0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@30/12/2020
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@9.61276722085917E-02@-7.07773565909027E-02@-9.52889005797797E-02@-6.73126541342228E-02@2.20027036964823@0.391060006986687
1@IPCA@4.76812096389844E-02@7.98448540641014E-02@-0.346572774522693@-4.75537092785492E-02@4.32587414432171@0.40912275270432
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@126@-2.5853@2.1349@4.8454
2@252@-1.6020@2.9383@4.6142
2@378@-0.2631@3.7694@4.0431
2@504@0.5423@4.4117@3.8485
2@630@1.0349@4.8822@3.8078
2@756@1.3675@5.2333@3.8136
2@882@1.6145@5.5076@3.8312
2@1,008@1.8121@5.7333@3.8514
2@1,134@1.9791@5.9275@3.8717
2@1,260@2.1257@6.1006@3.8921
2@1,386@2.2575@6.2586@3.9127
2@1,512@2.3780@6.4049@3.9333
2@1,638@2.4893@6.5418@3.9540
2@1,764@2.5928@6.6705@3.9746
2@1,890@2.6893@6.7919@3.9951
2@2,016@2.7797@6.9066@4.0152
2@2,142@2.8643@7.0150@4.0351
2@2,268@2.9437@7.1175@4.0544
2@2,394@3.0182@7.2144@4.0732
2@2,520@3.0881@@
2@2,646@3.1537@@
2@2,772@3.2154@@
2@2,898@3.2734@@
2@3,024@3.3279@@
2@3,150@3.3791@@
2@3,276@3.4274@@
2@3,402@3.4728@@
2@3,528@3.5156@@
2@3,654@3.5560@@
2@3,780@3.5941@@
2@3,906@3.6301@@
2@4,032@3.6641@@
2@4,158@3.6963@@
2@4,284@3.7268@@
2@4,410@3.7558@@
2@4,536@3.7832@@
2@4,662@3.8093@@
2@4,788@3.8341@@
2@4,914@3.8576@@
2@5,040@3.8801@@
2@5,166@3.9015@@
2@5,292@3.9220@@
2@5,418@3.9415@@
2@5,544@3.9601@@
2@5,670@3.9780@@
2@5,796@3.9951@@
2@5,922@4.0114@@
2@6,048@4.0271@@
2@6,174@4.0422@@
2@6,300@4.0567@@
2@6,426@4.0706@@
2@6,552@4.0840@@
2@6,678@4.0969@@
2@6,804@4.1093@@
2@6,930@4.1213@@
2@7,056@4.1328@@
2@7,182@4.1439@@
2@7,308@4.1547@@
2@7,434@4.1651@@
2@7,560@4.1751@@
2@7,686@4.1848@@
2@7,812@4.1942@@
2@7,938@4.2033@@
2@8,064@4.2122@@
2@8,190@4.2207@@
2@8,316@4.2290@@
2@8,442@4.2371@@
2@8,568@4.2449@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@2.2648
3@42@2.1041
3@63@2.0285
3@126@2.1349
3@252@2.9383
3@504@4.4117
3@756@5.2333
3@1,008@5.7333
3@1,260@6.1006
3@2,520@
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@04/01/2021@-0.0229
4@LTN@100000@07/01/2021@-0.0229
4@LTN@100000@10/01/2021@-0.0575
4@LTN@100000@01/01/2022@0.0938
4@LTN@100000@04/01/2022@-0.0138
4@LTN@100000@07/01/2022@0.0047
4@LTN@100000@10/01/2022@-0.0099
4@LTN@100000@07/01/2023@-0.0515
4@LTN@100000@01/01/2024@-0.1252
4@NTN-F@950199@01/01/2021@0.2471
4@NTN-F@950199@01/01/2023@0.0193
4@NTN-F@950199@01/01/2025@0.1147
4@NTN-F@950199@01/01/2027@-0.0429
4@NTN-F@950199@01/01/2029@0.0011
4@NTN-F@950199@01/01/2031@0.0056
4@NTN-B@760199@05/15/2021@0.0032
4@NTN-B@760199@08/15/2022@-0.0767
4@NTN-B@760100@03/15/2023@-0.0245
4@NTN-B@760199@05/15/2023@0.1164
4@NTN-B@760199@08/15/2024@-0.0060
4@NTN-B@760199@05/15/2025@0.0491
4@NTN-B@760199@08/15/2026@-0.0713
4@NTN-B@760199@08/15/2028@-0.0172
4@NTN-B@760199@08/15/2030@0.0243
4@NTN-B@760199@05/15/2035@0.0726
4@NTN-B@760199@08/15/2040@-0.0286
4@NTN-B@760199@05/15/2045@-0.1023
4@NTN-B@760199@08/15/2050@-0.0001
4@NTN-B@760199@05/15/2055@0.0632