0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@30/06/2021
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.110299730301858@-7.08188536005243E-02@-3.08526319716395E-02@-5.64330228388654E-02@2.54281643124618@0.43983147682986
1@IPCA@5.05404176873875E-02@6.43375213064849E-02@-0.19971393425558@-0.016547949314205@3.05628630514816@0.165701787379081
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@1.6500@6.6579@4.9266
2@378@2.1605@7.2770@5.0082
2@504@2.6679@7.6503@4.8529
2@630@3.0314@7.8948@4.7203
2@756@3.2824@8.0738@4.6391
2@882@3.4598@8.2191@4.6001
2@1,008@3.5898@8.3466@4.5919
2@1,134@3.6884@8.4639@4.6056
2@1,260@3.7657@8.5745@4.6342
2@1,386@3.8280@8.6800@4.6731
2@1,512@3.8795@8.7810@4.7184
2@1,638@3.9230@8.8776@4.7675
2@1,764@3.9606@8.9698@4.8183
2@1,890@3.9937@9.0576@4.8694
2@2,016@4.0232@9.1411@4.9199
2@2,142@4.0499@9.2202@4.9690
2@2,268@4.0744@9.2950@5.0162
2@2,394@4.0971@@
2@2,520@4.1184@@
2@2,646@4.1385@@
2@2,772@4.1575@@
2@2,898@4.1757@@
2@3,024@4.1932@@
2@3,150@4.2099@@
2@3,276@4.2261@@
2@3,402@4.2418@@
2@3,528@4.2570@@
2@3,654@4.2718@@
2@3,780@4.2862@@
2@3,906@4.3002@@
2@4,032@4.3138@@
2@4,158@4.3271@@
2@4,284@4.3401@@
2@4,410@4.3527@@
2@4,536@4.3650@@
2@4,662@4.3771@@
2@4,788@4.3888@@
2@4,914@4.4003@@
2@5,040@4.4115@@
2@5,166@4.4225@@
2@5,292@4.4332@@
2@5,418@4.4436@@
2@5,544@4.4538@@
2@5,670@4.4637@@
2@5,796@4.4734@@
2@5,922@4.4829@@
2@6,048@4.4921@@
2@6,174@4.5012@@
2@6,300@4.5100@@
2@6,426@4.5186@@
2@6,552@4.5270@@
2@6,678@4.5352@@
2@6,804@4.5432@@
2@6,930@4.5510@@
2@7,056@4.5586@@
2@7,182@4.5660@@
2@7,308@4.5733@@
2@7,434@4.5803@@
2@7,560@4.5872@@
2@7,686@4.5940@@
2@7,812@4.6006@@
2@7,938@4.6070@@
2@8,064@4.6133@@
2@8,190@4.6194@@
2@8,316@4.6254@@
2@8,442@4.6312@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@4.2630
3@42@4.5650
3@63@4.8514
3@126@5.6043
3@252@6.6579
3@504@7.6503
3@756@8.0738
3@1,008@8.3466
3@1,260@8.5745
3@2,520@
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@07/01/2021@-0.3816
4@LTN@100000@10/01/2021@0.0613
4@LTN@100000@01/01/2022@-0.0203
4@LTN@100000@04/01/2022@-0.0902
4@LTN@100000@07/01/2022@0.0088
4@LTN@100000@10/01/2022@0.0356
4@LTN@100000@01/01/2023@0.0355
4@LTN@100000@07/01/2023@-0.0312
4@LTN@100000@01/01/2024@-0.0473
4@LTN@100000@07/01/2024@-0.0695
4@NTN-F@950199@01/01/2023@0.0442
4@NTN-F@950199@01/01/2025@0.0323
4@NTN-F@950199@01/01/2027@-0.0163
4@NTN-F@950199@01/01/2029@0.0510
4@NTN-F@950199@01/01/2031@-0.0278
4@NTN-B@760199@08/15/2022@0.0130
4@NTN-B@760100@03/15/2023@-0.0848
4@NTN-B@760199@05/15/2023@0.0618
4@NTN-B@760199@08/15/2024@0.0186
4@NTN-B@760199@05/15/2025@0.0184
4@NTN-B@760199@08/15/2026@0.0063
4@NTN-B@760199@08/15/2028@-0.0300
4@NTN-B@760199@08/15/2030@-0.0448
4@NTN-B@760199@05/15/2035@0.0609
4@NTN-B@760199@08/15/2040@-0.0024
4@NTN-B@760199@05/15/2045@-0.0267
4@NTN-B@760199@08/15/2050@0.0084
4@NTN-B@760199@05/15/2055@0.0019