0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@31/10/2019
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@8.01989373911189E-02@-2.93602931635561E-02@-5.84141535461948E-02@-2.06503985043157E-02@1.26037624355103@0.291518063524732
1@IPCA@2.17539826624301E-02@6.17727447506647E-03@-6.45710088303143E-02@4.63202066272341E-02@1.85537058755843@5.80462064710588E-02
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@0.6595@4.4383@3.7540
2@378@0.7966@4.6209@3.7940
2@504@1.0471@4.8753@3.7885
2@630@1.2963@5.1335@3.7880
2@756@1.5144@5.3693@3.7973
2@882@1.6987@5.5752@3.8117
2@1,008@1.8542@5.7521@3.8269
2@1,134@1.9869@5.9037@3.8404
2@1,260@2.1018@6.0341@3.8513
2@1,386@2.2027@6.1473@3.8595
2@1,512@2.2926@6.2467@3.8654
2@1,638@2.3734@6.3348@3.8695
2@1,764@2.4469@6.4139@3.8722
2@1,890@2.5140@6.4854@3.8740
2@2,016@2.5759@6.5506@3.8748
2@2,142@2.6332@6.6105@3.8752
2@2,268@2.6864@6.6659@3.8753
2@2,394@2.7360@@
2@2,520@2.7824@@
2@2,646@2.8259@@
2@2,772@2.8667@@
2@2,898@2.9051@@
2@3,024@2.9412@@
2@3,150@2.9753@@
2@3,276@3.0074@@
2@3,402@3.0377@@
2@3,528@3.0664@@
2@3,654@3.0934@@
2@3,780@3.1190@@
2@3,906@3.1431@@
2@4,032@3.1659@@
2@4,158@3.1874@@
2@4,284@3.2078@@
2@4,410@3.2269@@
2@4,536@3.2450@@
2@4,662@3.2621@@
2@4,788@3.2782@@
2@4,914@3.2933@@
2@5,040@3.3076@@
2@5,166@3.3209@@
2@5,292@3.3335@@
2@5,418@3.3453@@
2@5,544@3.3563@@
2@5,670@3.3666@@
2@5,796@3.3762@@
2@5,922@3.3851@@
2@6,048@3.3934@@
2@6,174@3.4011@@
2@6,300@3.4083@@
2@6,426@3.4148@@
2@6,552@3.4209@@
2@6,678@3.4264@@
2@6,804@3.4314@@
2@6,930@3.4359@@
2@7,056@3.4400@@
2@7,182@3.4437@@
2@7,308@3.4470@@
2@7,434@3.4498@@
2@7,560@3.4523@@
2@7,686@3.4544@@
2@7,812@3.4561@@
2@7,938@3.4575@@
2@8,064@3.4586@@
2@8,190@3.4594@@
2@8,316@3.4599@@
2@8,442@3.4601@@
2@8,568@3.4600@@
2@8,694@3.4597@@
2@8,820@3.4591@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@4.9220
3@42@4.7891
3@63@4.6817
3@126@4.4821
3@252@4.4383
3@504@4.8753
3@756@5.3693
3@1,008@5.7521
3@1,260@6.0341
3@2,520@
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@01/01/2020@0.0071
4@LTN@100000@04/01/2020@0.0400
4@LTN@100000@07/01/2020@-0.0074
4@LTN@100000@10/01/2020@-0.0266
4@LTN@100000@04/01/2021@-0.0119
4@LTN@100000@07/01/2021@0.0043
4@LTN@100000@10/01/2021@0.0031
4@LTN@100000@01/01/2022@0.0207
4@LTN@100000@07/01/2022@0.0295
4@LTN@100000@07/01/2023@-0.0239
4@NTN-F@950199@01/01/2021@-0.0135
4@NTN-F@950199@01/01/2023@-0.0021
4@NTN-F@950199@01/01/2025@-0.0082
4@NTN-F@950199@01/01/2027@0.0103
4@NTN-F@950199@01/01/2029@-0.0036
4@NTN-B@760199@08/15/2020@-0.0008
4@NTN-B@760199@05/15/2021@-0.0025
4@NTN-B@760199@08/15/2022@0.0146
4@NTN-B@760100@03/15/2023@0.0012
4@NTN-B@760199@05/15/2023@0.0504
4@NTN-B@760199@08/15/2024@-0.0414
4@NTN-B@760199@08/15/2026@-0.0486
4@NTN-B@760199@08/15/2028@-0.0439
4@NTN-B@760199@08/15/2030@0.0236
4@NTN-B@760199@05/15/2035@0.1032
4@NTN-B@760199@08/15/2040@-0.0132
4@NTN-B@760199@05/15/2045@-0.0627
4@NTN-B@760199@08/15/2050@-0.0087
4@NTN-B@760199@05/15/2055@0.0265