0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@29/09/2023
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.124915829811767@5.82857388702575E-04@3.40223339719796E-02@-8.69134032325387E-02@2.56052577473174@1.21046168329444
1@IPCA@6.16008710193757E-02@2.77879780885304E-02@-3.92038660827401E-02@-1.53615812573486E-02@1.69231200260856@0.29202603476883
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@6.1463@11.0262@4.5973
2@378@5.8029@10.7065@4.6346
2@504@5.6602@10.6439@4.7167
2@630@5.6012@10.7144@4.8419
2@756@5.5774@10.8404@4.9849
2@882@5.5690@10.9810@5.1265
2@1,008@5.5676@11.1170@5.2567
2@1,134@5.5701@11.2406@5.3713
2@1,260@5.5749@11.3496@5.4697
2@1,386@5.5815@11.4446@5.5531
2@1,512@5.5894@11.5270@5.6232
2@1,638@5.5985@11.5986@5.6819
2@1,764@5.6084@11.6609@5.7310
2@1,890@5.6191@11.7155@5.7720
2@2,016@5.6303@11.7635@5.8062
2@2,142@5.6419@11.8061@5.8349
2@2,268@5.6537@11.8441@5.8591
2@2,394@5.6657@@
2@2,520@5.6777@@
2@2,646@5.6897@@
2@2,772@5.7016@@
2@2,898@5.7133@@
2@3,024@5.7248@@
2@3,150@5.7361@@
2@3,276@5.7471@@
2@3,402@5.7578@@
2@3,528@5.7682@@
2@3,654@5.7782@@
2@3,780@5.7880@@
2@3,906@5.7974@@
2@4,032@5.8065@@
2@4,158@5.8153@@
2@4,284@5.8238@@
2@4,410@5.8320@@
2@4,536@5.8399@@
2@4,662@5.8474@@
2@4,788@5.8547@@
2@4,914@5.8618@@
2@5,040@5.8685@@
2@5,166@5.8750@@
2@5,292@5.8813@@
2@5,418@5.8873@@
2@5,544@5.8931@@
2@5,670@5.8987@@
2@5,796@5.9041@@
2@5,922@5.9093@@
2@6,048@5.9143@@
2@6,174@5.9192@@
2@6,300@5.9238@@
2@6,426@5.9283@@
2@6,552@5.9326@@
2@6,678@5.9368@@
2@6,804@5.9409@@
2@6,930@5.9448@@
2@7,056@5.9486@@
2@7,182@5.9522@@
2@7,308@5.9557@@
2@7,434@5.9592@@
2@7,560@5.9625@@
2@7,686@5.9657@@
2@7,812@5.9688@@
2@7,938@5.9718@@
2@8,064@5.9747@@
2@8,190@5.9776@@
2@8,316@5.9803@@
2@8,442@5.9830@@
2@8,568@5.9856@@
2@8,694@5.9881@@
2@8,820@5.9905@@
2@8,946@5.9929@@
2@9,072@5.9952@@
2@9,198@5.9975@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@12.4493
3@42@12.3207
3@63@12.1760
3@126@11.7222
3@252@11.0262
3@504@10.6439
3@756@10.8404
3@1,008@11.1170
3@1,260@11.3496
3@2,520@
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@10/01/2023@-0.1175
4@LTN@100000@01/01/2024@-0.0103
4@LTN@100000@04/01/2024@0.0035
4@LTN@100000@07/01/2024@0.0201
4@LTN@100000@10/01/2024@0.0227
4@LTN@100000@01/01/2025@0.0044
4@LTN@100000@04/01/2025@-0.0471
4@LTN@100000@07/01/2025@-0.0096
4@LTN@100000@10/01/2025@0.0126
4@LTN@100000@01/01/2026@0.0441
4@LTN@100000@07/01/2026@-0.0010
4@LTN@100000@07/01/2027@-0.0009
4@NTN-F@950199@01/01/2025@-0.0202
4@NTN-F@950199@01/01/2027@0.0064
4@NTN-F@950199@01/01/2029@-0.0215
4@NTN-F@950199@01/01/2031@-0.0014
4@NTN-F@950199@01/01/2033@0.0094
4@NTN-B@760199@08/15/2024@-0.0353
4@NTN-B@760199@05/15/2025@0.0413
4@NTN-B@760199@08/15/2026@0.0044
4@NTN-B@760199@05/15/2027@-0.0143
4@NTN-B@760199@08/15/2028@-0.0342
4@NTN-B@760199@08/15/2030@0.0217
4@NTN-B@760199@08/15/2032@0.0380
4@NTN-B@760199@05/15/2033@-0.0324
4@NTN-B@760199@05/15/2035@0.0089
4@NTN-B@760199@08/15/2040@-0.0054
4@NTN-B@760199@05/15/2045@-0.0084
4@NTN-B@760199@08/15/2050@-0.0051
4@NTN-B@760199@05/15/2055@0.0047
4@NTN-B@760199@08/15/2060@0.0054