0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@31/08/2020
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@8.68002476542006E-02@-0.064981701660258@-9.03430284637202E-02@0.013360755654766@1.13431827928185@0.486223374223721
1@IPCA@5.01983894274325E-02@-4.81847579653288E-02@-0.105852503354216@-3.33614338651106E-02@1.57291282241742@0.458671610165005
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@-1.1128@2.5333@3.6871
2@378@-0.6273@3.1686@3.8198
2@504@-0.0610@3.8254@3.8887
2@630@0.4615@4.4311@3.9513
2@756@0.9096@4.9603@4.0141
2@882@1.2853@5.4102@4.0725
2@1,008@1.6003@5.7877@4.1214
2@1,134@1.8667@6.1027@4.1583
2@1,260@2.0948@6.3656@4.1831
2@1,386@2.2928@6.5858@4.1967
2@1,512@2.4665@6.7713@4.2011
2@1,638@2.6206@6.9285@4.1978
2@1,764@2.7583@7.0628@4.1889
2@1,890@2.8824@7.1784@4.1756
2@2,016@2.9947@7.2787@4.1594
2@2,142@3.0969@7.3664@4.1412
2@2,268@3.1903@7.4436@4.1218
2@2,394@3.2759@7.5120@4.1017
2@2,520@3.3545@7.5731@4.0816
2@2,646@3.4270@@
2@2,772@3.4940@@
2@2,898@3.5561@@
2@3,024@3.6136@@
2@3,150@3.6671@@
2@3,276@3.7170@@
2@3,402@3.7635@@
2@3,528@3.8070@@
2@3,654@3.8477@@
2@3,780@3.8859@@
2@3,906@3.9218@@
2@4,032@3.9556@@
2@4,158@3.9874@@
2@4,284@4.0174@@
2@4,410@4.0458@@
2@4,536@4.0726@@
2@4,662@4.0980@@
2@4,788@4.1222@@
2@4,914@4.1451@@
2@5,040@4.1668@@
2@5,166@4.1876@@
2@5,292@4.2073@@
2@5,418@4.2262@@
2@5,544@4.2442@@
2@5,670@4.2614@@
2@5,796@4.2779@@
2@5,922@4.2936@@
2@6,048@4.3087@@
2@6,174@4.3232@@
2@6,300@4.3372@@
2@6,426@4.3505@@
2@6,552@4.3634@@
2@6,678@4.3758@@
2@6,804@4.3877@@
2@6,930@4.3992@@
2@7,056@4.4103@@
2@7,182@4.4210@@
2@7,308@4.4313@@
2@7,434@4.4413@@
2@7,560@4.4509@@
2@7,686@4.4602@@
2@7,812@4.4693@@
2@7,938@4.4780@@
2@8,064@4.4865@@
2@8,190@4.4947@@
2@8,316@4.5026@@
2@8,442@4.5103@@
2@8,568@4.5178@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@2.1048
3@42@2.0568
3@63@2.0341
3@126@2.0873
3@252@2.5333
3@504@3.8254
3@756@4.9603
3@1,008@5.7877
3@1,260@6.3656
3@2,520@7.5731
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@10/01/2020@0.1752
4@LTN@100000@04/01/2021@-0.0671
4@LTN@100000@07/01/2021@-0.0167
4@LTN@100000@10/01/2021@-0.0191
4@LTN@100000@01/01/2022@0.0022
4@LTN@100000@04/01/2022@-0.0059
4@LTN@100000@07/01/2022@-0.0004
4@LTN@100000@10/01/2022@-0.0030
4@LTN@100000@07/01/2023@0.0005
4@LTN@100000@01/01/2024@-0.0461
4@NTN-F@950199@01/01/2021@0.0316
4@NTN-F@950199@01/01/2023@0.0418
4@NTN-F@950199@01/01/2025@0.0324
4@NTN-F@950199@01/01/2027@-0.0408
4@NTN-F@950199@01/01/2029@0.0234
4@NTN-F@950199@01/01/2031@-0.0037
4@NTN-B@760199@05/15/2021@0.0292
4@NTN-B@760199@08/15/2022@-0.1505
4@NTN-B@760100@03/15/2023@0.0146
4@NTN-B@760199@05/15/2023@0.1564
4@NTN-B@760199@08/15/2024@0.0212
4@NTN-B@760199@05/15/2025@-0.0616
4@NTN-B@760199@08/15/2026@-0.0435
4@NTN-B@760199@08/15/2028@0.0191
4@NTN-B@760199@08/15/2030@0.0133
4@NTN-B@760199@05/15/2035@0.0428
4@NTN-B@760199@08/15/2040@-0.0008
4@NTN-B@760199@05/15/2045@-0.0818
4@NTN-B@760199@08/15/2050@0.0018
4@NTN-B@760199@05/15/2055@0.0410