Pricing APIs

Federal Government Bonds

Secondary Market

This API discloses bid, ask and indicative bond rates, unit prices and indicative ranges corresponding to the Federal Government Bonds, only for bonds that were issued through auctions.

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/titulos-publicos/mercado-secundario-TPF

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/titulos-publicos/mercado-secundario-TPF

Field List:

Feed Field	Information	Type/Size	Description
`tipo_titulo`	Bond type	Alphanumeric (6)	Code for Bond type
`expressao`	Expression	Alphanumeric (50)	Rate expression form (text)
`data_vencimento`	Maturity date	Date (YYYY-MM-DD)	Maturity date
`data_referencia`	Reference date	Date (YYYY-MM-DD)	Reference date
`codigo_selic`	Selic code	Alphanumeric (6)	Selic code of bond (text)
`data_base`	Base/issue date	Date (YYYY-MM-DD)	Base date for prefixed/date of first issue
`taxa_compra`	Bid rate	Numeric (19)	Bid rate (4 decimal places)
`taxa_venda`	Ask rate	Numeric (19)	Ask rate (4 decimal places)
`taxa_indicativa`	Indicative rate	Numeric (19)	Indicative rate (4 decimal places)
`intervalo_min_d0`	Lower range in D0	Numeric (19)	Lower indicative range in D0 (4 decimal places)
`intervalo_max_d0`	Upper range in D0	Numeric (19)	Upper indicative range in D0 (4 decimal places)
`intervalo_min_d1`	Lower range in D1	Numeric (19)	Lower indicative range in D1 (4 decimal places)
`intervalo_max_d1`	Upper range in D1	Numeric (19)	Upper indicative range in D1 (4 decimal places)
`pu`	Unit price	Numeric (19)	Unit price (6 decimal places)

Parameters:

Parameter Type	Format	Mandatory	Query example
Date	YYYY-MM-DD	No	`GET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/mercado-secundario-TPF?data=2019-05-03`

Note: If a date is not specified, records of the most recent available date will be returned.

Face Value (VNA)

This API discloses daily information of face values (VNA) for LFT (Financial Treasury Bill), NTN-B (B-series National Treasury Note) and NTN-C (C-series National Treasury Note).

Disclosure: Daily

Time: from 10:00 a.m. (Brasilia time)

To access it, the following URI must be used:

https://[environment]/feed/precos-indices/v1/titulos-publicos/vna

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/titulos-publicos/vna

Field List:

Feed Field	Information	Type/Size	Description
`data_referencia`	Reference date	Date	Reference date of file (yyyy-mm-dd)
`titulos`	Bond type	Alphanumeric (50)	Code for Bond type
`codigo_selic`	SELIC code	Alphanumeric (6)	SELIC code of bond (text)
`index`	Index	Numeric (19)	Rounding used (2 decimal places)
`tipo_correcao`	Type	Alphanumeric (1)	Type F (Final), P (Projection) and O (Official) (text)
`data_validade`	Maturity date	Date	Maturity date (yyyy-mm-dd)
`vna`	Face Value	Numeric (19)	Face value (6 decimal places)

Parameters:

Parameter Type	Format	Mandatory	Query example
Date	YYYY-MM-DD	No	`GET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/vna?data=2020-05-02`

Note: If a date is not specified, records of the most recent available date will be returned.

Term Structure of Interest Rate

This API discloses sovereign yield curves based on the fixed rate and inflation-linked (IPCA) government bond, as well as break even in the curves.

