Transactions of federal securities in the secondary market

 
Period: 03/09/2011 to 03/11/2011 - Considering only extragroup trades - Final values
Volumes and prices in Reais (Brazilian currency)
Quantity by type of security
Security 03/09/2011 03/10/2011 03/11/2011
LFT 186,281 67,922 220,361
LTN 2,911,896 581,618 11,705,438
NTN-B 60,291 28,845 1,129,706
NTN-F 370,230 275,230 691,445

Trades by security
Date Characteristics of the security Number of trades Quantity traded Prices Reference prices Yields (p.y.)
 Type Selic Code ISIN Code Issuance Maturity Total With Broker Total With Broker Minimum Average Maximum Collateral (550) Par value Minimum Average Maximum
03/09/2011 LFT 210100 BRSTNCLF1QE2 06/02/2006 03/16/2011 6 1 803 1 4,582.58247400 4,584.56996400 4,584.59221200 4,584.52645124 4,584.59010300 0.0000 0.0252 2.2325
03/09/2011 LFT 210100 BRSTNCLF1QG7 07/07/2006 06/15/2011 111 9 10,552 189 4,584.59012200 4,584.63012600 4,584.80557800 4,583.72450993 4,584.59010300 -0.0170 -0.0029 0.0000
03/09/2011 LFT 210100 BRSTNCLF1QI3 09/06/2006 12/21/2011 11 1 91 12 4,584.41708300 4,584.63798900 4,584.65092600 4,582.07015375 4,584.59010300 -0.0016 -0.0012 0.0048
03/09/2011 LFT 210100 BRSTNCLF1QJ1 11/01/2006 03/07/2012 15 5 830 107 4,584.64941500 4,584.65415600 4,584.66712400 4,581.39585682 4,584.59010300 -0.0016 -0.0013 -0.0012
03/09/2011 LFT 210100 BRSTNCLF1QQ6 05/09/2008 09/07/2012 1 1 11 11       4,579.75505817 4,584.59010300      
03/09/2011 LFT 210100 BRSTNCLF1QN3 07/06/2007 03/07/2013 8 4 5,340 5,010 4,584.43422700 4,584.57158500 4,584.63569100 4,577.30712802 4,584.59010300 -0.0004 0.0002 0.0017
03/09/2011 LFT 210100 BRSTNCLF1QS2 01/09/2009 09/07/2013 6 4 3,490 2,853 4,584.59010000 4,584.59010100 4,584.59010300 4,575.43374464 4,584.59010300 0.0000 0.0000 0.0000
03/09/2011 LFT 210100 BRSTNCLF1QP8 01/11/2008 03/07/2014 2 1 1,750 550 4,584.64771600 4,584.64771600 4,584.64771600 4,573.63369576 4,584.59010300 -0.0004 -0.0004 -0.0004
03/09/2011 LFT 210100 BRSTNCLF1QR4 05/09/2008 09/07/2014 2 0 733 0 4,584.31961200 4,584.56796100 4,584.59010300 4,571.79083138 4,584.59010300 0.0000 0.0001 0.0017
03/09/2011 LFT 210100 BRSTNCLF1QT0 03/06/2009 03/07/2015 40 4 48,480 45,142 4,584.28079700 4,584.88727200 4,585.36115300 4,569.96321154 4,584.59010300 -0.0042 -0.0016 0.0017
03/09/2011 LFT 210100 BRSTNCLF1QU8 07/03/2009 09/07/2015 10 6 114,030 113,461 4,584.07070000 4,584.70456300 4,585.20443800 4,568.13632232 4,584.59010300 -0.0029 -0.0005 0.0025
03/09/2011 LFT 210100 BRSTNCLF1QV6 04/09/2010 09/07/2016 10 1 148 100 4,584.50684200 4,584.52071800 4,584.59010300 4,564.48473453 4,584.59010300 0.0000 0.0002 0.0003
