0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@31/07/2019
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@8.11575012017607E-02@-1.82977697808108E-02@-6.94211364766734E-02@1.27569829190427E-02@1.15957978482681@1.01655971065174
1@IPCA@3.99718863181243E-02@1.48927410411741E-02@-8.81951448526331E-02@-4.65440833860493E-03@1.62055345578721@0.356068945891841
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@2.0473@5.4398@3.3244
2@378@1.9349@5.5544@3.5507
2@504@2.0644@5.7664@3.6271
2@630@2.2557@6.0008@3.6624
2@756@2.4432@6.2241@3.6907
2@882@2.6073@6.4236@3.7193
2@1,008@2.7454@6.5965@3.7481
2@1,134@2.8604@6.7442@3.7757
2@1,260@2.9565@6.8699@3.8010
2@1,386@3.0376@6.9770@3.8232
2@1,512@3.1067@7.0685@3.8424
2@1,638@3.1663@7.1473@3.8588
2@1,764@3.2183@7.2155@3.8725
2@1,890@3.2641@7.2750@3.8841
2@2,016@3.3048@7.3273@3.8938
2@2,142@3.3412@7.3735@3.9019
2@2,268@3.3741@7.4147@3.9087
2@2,394@3.4039@@
2@2,520@3.4310@@
2@2,646@3.4559@@
2@2,772@3.4787@@
2@2,898@3.4998@@
2@3,024@3.5193@@
2@3,150@3.5374@@
2@3,276@3.5542@@
2@3,402@3.5698@@
2@3,528@3.5845@@
2@3,654@3.5982@@
2@3,780@3.6111@@
2@3,906@3.6232@@
2@4,032@3.6346@@
2@4,158@3.6453@@
2@4,284@3.6554@@
2@4,410@3.6650@@
2@4,536@3.6741@@
2@4,662@3.6827@@
2@4,788@3.6909@@
2@4,914@3.6987@@
2@5,040@3.7060@@
2@5,166@3.7131@@
2@5,292@3.7198@@
2@5,418@3.7262@@
2@5,544@3.7323@@
2@5,670@3.7382@@
2@5,796@3.7438@@
2@5,922@3.7492@@
2@6,048@3.7543@@
2@6,174@3.7592@@
2@6,300@3.7640@@
2@6,426@3.7686@@
2@6,552@3.7729@@
2@6,678@3.7772@@
2@6,804@3.7812@@
2@6,930@3.7852@@
2@7,056@3.7889@@
2@7,182@3.7926@@
2@7,308@3.7961@@
2@7,434@3.7995@@
2@7,560@3.8028@@
2@7,686@3.8060@@
2@7,812@3.8091@@
2@7,938@3.8121@@
2@8,064@3.8149@@
2@8,190@3.8177@@
2@8,316@3.8205@@
2@8,442@3.8231@@
2@8,568@3.8257@@
2@8,694@3.8281@@
2@8,820@3.8306@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@6.1081
3@42@5.9581
3@63@5.8330
3@126@5.5794
3@252@5.4398
3@504@5.7664
3@756@6.2241
3@1,008@6.5965
3@1,260@6.8699
3@2,520@
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@10/01/2019@0.0119
4@LTN@100000@01/01/2020@0.0205
4@LTN@100000@04/01/2020@-0.0067
4@LTN@100000@07/01/2020@-0.0205
4@LTN@100000@10/01/2020@-0.0073
4@LTN@100000@04/01/2021@0.0040
4@LTN@100000@07/01/2021@0.0114
4@LTN@100000@10/01/2021@-0.0112
4@LTN@100000@01/01/2022@0.0182
4@LTN@100000@07/01/2022@0.0110
4@LTN@100000@07/01/2023@-0.0135
4@NTN-F@950199@01/01/2021@0.0021
4@NTN-F@950199@01/01/2023@-0.0085
4@NTN-F@950199@01/01/2025@-0.0001
4@NTN-F@950199@01/01/2027@0.0033
4@NTN-F@950199@01/01/2029@-0.0008
4@NTN-B@760199@08/15/2020@-0.0114
4@NTN-B@760199@05/15/2021@0.0263
4@NTN-B@760199@08/15/2022@-0.0144
4@NTN-B@760100@03/15/2023@-0.0203
4@NTN-B@760199@05/15/2023@0.0209
4@NTN-B@760199@08/15/2024@-0.0161
4@NTN-B@760199@08/15/2026@0.0261
4@NTN-B@760199@08/15/2028@-0.0246
4@NTN-B@760199@08/15/2030@0.0234
4@NTN-B@760199@05/15/2035@-0.0219
4@NTN-B@760199@08/15/2040@0.0459
4@NTN-B@760199@05/15/2045@-0.0451
4@NTN-B@760199@08/15/2050@-0.0110
4@NTN-B@760199@05/15/2055@0.0210