0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@30/09/2024
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.102346339191058@-6.91744253035595E-03@5.16794714444458E-02@6.16053451824518E-02@1.79472432326072@0.233131102831593
1@IPCA@0.064461036134728@-3.41307268699596E-02@5.52284250685385E-02@-5.1194422773031E-03@1.48889274241174@0.182816498477038
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@6.2558@12.0711@5.4729
2@378@6.6390@12.2907@5.2998
2@504@6.7637@12.3635@5.2450
2@630@6.7788@12.3919@5.2567
2@756@6.7513@12.4090@5.2998
2@882@6.7104@12.4232@5.3535
2@1,008@6.6683@12.4355@5.4066
2@1,134@6.6297@12.4447@5.4534
2@1,260@6.5957@12.4499@5.4919
2@1,386@6.5665@12.4504@5.5213
2@1,512@6.5415@12.4460@5.5419
2@1,638@6.5202@12.4367@5.5543
2@1,764@6.5019@12.4229@5.5595
2@1,890@6.4862@12.4051@5.5583
2@2,016@6.4728@12.3837@5.5515
2@2,142@6.4612@12.3591@5.5399
2@2,268@6.4512@12.3319@5.5243
2@2,394@6.4425@12.3024@5.5052
2@2,520@6.4350@12.2711@5.4832
2@2,646@6.4285@@
2@2,772@6.4229@@
2@2,898@6.4181@@
2@3,024@6.4139@@
2@3,150@6.4103@@
2@3,276@6.4072@@
2@3,402@6.4046@@
2@3,528@6.4023@@
2@3,654@6.4004@@
2@3,780@6.3988@@
2@3,906@6.3975@@
2@4,032@6.3965@@
2@4,158@6.3956@@
2@4,284@6.3949@@
2@4,410@6.3944@@
2@4,536@6.3941@@
2@4,662@6.3938@@
2@4,788@6.3937@@
2@4,914@6.3937@@
2@5,040@6.3937@@
2@5,166@6.3939@@
2@5,292@6.3941@@
2@5,418@6.3943@@
2@5,544@6.3946@@
2@5,670@6.3950@@
2@5,796@6.3954@@
2@5,922@6.3958@@
2@6,048@6.3962@@
2@6,174@6.3967@@
2@6,300@6.3972@@
2@6,426@6.3977@@
2@6,552@6.3982@@
2@6,678@6.3987@@
2@6,804@6.3992@@
2@6,930@6.3998@@
2@7,056@6.4003@@
2@7,182@6.4008@@
2@7,308@6.4014@@
2@7,434@6.4019@@
2@7,560@6.4025@@
2@7,686@6.4030@@
2@7,812@6.4035@@
2@7,938@6.4040@@
2@8,064@6.4046@@
2@8,190@6.4051@@
2@8,316@6.4056@@
2@8,442@6.4061@@
2@8,568@6.4066@@
2@8,694@6.4070@@
2@8,820@6.4075@@
2@8,946@6.4080@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@10.0012
3@42@10.3881
3@63@10.7145
3@126@11.4150
3@252@12.0711
3@504@12.3635
3@756@12.4090
3@1,008@12.4355
3@1,260@12.4499
3@2,520@12.2711
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@10/01/2024@-1.1114
4@LTN@100000@01/01/2025@0.0257
4@LTN@100000@04/01/2025@0.0423
4@LTN@100000@07/01/2025@0.0212
4@LTN@100000@10/01/2025@-0.0143
4@LTN@100000@01/01/2026@-0.0139
4@LTN@100000@04/01/2026@-0.0340
4@LTN@100000@07/01/2026@-0.0492
4@LTN@100000@10/01/2026@-0.0334
4@LTN@100000@07/01/2027@0.0289
4@LTN@100000@01/01/2028@0.0016
4@LTN@100000@07/01/2028@-0.0536
4@LTN@100000@01/01/2030@-0.0890
4@NTN-F@950199@01/01/2025@-0.0397
4@NTN-F@950199@01/01/2027@0.0640
4@NTN-F@950199@01/01/2029@0.0491
4@NTN-F@950199@01/01/2031@-0.0350
4@NTN-F@950199@01/01/2033@0.0685
4@NTN-F@950199@01/01/2035@-0.0281
4@NTN-B@760199@05/15/2025@0.0495
4@NTN-B@760199@08/15/2026@-0.0824
4@NTN-B@760199@05/15/2027@0.0681
4@NTN-B@760199@08/15/2028@-0.0475
4@NTN-B@760199@05/15/2029@0.0165
4@NTN-B@760199@08/15/2030@0.0572
4@NTN-B@760199@08/15/2032@-0.0128
4@NTN-B@760199@05/15/2033@-0.0211
4@NTN-B@760199@05/15/2035@-0.0228
4@NTN-B@760199@08/15/2040@0.0262
4@NTN-B@760199@05/15/2045@0.0040
4@NTN-B@760199@08/15/2050@-0.0158
4@NTN-B@760199@05/15/2055@0.0051
4@NTN-B@760199@08/15/2060@-0.0007