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/titulos-publicos/curvas-juros

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/titulos-publicos/curvas-juros

Field list:

Feed Field	Information	Type/Size	Description
`data_referencia`	Reference date	Date (YYYY-MM-DD)	Reference date

Parameters block:

Feed Field	Information	Type/Size	Description
`grupo_indexador`	Type of return	Alphanumeric (50)	Type of return (inflation-linked -IPCA- or fixed rate) (text)
`b1`	B1	Numeric (19)	Parameter Beta 1 (up to 16 decimal places)
`b2`	B2	Numeric (19)	Parameter Beta 2 (up to 16 decimal places)
`b3`	B3	Numeric (19)	Parameter Beta 3 (up to 16 decimal places)
`b4`	B4	Numeric (19)	Parameter Beta 1 (up to 16 decimal places)
`l1`	L1	Numeric (19)	Parameter lambda 1 (up to 16 decimal places)
`l2`	L2	Numeric (19)	Parameter lambda 2 (up to 16 decimal places)

Errors block:

Feed Field	Information	Type/Size	Description
`tipo_titulo`	Bond type	Alphanumeric (30)	Bond acronym (text)
`codigo_selic`	Selic code	Alphanumeric (6)	Selic code of bond (text)
`data_vencimento`	Maturity date	Date (YYYY-MM-DD)	Maturity date
`valor_erro`	Error	Numeric (19)	Error between IRR (internal rate of return) of the model and ANBIMA’s indicative rate (up to 4 decimal places)

Term structure of interest rate:

Feed Field	Information	Type/Size	Description
`vertice_du`	Term in business days	Integer (10)	Term in business days (0 decimal place)
`taxa_prefixadas`	Fixed rate	Numeric (19)	% rate p.a./252 business days (up to 4 decimal places)
`taxa_ipca`	Inflation-linked rate	Numeric (19)	% rate p.a./252 business days (up to 4 decimal places)
`taxa_implicita`	Break even rate	Numeric (19)	% rate p.a./252 business days (up to 4 decimal places)

Brazilian Central Bank 3,361 Resolution:

Campo no Feed	Informação	Tipo/Tamanho	Descrição
`vertice_du`	Term in business days	Integer (10)	Term in business days (0 decimal place)
`taxa`	Taxa	Numeric (19)	% rate p.a./252 business days (up to 4 decimal places)

Parameters:

Parameter Type	Format	Mandatory	Query example
Date	YYYY-MM-DD	No	`GET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/curvas-juros?data=2020-02-05`

Note: If a date is not specified, records of the most recent available date will be returned.

Intraday Curve

This API discloses data referred to the ANBIMA´s intraday sovereign yield curve, fixed rate and inflation-linked (IPCA).

Disclosure: daily.

Time: from 2 p.m. (Brasilia time)

To access it, the following URI must be used:

https://[environment]/feed/precos-indices/v1/titulos-publicos/curva-intradiaria

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/titulos-publicos/curva-intradiaria

Field List:

Feed Field	Information	Type/Size	Description
`data_referencia`	Reference date	Date (YYYY-MM-DD)	Reference date of information
`grupo_indexador`	type of return	Alphanumeric (50)	Indicates the type of return (fixed rate or inflation-)
`taxa`	Rate (% p.a.)	Numeric (19)	Curve value in D0 (4 decimal places)
`vertice`	Term (business days)	Integer (10)	Term value (no decimal place)

Parameters:

Parameter Type	Format	Mandatory	Query example
Date	YYYY-MM-DD	No	`GET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/curva-intradiaria?data=2020-05-02`

Note: If a date is not specified, records of the most recent available date will be returned.

Intraday Unit Prices

This API discloses intraday reference data of Unit Prices of LTN, NTN-B and NTN-F related to the midday bid and ask spreads and used to obtain the intraday results of the ANBIMA Market Index (IMA).

Disclosure: daily.

Time: from 2 p.m. (Brasilia time).

To access it, the following URI must be used:

https://[environment]/feed/precos-indices/v1/titulos-publicos/pu-intradiario

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/titulos-publicos/pu-intradiario

Field List:

Feed Field	Information	Type/Size	Description
`data_referencia`	Reference date	Date (YYYY-MM-DD)	Reference date
`tipo_titulo`	Bond type	Alphanumeric (10)	Code for Bond type
`codigo_selic`	SELIC code	Alphanumeric (6)	SELIC code of bond (text)
`data_vencimento`	Maturity date	Date (YYYY-MM-DD)	Maturity date of bond
`taxa_intradiaria`	Intraday rate	Numeric (19)	Intraday rate (up to 4 decimal places)
`pu`	Unit price	Numeric (19)	Intraday unit price (up to 6 decimal places)
`tipo_pu`	Unit price type	Alphanumeric (50)	Informed Unit Price type (observed or modeled)

Parameters:

Parameter Type	Format	Mandatory	Query example
Date	YYYY-MM-DD	No	`GET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/pu-intradiario?data=2019-02-05`

Note: If a date is not specified, records of the most recent available date will be returned.

