0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@30/06/2017
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.10855257607146@-5.28518057456681E-03@-9.06226245888188E-02@3.56860384242823E-02@1.43589408166713@0.702935137106708
1@IPCA@5.61655567569619E-02@8.70127388693468E-02@-0.224027493447064@7.49773269668747E-02@1.78842928371706@0.936443551331198
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@4.9113@8.7170@3.6275
2@378@4.5775@8.9326@4.1644
2@504@4.7553@9.2587@4.2989
2@630@5.0163@9.5722@4.3382
2@756@5.2359@9.8344@4.3697
2@882@5.3931@10.0407@4.4097
2@1,008@5.4975@10.1982@4.4557
2@1,134@5.5638@10.3169@4.5025
2@1,260@5.6045@10.4062@4.5468
2@1,386@5.6287@10.4736@4.5867
2@1,512@5.6425@10.5249@4.6216
2@1,638@5.6500@10.5645@4.6516
2@1,764@5.6536@10.5954@4.6773
2@1,890@5.6550@10.6199@4.6991
2@2,016@5.6550@10.6398@4.7179
2@2,142@5.6542@10.6561@4.7342
2@2,268@5.6531@10.6698@4.7482
2@2,394@5.6517@@
2@2,520@5.6503@@
2@2,646@5.6490@@
2@2,772@5.6476@@
2@2,898@5.6464@@
2@3,024@5.6452@@
2@3,150@5.6441@@
2@3,276@5.6430@@
2@3,402@5.6421@@
2@3,528@5.6412@@
2@3,654@5.6403@@
2@3,780@5.6395@@
2@3,906@5.6388@@
2@4,032@5.6381@@
2@4,158@5.6374@@
2@4,284@5.6368@@
2@4,410@5.6362@@
2@4,536@5.6357@@
2@4,662@5.6352@@
2@4,788@5.6347@@
2@4,914@5.6342@@
2@5,040@5.6338@@
2@5,166@5.6334@@
2@5,292@5.6330@@
2@5,418@5.6326@@
2@5,544@5.6322@@
2@5,670@5.6319@@
2@5,796@5.6315@@
2@5,922@5.6312@@
2@6,048@5.6309@@
2@6,174@5.6306@@
2@6,300@5.6303@@
2@6,426@5.6301@@
2@6,552@5.6298@@
2@6,678@5.6295@@
2@6,804@5.6293@@
2@6,930@5.6291@@
2@7,056@5.6288@@
2@7,182@5.6286@@
2@7,308@5.6284@@
2@7,434@5.6282@@
2@7,560@5.6280@@
2@7,686@5.6278@@
2@7,812@5.6276@@
2@7,938@5.6275@@
2@8,064@5.6273@@
2@8,190@5.6271@@
2@8,316@5.6270@@
2@8,442@5.6268@@
2@8,568@5.6267@@
2@8,694@5.6265@@
2@8,820@5.6264@@
2@8,946@5.6262@@
2@9,072@5.6261@@
2@9,198@5.6260@@
2@9,324@5.6258@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@9.9568
3@42@9.6526
3@63@9.4053
3@126@8.9303
3@252@8.7170
3@504@9.2587
3@756@9.8344
3@1,008@10.1982
3@1,260@10.4062
3@2,520@
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@07/01/2017@0.0893
4@LTN@100000@10/01/2017@-0.0019
4@LTN@100000@01/01/2018@0.0604
4@LTN@100000@04/01/2018@-0.0487
4@LTN@100000@07/01/2018@-0.0292
4@LTN@100000@10/01/2018@-0.0542
4@LTN@100000@01/01/2019@0.0177
4@LTN@100000@04/01/2019@0.0068
4@LTN@100000@07/01/2019@0.0104
4@LTN@100000@01/01/2020@0.0211
4@LTN@100000@07/01/2020@-0.0409
4@NTN-F@950199@01/01/2018@-0.0042
4@NTN-F@950199@01/01/2019@0.0515
4@NTN-F@950199@01/01/2021@-0.0220
4@NTN-F@950199@01/01/2023@0.0292
4@NTN-F@950199@01/01/2025@-0.0128
4@NTN-F@950199@01/01/2027@0.0011
4@NTN-B@760199@08/15/2018@0.0057
4@NTN-B@760199@05/15/2019@-0.0224
4@NTN-B@760199@08/15/2020@0.0614
4@NTN-B@760199@05/15/2021@-0.0240
4@NTN-B@760199@08/15/2022@-0.0481
4@NTN-B@760100@03/15/2023@-0.0314
4@NTN-B@760199@05/15/2023@-0.0304
4@NTN-B@760199@08/15/2024@0.0689
4@NTN-B@760199@08/15/2026@-0.0128
4@NTN-B@760199@08/15/2030@0.0436
4@NTN-B@760199@05/15/2035@0.0136
4@NTN-B@760199@08/15/2040@0.0481
4@NTN-B@760199@05/15/2045@-0.0754
4@NTN-B@760199@08/15/2050@-0.0221
4@NTN-B@760199@05/15/2055@0.0223