0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@29/05/2020
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.103854697011357@-7.75062002848612E-02@-0.105810718997554@-4.03040383783819E-02@1.02835801265092@8.02165829447147E-02
1@IPCA@5.34524644797606E-02@4.31446492574689E-02@-0.153052149422191@-0.110693966320335@4.77672855254733@0.807287882248107
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@126@0.8556@2.3016@1.4337
2@252@0.5348@2.5642@2.0186
2@378@0.7042@3.0813@2.3604
2@504@0.9067@3.6744@2.7428
2@630@1.1401@4.2553@3.0800
2@756@1.3958@4.7852@3.3427
2@882@1.6585@5.2506@3.5334
2@1,008@1.9160@5.6512@3.6649
2@1,134@2.1601@5.9923@3.7511
2@1,260@2.3866@6.2815@3.8041
2@1,386@2.5938@6.5264@3.8331
2@1,512@2.7816@6.7344@3.8458
2@1,638@2.9510@6.9116@3.8470
2@1,764@3.1034@7.0634@3.8408
2@1,890@3.2404@7.1942@3.8297
2@2,016@3.3636@7.3075@3.8155
2@2,142@3.4746@7.4064@3.7997
2@2,268@3.5748@7.4933@3.7832
2@2,394@3.6655@7.5702@3.7666
2@2,520@3.7478@7.6386@3.7502
2@2,646@3.8228@7.6999@3.7343
2@2,772@3.8912@@
2@2,898@3.9539@@
2@3,024@4.0116@@
2@3,150@4.0647@@
2@3,276@4.1138@@
2@3,402@4.1593@@
2@3,528@4.2016@@
2@3,654@4.2410@@
2@3,780@4.2777@@
2@3,906@4.3122@@
2@4,032@4.3444@@
2@4,158@4.3747@@
2@4,284@4.4033@@
2@4,410@4.4302@@
2@4,536@4.4556@@
2@4,662@4.4796@@
2@4,788@4.5024@@
2@4,914@4.5240@@
2@5,040@4.5446@@
2@5,166@4.5641@@
2@5,292@4.5827@@
2@5,418@4.6004@@
2@5,544@4.6173@@
2@5,670@4.6335@@
2@5,796@4.6490@@
2@5,922@4.6638@@
2@6,048@4.6780@@
2@6,174@4.6916@@
2@6,300@4.7047@@
2@6,426@4.7172@@
2@6,552@4.7293@@
2@6,678@4.7409@@
2@6,804@4.7521@@
2@6,930@4.7629@@
2@7,056@4.7733@@
2@7,182@4.7833@@
2@7,308@4.7930@@
2@7,434@4.8024@@
2@7,560@4.8114@@
2@7,686@4.8202@@
2@7,812@4.8287@@
2@7,938@4.8369@@
2@8,064@4.8448@@
2@8,190@4.8525@@
2@8,316@4.8600@@
2@8,442@4.8672@@
2@8,568@4.8742@@
2@8,694@4.8811@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@2.5159
3@42@2.4264
3@63@2.3630
3@126@2.3016
3@252@2.5642
3@504@3.6744
3@756@4.7852
3@1,008@5.6512
3@1,260@6.2815
3@2,520@7.6386
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@07/01/2020@-0.1790
4@LTN@100000@10/01/2020@-0.0011
4@LTN@100000@04/01/2021@0.0241
4@LTN@100000@07/01/2021@0.0141
4@LTN@100000@10/01/2021@-0.0071
4@LTN@100000@01/01/2022@-0.0058
4@LTN@100000@04/01/2022@-0.0301
4@LTN@100000@07/01/2022@-0.0064
4@LTN@100000@07/01/2023@0.0109
4@LTN@100000@01/01/2024@-0.0199
4@NTN-F@950199@01/01/2021@0.0327
4@NTN-F@950199@01/01/2023@0.0060
4@NTN-F@950199@01/01/2025@0.0170
4@NTN-F@950199@01/01/2027@-0.0218
4@NTN-F@950199@01/01/2029@0.0244
4@NTN-F@950199@01/01/2031@-0.0103
4@NTN-B@760199@08/15/2020@-0.0025
4@NTN-B@760199@05/15/2021@0.0312
4@NTN-B@760199@08/15/2022@-0.1096
4@NTN-B@760100@03/15/2023@0.0085
4@NTN-B@760199@05/15/2023@0.0811
4@NTN-B@760199@08/15/2024@0.0026
4@NTN-B@760199@05/15/2025@-0.0042
4@NTN-B@760199@08/15/2026@0.0306
4@NTN-B@760199@08/15/2028@0.0255
4@NTN-B@760199@08/15/2030@-0.0372
4@NTN-B@760199@05/15/2035@-0.0261
4@NTN-B@760199@08/15/2040@-0.0154
4@NTN-B@760199@05/15/2045@-0.0514
4@NTN-B@760199@08/15/2050@0.0065
4@NTN-B@760199@05/15/2055@0.0601