03/09/2011 LFT 210100 BRSTNCLF1QX2 01/07/2011 09/07/2017 1 1 23 23       4,560.85053876 4,584.59010300      
03/09/2011 LTN 100000 BRSTNCLTN6J2 01/15/2010 04/01/2011 6 1 94,426 50,000 992.56353800 992.56882200 992.57552900 992.38993869 1,000.00000000 11.6800 11.6911 11.7000
03/09/2011 LTN 100000 BRSTNCLTN6G8 07/03/2009 07/01/2011 15 6 742,387 666,800 964.76942500 964.82070400 964.85306300 963.93739979 1,000.00000000 12.0900 12.1019 12.1210
03/09/2011 LTN 100000 BRSTNCLTN6K0 07/08/2010 10/01/2011 12 7 637,400 421,400 935.05288400 935.12666400 935.17642600 933.48874468 1,000.00000000 12.4440 12.4544 12.4700
03/09/2011 LTN 100000 BRSTNCLTN6I4 01/08/2010 07/01/2012 20 15 723,898 700,700 852.96943800 853.09019400 853.17793100 848.92661320 1,000.00000000 12.8500 12.8588 12.8710
03/09/2011 LTN 100000 BRSTNCLTN6H6 12/29/2009 01/01/2013 1 1 50,000 50,000       796.34008277 1,000.00000000      
03/09/2011 LTN 100000 BRSTNCLTN6L8 12/03/2010 04/01/2013 6 6 453,671 453,671       772.32380835 1,000.00000000      
03/09/2011 LTN 100000 BRSTNCLTN6P9 03/04/2011 07/01/2013 2 2 100,000 100,000       748.08469298 1,000.00000000      
03/09/2011 LTN 100000 BRSTNCLTN6N4 12/22/2010 01/01/2015 4 1 110,114 10,000 629.06086100 629.07236900 629.82800400 619.06923973 1,000.00000000 12.8600 12.8954 12.8960
03/09/2011 NTN-B 760199 BRSTNCNTB2X4 01/09/2008 05/15/2013 7 2 31,085 20,000 2,022.32488000 2,022.33839100 2,022.34627600 2,001.03775292 1,995.77609500      
03/09/2011 NTN-B 760199 BRSTNCNTB393 01/14/2009 08/15/2014 2 1 10,205 10,000 1,978.76136100 1,978.76136100 1,978.76136100 1,953.84264595 1,995.77609500      
03/09/2011 NTN-B 760199 BRSTNCNTB088 10/15/2003 05/15/2015 11 10 19,000 16,000 2,005.17097900 2,005.17097900 2,005.17097900 1,977.68275863 1,995.77609500      
03/09/2011 NTN-B 760199 BRSTNCNTB3B8 02/10/2010 08/15/2030 1 1 1 1       1,942.13358730 1,995.77609500      
03/09/2011 NTN-F 950199 BRSTNCNTF063 06/01/2005 01/01/2012 6 6 100,000 100,000       996.12585982 1,000.00000000      
03/09/2011 NTN-F 950199 BRSTNCNTF0J3 07/06/2007 01/01/2013 1 0 4,980 0 975.62241600 975.62241600 975.62241600 967.62463056 1,000.00000000      
03/09/2011 NTN-F 950199 BRSTNCNTF0G9 01/05/2007 01/01/2017 6 4 210,275 200,000 917.38237600 918.48965900 919.53921700 894.12369412 1,000.00000000      
03/09/2011 NTN-F 950199 BRSTNCNTF0N5 02/05/2010 01/01/2021 3 1 54,975 50,000 877.71824400 877.71824400 877.71824400 852.14789781 1,000.00000000      
03/10/2011 LFT 210100 BRSTNCLF1QE2 06/02/2006 03/16/2011 5 2 283 85 4,586.59861200 4,586.59861200 4,586.59861200 4,586.54766783 4,586.59861200 0.0000 0.0000 0.0000
03/10/2011 LFT 210100 BRSTNCLF1QG7 07/07/2006 06/15/2011 92 5 9,771 221 4,586.62425300 4,586.70747500 4,586.80959500 4,585.74537296 4,586.59861200 -0.0169 -0.0086 -0.0018
