0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@31/07/2023
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.11468776104086@1.81984000378467E-02@6.43037812130804E-02@-9.44627431350095E-02@2.6581034430311@1.21066766918451
1@IPCA@5.68482660685839E-02@7.13038215977188E-02@-5.36985288567138E-02@-2.91961855130468E-02@1.74721125916101@0.492203004858826
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@6.9315@11.2419@4.0309
2@378@6.0291@10.5614@4.2745
2@504@5.5697@10.2655@4.4480
2@630@5.3242@10.1885@4.6184
2@756@5.1885@10.2187@4.7820
2@882@5.1132@10.2942@4.9289
2@1,008@5.0732@10.3837@5.0540
2@1,134@5.0551@10.4726@5.1568
2@1,260@5.0512@10.5548@5.2389
2@1,386@5.0566@10.6283@5.3035
2@1,512@5.0681@10.6931@5.3536
2@1,638@5.0836@10.7499@5.3921
2@1,764@5.1015@10.7997@5.4216
2@1,890@5.1208@10.8434@5.4438
2@2,016@5.1406@10.8820@5.4606
2@2,142@5.1606@10.9163@5.4732
2@2,268@5.1803@10.9468@5.4824
2@2,394@5.1995@@
2@2,520@5.2180@@
2@2,646@5.2357@@
2@2,772@5.2525@@
2@2,898@5.2686@@
2@3,024@5.2837@@
2@3,150@5.2981@@
2@3,276@5.3116@@
2@3,402@5.3244@@
2@3,528@5.3365@@
2@3,654@5.3478@@
2@3,780@5.3586@@
2@3,906@5.3687@@
2@4,032@5.3783@@
2@4,158@5.3873@@
2@4,284@5.3959@@
2@4,410@5.4040@@
2@4,536@5.4117@@
2@4,662@5.4190@@
2@4,788@5.4259@@
2@4,914@5.4325@@
2@5,040@5.4387@@
2@5,166@5.4447@@
2@5,292@5.4504@@
2@5,418@5.4558@@
2@5,544@5.4610@@
2@5,670@5.4660@@
2@5,796@5.4707@@
2@5,922@5.4753@@
2@6,048@5.4796@@
2@6,174@5.4838@@
2@6,300@5.4878@@
2@6,426@5.4917@@
2@6,552@5.4954@@
2@6,678@5.4990@@
2@6,804@5.5024@@
2@6,930@5.5057@@
2@7,056@5.5089@@
2@7,182@5.5120@@
2@7,308@5.5150@@
2@7,434@5.5179@@
2@7,560@5.5206@@
2@7,686@5.5233@@
2@7,812@5.5259@@
2@7,938@5.5285@@
2@8,064@5.5309@@
2@8,190@5.5333@@
2@8,316@5.5356@@
2@8,442@5.5378@@
2@8,568@5.5399@@
2@8,694@5.5420@@
2@8,820@5.5441@@
2@8,946@5.5461@@
2@9,072@5.5480@@
2@9,198@5.5499@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@13.2707
3@42@13.1709
3@63@13.0162
3@126@12.4010
3@252@11.2419
3@504@10.2655
3@756@10.2187
3@1,008@10.3837
3@1,260@10.5548
3@2,520@
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@10/01/2023@-0.0032
4@LTN@100000@01/01/2024@0.0205
4@LTN@100000@04/01/2024@-0.0100
4@LTN@100000@07/01/2024@-0.0062
4@LTN@100000@10/01/2024@0.0107
4@LTN@100000@01/01/2025@0.0289
4@LTN@100000@04/01/2025@-0.0265
4@LTN@100000@07/01/2025@-0.0150
4@LTN@100000@10/01/2025@-0.0189
4@LTN@100000@01/01/2026@0.0269
4@LTN@100000@07/01/2026@0.0019
4@LTN@100000@07/01/2027@-0.0715
4@NTN-F@950199@01/01/2025@-0.0174
4@NTN-F@950199@01/01/2027@0.0562
4@NTN-F@950199@01/01/2029@-0.0196
4@NTN-F@950199@01/01/2031@0.0095
4@NTN-F@950199@01/01/2033@0.0026
4@NTN-B@760199@08/15/2024@-0.0125
4@NTN-B@760199@05/15/2025@0.0170
4@NTN-B@760199@08/15/2026@0.0157
4@NTN-B@760199@05/15/2027@-0.0308
4@NTN-B@760199@08/15/2028@-0.0197
4@NTN-B@760199@08/15/2030@0.0529
4@NTN-B@760199@08/15/2032@0.0022
4@NTN-B@760199@05/15/2033@-0.0390
4@NTN-B@760199@05/15/2035@0.0217
4@NTN-B@760199@08/15/2040@0.0026
4@NTN-B@760199@05/15/2045@-0.0176
4@NTN-B@760199@08/15/2050@-0.0246
4@NTN-B@760199@05/15/2055@0.0080
4@NTN-B@760199@08/15/2060@0.0203