0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@31/08/2021
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.116689772035207@-6.43133602019054E-02@-1.09114775870307E-03@-3.54509218318177E-02@2.13140764612872@0.625905036672529
1@IPCA@5.17137979001345E-02@-8.06769829182747E-02@-6.38110041079922E-02@-8.80828602658883E-03@5.99743538838889@0.195147914228916
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@2.7085@8.2383@5.3839
2@378@3.4599@8.7984@5.1599
2@504@3.8337@9.1496@5.1196
2@630@4.0514@9.3976@5.1380
2@756@4.1920@9.5909@5.1816
2@882@4.2897@9.7520@5.2376
2@1,008@4.3611@9.8917@5.2994
2@1,134@4.4158@10.0157@5.3630
2@1,260@4.4590@10.1270@5.4260
2@1,386@4.4943@10.2275@5.4866
2@1,512@4.5239@10.3185@5.5438
2@1,638@4.5493@10.4010@5.5970
2@1,764@4.5716@10.4759@5.6461
2@1,890@4.5914@10.5439@5.6911
2@2,016@4.6093@10.6058@5.7322
2@2,142@4.6257@10.6622@5.7696
2@2,268@4.6408@10.7136@5.8034
2@2,394@4.6550@@
2@2,520@4.6683@@
2@2,646@4.6809@@
2@2,772@4.6929@@
2@2,898@4.7043@@
2@3,024@4.7153@@
2@3,150@4.7258@@
2@3,276@4.7360@@
2@3,402@4.7457@@
2@3,528@4.7552@@
2@3,654@4.7643@@
2@3,780@4.7731@@
2@3,906@4.7816@@
2@4,032@4.7899@@
2@4,158@4.7979@@
2@4,284@4.8057@@
2@4,410@4.8132@@
2@4,536@4.8205@@
2@4,662@4.8275@@
2@4,788@4.8344@@
2@4,914@4.8411@@
2@5,040@4.8475@@
2@5,166@4.8538@@
2@5,292@4.8599@@
2@5,418@4.8658@@
2@5,544@4.8715@@
2@5,670@4.8770@@
2@5,796@4.8824@@
2@5,922@4.8877@@
2@6,048@4.8928@@
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2@6,300@4.9025@@
2@6,426@4.9071@@
2@6,552@4.9117@@
2@6,678@4.9161@@
2@6,804@4.9203@@
2@6,930@4.9245@@
2@7,056@4.9285@@
2@7,182@4.9324@@
2@7,308@4.9362@@
2@7,434@4.9399@@
2@7,560@4.9435@@
2@7,686@4.9470@@
2@7,812@4.9504@@
2@7,938@4.9537@@
2@8,064@4.9570@@
2@8,190@4.9601@@
2@8,316@4.9632@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@5.6785
3@42@6.0680
3@63@6.4127
3@126@7.2320
3@252@8.2383
3@504@9.1496
3@756@9.5909
3@1,008@9.8917
3@1,260@10.1270
3@2,520@
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@10/01/2021@0.1200
4@LTN@100000@01/01/2022@0.0061
4@LTN@100000@04/01/2022@-0.0970
4@LTN@100000@07/01/2022@-0.0361
4@LTN@100000@10/01/2022@0.0339
4@LTN@100000@01/01/2023@0.0594
4@LTN@100000@07/01/2023@0.0074
4@LTN@100000@01/01/2024@-0.0500
4@LTN@100000@07/01/2024@-0.0299
4@LTN@100000@01/01/2025@-0.0171
4@NTN-F@950199@01/01/2023@0.0281
4@NTN-F@950199@01/01/2025@0.0059
4@NTN-F@950199@01/01/2027@-0.0125
4@NTN-F@950199@01/01/2029@0.0716
4@NTN-F@950199@01/01/2031@-0.0439
4@NTN-B@760199@08/15/2022@0.0434
4@NTN-B@760100@03/15/2023@-0.0697
4@NTN-B@760199@05/15/2023@0.0597
4@NTN-B@760199@08/15/2024@-0.0154
4@NTN-B@760199@05/15/2025@-0.0158
4@NTN-B@760199@08/15/2026@-0.0003
4@NTN-B@760199@08/15/2028@-0.0149
4@NTN-B@760199@08/15/2030@-0.0119
4@NTN-B@760199@05/15/2035@0.0502
4@NTN-B@760199@08/15/2040@-0.0252
4@NTN-B@760199@05/15/2045@-0.0150
4@NTN-B@760199@08/15/2050@0.0066
4@NTN-B@760199@05/15/2055@0.0080