0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@30/09/2019
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@8.53082588958542E-02@-2.90715629752272E-02@-6.32705847760428E-02@-2.30136147479264E-02@1.50213485530627@0.334259451446417
1@IPCA@4.02576531041837E-02@0.034066522896489@-0.128878615991258@-1.70808512279021E-02@2.0606829928103@0.394827962112868
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@1.3919@4.8521@3.4126
2@378@1.3394@5.1119@3.7226
2@504@1.5660@5.4242@3.7987
2@630@1.8216@5.7153@3.8240
2@756@2.0434@5.9653@3.8433
2@882@2.2248@6.1743@3.8635
2@1,008@2.3726@6.3484@3.8836
2@1,134@2.4949@6.4950@3.9027
2@1,260@2.5981@6.6200@3.9200
2@1,386@2.6872@6.7284@3.9354
2@1,512@2.7652@6.8238@3.9493
2@1,638@2.8347@6.9089@3.9618
2@1,764@2.8971@6.9857@3.9734
2@1,890@2.9537@7.0557@3.9843
2@2,016@3.0054@7.1199@3.9944
2@2,142@3.0528@7.1791@4.0040
2@2,268@3.0965@7.2341@4.0133
2@2,394@3.1369@@
2@2,520@3.1743@@
2@2,646@3.2091@@
2@2,772@3.2415@@
2@2,898@3.2717@@
2@3,024@3.2999@@
2@3,150@3.3263@@
2@3,276@3.3511@@
2@3,402@3.3743@@
2@3,528@3.3961@@
2@3,654@3.4166@@
2@3,780@3.4359@@
2@3,906@3.4541@@
2@4,032@3.4713@@
2@4,158@3.4876@@
2@4,284@3.5030@@
2@4,410@3.5175@@
2@4,536@3.5314@@
2@4,662@3.5445@@
2@4,788@3.5569@@
2@4,914@3.5688@@
2@5,040@3.5801@@
2@5,166@3.5908@@
2@5,292@3.6011@@
2@5,418@3.6109@@
2@5,544@3.6203@@
2@5,670@3.6292@@
2@5,796@3.6378@@
2@5,922@3.6460@@
2@6,048@3.6539@@
2@6,174@3.6615@@
2@6,300@3.6687@@
2@6,426@3.6757@@
2@6,552@3.6824@@
2@6,678@3.6889@@
2@6,804@3.6951@@
2@6,930@3.7011@@
2@7,056@3.7069@@
2@7,182@3.7125@@
2@7,308@3.7179@@
2@7,434@3.7231@@
2@7,560@3.7282@@
2@7,686@3.7330@@
2@7,812@3.7378@@
2@7,938@3.7423@@
2@8,064@3.7467@@
2@8,190@3.7510@@
2@8,316@3.7552@@
2@8,442@3.7592@@
2@8,568@3.7632@@
2@8,694@3.7670@@
2@8,820@3.7707@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@5.4023
3@42@5.2258
3@63@5.0876
3@126@4.8508
3@252@4.8521
3@504@5.4242
3@756@5.9653
3@1,008@6.3484
3@1,260@6.6200
3@2,520@
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@10/01/2019@0.1635
4@LTN@100000@01/01/2020@0.0362
4@LTN@100000@04/01/2020@-0.0077
4@LTN@100000@07/01/2020@-0.0377
4@LTN@100000@10/01/2020@-0.0045
4@LTN@100000@04/01/2021@0.0094
4@LTN@100000@07/01/2021@0.0029
4@LTN@100000@10/01/2021@-0.0157
4@LTN@100000@01/01/2022@0.0044
4@LTN@100000@07/01/2022@0.0216
4@LTN@100000@07/01/2023@-0.0239
4@NTN-F@950199@01/01/2021@0.0139
4@NTN-F@950199@01/01/2023@0.0023
4@NTN-F@950199@01/01/2025@-0.0086
4@NTN-F@950199@01/01/2027@0.0148
4@NTN-F@950199@01/01/2029@-0.0059
4@NTN-B@760199@08/15/2020@0.0005
4@NTN-B@760199@05/15/2021@-0.0030
4@NTN-B@760199@08/15/2022@0.0051
4@NTN-B@760100@03/15/2023@-0.0143
4@NTN-B@760199@05/15/2023@0.0353
4@NTN-B@760199@08/15/2024@-0.0397
4@NTN-B@760199@08/15/2026@0.0063
4@NTN-B@760199@08/15/2028@-0.0161
4@NTN-B@760199@08/15/2030@0.0510
4@NTN-B@760199@05/15/2035@0.0024
4@NTN-B@760199@08/15/2040@-0.0057
4@NTN-B@760199@05/15/2045@-0.0557
4@NTN-B@760199@08/15/2050@-0.0051
4@NTN-B@760199@05/15/2055@0.0383