0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@31/07/2020
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@8.42536098636001E-02@-6.30780993598698E-02@-5.21604137714435E-02@-5.14824272675107E-02@1.41919026323233@0.780310914075981
1@IPCA@4.63781399453038E-02@-5.33768754186731E-02@-4.09074921699522E-02@-6.80059405325652E-02@1.74901794639544@0.596263609502523
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@126@-0.7740@1.9607@2.7560
2@252@-0.4799@2.3165@2.8098
2@378@-0.1128@2.8398@2.9559
2@504@0.2392@3.3832@3.1364
2@630@0.5573@3.8889@3.3131
2@756@0.8424@4.3387@3.4670
2@882@1.0993@4.7309@3.5921
2@1,008@1.3325@5.0705@3.6888
2@1,134@1.5453@5.3640@3.7605
2@1,260@1.7401@5.6182@3.8117
2@1,386@1.9184@5.8389@3.8467
2@1,512@2.0817@6.0315@3.8692
2@1,638@2.2312@6.2003@3.8824
2@1,764@2.3681@6.3489@3.8887
2@1,890@2.4934@6.4804@3.8900
2@2,016@2.6080@6.5973@3.8879
2@2,142@2.7130@6.7017@3.8833
2@2,268@2.8092@6.7953@3.8771
2@2,394@2.8975@6.8796@3.8699
2@2,520@2.9786@6.9559@3.8622
2@2,646@3.0532@@
2@2,772@3.1220@@
2@2,898@3.1854@@
2@3,024@3.2441@@
2@3,150@3.2985@@
2@3,276@3.3491@@
2@3,402@3.3961@@
2@3,528@3.4399@@
2@3,654@3.4807@@
2@3,780@3.5190@@
2@3,906@3.5549@@
2@4,032@3.5886@@
2@4,158@3.6202@@
2@4,284@3.6501@@
2@4,410@3.6782@@
2@4,536@3.7048@@
2@4,662@3.7300@@
2@4,788@3.7539@@
2@4,914@3.7765@@
2@5,040@3.7980@@
2@5,166@3.8185@@
2@5,292@3.8380@@
2@5,418@3.8566@@
2@5,544@3.8743@@
2@5,670@3.8913@@
2@5,796@3.9075@@
2@5,922@3.9230@@
2@6,048@3.9379@@
2@6,174@3.9522@@
2@6,300@3.9659@@
2@6,426@3.9791@@
2@6,552@3.9918@@
2@6,678@4.0040@@
2@6,804@4.0157@@
2@6,930@4.0270@@
2@7,056@4.0379@@
2@7,182@4.0484@@
2@7,308@4.0586@@
2@7,434@4.0684@@
2@7,560@4.0779@@
2@7,686@4.0871@@
2@7,812@4.0960@@
2@7,938@4.1046@@
2@8,064@4.1129@@
2@8,190@4.1210@@
2@8,316@4.1288@@
2@8,442@4.1364@@
2@8,568@4.1438@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@2.0308
3@42@1.9732
3@63@1.9407
3@126@1.9607
3@252@2.3165
3@504@3.3832
3@756@4.3387
3@1,008@5.0705
3@1,260@5.6182
3@2,520@6.9559
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@10/01/2020@0.0109
4@LTN@100000@04/01/2021@-0.0321
4@LTN@100000@07/01/2021@0.0051
4@LTN@100000@10/01/2021@-0.0046
4@LTN@100000@01/01/2022@0.0137
4@LTN@100000@04/01/2022@-0.0080
4@LTN@100000@07/01/2022@0.0088
4@LTN@100000@10/01/2022@-0.0099
4@LTN@100000@07/01/2023@-0.0038
4@LTN@100000@01/01/2024@-0.0937
4@NTN-F@950199@01/01/2021@0.0081
4@NTN-F@950199@01/01/2023@0.0167
4@NTN-F@950199@01/01/2025@0.0649
4@NTN-F@950199@01/01/2027@-0.0303
4@NTN-F@950199@01/01/2029@0.0115
4@NTN-F@950199@01/01/2031@-0.0019
4@NTN-B@760199@08/15/2020@0.2682
4@NTN-B@760199@05/15/2021@-0.0494
4@NTN-B@760199@08/15/2022@-0.0648
4@NTN-B@760100@03/15/2023@0.0230
4@NTN-B@760199@05/15/2023@0.1100
4@NTN-B@760199@08/15/2024@0.0040
4@NTN-B@760199@05/15/2025@-0.0692
4@NTN-B@760199@08/15/2026@-0.0046
4@NTN-B@760199@08/15/2028@0.0227
4@NTN-B@760199@08/15/2030@-0.0005
4@NTN-B@760199@05/15/2035@0.0458
4@NTN-B@760199@08/15/2040@-0.0217
4@NTN-B@760199@05/15/2045@-0.0870
4@NTN-B@760199@08/15/2050@-0.0021
4@NTN-B@760199@05/15/2055@0.0597