ANBIMA’s Bond Market Reporting System

This API discloses consolidated information on the market of federal government bonds disclosed throughout the day. It includes ANBIMA’s projection and results of the market calls informed on the platform for disclosure of ANBIMA’s rates

Disclosure: daily.

Time: throughout the day, as new information is made available.

To access it, the following URI must be used:

https://[environment]/feed/precos-indices/v1/titulos-publicos/difusao-taxas

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/titulos-publicos/difusao-taxas

Field List:

Feed Field	Information	Type/Size	Description
`tipo_titulo`	Bond type	Alphanumeric (50)	Code for Bond type
`data_vencimento`	Maturity date	Date (YYYY-MM-DD)	Maturity date
`codigo_isin`	ISIN code	Alphanumeric (12)	ISIN code (text)
`provedor_info`	Provider	Alphanumeric (15)	Source of information (call or ANBIMA)
`data_referencia`	Reference date	Date	Reference date of information (yyyy-mm-dd)
`horario`	Time	Alphanumeric (10)	Reference time of information (hh:mm:ss) When provider is call
`taxa_ind_d1`	Indicative rate d-1	Numeric (19)	Indicative rate of previous day (4 decimal places) When provider is ANBIMA
`intervalo_ind_max`	Upper range	Numeric (19)	Upper indicative range (4 decimal places) When provider is ANBIMA
`intervalo_ind_min`	Lower range	Numeric (19)	Lower indicative range (4 decimal places) When provider is ANBIMA
`taxa_negocio`	Last trade rate	Numeric (19)	Trade rate carried out (only when provider is call) (4 decimal places)
`taxa_compra`	Bid rate	Numeric (19)	Bid rate (4 decimal places)
`taxa_venda`	Ask rate	Numeric (19)	Ask rate (4 decimal places)

Parameters:

Parameter Type	Format	Mandatory	Query example
Date	YYYY-MM-DD	No	`GET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/difusao-taxas?data=2020-02-05`

Note: If a date is not specified, records of the most recent available date will be returned.

SELIC Estimate

This API discloses ANBIMA´s daily SELIC rate estimative.

Disclosure: daily.

Time: from 9:30 a.m. (Brasilia time)

To access it, the following URI must be used:

https://[environment]/feed/precos-indices/v1/titulos-publicos/estimativa-selic

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/titulos-publicos/estimativa-selic

Field List:

Feed Field	Information	Type/Size	Description
`data_referencia`	Reference rate	Date	Reference rate date (yyyy-mm-dd)
`estimativa_taxa_selic`	Estimated Selic rate	Numeric (6)	Estimate of SELIC rate (% p.a./252 business days) (2 decimal places)

Parameters:

Parameter Type	Format	Mandatory	Query example
Date	YYYY-MM-DD	No	`GET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/estimativa-selic?data=YYYY-MM-DD`

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/titulos-publicos/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/titulos-publicos/projecoes

Field List:

Field List	Information	Type/Size	Description
`indice`	Index	Alphanumeric (50)	Index description
`tipo_projecao`	Projection type	Alphanumeric (50)	Projections for the previous month or projections for the current month
`mes_referencia`	Reference month	Alphanumeric (7)	mm-yyyy Reference period for the projection
`data_coleta`	Collection date	Date	Represents the date of collection of the index (format: yyyy-mm-dd)
`variacao_projetada`	Projected indice variation	Numeric (19)	Value of the index for the period indicated
`data_validade`	Maturity date	Date	Format: yyyy-mm-dd (only for current-month projections). It indicates the start date for using the NTN-B standard

Parameters:

Parameter Type	Format	Mandatory	Query example
Month & Year	MM=01&AAAA=2019	No	`GET https://api.anbima.com.br/feed/precos-indices/v1/titulos-publicos/projecoes?MM=01&AAAA=2019`

Note: If month and year are not specified, the most recent available month and year records will be returned.