03/10/2011 LFT 210100 BRSTNCLF1QH5 08/04/2006 09/21/2011 2 2 12 12       4,584.87956138 4,586.59861200      
03/10/2011 LFT 210100 BRSTNCLF1QI3 09/06/2006 12/21/2011 8 3 1,127 542 4,586.64877600 4,586.65858100 4,586.65915500 4,584.09028742 4,586.59861200 -0.0016 -0.0016 -0.0012
03/10/2011 LFT 210100 BRSTNCLF1QJ1 11/01/2006 03/07/2012 18 13 23,295 23,272 4,586.65336200 4,586.66207100 4,586.67536100 4,583.41569320 4,586.59861200 -0.0016 -0.0013 -0.0011
03/10/2011 LFT 210100 BRSTNCLF1QQ6 05/09/2008 09/07/2012 8 6 1,432 1,294 4,586.66069600 4,586.66069600 4,586.66069600 4,581.77417116 4,586.59861200 -0.0008 -0.0008 -0.0008
03/10/2011 LFT 210100 BRSTNCLF1QN3 07/06/2007 03/07/2013 28 12 6,294 4,872 4,584.63567600 4,586.56951500 4,586.75150100 4,579.32697760 4,586.59861200 -0.0016 0.0003 0.0215
03/10/2011 LFT 210100 BRSTNCLF1QO1 10/05/2007 06/07/2013 3 2 20 18 4,586.61208300 4,586.61208300 4,586.61208300 4,578.41156986 4,586.59861200 0.0000 0.0000 0.0000
03/10/2011 LFT 210100 BRSTNCLF1QS2 01/09/2009 09/07/2013 14 4 3,587 1,485 4,586.59373700 4,586.60853600 4,586.64669500 4,577.45276755 4,586.59861200 -0.0004 0.0000 0.0000
03/10/2011 LFT 210100 BRSTNCLF1QP8 01/11/2008 03/07/2014 5 1 1,075 627 4,586.36837000 4,586.77741500 4,586.82886500 4,575.65192435 4,586.59861200 -0.0016 -0.0012 0.0017
03/10/2011 LFT 210100 BRSTNCLF1QR4 05/09/2008 09/07/2014 15 11 11,309 10,277 4,586.39680100 4,586.78431700 4,587.00225000 4,573.80824676 4,586.59861200 -0.0025 -0.0011 0.0012
03/10/2011 LFT 210100 BRSTNCLF1QT0 03/06/2009 03/07/2015 19 0 4,173 0 4,586.13722400 4,586.60569500 4,586.90623000 4,571.97982044 4,586.59861200 -0.0016 0.0000 0.0025
03/10/2011 LFT 210100 BRSTNCLF1QU8 07/03/2009 09/07/2015 16 6 2,973 795 4,586.59861200 4,586.64200900 4,587.46576400 4,570.15212506 4,586.59861200 -0.0042 -0.0002 0.0000
03/10/2011 LFT 210100 BRSTNCLF1QV6 04/09/2010 09/07/2016 5 0 14 0 4,586.59800000 4,586.59839700 4,586.59862700 4,566.49892592 4,586.59861200 0.0000 0.0000 0.0000
03/10/2011 LFT 210100 BRSTNCLF1QW4 10/08/2010 03/07/2017 5 0 2,057 0 4,586.59861200 4,586.59861200 4,586.59862700 4,564.71687748 4,586.59861200 0.0000 0.0000 0.0000
03/10/2011 LFT 210100 BRSTNCLF1QX2 01/07/2011 09/07/2017 5 0 500 0 4,587.09857900 4,587.09857900 4,587.09857900 4,562.86312647 4,586.59861200 -0.0016 -0.0016 -0.0016
03/10/2011 LTN 100000 BRSTNCLTN6J2 01/15/2010 04/01/2011 4 0 37,839 0 992.99662000 993.00083200 993.01073300 992.83035335 1,000.00000000 11.6799 11.6975 11.7050
03/10/2011 LTN 100000 BRSTNCLTN6G8 07/03/2009 07/01/2011 12 8 130,028 113,700 965.29014800 965.34923800 965.55685800 964.41221218 1,000.00000000 11.9900 12.0678 12.0900
