0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@30/09/2020
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@9.02995731332781E-02@-6.75936500440484E-02@-0.098401954674763@0.01749627713174@1.30522541668267@0.600298288302189
1@IPCA@5.21204683110665E-02@-5.27507367535868E-02@-0.135864355409122@-3.94422168626409E-02@2.308459029461@0.539358208315709
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@-1.5441@2.7834@4.3953
2@378@-0.5864@3.5797@4.1906
2@504@0.2294@4.3536@4.1147
2@630@0.8548@5.0299@4.1397
2@756@1.3323@5.5933@4.2049
2@882@1.7067@6.0529@4.2732
2@1,008@2.0101@6.4249@4.3278
2@1,134@2.2634@6.7262@4.3640
2@1,260@2.4800@6.9715@4.3828
2@1,386@2.6684@7.1728@4.3873
2@1,512@2.8344@7.3398@4.3812
2@1,638@2.9821@7.4798@4.3674
2@1,764@3.1145@7.5983@4.3483
2@1,890@3.2337@7.6998@4.3262
2@2,016@3.3415@7.7875@4.3022
2@2,142@3.4395@7.8640@4.2773
2@2,268@3.5287@7.9314@4.2526
2@2,394@3.6102@7.9912@4.2283
2@2,520@3.6849@8.0446@4.2047
2@2,646@3.7535@@
2@2,772@3.8166@@
2@2,898@3.8749@@
2@3,024@3.9288@@
2@3,150@3.9787@@
2@3,276@4.0250@@
2@3,402@4.0682@@
2@3,528@4.1084@@
2@3,654@4.1460@@
2@3,780@4.1811@@
2@3,906@4.2141@@
2@4,032@4.2451@@
2@4,158@4.2742@@
2@4,284@4.3017@@
2@4,410@4.3276@@
2@4,536@4.3521@@
2@4,662@4.3753@@
2@4,788@4.3972@@
2@4,914@4.4181@@
2@5,040@4.4379@@
2@5,166@4.4568@@
2@5,292@4.4747@@
2@5,418@4.4919@@
2@5,544@4.5082@@
2@5,670@4.5239@@
2@5,796@4.5388@@
2@5,922@4.5531@@
2@6,048@4.5669@@
2@6,174@4.5800@@
2@6,300@4.5927@@
2@6,426@4.6048@@
2@6,552@4.6165@@
2@6,678@4.6277@@
2@6,804@4.6385@@
2@6,930@4.6490@@
2@7,056@4.6590@@
2@7,182@4.6687@@
2@7,308@4.6781@@
2@7,434@4.6871@@
2@7,560@4.6959@@
2@7,686@4.7043@@
2@7,812@4.7125@@
2@7,938@4.7205@@
2@8,064@4.7281@@
2@8,190@4.7356@@
2@8,316@4.7428@@
2@8,442@4.7498@@
2@8,568@4.7566@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@2.1696
3@42@2.1101
3@63@2.0860
3@126@2.1774
3@252@2.7834
3@504@4.3536
3@756@5.5933
3@1,008@6.4249
3@1,260@6.9715
3@2,520@8.0446
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@10/01/2020@0.1396
4@LTN@100000@04/01/2021@-0.0900
4@LTN@100000@07/01/2021@-0.0637
4@LTN@100000@10/01/2021@-0.0760
4@LTN@100000@01/01/2022@0.0719
4@LTN@100000@04/01/2022@0.0433
4@LTN@100000@07/01/2022@0.0486
4@LTN@100000@10/01/2022@-0.0396
4@LTN@100000@07/01/2023@-0.0315
4@LTN@100000@01/01/2024@-0.1245
4@NTN-F@950199@01/01/2021@0.1440
4@NTN-F@950199@01/01/2023@0.0272
4@NTN-F@950199@01/01/2025@0.0765
4@NTN-F@950199@01/01/2027@-0.0545
4@NTN-F@950199@01/01/2029@0.0594
4@NTN-F@950199@01/01/2031@-0.0262
4@NTN-B@760199@05/15/2021@0.0134
4@NTN-B@760199@08/15/2022@-0.1237
4@NTN-B@760100@03/15/2023@0.0005
4@NTN-B@760199@05/15/2023@0.1642
4@NTN-B@760199@08/15/2024@0.0025
4@NTN-B@760199@05/15/2025@-0.0722
4@NTN-B@760199@08/15/2026@-0.0092
4@NTN-B@760199@08/15/2028@0.0461
4@NTN-B@760199@08/15/2030@-0.0087
4@NTN-B@760199@05/15/2035@0.0177
4@NTN-B@760199@08/15/2040@-0.0192
4@NTN-B@760199@05/15/2045@-0.0633
4@NTN-B@760199@08/15/2050@0.0017
4@NTN-B@760199@05/15/2055@0.0491