Corporate Bonds (Debentures)

Secondary Market

This API discloses bid, ask and indicative rates as well as Unit Prices corresponding to the corporate bonds (debentures) 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/debentures/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/debentures/mercado-secundario

Field List:

Feed Field	Information	Type/Size	Description
`grupo`	Type of return	Alphanumeric (50)	Indexer type (text)
`codigo_ativo`	Bond code	Alphanumeric (6)	Debenture code (text – CETIP code)
`data_referencia`	Reference date	Date	Reference date (yyyy-mm-dd)
`emissor`	Issuer	Alphanumeric (100)	Issuer name (text)*
`data_vencimento`	Maturity date	Date	Maturity date (yyyy-mm-dd)
`percentual_taxa`	Issuance Rate	Alphanumeric (50)	Issuance Rate (text)
`taxa_compra`	Bid rate	Float (53)	Buy rate (4 decimal places)
`taxa_venda`	Ask rate	Float (53)	Sell rate (4 decimal places)
`taxa_indicativa`	Indicative rate	Float (53)	Indicative rate (4 decimal places)
`desvio_padrao`	Standard deviation	Float (53)	Sample standard deviation (2 decimal places)
`val_min_intervalo`	Lower range	Float (53)	Lower indicative range (2 decimal places)
`val_max_intervalo`	Upper range	Float (53)	Upper indicative range (2 decimal places)
`pu`	Unit price	Numeric (19)	Unit price (6 decimal places)
`percent_pu_par`	Par value	Numeric (19)	Par Value (2 decimal places)
`duration`	Duration	Numeric (19)	Duration (business days) (no decimal place)
`percent_reune`	% REUNE (Anbima REUNE system)	Alphanumeric (255)	% of business contribution in the indicative rate (2 decimal places)
`referencia_ntnb`	NTN-B reference	Date (yyyy-MM-DD)	NTN-B reference

*Note: when the information has (*), it means that the paper instrument is a callable bond, and when it bears (**), it has a clause for redemption or amortization in the fiscal period.

Parameters:

Parameter Type	Format	Mandatory	Query example
Date	YYYY-MM-DD	No	`GET https://api.anbima.com.br/feed/precos-indices/v1/debentures/mercado-secundario?data=2019-05-02`

Note: If a date is not specified, records of the most recent available date will be returned.

Credit Curves

This API discloses ANBIMA’s credit curves, extracted from debentures priced daily by the Association – reflect zero-coupon spread structures over the sovereign curve for different risk levels.

Disclosure: daily.

Time: from 11 a.m. (Brasilia time)

To access it, the following URI must be used:

https://[environment]/feed/precos-indices/v1/debentures/curvas-credito

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/debentures/curvas-credito

Field List:

Feed Field	Information	Type/Size	Description
`data_referencia`	Reference date	Date	Reference date (yyyy-mm-dd)
`vertice_anos`	Term (years)	Numeric (6)	Term in years (up to one decimal place)
`aaa`	AAA	Numeric (19)	Spread (AAA) (up to 4 decimal places)
`aa`	AA	Numeric (19)	Spread (AA) (up to 4 decimal places)
`a`	A	Numeric (19)	Spread (A) (up to 4 decimal places)

Parameters:

Parameter Type	Format	Mandatory	Query example
Date	data=YYYY-MM-DD	No	`GET https://api.anbima.com.br/feed/precos-indices/v1/debentures/curvas-credito?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.

Time: as per schedule.