03/10/2011 LTN 100000 BRSTNCLTN6I4 01/08/2010 07/01/2012 9 4 208,568 201,300 853.49817700 854.73268000 855.23345500 849.44497063 1,000.00000000 12.6840 12.7345 12.8590
03/10/2011 LTN 100000 BRSTNCLTN6H6 12/29/2009 01/01/2013 4 4 4,700 4,700       796.86418161 1,000.00000000      
03/10/2011 LTN 100000 BRSTNCLTN6L8 12/03/2010 04/01/2013 3 2 200,483 1,483 779.44930100 779.44930100 779.44930100 772.98892079 1,000.00000000 12.9400 12.9400 12.9400
03/10/2011 NTN-B 760199 BRSTNCNTB2V8 05/09/2007 08/15/2012 11 3 15,858 5,805 2,005.96110500 2,005.96110500 2,005.96110500 1,984.88140623 1,995.77609500      
03/10/2011 NTN-B 760199 BRSTNCNTB2X4 01/09/2008 05/15/2013 2 0 4,259 0 2,027.98382400 2,028.80179300 2,029.14506800 2,003.46748609 1,995.77609500      
03/10/2011 NTN-B 760199 BRSTNCNTB393 01/14/2009 08/15/2014 2 2 2,000 2,000       1,954.35641745 1,995.77609500      
03/10/2011 NTN-B 760199 BRSTNCNTB088 10/15/2003 05/15/2015 5 2 6,728 5,247 2,012.82537300 2,018.91713200 2,037.34139400 1,978.19912476 1,995.77609500      
03/10/2011 NTN-F 950199 BRSTNCNTF063 06/01/2005 01/01/2012 4 0 47,320 0 999.20068100 999.29367000 999.34084400 996.74810752 1,000.00000000      
03/10/2011 NTN-F 950199 BRSTNCNTF0J3 07/06/2007 01/01/2013 3 0 1,820 0 974.50160400 974.77576800 974.93425000 968.24941642 1,000.00000000      
03/10/2011 NTN-F 950199 BRSTNCNTF071 05/05/2006 01/01/2014 2 0 690 0 954.48222900 954.63058800 954.69114300 944.41061362 1,000.00000000      
03/10/2011 NTN-F 950199 BRSTNCNTF0G9 01/05/2007 01/01/2017 3 1 223,000 50,000 914.23751700 914.24680000 914.77285000 894.84268093 1,000.00000000      
03/10/2011 NTN-F 950199 BRSTNCNTF0N5 02/05/2010 01/01/2021 2 0 2,400 0 875.75784500 877.06341300 877.18210100 852.97758296 1,000.00000000      
03/11/2011 LFT 210100 BRSTNCLF1QE2 06/02/2006 03/16/2011 3 2 1,786 1,779 4,588.60983600 4,588.60983600 4,588.60983600 4,588.56977599 4,588.60800100 0.0000 0.0000 0.0000
03/11/2011 LFT 210100 BRSTNCLF1QG7 07/07/2006 06/15/2011 57 5 27,020 7,523 4,588.60800100 4,588.70737900 4,588.83743100 4,587.76712741 4,588.60800100 -0.0187 -0.0080 0.0000
03/11/2011 LFT 210100 BRSTNCLF1QH5 08/04/2006 09/21/2011 3 2 45 39 4,588.66168200 4,588.66168200 4,588.66168200 4,586.90093411 4,588.60800100 -0.0020 -0.0020 -0.0020
03/11/2011 LFT 210100 BRSTNCLF1QI3 09/06/2006 12/21/2011 18 6 27,848 8,503 4,588.65818700 4,588.65919600 4,588.66826500 4,586.11131217 4,588.60800100 -0.0016 -0.0014 -0.0012
03/11/2011 LFT 210100 BRSTNCLF1QJ1 11/01/2006 03/07/2012 18 13 35,470 10,421 4,588.66277500 4,588.75627000 4,588.83744700 4,585.43642054 4,588.60800100 -0.0050 -0.0032 -0.0011
