0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@31/10/2016
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.114678718593555@0.023221824857453@3.42356097934125E-02@-2.56363102126021E-02@3.16820021395761@0.897112372928605
1@IPCA@5.57377879510732E-02@1.96591112507203E-02@-5.03221730289411E-02@3.96449170725917E-02@1.00459298969321@0.691771164278728
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@6.3585@12.4139@5.6933
2@378@6.1674@11.8953@5.3951
2@504@6.0803@11.6019@5.2051
2@630@6.0427@11.4422@5.0918
2@756@6.0263@11.3579@5.0285
2@882@6.0170@11.3158@4.9980
2@1,008@6.0084@11.2974@4.9892
2@1,134@5.9982@11.2923@4.9945
2@1,260@5.9858@11.2943@5.0086
2@1,386@5.9715@11.3002@5.0284
2@1,512@5.9560@11.3078@5.0509
2@1,638@5.9398@11.3160@5.0747
2@1,764@5.9235@11.3242@5.0986
2@1,890@5.9074@11.3321@5.1221
2@2,016@5.8918@11.3395@5.1445
2@2,142@5.8770@11.3464@5.1658
2@2,268@5.8629@11.3527@5.1857
2@2,394@5.8497@11.3585@5.2043
2@2,520@5.8373@11.3638@5.2216
2@2,646@5.8258@@
2@2,772@5.8151@@
2@2,898@5.8051@@
2@3,024@5.7959@@
2@3,150@5.7873@@
2@3,276@5.7792@@
2@3,402@5.7718@@
2@3,528@5.7648@@
2@3,654@5.7583@@
2@3,780@5.7522@@
2@3,906@5.7464@@
2@4,032@5.7411@@
2@4,158@5.7360@@
2@4,284@5.7313@@
2@4,410@5.7268@@
2@4,536@5.7225@@
2@4,662@5.7185@@
2@4,788@5.7147@@
2@4,914@5.7111@@
2@5,040@5.7077@@
2@5,166@5.7044@@
2@5,292@5.7013@@
2@5,418@5.6983@@
2@5,544@5.6955@@
2@5,670@5.6928@@
2@5,796@5.6902@@
2@5,922@5.6877@@
2@6,048@5.6853@@
2@6,174@5.6831@@
2@6,300@5.6809@@
2@6,426@5.6788@@
2@6,552@5.6768@@
2@6,678@5.6748@@
2@6,804@5.6729@@
2@6,930@5.6711@@
2@7,056@5.6694@@
2@7,182@5.6677@@
2@7,308@5.6661@@
2@7,434@5.6645@@
2@7,560@5.6630@@
2@7,686@5.6616@@
2@7,812@5.6601@@
2@7,938@5.6588@@
2@8,064@5.6574@@
2@8,190@5.6561@@
2@8,316@5.6549@@
2@8,442@5.6537@@
2@8,568@5.6525@@
2@8,694@5.6514@@
2@8,820@5.6503@@
2@8,946@5.6492@@
2@9,072@5.6481@@
2@9,198@5.6471@@
2@9,324@5.6461@@
2@9,450@5.6452@@
2@9,576@5.6442@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@13.7973
3@42@13.7391
3@63@13.6380
3@126@13.2198
3@252@12.4139
3@504@11.6019
3@756@11.3579
3@1,008@11.2974
3@1,260@11.2943
3@2,520@11.3638
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@01/01/2017@0.0012
4@LTN@100000@04/01/2017@0.0100
4@LTN@100000@07/01/2017@-0.0157
4@LTN@100000@10/01/2017@-0.0268
4@LTN@100000@01/01/2018@0.0047
4@LTN@100000@04/01/2018@-0.0332
4@LTN@100000@07/01/2018@-0.0477
4@LTN@100000@10/01/2018@-0.0549
4@LTN@100000@01/01/2019@0.0063
4@LTN@100000@07/01/2019@-0.0139
4@LTN@100000@01/01/2020@-0.0368
4@LTN@100000@07/01/2020@-0.0913
4@NTN-F@950199@01/01/2017@-0.0094
4@NTN-F@950199@01/01/2018@0.0412
4@NTN-F@950199@01/01/2019@0.0991
4@NTN-F@950199@01/01/2021@0.0470
4@NTN-F@950199@01/01/2023@-0.0090
4@NTN-F@950199@01/01/2025@0.0343
4@NTN-F@950199@01/01/2027@-0.0229
4@NTN-B@760199@05/15/2017@0.0214
4@NTN-B@760199@08/15/2018@-0.0574
4@NTN-B@760199@05/15/2019@0.0436
4@NTN-B@760199@08/15/2020@0.0266
4@NTN-B@760199@05/15/2021@-0.0057
4@NTN-B@760199@08/15/2022@-0.0233
4@NTN-B@760100@03/15/2023@-0.0046
4@NTN-B@760199@05/15/2023@-0.0093
4@NTN-B@760199@08/15/2024@-0.0054
4@NTN-B@760199@08/15/2026@-0.0239
4@NTN-B@760199@08/15/2030@0.0771
4@NTN-B@760199@05/15/2035@-0.0156
4@NTN-B@760199@08/15/2040@0.0070
4@NTN-B@760199@05/15/2045@-0.0368
4@NTN-B@760199@08/15/2050@0.0033
4@NTN-B@760199@05/15/2055@0.0093