Brazil’s Anbima Preps Vendor Reference Price Feed


To fulfill its transparency obligations to its members and the Brazilian market, Anbima collects valuations of corporate and government bonds from market participants, and creates reference prices for 161 corporate bonds and 48 series of sovereign and other government bonds, which trading firms can use to mark assets to market, and to perform risk management. In addition, Anbima uses the prices to create a family of nine benchmark government bond indexes and three corporate bond indexes.

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