0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@30/11/2016
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.120067289916635@1.54015536048771E-02@8.19579758938705E-02@-8.65412919485678E-02@2.97243872559322@1.95872922063951
1@IPCA@5.95701869066671E-02@2.28650471667032E-02@-7.08553631303589E-02@4.68651002750929E-02@1.4838863013985@1.0630420739482
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@126@6.8238@12.9535@5.7381
2@252@6.3300@12.1205@5.4457
2@378@6.1899@11.7390@5.2256
2@504@6.1696@11.6256@5.1389
2@630@6.1797@11.6218@5.1253
2@756@6.1900@11.6529@5.1444
2@882@6.1930@11.6903@5.1767
2@1,008@6.1891@11.7248@5.2130
2@1,134@6.1804@11.7541@5.2492
2@1,260@6.1691@11.7786@5.2835
2@1,386@6.1568@11.7991@5.3150
2@1,512@6.1445@11.8163@5.3434
2@1,638@6.1328@11.8309@5.3688
2@1,764@6.1219@11.8434@5.3914
2@1,890@6.1119@11.8543@5.4116
2@2,016@6.1028@11.8638@5.4296
2@2,142@6.0945@11.8722@5.4458
2@2,268@6.0871@11.8797@5.4602
2@2,394@6.0804@11.8864@5.4732
2@2,520@6.0743@11.8924@5.4849
2@2,646@6.0688@@
2@2,772@6.0637@@
2@2,898@6.0591@@
2@3,024@6.0548@@
2@3,150@6.0509@@
2@3,276@6.0473@@
2@3,402@6.0440@@
2@3,528@6.0409@@
2@3,654@6.0380@@
2@3,780@6.0353@@
2@3,906@6.0327@@
2@4,032@6.0304@@
2@4,158@6.0281@@
2@4,284@6.0261@@
2@4,410@6.0241@@
2@4,536@6.0222@@
2@4,662@6.0205@@
2@4,788@6.0188@@
2@4,914@6.0172@@
2@5,040@6.0157@@
2@5,166@6.0143@@
2@5,292@6.0129@@
2@5,418@6.0116@@
2@5,544@6.0104@@
2@5,670@6.0092@@
2@5,796@6.0080@@
2@5,922@6.0069@@
2@6,048@6.0059@@
2@6,174@6.0049@@
2@6,300@6.0039@@
2@6,426@6.0030@@
2@6,552@6.0021@@
2@6,678@6.0013@@
2@6,804@6.0005@@
2@6,930@5.9997@@
2@7,056@5.9989@@
2@7,182@5.9982@@
2@7,308@5.9975@@
2@7,434@5.9968@@
2@7,560@5.9961@@
2@7,686@5.9955@@
2@7,812@5.9949@@
2@7,938@5.9943@@
2@8,064@5.9937@@
2@8,190@5.9931@@
2@8,316@5.9926@@
2@8,442@5.9920@@
2@8,568@5.9915@@
2@8,694@5.9910@@
2@8,820@5.9905@@
2@8,946@5.9901@@
2@9,072@5.9896@@
2@9,198@5.9891@@
2@9,324@5.9887@@
2@9,450@5.9883@@
2@9,576@5.9879@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@13.5990
3@42@13.5508
3@63@13.4394
3@126@12.9535
3@252@12.1205
3@504@11.6256
3@756@11.6529
3@1,008@11.7248
3@1,260@11.7786
3@2,520@11.8924
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@01/01/2017@-0.0327
4@LTN@100000@04/01/2017@0.0710
4@LTN@100000@07/01/2017@0.0053
4@LTN@100000@10/01/2017@-0.0361
4@LTN@100000@01/01/2018@-0.0029
4@LTN@100000@04/01/2018@-0.0324
4@LTN@100000@07/01/2018@-0.0274
4@LTN@100000@10/01/2018@-0.0269
4@LTN@100000@01/01/2019@0.0290
4@LTN@100000@07/01/2019@0.0224
4@LTN@100000@01/01/2020@0.0018
4@LTN@100000@07/01/2020@-0.0688
4@NTN-F@950199@01/01/2017@-0.0358
4@NTN-F@950199@01/01/2018@-0.0060
4@NTN-F@950199@01/01/2019@0.0953
4@NTN-F@950199@01/01/2021@-0.0098
4@NTN-F@950199@01/01/2023@-0.0595
4@NTN-F@950199@01/01/2025@0.0075
4@NTN-F@950199@01/01/2027@0.0391
4@NTN-B@760199@05/15/2017@0.0029
4@NTN-B@760199@08/15/2018@-0.0245
4@NTN-B@760199@05/15/2019@0.0442
4@NTN-B@760199@08/15/2020@0.0066
4@NTN-B@760199@05/15/2021@-0.0541
4@NTN-B@760199@08/15/2022@-0.0426
4@NTN-B@760100@03/15/2023@-0.0052
4@NTN-B@760199@05/15/2023@-0.0061
4@NTN-B@760199@08/15/2024@0.0417
4@NTN-B@760199@08/15/2026@0.0179
4@NTN-B@760199@08/15/2030@0.0615
4@NTN-B@760199@05/15/2035@-0.0220
4@NTN-B@760199@08/15/2040@0.0369
4@NTN-B@760199@05/15/2045@-0.0475
4@NTN-B@760199@08/15/2050@-0.0226
4@NTN-B@760199@05/15/2055@0.0114