0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@30/11/2023
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.113058949145231@8.84089104522434E-03@-6.56285658408519E-02@1.34588466063476E-02@0.958434978591614@0.356688288240712
1@IPCA@5.92289737871273E-02@3.21239812323253E-02@-3.19299909495941E-02@-1.52954671013814E-02@1.74033401383017@0.481501469503509
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@6.2234@10.3597@3.8939
2@378@5.8180@10.1066@4.0528
2@504@5.6285@10.0469@4.1829
2@630@5.5380@10.0882@4.3114
2@756@5.4954@10.1771@4.4378
2@882@5.4775@10.2838@4.5567
2@1,008@5.4731@10.3923@4.6639
2@1,134@5.4767@10.4944@4.7571
2@1,260@5.4852@10.5867@4.8362
2@1,386@5.4967@10.6682@4.9020
2@1,512@5.5099@10.7389@4.9559
2@1,638@5.5241@10.7999@4.9996
2@1,764@5.5388@10.8523@5.0346
2@1,890@5.5536@10.8971@5.0623
2@2,016@5.5681@10.9355@5.0843
2@2,142@5.5822@10.9685@5.1015
2@2,268@5.5958@10.9968@5.1147
2@2,394@5.6089@@
2@2,520@5.6213@@
2@2,646@5.6330@@
2@2,772@5.6442@@
2@2,898@5.6547@@
2@3,024@5.6646@@
2@3,150@5.6739@@
2@3,276@5.6827@@
2@3,402@5.6910@@
2@3,528@5.6988@@
2@3,654@5.7062@@
2@3,780@5.7131@@
2@3,906@5.7196@@
2@4,032@5.7258@@
2@4,158@5.7316@@
2@4,284@5.7371@@
2@4,410@5.7423@@
2@4,536@5.7473@@
2@4,662@5.7520@@
2@4,788@5.7564@@
2@4,914@5.7607@@
2@5,040@5.7647@@
2@5,166@5.7685@@
2@5,292@5.7722@@
2@5,418@5.7757@@
2@5,544@5.7790@@
2@5,670@5.7822@@
2@5,796@5.7852@@
2@5,922@5.7882@@
2@6,048@5.7910@@
2@6,174@5.7937@@
2@6,300@5.7962@@
2@6,426@5.7987@@
2@6,552@5.8011@@
2@6,678@5.8034@@
2@6,804@5.8056@@
2@6,930@5.8077@@
2@7,056@5.8098@@
2@7,182@5.8118@@
2@7,308@5.8137@@
2@7,434@5.8155@@
2@7,560@5.8173@@
2@7,686@5.8191@@
2@7,812@5.8207@@
2@7,938@5.8224@@
2@8,064@5.8239@@
2@8,190@5.8254@@
2@8,316@5.8269@@
2@8,442@5.8284@@
2@8,568@5.8297@@
2@8,694@5.8311@@
2@8,820@5.8324@@
2@8,946@5.8337@@
2@9,072@5.8349@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@11.9266
3@42@11.6898
3@63@11.4773
3@126@10.9650
3@252@10.3597
3@504@10.0469
3@756@10.1771
3@1,008@10.3923
3@1,260@10.5867
3@2,520@
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@01/01/2024@-0.0554
4@LTN@100000@04/01/2024@0.0243
4@LTN@100000@07/01/2024@0.0251
4@LTN@100000@10/01/2024@0.0053
4@LTN@100000@01/01/2025@0.0265
4@LTN@100000@04/01/2025@-0.0426
4@LTN@100000@07/01/2025@-0.0356
4@LTN@100000@10/01/2025@-0.0411
4@LTN@100000@01/01/2026@0.0224
4@LTN@100000@07/01/2026@0.0019
4@LTN@100000@07/01/2027@-0.0136
4@NTN-F@950199@01/01/2025@-0.0021
4@NTN-F@950199@01/01/2027@0.0542
4@NTN-F@950199@01/01/2029@-0.0151
4@NTN-F@950199@01/01/2031@-0.0101
4@NTN-F@950199@01/01/2033@0.0081
4@NTN-B@760199@08/15/2024@-0.0295
4@NTN-B@760199@05/15/2025@0.0177
4@NTN-B@760199@08/15/2026@0.0385
4@NTN-B@760199@05/15/2027@-0.0489
4@NTN-B@760199@08/15/2028@-0.0179
4@NTN-B@760199@08/15/2030@0.0408
4@NTN-B@760199@08/15/2032@0.0115
4@NTN-B@760199@05/15/2033@-0.0307
4@NTN-B@760199@05/15/2035@0.0101
4@NTN-B@760199@08/15/2040@-0.0087
4@NTN-B@760199@05/15/2045@0.0064
4@NTN-B@760199@08/15/2050@-0.0148
4@NTN-B@760199@05/15/2055@0.0019
4@NTN-B@760199@08/15/2060@0.0088