0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@31/03/2022
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.123951526948679@-1.25985501954602E-02@9.57149547046059E-02@-8.42183226567568E-02@1.72515565200679@0.732333716381752
1@IPCA@5.86559051388564E-02@-0.076980664824107@0.104260353250183@-2.60580901076294E-02@5.66176749569513@0.587462117077504
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@126@5.8422@12.7115@6.4901
2@252@5.7870@12.7277@6.5610
2@378@5.5321@12.3426@6.4534
2@504@5.3782@11.9497@6.2361
2@630@5.2924@11.6554@6.0431
2@756@5.2486@11.4665@5.9078
2@882@5.2314@11.3620@5.8258
2@1,008@5.2314@11.3173@5.7833
2@1,134@5.2423@11.3124@5.7677
2@1,260@5.2599@11.3322@5.7688
2@1,386@5.2815@11.3666@5.7798
2@1,512@5.3051@11.4088@5.7962
2@1,638@5.3295@11.4542@5.8148
2@1,764@5.3537@11.5002@5.8341
2@1,890@5.3774@11.5451@5.8529
2@2,016@5.4001@11.5880@5.8708
2@2,142@5.4216@11.6283@5.8875
2@2,268@5.4419@11.6660@5.9028
2@2,394@5.4609@11.7009@5.9168
2@2,520@5.4787@11.7332@5.9296
2@2,646@5.4953@11.7631@5.9413
2@2,772@5.5108@@
2@2,898@5.5252@@
2@3,024@5.5386@@
2@3,150@5.5511@@
2@3,276@5.5628@@
2@3,402@5.5737@@
2@3,528@5.5839@@
2@3,654@5.5934@@
2@3,780@5.6024@@
2@3,906@5.6108@@
2@4,032@5.6187@@
2@4,158@5.6261@@
2@4,284@5.6331@@
2@4,410@5.6397@@
2@4,536@5.6460@@
2@4,662@5.6519@@
2@4,788@5.6575@@
2@4,914@5.6628@@
2@5,040@5.6679@@
2@5,166@5.6727@@
2@5,292@5.6773@@
2@5,418@5.6816@@
2@5,544@5.6858@@
2@5,670@5.6898@@
2@5,796@5.6936@@
2@5,922@5.6973@@
2@6,048@5.7008@@
2@6,174@5.7042@@
2@6,300@5.7074@@
2@6,426@5.7105@@
2@6,552@5.7135@@
2@6,678@5.7163@@
2@6,804@5.7191@@
2@6,930@5.7218@@
2@7,056@5.7243@@
2@7,182@5.7268@@
2@7,308@5.7292@@
2@7,434@5.7315@@
2@7,560@5.7337@@
2@7,686@5.7359@@
2@7,812@5.7380@@
2@7,938@5.7400@@
2@8,064@5.7420@@
2@8,190@5.7439@@
2@8,316@5.7457@@
2@8,442@5.7475@@
2@8,568@5.7492@@
2@8,694@5.7509@@
2@8,820@5.7526@@
2@8,946@5.7542@@
2@9,072@5.7557@@
2@9,198@5.7572@@
2@9,324@5.7587@@
2@9,450@5.7601@@
2@9,576@5.7615@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@11.6004
3@42@11.9648
3@63@12.2452
3@126@12.7115
3@252@12.7277
3@504@11.9497
3@756@11.4665
3@1,008@11.3173
3@1,260@11.3322
3@2,520@11.7332
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@04/01/2022@-0.5831
4@LTN@100000@07/01/2022@-0.0944
4@LTN@100000@10/01/2022@0.0486
4@LTN@100000@01/01/2023@0.0568
4@LTN@100000@04/01/2023@-0.0225
4@LTN@100000@07/01/2023@-0.0920
4@LTN@100000@01/01/2024@-0.0024
4@LTN@100000@04/01/2024@-0.0702
4@LTN@100000@07/01/2024@0.0091
4@LTN@100000@01/01/2025@0.0288
4@LTN@100000@07/01/2025@-0.0723
4@NTN-F@950199@01/01/2023@0.0492
4@NTN-F@950199@01/01/2025@0.0877
4@NTN-F@950199@01/01/2027@-0.0035
4@NTN-F@950199@01/01/2029@0.0034
4@NTN-F@950199@01/01/2031@-0.0272
4@NTN-F@950199@01/01/2033@0.0203
4@NTN-B@760199@08/15/2022@-0.1305
4@NTN-B@760100@03/15/2023@0.0905
4@NTN-B@760199@05/15/2023@-0.0085
4@NTN-B@760199@08/15/2024@0.0141
4@NTN-B@760199@05/15/2025@-0.0021
4@NTN-B@760199@08/15/2026@0.0262
4@NTN-B@760199@05/15/2027@-0.0009
4@NTN-B@760199@08/15/2028@-0.0306
4@NTN-B@760199@08/15/2030@-0.0140
4@NTN-B@760199@08/15/2032@-0.0178
4@NTN-B@760199@05/15/2035@0.0216
4@NTN-B@760199@08/15/2040@0.0398
4@NTN-B@760199@05/15/2045@-0.0301
4@NTN-B@760199@08/15/2050@-0.0156
4@NTN-B@760199@05/15/2055@0.0005
4@NTN-B@760199@08/15/2060@0.0119