0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@31/08/2016
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.120483031358989@2.10574087572763E-02@3.73689177200793E-02@-2.77766717176061E-02@2.5640722687238@1.04118080673437
1@IPCA@6.08271408304492E-02@1.88189269200827E-03@2.21327950822319E-02@-0.025731156273155@0.434992337445061@0.200595720641793
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@6.3714@13.1184@6.3428
2@378@6.3764@12.6323@5.8809
2@504@6.3625@12.3372@5.6172
2@630@6.3354@12.1697@5.4866
2@756@6.2999@12.0778@5.4354
2@882@6.2593@12.0291@5.4299
2@1,008@6.2162@12.0043@5.4493
2@1,134@6.1724@11.9928@5.4820
2@1,260@6.1292@11.9886@5.5210
2@1,386@6.0876@11.9881@5.5619
2@1,512@6.0483@11.9896@5.6024
2@1,638@6.0117@11.9921@5.6412
2@1,764@5.9779@11.9948@5.6775
2@1,890@5.9470@11.9976@5.7109
2@2,016@5.9191@12.0004@5.7414
2@2,142@5.8941@12.0029@5.7687
2@2,268@5.8718@12.0053@5.7933
2@2,394@5.8522@12.0074@5.8149
2@2,520@5.8350@12.0094@5.8339
2@2,646@5.8201@@
2@2,772@5.8074@@
2@2,898@5.7965@@
2@3,024@5.7874@@
2@3,150@5.7798@@
2@3,276@5.7737@@
2@3,402@5.7689@@
2@3,528@5.7653@@
2@3,654@5.7626@@
2@3,780@5.7609@@
2@3,906@5.7600@@
2@4,032@5.7598@@
2@4,158@5.7603@@
2@4,284@5.7612@@
2@4,410@5.7627@@
2@4,536@5.7646@@
2@4,662@5.7668@@
2@4,788@5.7693@@
2@4,914@5.7721@@
2@5,040@5.7751@@
2@5,166@5.7783@@
2@5,292@5.7816@@
2@5,418@5.7851@@
2@5,544@5.7886@@
2@5,670@5.7922@@
2@5,796@5.7959@@
2@5,922@5.7996@@
2@6,048@5.8034@@
2@6,174@5.8071@@
2@6,300@5.8108@@
2@6,426@5.8146@@
2@6,552@5.8183@@
2@6,678@5.8219@@
2@6,804@5.8256@@
2@6,930@5.8292@@
2@7,056@5.8327@@
2@7,182@5.8362@@
2@7,308@5.8397@@
2@7,434@5.8431@@
2@7,560@5.8464@@
2@7,686@5.8497@@
2@7,812@5.8529@@
2@7,938@5.8561@@
2@8,064@5.8592@@
2@8,190@5.8622@@
2@8,316@5.8652@@
2@8,442@5.8681@@
2@8,568@5.8710@@
2@8,694@5.8738@@
2@8,820@5.8765@@
2@8,946@5.8792@@
2@9,072@5.8818@@
2@9,198@5.8844@@
2@9,324@5.8869@@
2@9,450@5.8894@@
2@9,576@5.8918@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@14.1771
3@42@14.1506
3@63@14.0888
3@126@13.7892
3@252@13.1184
3@504@12.3372
3@756@12.0778
3@1,008@12.0043
3@1,260@11.9886
3@2,520@12.0094
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@10/01/2016@0.0169
4@LTN@100000@01/01/2017@0.0053
4@LTN@100000@04/01/2017@-0.0224
4@LTN@100000@07/01/2017@0.0087
4@LTN@100000@10/01/2017@0.0015
4@LTN@100000@01/01/2018@-0.0038
4@LTN@100000@04/01/2018@-0.0494
4@LTN@100000@07/01/2018@-0.0487
4@LTN@100000@10/01/2018@-0.0505
4@LTN@100000@01/01/2019@0.0060
4@LTN@100000@07/01/2019@-0.0172
4@LTN@100000@01/01/2020@-0.0483
4@LTN@100000@07/01/2020@-0.0905
4@NTN-F@950199@01/01/2017@-0.0173
4@NTN-F@950199@01/01/2018@0.0327
4@NTN-F@950199@01/01/2019@0.1051
4@NTN-F@950199@01/01/2021@0.0493
4@NTN-F@950199@01/01/2023@-0.0045
4@NTN-F@950199@01/01/2025@0.0415
4@NTN-F@950199@01/01/2027@-0.0314
4@NTN-B@760199@05/15/2017@0.0148
4@NTN-B@760199@08/15/2018@-0.0214
4@NTN-B@760199@05/15/2019@-0.0200
4@NTN-B@760199@08/15/2020@0.0692
4@NTN-B@760199@05/15/2021@-0.0093
4@NTN-B@760199@08/15/2022@-0.0481
4@NTN-B@760100@03/15/2023@0.0082
4@NTN-B@760199@05/15/2023@-0.0026
4@NTN-B@760199@08/15/2024@0.0321
4@NTN-B@760199@08/15/2026@-0.0545
4@NTN-B@760199@08/15/2030@0.0694
4@NTN-B@760199@05/15/2035@-0.0432
4@NTN-B@760199@08/15/2040@0.0355
4@NTN-B@760199@05/15/2045@-0.0512
4@NTN-B@760199@08/15/2050@0.0053
4@NTN-B@760199@05/15/2055@0.0195