0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@31/03/2020
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.10424473046868@-6.24712992441221E-02@-0.120722263587562@-3.74115626416318E-02@1.23002604297922@4.75349144921594E-02
1@IPCA@5.18789551360142E-02@0.100375642438399@-0.205476561185914@-4.42438526584186E-02@2.79284246691771@0.622606156831163
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@126@4.0481@3.2242@-0.7918
2@252@1.9940@3.3265@1.3064
2@378@1.8918@3.8449@1.9168
2@504@2.1338@4.4782@2.2954
2@630@2.3929@5.0943@2.6382
2@756@2.6190@5.6426@2.9464
2@882@2.8138@6.1108@3.2067
2@1,008@2.9847@6.5027@3.4160
2@1,134@3.1369@6.8281@3.5789
2@1,260@3.2739@7.0978@3.7026
2@1,386@3.3978@7.3220@3.7952
2@1,512@3.5101@7.5091@3.8633
2@1,638@3.6120@7.6663@3.9129
2@1,764@3.7047@7.7992@3.9482
2@1,890@3.7890@7.9123@3.9727
2@2,016@3.8657@8.0092@3.9892
2@2,142@3.9356@8.0926@3.9995
2@2,268@3.9993@8.1650@4.0055
2@2,394@4.0577@8.2281@4.0077
2@2,520@4.1111@8.2833@4.0074
2@2,646@4.1600@8.3319@4.0052
2@2,772@4.2051@@
2@2,898@4.2466@@
2@3,024@4.2849@@
2@3,150@4.3204@@
2@3,276@4.3533@@
2@3,402@4.3838@@
2@3,528@4.4123@@
2@3,654@4.4388@@
2@3,780@4.4636@@
2@3,906@4.4869@@
2@4,032@4.5087@@
2@4,158@4.5293@@
2@4,284@4.5486@@
2@4,410@4.5668@@
2@4,536@4.5841@@
2@4,662@4.6004@@
2@4,788@4.6158@@
2@4,914@4.6305@@
2@5,040@4.6444@@
2@5,166@4.6576@@
2@5,292@4.6703@@
2@5,418@4.6823@@
2@5,544@4.6938@@
2@5,670@4.7048@@
2@5,796@4.7153@@
2@5,922@4.7253@@
2@6,048@4.7350@@
2@6,174@4.7442@@
2@6,300@4.7531@@
2@6,426@4.7616@@
2@6,552@4.7698@@
2@6,678@4.7777@@
2@6,804@4.7853@@
2@6,930@4.7926@@
2@7,056@4.7997@@
2@7,182@4.8065@@
2@7,308@4.8130@@
2@7,434@4.8194@@
2@7,560@4.8255@@
2@7,686@4.8315@@
2@7,812@4.8372@@
2@7,938@4.8428@@
2@8,064@4.8482@@
2@8,190@4.8534@@
2@8,316@4.8585@@
2@8,442@4.8634@@
2@8,568@4.8682@@
2@8,694@4.8728@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@3.9014
3@42@3.6807
3@63@3.5083
3@126@3.2242
3@252@3.3265
3@504@4.4782
3@756@5.6426
3@1,008@6.5027
3@1,260@7.0978
3@2,520@8.2833
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@04/01/2020@0.2404
4@LTN@100000@07/01/2020@0.1154
4@LTN@100000@10/01/2020@-0.0039
4@LTN@100000@04/01/2021@-0.0172
4@LTN@100000@07/01/2021@0.0043
4@LTN@100000@10/01/2021@0.0245
4@LTN@100000@01/01/2022@0.0550
4@LTN@100000@04/01/2022@0.0759
4@LTN@100000@07/01/2022@0.0560
4@LTN@100000@07/01/2023@0.0156
4@LTN@100000@01/01/2024@0.0772
4@NTN-F@950199@01/01/2021@-0.0847
4@NTN-F@950199@01/01/2023@-0.1397
4@NTN-F@950199@01/01/2025@-0.0302
4@NTN-F@950199@01/01/2027@0.0110
4@NTN-F@950199@01/01/2029@0.0143
4@NTN-F@950199@01/01/2031@-0.0112
4@NTN-B@760199@08/15/2020@-0.0023
4@NTN-B@760199@05/15/2021@0.0110
4@NTN-B@760199@08/15/2022@-0.1049
4@NTN-B@760100@03/15/2023@0.0349
4@NTN-B@760199@05/15/2023@0.0968
4@NTN-B@760199@08/15/2024@0.0407
4@NTN-B@760199@05/15/2025@-0.0800
4@NTN-B@760199@08/15/2026@-0.0466
4@NTN-B@760199@08/15/2028@0.0821
4@NTN-B@760199@08/15/2030@0.0053
4@NTN-B@760199@05/15/2035@-0.0400
4@NTN-B@760199@08/15/2040@0.0084
4@NTN-B@760199@05/15/2045@-0.0491
4@NTN-B@760199@08/15/2050@-0.0001
4@NTN-B@760199@05/15/2055@0.0422