IDEX Analytics · Private credit indices
Idex-CDI Low Rated
Index of CDI debentures with low-rated cut and proprietary historical series.
How to read: hover over the charts to see values. The button (i) next to each title explains what that chart shows. Numbers follow the Brazilian standard (1,234.56) and percentages appear with the % sign. Acronyms are in the glossary at the end.
Top changes
Top 5 increases
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Top 5 decreases
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Top 5 carry increases
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Top 5 carry decreases
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Top 5 market value increases
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Top 5 market value decreases
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Glossary
Terms and acronyms used in charts and tables.
- CDI
- Interbank market reference rate; benchmark for CDI indices.
- IPCA
- Official inflation index; benchmark for Infra and NTN-B indices.
- Spread / carrego
- Risk premium paid above the reference, measured in basis points (bps).
- bps (pontos-base)
- 1 bp = 0,01%. Ex.: 150 bps = 1,50%.
- Duration
- Weighted average maturity; price sensitivity to interest rate changes (in years).
- MtM (mark-to-market)
- Asset value at market prices on the date.
- Debenture
- Debt security issued by companies to raise capital.
- DI+ / %DI
- Payment structures: CDI plus a spread, or a percentage of CDI.
- Yield
- Annualized return rate implicit in the bond price.
- NTN-B
- Public bond indexed to IPCA (Treasury IPCA+).
- PMR
- Weighted average maturity (in days) of the bonds in the index.
- Distressed
- Company in financial distress; may distort spreads.
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