0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@30/06/2016
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.119332860275851@1.92463842255913E-02@4.06069703593993E-02@-1.65827417230685E-02@2.59462734162783@0.951246882979495
1@IPCA@5.85869858635016E-02@0.049381163702304@-6.08038724732528E-02@2.70141664796082E-02@2.1864456851994@0.778321440072341
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@126@7.6090@13.8874@5.8344
2@252@6.7145@13.3352@6.2041
2@378@6.5057@12.8718@5.9772
2@504@6.4774@12.5634@5.7157
2@630@6.4803@12.3695@5.5307
2@756@6.4768@12.2481@5.4202
2@882@6.4617@12.1709@5.3626
2@1,008@6.4381@12.1206@5.3387
2@1,134@6.4096@12.0867@5.3351
2@1,260@6.3791@12.0632@5.3432
2@1,386@6.3487@12.0463@5.3574
2@1,512@6.3193@12.0336@5.3746
2@1,638@6.2917@12.0239@5.3928
2@1,764@6.2661@12.0162@5.4110
2@1,890@6.2425@12.0099@5.4285
2@2,016@6.2210@12.0046@5.4448
2@2,142@6.2014@12.0001@5.4600
2@2,268@6.1834@11.9962@5.4743
2@2,394@6.1671@11.9928@5.4872
2@2,520@6.1522@11.9897@5.4991
2@2,646@6.1386@@
2@2,772@6.1261@@
2@2,898@6.1146@@
2@3,024@6.1041@@
2@3,150@6.0943@@
2@3,276@6.0853@@
2@3,402@6.0770@@
2@3,528@6.0692@@
2@3,654@6.0619@@
2@3,780@6.0552@@
2@3,906@6.0489@@
2@4,032@6.0429@@
2@4,158@6.0373@@
2@4,284@6.0321@@
2@4,410@6.0271@@
2@4,536@6.0224@@
2@4,662@6.0180@@
2@4,788@6.0138@@
2@4,914@6.0098@@
2@5,040@6.0061@@
2@5,166@6.0025@@
2@5,292@5.9990@@
2@5,418@5.9958@@
2@5,544@5.9927@@
2@5,670@5.9897@@
2@5,796@5.9868@@
2@5,922@5.9841@@
2@6,048@5.9815@@
2@6,174@5.9790@@
2@6,300@5.9766@@
2@6,426@5.9743@@
2@6,552@5.9720@@
2@6,678@5.9699@@
2@6,804@5.9678@@
2@6,930@5.9659@@
2@7,056@5.9639@@
2@7,182@5.9621@@
2@7,308@5.9603@@
2@7,434@5.9586@@
2@7,560@5.9569@@
2@7,686@5.9553@@
2@7,812@5.9538@@
2@7,938@5.9522@@
2@8,064@5.9508@@
2@8,190@5.9494@@
2@8,316@5.9480@@
2@8,442@5.9467@@
2@8,568@5.9454@@
2@8,694@5.9441@@
2@8,820@5.9429@@
2@8,946@5.9417@@
2@9,072@5.9405@@
2@9,198@5.9394@@
2@9,324@5.9383@@
2@9,450@5.9373@@
2@9,576@5.9362@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@13.9822
3@42@14.0390
3@63@14.0457
3@126@13.8874
3@252@13.3352
3@504@12.5634
3@756@12.2481
3@1,008@12.1206
3@1,260@12.0632
3@2,520@11.9897
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@07/01/2016@-0.3345
4@LTN@100000@10/01/2016@0.0180
4@LTN@100000@01/01/2017@0.0065
4@LTN@100000@04/01/2017@-0.0145
4@LTN@100000@07/01/2017@0.0010
4@LTN@100000@10/01/2017@-0.0377
4@LTN@100000@01/01/2018@-0.0170
4@LTN@100000@04/01/2018@-0.0437
4@LTN@100000@07/01/2018@-0.0568
4@LTN@100000@01/01/2019@-0.0554
4@LTN@100000@07/01/2019@-0.0973
4@LTN@100000@01/01/2020@-0.0813
4@NTN-F@950199@01/01/2017@-0.0179
4@NTN-F@950199@01/01/2018@0.0607
4@NTN-F@950199@01/01/2019@0.1398
4@NTN-F@950199@01/01/2021@0.0677
4@NTN-F@950199@01/01/2023@-0.0316
4@NTN-F@950199@01/01/2025@0.0158
4@NTN-F@950199@01/01/2027@-0.0049
4@NTN-B@760199@08/15/2016@-0.0065
4@NTN-B@760199@05/15/2017@0.0110
4@NTN-B@760199@08/15/2018@-0.0604
4@NTN-B@760199@05/15/2019@0.0766
4@NTN-B@760199@08/15/2020@0.0271
4@NTN-B@760199@05/15/2021@-0.0081
4@NTN-B@760199@08/15/2022@-0.0702
4@NTN-B@760100@03/15/2023@-0.0456
4@NTN-B@760199@05/15/2023@-0.0520
4@NTN-B@760199@08/15/2024@0.0366
4@NTN-B@760199@08/15/2026@-0.0054
4@NTN-B@760199@08/15/2030@0.1334
4@NTN-B@760199@05/15/2035@0.0299
4@NTN-B@760199@08/15/2040@0.0303
4@NTN-B@760199@05/15/2045@-0.0663
4@NTN-B@760199@08/15/2050@-0.0231
4@NTN-B@760199@05/15/2055@-0.0132