0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@31/12/2019
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@7.63422567015199E-02@-3.02284800384535E-02@-4.11601129696451E-02@-1.37357062809284E-02@1.6410799741643@0.946818273547468
1@IPCA@3.88921529338871E-02@-2.51895605105075E-02@-6.95974326909109E-02@-0.040409546491883@3.17752166322857@0.911491754769024
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@0.2933@4.5696@4.2637
2@378@0.8039@4.9311@4.0942
2@504@1.2065@5.2859@4.0307
2@630@1.5210@5.5938@4.0117
2@756@1.7759@5.8495@4.0025
2@882@1.9888@6.0590@3.9908
2@1,008@2.1695@6.2306@3.9748
2@1,134@2.3242@6.3722@3.9560
2@1,260@2.4576@6.4900@3.9356
2@1,386@2.5730@6.5890@3.9152
2@1,512@2.6733@6.6731@3.8956
2@1,638@2.7608@6.7452@3.8773
2@1,764@2.8376@6.8076@3.8604
2@1,890@2.9053@6.8620@3.8449
2@2,016@2.9652@6.9099@3.8311
2@2,142@3.0186@6.9522@3.8183
2@2,268@3.0664@@
2@2,394@3.1093@@
2@2,520@3.1480@@
2@2,646@3.1832@@
2@2,772@3.2151@@
2@2,898@3.2444@@
2@3,024@3.2712@@
2@3,150@3.2959@@
2@3,276@3.3187@@
2@3,402@3.3398@@
2@3,528@3.3594@@
2@3,654@3.3777@@
2@3,780@3.3947@@
2@3,906@3.4107@@
2@4,032@3.4256@@
2@4,158@3.4397@@
2@4,284@3.4529@@
2@4,410@3.4654@@
2@4,536@3.4771@@
2@4,662@3.4883@@
2@4,788@3.4988@@
2@4,914@3.5088@@
2@5,040@3.5183@@
2@5,166@3.5274@@
2@5,292@3.5360@@
2@5,418@3.5442@@
2@5,544@3.5521@@
2@5,670@3.5595@@
2@5,796@3.5667@@
2@5,922@3.5736@@
2@6,048@3.5801@@
2@6,174@3.5865@@
2@6,300@3.5925@@
2@6,426@3.5983@@
2@6,552@3.6039@@
2@6,678@3.6093@@
2@6,804@3.6145@@
2@6,930@3.6195@@
2@7,056@3.6243@@
2@7,182@3.6289@@
2@7,308@3.6334@@
2@7,434@3.6378@@
2@7,560@3.6420@@
2@7,686@3.6460@@
2@7,812@3.6499@@
2@7,938@3.6537@@
2@8,064@3.6574@@
2@8,190@3.6610@@
2@8,316@3.6644@@
2@8,442@3.6678@@
2@8,568@3.6710@@
2@8,694@3.6742@@
2@8,820@3.6773@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@4.5004
3@42@4.4218
3@63@4.3702
3@126@4.3370
3@252@4.5696
3@504@5.2859
3@756@5.8495
3@1,008@6.2306
3@1,260@6.4900
3@2,520@
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@01/01/2020@0.0224
4@LTN@100000@04/01/2020@0.0080
4@LTN@100000@07/01/2020@-0.0065
4@LTN@100000@10/01/2020@-0.0075
4@LTN@100000@04/01/2021@0.0051
4@LTN@100000@07/01/2021@-0.0054
4@LTN@100000@10/01/2021@-0.0165
4@LTN@100000@01/01/2022@-0.0167
4@LTN@100000@07/01/2022@0.0285
4@LTN@100000@07/01/2023@0.0179
4@NTN-F@950199@01/01/2021@0.0134
4@NTN-F@950199@01/01/2023@0.0022
4@NTN-F@950199@01/01/2025@-0.0022
4@NTN-F@950199@01/01/2027@-0.0280
4@NTN-F@950199@01/01/2029@0.0174
4@NTN-B@760199@08/15/2020@-0.0018
4@NTN-B@760199@05/15/2021@0.0126
4@NTN-B@760199@08/15/2022@-0.0444
4@NTN-B@760100@03/15/2023@-0.0155
4@NTN-B@760199@05/15/2023@0.0479
4@NTN-B@760199@08/15/2024@0.0202
4@NTN-B@760199@08/15/2026@-0.0010
4@NTN-B@760199@08/15/2028@0.0286
4@NTN-B@760199@08/15/2030@-0.0231
4@NTN-B@760199@05/15/2035@0.0074
4@NTN-B@760199@08/15/2040@-0.0278
4@NTN-B@760199@05/15/2045@-0.0514
4@NTN-B@760199@08/15/2050@0.0077
4@NTN-B@760199@05/15/2055@0.0427