03/11/2011 LFT 210100 BRSTNCLF1QQ6 05/09/2008 09/07/2012 10 6 9,725 4,945 4,588.66277500 4,588.66350400 4,588.66994800 4,583.79417479 4,588.60800100 -0.0008 -0.0007 -0.0007
03/11/2011 LFT 210100 BRSTNCLF1QN3 07/06/2007 03/07/2013 33 18 18,161 12,348 4,588.60800100 4,588.63416500 4,588.76065100 4,581.34771895 4,588.60800100 -0.0016 -0.0002 0.0000
03/11/2011 LFT 210100 BRSTNCLF1QO1 10/05/2007 06/07/2013 5 4 936 840 4,588.62846800 4,588.62846800 4,588.62846800 4,580.43190726 4,588.60800100 -0.0001 -0.0001 -0.0001
03/11/2011 LFT 210100 BRSTNCLF1QS2 01/09/2009 09/07/2013 28 18 24,368 18,174 4,588.60176500 4,588.65803400 4,588.89249400 4,579.47268185 4,588.60800100 -0.0024 -0.0004 0.0000
03/11/2011 LFT 210100 BRSTNCLF1QP8 01/11/2008 03/07/2014 11 3 4,994 2,325 4,588.55049000 4,588.61469100 4,588.83804800 4,577.67104399 4,588.60800100 -0.0016 0.0000 0.0004
03/11/2011 LFT 210100 BRSTNCLF1QR4 05/09/2008 09/07/2014 5 2 4,032 3,024 4,588.60800100 4,588.61226400 4,588.87659500 4,575.82655283 4,588.60800100 -0.0016 0.0000 0.0000
03/11/2011 LFT 210100 BRSTNCLF1QT0 03/06/2009 03/07/2015 31 9 50,563 5,816 4,587.83793700 4,588.63131400 4,589.06917900 4,573.99731968 4,588.60800100 -0.0025 -0.0001 0.0042
03/11/2011 LFT 210100 BRSTNCLF1QU8 07/03/2009 09/07/2015 15 3 12,872 6,500 4,588.60800100 4,588.61099300 4,589.47476600 4,572.16881778 4,588.60800100 -0.0041 0.0000 0.0000
03/11/2011 LFT 210100 BRSTNCLF1QV6 04/09/2010 09/07/2016 2 0 216 0 4,588.70844700 4,588.76399400 4,588.81954100 4,568.51400657 4,588.60800100 -0.0008 -0.0006 -0.0003
03/11/2011 LFT 210100 BRSTNCLF1QW4 10/08/2010 03/07/2017 1 0 1,885 0 4,589.06227300 4,589.06227300 4,589.06227300 4,566.73117176 4,588.60800100 -0.0016 -0.0016 -0.0016
03/11/2011 LFT 210100 BRSTNCLF1QX2 01/07/2011 09/07/2017 1 1 440 440       4,564.87660273 4,588.60800100      
03/11/2011 LTN 100000 BRSTNCLTN6J2 01/15/2010 04/01/2011 10 1 1,347,353 800,000 993.42442200 993.42459900 993.44083300 993.27694645 1,000.00000000 11.6899 11.7206 11.7210
03/11/2011 LTN 100000 BRSTNCLTN6G8 07/03/2009 07/01/2011 24 14 1,334,059 915,700 965.70110700 965.91247100 966.01719800 965.07024874 1,000.00000000 11.9800 12.0197 12.1000
03/11/2011 LTN 100000 BRSTNCLTN6K0 07/08/2010 10/01/2011 2 1 1,427 1,000 936.86451800 936.86451800 936.86451800 935.22274916 1,000.00000000 12.2700 12.2700 12.2700
03/11/2011 LTN 100000 BRSTNCLTN6O2 01/14/2011 04/01/2012 2 0 200,000 0 881.98101600 881.99761700 882.01421800 878.95324642 1,000.00000000 12.5800 12.5820 12.5840
03/11/2011 LTN 100000 BRSTNCLTN6I4 01/08/2010 07/01/2012 49 30 2,500,674 1,909,000 853.89810700 855.38645400 856.07612300 851.53322746 1,000.00000000 12.6400 12.7095 12.8600
03/11/2011 LTN 100000 BRSTNCLTN6H6 12/29/2009 01/01/2013 10 5 471,240 214,500 802.91700300 804.72300100 804.87200900 798.91440437 1,000.00000000 12.7750 12.7865 12.9270
