0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@30/06/2020
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@8.83967137482649E-02@-6.41568063285427E-02@-6.47558202440848E-02@-5.13297284344643E-02@1.51275590697407@0.854668043012173
1@IPCA@5.16693964901101E-02@-5.30355235521202E-02@-0.123123271082808@-0.108950409274783@6.08212604028323@0.813060856294438
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@126@-1.4573@2.0060@3.5145
2@252@-0.3198@2.3547@2.6830
2@378@0.1605@2.9469@2.7819
2@504@0.4796@3.5694@3.0750
2@630@0.7776@4.1433@3.3397
2@756@1.0748@4.6461@3.5333
2@882@1.3661@5.0776@3.6614
2@1,008@1.6439@5.4453@3.7399
2@1,134@1.9029@5.7587@3.7837
2@1,260@2.1405@6.0266@3.8046
2@1,386@2.3562@6.2568@3.8108
2@1,512@2.5507@6.4556@3.8077
2@1,638@2.7254@6.6285@3.7995
2@1,764@2.8821@6.7796@3.7883
2@1,890@3.0225@6.9125@3.7758
2@2,016@3.1487@7.0300@3.7628
2@2,142@3.2621@7.1346@3.7501
2@2,268@3.3644@7.2281@3.7379
2@2,394@3.4569@7.3121@3.7263
2@2,520@3.5409@7.3880@3.7155
2@2,646@3.6172@@
2@2,772@3.6870@@
2@2,898@3.7509@@
2@3,024@3.8096@@
2@3,150@3.8636@@
2@3,276@3.9136@@
2@3,402@3.9600@@
2@3,528@4.0030@@
2@3,654@4.0431@@
2@3,780@4.0805@@
2@3,906@4.1156@@
2@4,032@4.1484@@
2@4,158@4.1792@@
2@4,284@4.2083@@
2@4,410@4.2357@@
2@4,536@4.2615@@
2@4,662@4.2860@@
2@4,788@4.3092@@
2@4,914@4.3312@@
2@5,040@4.3521@@
2@5,166@4.3719@@
2@5,292@4.3909@@
2@5,418@4.4089@@
2@5,544@4.4261@@
2@5,670@4.4426@@
2@5,796@4.4584@@
2@5,922@4.4734@@
2@6,048@4.4879@@
2@6,174@4.5017@@
2@6,300@4.5150@@
2@6,426@4.5278@@
2@6,552@4.5401@@
2@6,678@4.5519@@
2@6,804@4.5633@@
2@6,930@4.5743@@
2@7,056@4.5849@@
2@7,182@4.5951@@
2@7,308@4.6049@@
2@7,434@4.6145@@
2@7,560@4.6237@@
2@7,686@4.6326@@
2@7,812@4.6412@@
2@7,938@4.6495@@
2@8,064@4.6576@@
2@8,190@4.6655@@
2@8,316@4.6731@@
2@8,442@4.6804@@
2@8,568@4.6876@@
2@8,694@4.6945@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@2.2621
3@42@2.1449
3@63@2.0660
3@126@2.0060
3@252@2.3547
3@504@3.5694
3@756@4.6461
3@1,008@5.4453
3@1,260@6.0266
3@2,520@7.3880
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@07/01/2020@0.0309
4@LTN@100000@10/01/2020@0.0290
4@LTN@100000@04/01/2021@-0.0093
4@LTN@100000@07/01/2021@0.0048
4@LTN@100000@10/01/2021@-0.0040
4@LTN@100000@01/01/2022@-0.0053
4@LTN@100000@04/01/2022@-0.0205
4@LTN@100000@07/01/2022@0.0110
4@LTN@100000@07/01/2023@0.0010
4@LTN@100000@01/01/2024@-0.0350
4@NTN-F@950199@01/01/2021@-0.0139
4@NTN-F@950199@01/01/2023@0.0220
4@NTN-F@950199@01/01/2025@0.0279
4@NTN-F@950199@01/01/2027@-0.0270
4@NTN-F@950199@01/01/2029@-0.0033
4@NTN-F@950199@01/01/2031@0.0112
4@NTN-B@760199@08/15/2020@0.0000
4@NTN-B@760199@05/15/2021@-0.0154
4@NTN-B@760199@08/15/2022@-0.0116
4@NTN-B@760100@03/15/2023@0.0024
4@NTN-B@760199@05/15/2023@0.0923
4@NTN-B@760199@08/15/2024@-0.0184
4@NTN-B@760199@05/15/2025@-0.1166
4@NTN-B@760199@08/15/2026@-0.0112
4@NTN-B@760199@08/15/2028@0.0734
4@NTN-B@760199@08/15/2030@0.0705
4@NTN-B@760199@05/15/2035@-0.0115
4@NTN-B@760199@08/15/2040@-0.0591
4@NTN-B@760199@05/15/2045@-0.0744
4@NTN-B@760199@08/15/2050@0.0139
4@NTN-B@760199@05/15/2055@0.0629