0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@30/09/2021
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.128772097936302@-6.72803756762448E-02@1.84455129126086E-02@-4.73735127276774E-02@1.36206920803801@0.433246228535381
1@IPCA@5.22413677242025E-02@-0.137884623974306@5.38752429764997E-03@-1.47701264375199E-03@5.99563169493394@0.335825300974015
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@2.9985@8.9648@5.7926
2@378@3.7242@9.5475@5.6142
2@504@4.0870@9.9041@5.5886
2@630@4.3040@10.1401@5.5952
2@756@4.4483@10.3113@5.6133
2@882@4.5514@10.4473@5.6392
2@1,008@4.6289@10.5636@5.6721
2@1,134@4.6894@10.6683@5.7110
2@1,260@4.7381@10.7655@5.7547
2@1,386@4.7782@10.8572@5.8017
2@1,512@4.8119@10.9443@5.8508
2@1,638@4.8407@11.0273@5.9009
2@1,764@4.8656@11.1063@5.9511
2@1,890@4.8874@11.1815@6.0008
2@2,016@4.9067@11.2529@6.0493
2@2,142@4.9238@11.3205@6.0965
2@2,268@4.9392@11.3844@6.1418
2@2,394@4.9532@@
2@2,520@4.9658@@
2@2,646@4.9773@@
2@2,772@4.9879@@
2@2,898@4.9976@@
2@3,024@5.0066@@
2@3,150@5.0149@@
2@3,276@5.0226@@
2@3,402@5.0297@@
2@3,528@5.0364@@
2@3,654@5.0427@@
2@3,780@5.0486@@
2@3,906@5.0541@@
2@4,032@5.0593@@
2@4,158@5.0642@@
2@4,284@5.0688@@
2@4,410@5.0732@@
2@4,536@5.0773@@
2@4,662@5.0812@@
2@4,788@5.0849@@
2@4,914@5.0884@@
2@5,040@5.0918@@
2@5,166@5.0950@@
2@5,292@5.0981@@
2@5,418@5.1010@@
2@5,544@5.1037@@
2@5,670@5.1064@@
2@5,796@5.1090@@
2@5,922@5.1114@@
2@6,048@5.1137@@
2@6,174@5.1160@@
2@6,300@5.1181@@
2@6,426@5.1202@@
2@6,552@5.1222@@
2@6,678@5.1241@@
2@6,804@5.1260@@
2@6,930@5.1277@@
2@7,056@5.1295@@
2@7,182@5.1311@@
2@7,308@5.1327@@
2@7,434@5.1343@@
2@7,560@5.1358@@
2@7,686@5.1372@@
2@7,812@5.1386@@
2@7,938@5.1400@@
2@8,064@5.1413@@
2@8,190@5.1426@@
2@8,316@5.1438@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@6.5305
3@42@6.8753
3@63@7.1873
3@126@7.9573
3@252@8.9648
3@504@9.9041
3@756@10.3113
3@1,008@10.5636
3@1,260@10.7655
3@2,520@
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@10/01/2021@-0.4873
4@LTN@100000@01/01/2022@0.1053
4@LTN@100000@04/01/2022@-0.0616
4@LTN@100000@07/01/2022@-0.0604
4@LTN@100000@10/01/2022@0.0188
4@LTN@100000@01/01/2023@0.0454
4@LTN@100000@07/01/2023@0.0197
4@LTN@100000@01/01/2024@-0.0327
4@LTN@100000@07/01/2024@-0.0337
4@LTN@100000@01/01/2025@0.0153
4@NTN-F@950199@01/01/2023@-0.0006
4@NTN-F@950199@01/01/2025@0.0173
4@NTN-F@950199@01/01/2027@-0.0086
4@NTN-F@950199@01/01/2029@0.0065
4@NTN-F@950199@01/01/2031@-0.0025
4@NTN-B@760199@08/15/2022@0.0423
4@NTN-B@760100@03/15/2023@-0.0984
4@NTN-B@760199@05/15/2023@0.0393
4@NTN-B@760199@08/15/2024@0.0108
4@NTN-B@760199@05/15/2025@0.0137
4@NTN-B@760199@08/15/2026@0.0077
4@NTN-B@760199@08/15/2028@-0.0177
4@NTN-B@760199@08/15/2030@-0.0197
4@NTN-B@760199@05/15/2035@0.0262
4@NTN-B@760199@08/15/2040@-0.0092
4@NTN-B@760199@05/15/2045@0.0088
4@NTN-B@760199@08/15/2050@0.0085
4@NTN-B@760199@05/15/2055@-0.0141