Pricing and Indices

Real State And Agribusiness Receivables (CRI and CRA)

Secondary Market

This API discloses bid, ask and indicative rates as well as Unit Prices corresponding to the real state and agribusiness receivables calculated by ANBIMA.

Disclosure: Daily

Time: from 8:00 p.m. (Brasilia time)

To access it, the following URI must be used:

https://[environment]/feed/precos-indices/v1/cri-cra/mercado-secundario

As our API is exclusively used for retrieving information, the GET method must be used for accessing the resources. An example of a real request in Production environment would be:

GET https://api.anbima.com.br/feed/precos-indices/v1/cri-cra/mercado-secundario

Field List:

Feed FieldInformationType/SizeDescription
data_referenciaReference dateDate (YYYY-MM-DD)Reference date of the information provided
emissorIssuerAlphanumeric (255)Securitization company responsible for issuing the paper
originador_creditoCredit riskAlphanumeric (600)Company that granted the credit for the real estate project or for the rural production
serieSerieAlphanumeric (600)Indicates the series
emissaoIssueAlphanumeric (600)Indicates the issue number
codigo_ativoBond codeAlphanumeric (255)Asset code for the bond included in ANBIMA base
data_vencimentoMaturity dateDate (YYYY-MM-DD)Maturity date
taxa_compraBid rateNumeric (18)Average Buy rate
taxa_vendaAsk rateNumeric (18)Average sell rate
taxa_indicativaIndicative rateNumeric (18)Indicative rate calculated by ANBIMA used as reference price
desvio_padraoStandard DeviationNumeric (18)Sample standard deviation
puUnit priceNumeric (18)Unit price on specified date
percent_pu_parPar valueNumeric (18)Par value
percent_vne% VNENumeric (18)% VNE (2 decimal places)
durationDurationNumeric (18)Average term in which the holder will recover the investment made when acquiring the paper
referencia_ntnbNTN-B referenceDate (YYYY-MM-DD)Maturity of the bond when remuneration is based on IPCA
percent_reune% REUNE (ANBIMA REUNE System)Numeric (18)Percentage of business contribution in the indicative rate
val_min_intervaloLower rangeNumeric (19)Lower indicative range (information not available)
val_max_intervaloUpper rangeNumeric (18)Upper indicative range
(information not available)
tipo_remuneracaoType of returnAlphanumeric (50)Informs the type of return
taxa_correcaoissuance rateNumeric (18)issuance rate

Parameters:

Parameter TypeFormatMandatoryQuery example
DateYYYY-MM-DDNoGET https://api.anbima.com.br/feed/precos-indices/v1/cri-cra/mercado-secundario?data=2019-05-02
Note: If a date is not specified, records of the most recent available date will be returned.

IPCA and IGP-M Projections

This API discloses data related to IGP-M and IPCA projections for the current and previous months calculated based on the data gathered from members of ANBIMA’s Macroeconomic Consultee Group.

Disclosure: on the dates of official publication of IGP-M and of its projections by FGV and on the dates of disclosure of IPCA and IPCA-15 by IBGE (Brazilian Institute of Geography and Statistics).

Time: as per schedule.

To access it, the following URI must be used:

https://[environment]/feed/precos-indices/v1/cri-cra/projecoes

As our API is exclusively used for retrieving information, the GET method must be used for accessing the resources. An example of a real request in Production environment would be:

GET https://api.anbima.com.br/feed/precos-indices/v1/cri-cra/projecoes

Field List:

Feed FieldInformationType/SizeDescription
indiceIndiceAlphanumeric (50)Index description
tipo_projecaoProjection typeAlphanumeric (50)Projections for the previous month or projections for the current month
mes_referenciaReference monthAlphanumeric (7)mm-yyyy 
Reference period for the projection
data_coletaCollection dateDate Represents the date of collection of the index (format: yyyy-mm-dd)
variacao_projetadaIndex projected variationNumérico (19)Value of the index for the period indicated
data_validadeMaturity dateDate Format: yyyy-mm-dd (only for current-month projections). It indicates the start date for using the NTN-B standard

Parameters:

Parameter TypeFormatMandatoryQuery example
Month & YearMM=01&AAAA=2019NoGET https://api.anbima.com.br/feed/precos-indices/v1/cri-cra/projecoes?MM=01&AAAA=2019
Note: If month and year are not specified, the most recent available month and year records will be returned.