0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@31/01/2017
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.112555306850222@1.48926483350394E-02@4.74755606290911E-02@-7.33991179642055E-02@3.14668753002715@1.7134368426683
1@IPCA@0.054077557194263@8.12850220358614E-03@-3.83049557780762E-02@3.96263996927659E-02@1.00113748164587@0.670572288773901
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@126@5.8885@11.5992@5.3931
2@252@5.7693@10.7595@4.7180
2@378@5.7486@10.4471@4.4430
2@504@5.7668@10.4021@4.3825
2@630@5.7947@10.4575@4.4074
2@756@5.8191@10.5392@4.4605
2@882@5.8354@10.6191@4.5199
2@1,008@5.8429@10.6889@4.5784
2@1,134@5.8427@10.7477@4.6342
2@1,260@5.8365@10.7967@4.6866
2@1,386@5.8259@10.8376@4.7357
2@1,512@5.8124@10.8721@4.7817
2@1,638@5.7972@10.9015@4.8246
2@1,764@5.7812@10.9267@4.8642
2@1,890@5.7650@10.9486@4.9010
2@2,016@5.7490@10.9678@4.9350
2@2,142@5.7336@10.9847@4.9663
2@2,268@5.7188@10.9997@4.9952
2@2,394@5.7049@11.0132@5.0218
2@2,520@5.6918@@
2@2,646@5.6796@@
2@2,772@5.6681@@
2@2,898@5.6575@@
2@3,024@5.6476@@
2@3,150@5.6383@@
2@3,276@5.6297@@
2@3,402@5.6216@@
2@3,528@5.6141@@
2@3,654@5.6071@@
2@3,780@5.6005@@
2@3,906@5.5944@@
2@4,032@5.5886@@
2@4,158@5.5831@@
2@4,284@5.5780@@
2@4,410@5.5731@@
2@4,536@5.5685@@
2@4,662@5.5642@@
2@4,788@5.5601@@
2@4,914@5.5562@@
2@5,040@5.5525@@
2@5,166@5.5489@@
2@5,292@5.5456@@
2@5,418@5.5424@@
2@5,544@5.5393@@
2@5,670@5.5364@@
2@5,796@5.5336@@
2@5,922@5.5309@@
2@6,048@5.5283@@
2@6,174@5.5259@@
2@6,300@5.5235@@
2@6,426@5.5212@@
2@6,552@5.5191@@
2@6,678@5.5170@@
2@6,804@5.5149@@
2@6,930@5.5130@@
2@7,056@5.5111@@
2@7,182@5.5093@@
2@7,308@5.5075@@
2@7,434@5.5058@@
2@7,560@5.5042@@
2@7,686@5.5026@@
2@7,812@5.5011@@
2@7,938@5.4996@@
2@8,064@5.4982@@
2@8,190@5.4968@@
2@8,316@5.4954@@
2@8,442@5.4941@@
2@8,568@5.4929@@
2@8,694@5.4916@@
2@8,820@5.4904@@
2@8,946@5.4893@@
2@9,072@5.4881@@
2@9,198@5.4870@@
2@9,324@5.4860@@
2@9,450@5.4849@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@12.6124
3@42@12.4305
3@63@12.2239
3@126@11.5992
3@252@10.7595
3@504@10.4021
3@756@10.5392
3@1,008@10.6889
3@1,260@10.7967
3@2,520@
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@04/01/2017@-0.0285
4@LTN@100000@07/01/2017@0.0415
4@LTN@100000@10/01/2017@-0.0247
4@LTN@100000@01/01/2018@0.0286
4@LTN@100000@04/01/2018@-0.0619
4@LTN@100000@07/01/2018@-0.0452
4@LTN@100000@10/01/2018@-0.0220
4@LTN@100000@01/01/2019@0.0064
4@LTN@100000@04/01/2019@-0.0089
4@LTN@100000@07/01/2019@0.0089
4@LTN@100000@01/01/2020@0.0076
4@LTN@100000@07/01/2020@-0.0579
4@NTN-F@950199@01/01/2018@0.0115
4@NTN-F@950199@01/01/2019@0.0880
4@NTN-F@950199@01/01/2021@0.0300
4@NTN-F@950199@01/01/2023@-0.0552
4@NTN-F@950199@01/01/2025@-0.0066
4@NTN-F@950199@01/01/2027@0.0340
4@NTN-B@760199@05/15/2017@0.0458
4@NTN-B@760199@08/15/2018@-0.0691
4@NTN-B@760199@05/15/2019@0.0411
4@NTN-B@760199@08/15/2020@0.0491
4@NTN-B@760199@05/15/2021@0.0127
4@NTN-B@760199@08/15/2022@-0.0616
4@NTN-B@760100@03/15/2023@-0.0238
4@NTN-B@760199@05/15/2023@-0.0302
4@NTN-B@760199@08/15/2024@0.0365
4@NTN-B@760199@08/15/2026@-0.0230
4@NTN-B@760199@08/15/2030@0.0635
4@NTN-B@760199@05/15/2035@0.0056
4@NTN-B@760199@08/15/2040@0.0313
4@NTN-B@760199@05/15/2045@-0.0530
4@NTN-B@760199@08/15/2050@-0.0174
4@NTN-B@760199@05/15/2055@0.0162