Minimum Rate | Indicative Rates | Unit Price (UP) | Indicative Range | |||
| Minimum (D0) | Maximum (D0) | Minimum (D+1) | Maximum (D+1) | |||||||
| 950.199 | 07/06/2007 | 01/01/2013 | 9.5800 | 9.5183 | 9.5308 | 1,014.026493 | 9.32 | 9.7392 | 9.2741 | 9.6887 |
| 950.199 | 05/05/2006 | 01/01/2014 | 10.0633 | 9.9966 | 10.0257 | 1,009.566259 | 9.74 | 10.2703 | 9.7002 | 10.2304 |
| 950.199 | 09/03/2010 | 01/01/2015 | 10.5600 | 10.4920 | 10.5151 | 997.694295 | 10.20 | 10.7862 | 10.1600 | 10.7459 |
| 950.199 | 01/05/2007 | 01/01/2017 | 11.1000 | 10.9000 | 11.0084 | 974.814427 | 10.67 | 11.2883 | 10.6803 | 11.2954 |
| 950.199 | 01/06/2012 | 01/01/2018 | 11.2317 | -- | 11.2081 | 962.355971 | 10.86 | 11.4920 | 10.8745 | 11.5100 |
| 950.199 | 02/05/2010 | 01/01/2021 | 11.5500 | 11.3500 | 11.4544 | 935.046771 | 11.09 | 11.7584 | 11.1126 | 11.7798 |
| Summary of the methodology for calculating average rates |
| - The methodology for assessing average rates tries to eliminate any observations that may be wrong and therefore might contaminate the average. |
| - Institutions pertaining to the sample are required to provide three rates, namely: |
| * the maximum rate equivalent to the highest purchase rate referring to the expiry date; |
| * the minimum rate equivalent to the lowest sale rate referring to the expiry date; |
| * indicative rates, which are equal to the rates assessed by the institution as referential business fair prices for each maturity date according to their individual curves on the relevant day of reference. |
| - The data provided by the institutions generates two filters that establish inner intervals inside which the provided information must be contained. Any information outside the intervals is eliminated and not computed in the assessment of the averages. |
| - In case the number of remaining information items after the publication of the above mentioned criteria still does not allow for the publication of rates toward certain maturities, the decision is to interpolate such series by using the Cubic Spline method. exception is made to LFT, which adopts the exponential method. |
| - The whole methodology is available from the Technical Superintendence or the ANBIMA website (www.anbima.com.br). |
| ANBIMA: Main office: Av.República do Chile 230/13th floor, Phone.(55 21)3814-3801;CEP 20.031-170 RJ and Av. Nações Unidas, 8501 - 11th and 21th floor, Phone.(55 11) 3032-3838;CEP 05425-070 SP. |
| INTERNET ADDRESS: www.anbima.com.br and www.andima.com.br |
ms_eng_t.exe - Click here for the Secondary Market text file.
To decompress the file msec_eng.txt, execute the file ms_eng_t.exe in the Windows option 'Execute'.