0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@30/12/2016
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.117237526732751@1.51850910809104E-02@9.40954600144654E-02@-0.109467106336971@2.9365887767825@2.02799503459081
1@IPCA@5.54617895725645E-02@1.11307188120163E-02@-4.44828949927825E-02@4.05172555072377E-02@1.00968179337963@0.662980744098707
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@126@6.1524@12.3768@5.8636
2@252@5.9412@11.5016@5.2485
2@378@5.8748@11.1552@4.9874
2@504@5.8725@11.0901@4.9281
2@630@5.8933@11.1284@4.9437
2@756@5.9174@11.1923@4.9802
2@882@5.9363@11.2547@5.0203
2@1,008@5.9476@11.3082@5.0596
2@1,134@5.9514@11.3525@5.0977
2@1,260@5.9489@11.3889@5.1345
2@1,386@5.9416@11.4191@5.1703
2@1,512@5.9309@11.4444@5.2048
2@1,638@5.9180@11.4658@5.2378
2@1,764@5.9040@11.4842@5.2691
2@1,890@5.8894@11.5002@5.2987
2@2,016@5.8747@11.5141@5.3264
2@2,142@5.8604@11.5265@5.3524
2@2,268@5.8466@11.5374@5.3764
2@2,394@5.8334@11.5472@5.3988
2@2,520@5.8210@@
2@2,646@5.8093@@
2@2,772@5.7984@@
2@2,898@5.7881@@
2@3,024@5.7786@@
2@3,150@5.7697@@
2@3,276@5.7613@@
2@3,402@5.7536@@
2@3,528@5.7463@@
2@3,654@5.7395@@
2@3,780@5.7331@@
2@3,906@5.7271@@
2@4,032@5.7215@@
2@4,158@5.7162@@
2@4,284@5.7113@@
2@4,410@5.7066@@
2@4,536@5.7021@@
2@4,662@5.6979@@
2@4,788@5.6939@@
2@4,914@5.6901@@
2@5,040@5.6865@@
2@5,166@5.6831@@
2@5,292@5.6798@@
2@5,418@5.6767@@
2@5,544@5.6738@@
2@5,670@5.6709@@
2@5,796@5.6682@@
2@5,922@5.6656@@
2@6,048@5.6631@@
2@6,174@5.6607@@
2@6,300@5.6585@@
2@6,426@5.6563@@
2@6,552@5.6541@@
2@6,678@5.6521@@
2@6,804@5.6501@@
2@6,930@5.6482@@
2@7,056@5.6464@@
2@7,182@5.6447@@
2@7,308@5.6430@@
2@7,434@5.6413@@
2@7,560@5.6397@@
2@7,686@5.6382@@
2@7,812@5.6367@@
2@7,938@5.6353@@
2@8,064@5.6339@@
2@8,190@5.6325@@
2@8,316@5.6312@@
2@8,442@5.6300@@
2@8,568@5.6287@@
2@8,694@5.6275@@
2@8,820@5.6264@@
2@8,946@5.6252@@
2@9,072@5.6241@@
2@9,198@5.6231@@
2@9,324@5.6220@@
2@9,450@5.6210@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@13.2233
3@42@13.1159
3@63@12.9560
3@126@12.3768
3@252@11.5016
3@504@11.0901
3@756@11.1923
3@1,008@11.3082
3@1,260@11.3889
3@2,520@
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@01/01/2017@-0.4085
4@LTN@100000@04/01/2017@0.0520
4@LTN@100000@07/01/2017@-0.0141
4@LTN@100000@10/01/2017@-0.0004
4@LTN@100000@01/01/2018@-0.0022
4@LTN@100000@04/01/2018@-0.0399
4@LTN@100000@07/01/2018@-0.0191
4@LTN@100000@10/01/2018@-0.0067
4@LTN@100000@01/01/2019@0.0419
4@LTN@100000@07/01/2019@0.0237
4@LTN@100000@01/01/2020@-0.0024
4@LTN@100000@07/01/2020@-0.0724
4@NTN-F@950199@01/01/2017@-0.4115
4@NTN-F@950199@01/01/2018@-0.0113
4@NTN-F@950199@01/01/2019@0.0825
4@NTN-F@950199@01/01/2021@0.0037
4@NTN-F@950199@01/01/2023@-0.1045
4@NTN-F@950199@01/01/2025@-0.0157
4@NTN-F@950199@01/01/2027@0.0831
4@NTN-B@760199@05/15/2017@0.0247
4@NTN-B@760199@08/15/2018@-0.0394
4@NTN-B@760199@05/15/2019@0.0149
4@NTN-B@760199@08/15/2020@0.0374
4@NTN-B@760199@05/15/2021@0.0079
4@NTN-B@760199@08/15/2022@-0.0227
4@NTN-B@760100@03/15/2023@-0.0126
4@NTN-B@760199@05/15/2023@-0.0169
4@NTN-B@760199@08/15/2024@0.0012
4@NTN-B@760199@08/15/2026@-0.0577
4@NTN-B@760199@08/15/2030@0.0791
4@NTN-B@760199@05/15/2035@0.0089
4@NTN-B@760199@08/15/2040@0.0708
4@NTN-B@760199@05/15/2045@-0.0634
4@NTN-B@760199@08/15/2050@-0.0375
4@NTN-B@760199@05/15/2055@0.0148