03/11/2011 LTN 100000 BRSTNCLTN6L8 12/03/2010 04/01/2013 9 4 304,335 200,635 779.61415300 781.38551200 781.45105300 774.91013506 1,000.00000000 12.8250 12.8296 12.9550
03/11/2011 LTN 100000 BRSTNCLTN6P9 03/04/2011 07/01/2013 17 16 404,050 403,900 758.92319200 758.92319200 758.92319200 750.35004187 1,000.00000000 12.7800 12.7800 12.7800
03/11/2011 LTN 100000 BRSTNCLTN6N4 12/22/2010 01/01/2015 39 30 5,142,300 1,975,000 629.90075100 632.25169000 632.35389100 620.72943788 1,000.00000000 12.7700 12.7747 12.8850
03/11/2011 NTN-B 760199 BRSTNCNTB0N9 03/09/2006 05/15/2011 31 5 185,598 160,000 2,055.25246400 2,055.38680500 2,055.46954000 2,041.26843715 1,995.77609500      
03/11/2011 NTN-B 760199 BRSTNCNTB2V8 05/09/2007 08/15/2012 15 2 71,989 9,385 2,007.31688200 2,008.70537900 2,009.96825800 1,985.39227152 1,995.77609500      
03/11/2011 NTN-B 760199 BRSTNCNTB2X4 01/09/2008 05/15/2013 50 11 274,560 62,704 2,025.91706900 2,030.52888000 2,030.97413300 2,003.99058453 1,995.77609500      
03/11/2011 NTN-B 760199 BRSTNCNTB393 01/14/2009 08/15/2014 71 11 471,960 140,000 1,985.54899200 1,986.24605100 1,988.00516600 1,954.87032405 1,995.77609500      
03/11/2011 NTN-B 760199 BRSTNCNTB088 10/15/2003 05/15/2015 33 7 122,629 32,129 2,012.79201800 2,013.37638300 2,013.59198300 1,978.71562571 1,995.77609500      
03/11/2011 NTN-B 760199 BRSTNCNTB2W6 05/09/2007 05/15/2017 9 9 2,862 2,862       1,981.80048557 1,995.77609500      
03/11/2011 NTN-B 760199 BRSTNCNTB3A0 01/14/2009 08/15/2020 1 0 8 0 1,981.70192500 1,981.70192500 1,981.70192500 1,931.70059833 1,995.77609500      
03/11/2011 NTN-B 760199 BRSTNCNTB3D4 02/10/2010 08/15/2050 1 0 100 0 2,072.12707600 2,072.12707600 2,072.12707600 1,980.09934193 1,995.77609500      
03/11/2011 NTN-F 950199 BRSTNCNTF063 06/01/2005 01/01/2012 18 16 419,577 325,000 1,000.85242800 1,001.05361100 1,001.27927000 998.60615013 1,000.00000000      
03/11/2011 NTN-F 950199 BRSTNCNTF0J3 07/06/2007 01/01/2013 3 1 29,200 25,000 975.04389400 975.45543300 976.12418400 970.62814740 1,000.00000000      
03/11/2011 NTN-F 950199 BRSTNCNTF071 05/05/2006 01/01/2014 2 0 7,000 0 955.56814200 956.35216100 956.71150400 946.83559380 1,000.00000000      
03/11/2011 NTN-F 950199 BRSTNCNTF0O3 09/03/2010 01/01/2015 2 1 10,200 10,000 938.96002400 938.96002400 938.96002400 925.68132171 1,000.00000000      
03/11/2011 NTN-F 950199 BRSTNCNTF0G9 01/05/2007 01/01/2017 8 3 87,058 68,170 915.02838000 917.16923200 919.32405100 896.91280813 1,000.00000000      
03/11/2011 NTN-F 950199 BRSTNCNTF0N5 02/05/2010 01/01/2021 8 0 138,410 0 878.78707300 882.17929100 885.93899100 855.40599485 1,000.00000000