Pricing and Indices

Pricing APIs

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 FieldInformationType/SizeDescription
grupoType of returnAlphanumeric (50)Indexer type (text)
codigo_ativoBond codeAlphanumeric (6)Debenture code (text – CETIP code)
data_referenciaReference dateDateReference date (yyyy-mm-dd)
emissorIssuerAlphanumeric (100)Issuer name (text)*
data_vencimentoMaturity dateDate Maturity date (yyyy-mm-dd)
percentual_taxaIssuance RateAlphanumeric (50)Issuance Rate (text)
taxa_compraBid rateFloat (53)Buy rate (4 decimal places)
taxa_vendaAsk rateFloat (53)Sell rate (4 decimal places)
taxa_indicativaIndicative rateFloat (53)Indicative rate (4 decimal places)
desvio_padraoStandard deviationFloat (53)Sample standard deviation (2 decimal places)
val_min_intervaloLower rangeFloat (53)Lower indicative range (2 decimal places)
val_max_intervaloUpper rangeFloat (53)Upper indicative range (2 decimal places)
puUnit priceNumeric (19)Unit price (6 decimal places)
percent_pu_parPar valueNumeric (19)Par Value (2 decimal places)
durationDurationNumeric (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_ntnbNTN-B referenceDate (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 TypeFormatMandatoryQuery example
DateYYYY-MM-DDNoGET 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 FieldInformationType/SizeDescription
data_referenciaReference dateDate Reference date (yyyy-mm-dd)
vertice_anosTerm (years)Numeric (6)Term in years (up to one decimal place)
aaaAAANumeric (19)Spread (AAA) (up to 4 decimal places)
aaAANumeric (19)Spread (AA) (up to 4 decimal places)
aANumeric (19)Spread (A) (up to 4 decimal places)

Parameters:

Parameter TypeFormatMandatoryQuery example
Datedata=YYYY-MM-DDNoGET 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.

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/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 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 date Date Represents the date of collection of the index (format: yyyy-mm-dd)
variacao_projetadaIndex projected variationNumeric (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 examplede consulta
Month & YearMM=01&AAAA=2019NoGET 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.