0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@31/08/2023
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.119200828887488@1.12032122037921E-02@4.15544316382867E-02@-8.70685324834807E-02@3.01500702755871@1.19820778694842
1@IPCA@5.93149982298522E-02@5.48293034881837E-02@-6.15532483774015E-02@-2.20683740160305E-02@1.51881007702731@0.409792628941413
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@6.5878@10.9334@4.0770
2@378@5.8422@10.4304@4.3349
2@504@5.4820@10.2731@4.5421
2@630@5.3078@10.2916@4.7326
2@756@5.2254@10.3863@4.9046
2@882@5.1897@10.5064@5.0543
2@1,008@5.1787@10.6281@5.1810
2@1,134@5.1814@10.7411@5.2858
2@1,260@5.1922@10.8421@5.3710
2@1,386@5.2078@10.9308@5.4397
2@1,512@5.2264@11.0081@5.4945
2@1,638@5.2467@11.0754@5.5381
2@1,764@5.2680@11.1341@5.5725
2@1,890@5.2898@11.1857@5.5996
2@2,016@5.3115@11.2311@5.6210
2@2,142@5.3330@11.2714@5.6377
2@2,268@5.3541@11.3073@5.6506
2@2,394@5.3745@@
2@2,520@5.3942@@
2@2,646@5.4132@@
2@2,772@5.4314@@
2@2,898@5.4487@@
2@3,024@5.4652@@
2@3,150@5.4809@@
2@3,276@5.4959@@
2@3,402@5.5101@@
2@3,528@5.5235@@
2@3,654@5.5363@@
2@3,780@5.5484@@
2@3,906@5.5599@@
2@4,032@5.5708@@
2@4,158@5.5812@@
2@4,284@5.5910@@
2@4,410@5.6004@@
2@4,536@5.6092@@
2@4,662@5.6177@@
2@4,788@5.6257@@
2@4,914@5.6334@@
2@5,040@5.6407@@
2@5,166@5.6477@@
2@5,292@5.6544@@
2@5,418@5.6607@@
2@5,544@5.6668@@
2@5,670@5.6727@@
2@5,796@5.6783@@
2@5,922@5.6836@@
2@6,048@5.6887@@
2@6,174@5.6937@@
2@6,300@5.6984@@
2@6,426@5.7030@@
2@6,552@5.7074@@
2@6,678@5.7116@@
2@6,804@5.7156@@
2@6,930@5.7196@@
2@7,056@5.7233@@
2@7,182@5.7270@@
2@7,308@5.7305@@
2@7,434@5.7339@@
2@7,560@5.7372@@
2@7,686@5.7404@@
2@7,812@5.7435@@
2@7,938@5.7464@@
2@8,064@5.7493@@
2@8,190@5.7521@@
2@8,316@5.7548@@
2@8,442@5.7575@@
2@8,568@5.7600@@
2@8,694@5.7625@@
2@8,820@5.7649@@
2@8,946@5.7673@@
2@9,072@5.7696@@
2@9,198@5.7718@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@12.9462
3@42@12.7910
3@63@12.5993
3@126@11.9571
3@252@10.9334
3@504@10.2731
3@756@10.3863
3@1,008@10.6281
3@1,260@10.8421
3@2,520@
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@10/01/2023@-0.0186
4@LTN@100000@01/01/2024@0.0443
4@LTN@100000@04/01/2024@-0.0344
4@LTN@100000@07/01/2024@-0.0082
4@LTN@100000@10/01/2024@0.0115
4@LTN@100000@01/01/2025@0.0231
4@LTN@100000@04/01/2025@-0.0198
4@LTN@100000@07/01/2025@-0.0078
4@LTN@100000@10/01/2025@0.0135
4@LTN@100000@01/01/2026@0.0403
4@LTN@100000@07/01/2026@0.0008
4@LTN@100000@07/01/2027@-0.0488
4@NTN-F@950199@01/01/2025@-0.0176
4@NTN-F@950199@01/01/2027@0.0279
4@NTN-F@950199@01/01/2029@-0.0431
4@NTN-F@950199@01/01/2031@0.0056
4@NTN-F@950199@01/01/2033@0.0189
4@NTN-B@760199@08/15/2024@-0.0487
4@NTN-B@760199@05/15/2025@0.0294
4@NTN-B@760199@08/15/2026@0.0550
4@NTN-B@760199@05/15/2027@-0.0344
4@NTN-B@760199@08/15/2028@-0.0559
4@NTN-B@760199@08/15/2030@0.0327
4@NTN-B@760199@08/15/2032@0.0064
4@NTN-B@760199@05/15/2033@-0.0216
4@NTN-B@760199@05/15/2035@0.0197
4@NTN-B@760199@08/15/2040@0.0310
4@NTN-B@760199@05/15/2045@-0.0227
4@NTN-B@760199@08/15/2050@-0.0283
4@NTN-B@760199@05/15/2055@0.0012
4@NTN-B@760199@08/15/2060@0.0176