To access it, the following URI must be used:

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

Field List:

Feed Field	Information	Type/Size	Description
`indice`	Indice	Alphanumeric (50)	Index description
`tipo_projecao`	Projection type	Alphanumeric (50)	Projections for the previous month or projections for the current month
`mes_referencia`	Reference month	Alphanumeric (7)	mm-yyyy Reference period for the projection
`data_coleta`	Collection date	Date	Represents the date of collection of the index (format: yyyy-mm-dd)
`variacao_projetada`	Index projected variation	Numeric (19)	Value of the index for the period indicated
`data_validade`	Maturity date	Date	Format: yyyy-mm-dd (only for current-month projections). It indicates the start date for using the NTN-B standard

Parameters:

Parameter Type	Format	Mandatory	Query examplede consulta
Month & Year	MM=01&AAAA=2019	No	`GET https://api.anbima.com.br/feed/precos-indices/v1/debentures/projecoes?MM=01&AAAA=2019`

Note: If month and year are not specified, the most recent available month and year records will be returned.

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 Field	Information	Type/Size	Description
`data_referencia`	Reference date	Date (YYYY-MM-DD)	Reference date of the information provided
`emissor`	Issuer	Alphanumeric (255)	Securitization company responsible for issuing the paper
`originador_credito`	Credit risk	Alphanumeric (600)	Company that granted the credit for the real estate project or for the rural production
`serie`	Serie	Alphanumeric (600)	Indicates the series
`emissao`	Issue	Alphanumeric (600)	Indicates the issue number
`codigo_ativo`	Bond code	Alphanumeric (255)	Asset code for the bond included in ANBIMA base
`data_vencimento`	Maturity date	Date (YYYY-MM-DD)	Maturity date
`taxa_compra`	Bid rate	Numeric (18)	Average Buy rate
`taxa_venda`	Ask rate	Numeric (18)	Average sell rate
`taxa_indicativa`	Indicative rate	Numeric (18)	Indicative rate calculated by ANBIMA used as reference price
`desvio_padrao`	Standard Deviation	Numeric (18)	Sample standard deviation
`pu`	Unit price	Numeric (18)	Unit price on specified date
`percent_pu_par`	Par value	Numeric (18)	Par value
`duration`	Duration	Numeric (18)	Average term in which the holder will recover the investment made when acquiring the paper
`referencia_ntnb`	NTN-B reference	Date (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_intervalo`	Lower range	Numeric (19)	Lower indicative range (information not available)
`val_max_intervalo`	Upper range	Numeric (18)	Upper indicative range (information not available)
`tipo_remuneracao`	Type of return	Alphanumeric (50)	Informs the type of return
`taxa_correcao`	issuance rate	Numeric (18)	issuance rate

Parameters:

Parameter Type	Format	Mandatory	Query example
Date	YYYY-MM-DD	No	`GET 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.

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 Field	Information	Type/Size	Description
`indice`	Indice	Alphanumeric (50)	Index description
`tipo_projecao`	Projection type	Alphanumeric (50)	Projections for the previous month or projections for the current month
`mes_referencia`	Reference month	Alphanumeric (7)	mm-yyyy Reference period for the projection
`data_coleta`	Collection date	Date	Represents the date of collection of the index (format: yyyy-mm-dd)
`variacao_projetada`	Index projected variation	Numérico (19)	Value of the index for the period indicated
`data_validade`	Maturity date	Date	Format: yyyy-mm-dd (only for current-month projections). It indicates the start date for using the NTN-B standard

Parameters:

Parameter Type	Format	Mandatory	Query example
Month & Year	MM=01&AAAA=2019	No	`GET 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.

Pricing and Indices

Federal Government Bonds

Secondary Market

Face Value (VNA)

Term Structure of Interest Rate

Intraday Curve

Intraday Unit Prices

ANBIMA’s Bond Market Reporting System

SELIC Estimate

IPCA and IGP-M Projections

Corporate Bonds (Debentures)

Secondary Market

Credit Curves

IPCA and IGP-M Projections

Real State And Agribusiness Receivables (CRI and CRA)

Secondary Market

IPCA and IGP-M Projections