0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@30/09/2016
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.116020908836552@2.36615907042557E-02@3.75919263778111E-02@-0.030694050599361@3.06608088640025@1.28289377714365
1@IPCA@0.056339574971035@1.67330101617282E-02@-3.80897751638425E-02@2.82376012901576E-02@1.23634653372774@0.747139089030473
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@6.1659@12.4532@5.9221
2@378@6.0362@11.9685@5.5945
2@504@5.9963@11.7222@5.4019
2@630@5.9896@11.6049@5.2979
2@756@5.9912@11.5524@5.2468
2@882@5.9914@11.5313@5.2267
2@1,008@5.9873@11.5250@5.2248
2@1,134@5.9790@11.5255@5.2335
2@1,260@5.9675@11.5289@5.2482
2@1,386@5.9539@11.5333@5.2658
2@1,512@5.9393@11.5378@5.2846
2@1,638@5.9244@11.5421@5.3034
2@1,764@5.9098@11.5461@5.3217
2@1,890@5.8956@11.5496@5.3392
2@2,016@5.8823@11.5528@5.3554
2@2,142@5.8697@11.5557@5.3707
2@2,268@5.8581@11.5582@5.3846
2@2,394@5.8473@11.5605@5.3975
2@2,520@5.8373@11.5626@5.4095
2@2,646@5.8281@@
2@2,772@5.8196@@
2@2,898@5.8118@@
2@3,024@5.8045@@
2@3,150@5.7978@@
2@3,276@5.7916@@
2@3,402@5.7858@@
2@3,528@5.7804@@
2@3,654@5.7754@@
2@3,780@5.7707@@
2@3,906@5.7663@@
2@4,032@5.7621@@
2@4,158@5.7583@@
2@4,284@5.7546@@
2@4,410@5.7512@@
2@4,536@5.7479@@
2@4,662@5.7448@@
2@4,788@5.7419@@
2@4,914@5.7391@@
2@5,040@5.7365@@
2@5,166@5.7340@@
2@5,292@5.7316@@
2@5,418@5.7294@@
2@5,544@5.7272@@
2@5,670@5.7251@@
2@5,796@5.7231@@
2@5,922@5.7212@@
2@6,048@5.7194@@
2@6,174@5.7177@@
2@6,300@5.7160@@
2@6,426@5.7144@@
2@6,552@5.7128@@
2@6,678@5.7113@@
2@6,804@5.7099@@
2@6,930@5.7085@@
2@7,056@5.7072@@
2@7,182@5.7059@@
2@7,308@5.7047@@
2@7,434@5.7035@@
2@7,560@5.7023@@
2@7,686@5.7012@@
2@7,812@5.7001@@
2@7,938@5.6991@@
2@8,064@5.6980@@
2@8,190@5.6970@@
2@8,316@5.6961@@
2@8,442@5.6952@@
2@8,568@5.6943@@
2@8,694@5.6934@@
2@8,820@5.6925@@
2@8,946@5.6917@@
2@9,072@5.6909@@
2@9,198@5.6901@@
2@9,324@5.6894@@
2@9,450@5.6886@@
2@9,576@5.6879@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@13.9430
3@42@13.8581
3@63@13.7350
3@126@13.2740
3@252@12.4532
3@504@11.7222
3@756@11.5524
3@1,008@11.5250
3@1,260@11.5289
3@2,520@11.5626
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@10/01/2016@-0.3180
4@LTN@100000@01/01/2017@0.0121
4@LTN@100000@04/01/2017@-0.0077
4@LTN@100000@07/01/2017@-0.0097
4@LTN@100000@10/01/2017@-0.0110
4@LTN@100000@01/01/2018@-0.0163
4@LTN@100000@04/01/2018@-0.0406
4@LTN@100000@07/01/2018@-0.0317
4@LTN@100000@10/01/2018@-0.0210
4@LTN@100000@01/01/2019@0.0145
4@LTN@100000@07/01/2019@-0.0034
4@LTN@100000@01/01/2020@-0.0429
4@LTN@100000@07/01/2020@-0.0978
4@NTN-F@950199@01/01/2017@0.0016
4@NTN-F@950199@01/01/2018@0.0282
4@NTN-F@950199@01/01/2019@0.0937
4@NTN-F@950199@01/01/2021@0.0322
4@NTN-F@950199@01/01/2023@-0.0190
4@NTN-F@950199@01/01/2025@0.0376
4@NTN-F@950199@01/01/2027@-0.0146
4@NTN-B@760199@05/15/2017@0.0147
4@NTN-B@760199@08/15/2018@-0.0612
4@NTN-B@760199@05/15/2019@0.0635
4@NTN-B@760199@08/15/2020@0.0337
4@NTN-B@760199@05/15/2021@-0.0373
4@NTN-B@760199@08/15/2022@-0.0472
4@NTN-B@760100@03/15/2023@-0.0033
4@NTN-B@760199@05/15/2023@-0.0044
4@NTN-B@760199@08/15/2024@0.0271
4@NTN-B@760199@08/15/2026@-0.0113
4@NTN-B@760199@08/15/2030@0.0481
4@NTN-B@760199@05/15/2035@0.0048
4@NTN-B@760199@08/15/2040@0.0057
4@NTN-B@760199@05/15/2045@-0.0429
4@NTN-B@760199@08/15/2050@0.0023
4@NTN-B@760199@05/15/2055@0.0098