0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@31/12/2015
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.184887270885752@-4.47806385562342E-02@6.29616261471438E-02@-0.077786745308209@0.703057638204958@0.259778023001651
1@IPCA@7.11370614723756E-02@1.77827105831367E-02@-6.82686878709786E-02@1.53608108505634E-02@3.8819511322546@0.302047307306318
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@6.1708@15.8261@9.0941
2@378@6.5282@16.2451@9.1214
2@504@6.7800@16.4815@9.0855
2@630@6.9502@16.6008@9.0234
2@756@7.0697@16.6476@8.9454
2@882@7.1566@16.6515@8.8607
2@1,008@7.2212@16.6324@8.7773
2@1,134@7.2699@16.6028@8.7003
2@1,260@7.3068@16.5708@8.6331
2@1,386@7.3346@16.5412@8.5774
2@1,512@7.3553@16.5169@8.5339
2@1,638@7.3705@16.4991@8.5019
2@1,764@7.3812@16.4883@8.4810
2@1,890@7.3885@16.4845@8.4701
2@2,016@7.3930@16.4871@8.4680
2@2,142@7.3952@16.4955@8.4736
2@2,268@7.3956@@
2@2,394@7.3946@@
2@2,520@7.3924@@
2@2,646@7.3894@@
2@2,772@7.3857@@
2@2,898@7.3814@@
2@3,024@7.3768@@
2@3,150@7.3719@@
2@3,276@7.3668@@
2@3,402@7.3616@@
2@3,528@7.3563@@
2@3,654@7.3511@@
2@3,780@7.3458@@
2@3,906@7.3406@@
2@4,032@7.3355@@
2@4,158@7.3304@@
2@4,284@7.3255@@
2@4,410@7.3207@@
2@4,536@7.3160@@
2@4,662@7.3115@@
2@4,788@7.3071@@
2@4,914@7.3028@@
2@5,040@7.2986@@
2@5,166@7.2946@@
2@5,292@7.2908@@
2@5,418@7.2870@@
2@5,544@7.2834@@
2@5,670@7.2799@@
2@5,796@7.2765@@
2@5,922@7.2733@@
2@6,048@7.2701@@
2@6,174@7.2671@@
2@6,300@7.2641@@
2@6,426@7.2613@@
2@6,552@7.2586@@
2@6,678@7.2559@@
2@6,804@7.2533@@
2@6,930@7.2509@@
2@7,056@7.2485@@
2@7,182@7.2462@@
2@7,308@7.2439@@
2@7,434@7.2417@@
2@7,560@7.2396@@
2@7,686@7.2376@@
2@7,812@7.2356@@
2@7,938@7.2337@@
2@8,064@7.2318@@
2@8,190@7.2300@@
2@8,316@7.2283@@
2@8,442@7.2266@@
2@8,568@7.2249@@
2@8,694@7.2233@@
2@8,820@7.2218@@
2@8,946@7.2202@@
2@9,072@7.2188@@
2@9,198@7.2173@@
2@9,324@7.2159@@
2@9,450@7.2146@@
2@9,576@7.2132@@
2@9,702@7.2120@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@14.2337
3@42@14.4407
3@63@14.6327
3@126@15.1280
3@252@15.8261
3@504@16.4815
3@756@16.6476
3@1,008@16.6324
3@1,260@16.5708
3@2,520@
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@01/01/2016@-0.2287
4@LTN@100000@04/01/2016@-0.0991
4@LTN@100000@07/01/2016@0.0273
4@LTN@100000@10/01/2016@-0.0396
4@LTN@100000@01/01/2017@0.0563
4@LTN@100000@07/01/2017@-0.0296
4@LTN@100000@10/01/2017@-0.0452
4@LTN@100000@01/01/2018@0.0045
4@LTN@100000@07/01/2018@-0.0366
4@LTN@100000@01/01/2019@-0.0064
4@LTN@100000@07/01/2019@-0.0047
4@NTN-F@950199@01/01/2017@0.0430
4@NTN-F@950199@01/01/2018@0.0387
4@NTN-F@950199@01/01/2019@-0.0061
4@NTN-F@950199@01/01/2021@0.0124
4@NTN-F@950199@01/01/2023@0.0034
4@NTN-F@950199@01/01/2025@-0.0044
4@NTN-B@760199@08/15/2016@-0.0045
4@NTN-B@760199@05/15/2017@0.0266
4@NTN-B@760199@08/15/2018@0.0326
4@NTN-B@760199@05/15/2019@-0.0920
4@NTN-B@760199@08/15/2020@0.0087
4@NTN-B@760199@08/15/2022@0.0233
4@NTN-B@760100@03/15/2023@-0.0015
4@NTN-B@760199@05/15/2023@-0.0133
4@NTN-B@760199@08/15/2024@0.0312
4@NTN-B@760199@08/15/2030@0.0293
4@NTN-B@760199@05/15/2035@-0.0559
4@NTN-B@760199@08/15/2040@-0.0015
4@NTN-B@760199@05/15/2045@-0.0671
4@NTN-B@760199@08/15/2050@0.0321
4@NTN-B@760199@05/15/2055@0.0483