  Context: Observations suggest that the major fraction of long duration
gamma-ray bursts (GRBs) are connected with broad-lines supernovae Ib/c,
(SNe-Ibc). The presence of GRB-SNe is revealed by rebrightenings emerging from
the optical GRB afterglow $10$--$15$ days, in the rest-frame of the source,
after the prompt GRB emission. Aims: \textit{Fermi}-GBM has a field of view
(FoV) which is about 6.5 times larger than the FoV of \textit{Swift}, therefore
we expect that a number of GRB-SN connections have been missed due to lack of
optical and X-ray instruments on board of \textit{Fermi}, which are essential
to reveal SNe associated with GRBs. This fact has motivated our search in the
\textit{Fermi} catalogue for possible GRB-SN events. Methods: The search for
possible GRB-SN associations follows two requirements: (1) SN should fall
inside the \textit{Fermi}-GBM error box of the considered long GRB, and (2)
this GRB should occur within $20$ days before the SN event. Results: We have
found $5$ cases, within $z<0.2$ fulfilling the above reported requirements. One
of them, GRB 130702A-SN 2013dx, was already known as GRB-SN association. We
have analyzed the remaining $4$ cases and we concluded that three of them are,
very likely, just random coincidences, due to the \textit{Fermi}-GBM large
error box associated with each GRB detection. We found one GRB possibly
associated with a SN 1998bw-like, GRB 120121B/SN 2012ba. Conclusions: The very
low redshift of GRB 120121B/SN 2012ba ($z = 0.017$) implies a low isotropic
energy of this burst ($E_{iso} = 1.39 \times 10^{48}$) erg. We then compute the
rate of \textit{Fermi} low-luminosity GRBs connected with SNe to be $\rho_{0,b}
\leq 770\ $Gpc$^{-3}$yr$^{-1}$. We estimate that \textit{Fermi}-GBM could
detect $1$--$4$ GRBs-SNe within $z \leq 0.2$ in the next 4 years.

High Energy Astrophysical Phenomena