0@ANBIMA - Associação Brasileira das Entidades dos Mercados Financeiro e de Capitais 
0@Data de Referencia@29/09/2017
1@Group@Beta 1@Beta 2@Beta 3@Beta 4@Lambda 1@Lambda 2
1@PREFIXADOS@0.105203708330038@-2.23786703130717E-02@-8.53100390597923E-02@8.71623456017579E-03@1.60918062061977@0.888185086943592
1@IPCA@5.35612382174199E-02@1.64528609626868E-02@-0.12263725345956@1.84171574458272E-02@1.71163699566569@0.939448439063782
2@Term Structure and Break Even Inflation (IPCA)
2@Business Day@Indexed@Prefixed@BEI
2@252@2.9614@7.0926@4.0123
2@378@3.0162@7.4730@4.3263
2@504@3.3044@7.9097@4.4579
2@630@3.6123@8.2994@4.5236
2@756@3.8771@8.6194@4.5652
2@882@4.0892@8.8746@4.5974
2@1,008@4.2555@9.0770@4.6246
2@1,134@4.3861@9.2384@4.6484
2@1,260@4.4896@9.3687@4.6694
2@1,386@4.5731@9.4755@4.6880
2@1,512@4.6416@9.5641@4.7041
2@1,638@4.6987@9.6388@4.7183
2@1,764@4.7470@9.7026@4.7310
2@1,890@4.7885@9.7577@4.7421
2@2,016@4.8245@9.8057@4.7519
2@2,142@4.8562@9.8480@4.7606
2@2,268@4.8842@9.8855@4.7684
2@2,394@4.9091@@
2@2,520@4.9316@@
2@2,646@4.9518@@
2@2,772@4.9703@@
2@2,898@4.9871@@
2@3,024@5.0024@@
2@3,150@5.0166@@
2@3,276@5.0297@@
2@3,402@5.0418@@
2@3,528@5.0530@@
2@3,654@5.0634@@
2@3,780@5.0732@@
2@3,906@5.0823@@
2@4,032@5.0909@@
2@4,158@5.0989@@
2@4,284@5.1065@@
2@4,410@5.1136@@
2@4,536@5.1203@@
2@4,662@5.1267@@
2@4,788@5.1327@@
2@4,914@5.1385@@
2@5,040@5.1439@@
2@5,166@5.1491@@
2@5,292@5.1540@@
2@5,418@5.1587@@
2@5,544@5.1632@@
2@5,670@5.1675@@
2@5,796@5.1716@@
2@5,922@5.1755@@
2@6,048@5.1793@@
2@6,174@5.1829@@
2@6,300@5.1863@@
2@6,426@5.1897@@
2@6,552@5.1929@@
2@6,678@5.1960@@
2@6,804@5.1989@@
2@6,930@5.2018@@
2@7,056@5.2045@@
2@7,182@5.2072@@
2@7,308@5.2098@@
2@7,434@5.2122@@
2@7,560@5.2146@@
2@7,686@5.2170@@
2@7,812@5.2192@@
2@7,938@5.2214@@
2@8,064@5.2235@@
2@8,190@5.2255@@
2@8,316@5.2275@@
2@8,442@5.2294@@
2@8,568@5.2313@@
2@8,694@5.2331@@
2@8,820@5.2348@@
2@8,946@5.2365@@
2@9,072@5.2382@@
2@9,198@5.2398@@
2@9,324@5.2414@@
3@PREFIXED (CIRCULAR 3,361)
3@Business Day@Rate (%p.y.)
3@21@7.9334
3@42@7.6573
3@63@7.4431
3@126@7.0829
3@252@7.0926
3@504@7.9097
3@756@8.6194
3@1,008@9.0770
3@1,260@9.3687
3@2,520@
4@BOND ERRORS
4@Bond@SELIC Code@Maturity@Error (%p.y.)
4@LTN@100000@10/01/2017@0.0477
4@LTN@100000@01/01/2018@0.0945
4@LTN@100000@04/01/2018@-0.0606
4@LTN@100000@07/01/2018@-0.0636
4@LTN@100000@10/01/2018@-0.0269
4@LTN@100000@01/01/2019@-0.0008
4@LTN@100000@04/01/2019@0.0057
4@LTN@100000@07/01/2019@0.0126
4@LTN@100000@10/01/2019@-0.0159
4@LTN@100000@01/01/2020@0.0186
4@LTN@100000@07/01/2020@-0.0045
4@LTN@100000@07/01/2021@-0.0731
4@NTN-F@950199@01/01/2018@0.0105
4@NTN-F@950199@01/01/2019@0.0591
4@NTN-F@950199@01/01/2021@0.0001
4@NTN-F@950199@01/01/2023@0.0130
4@NTN-F@950199@01/01/2025@0.0372
4@NTN-F@950199@01/01/2027@-0.0244
4@NTN-B@760199@08/15/2018@-0.0057
4@NTN-B@760199@05/15/2019@0.0127
4@NTN-B@760199@08/15/2020@-0.0146
4@NTN-B@760199@05/15/2021@0.0135
4@NTN-B@760199@08/15/2022@-0.0132
4@NTN-B@760100@03/15/2023@-0.0379
4@NTN-B@760199@05/15/2023@-0.0179
4@NTN-B@760199@08/15/2024@0.0791
4@NTN-B@760199@08/15/2026@-0.0042
4@NTN-B@760199@08/15/2030@-0.0108
4@NTN-B@760199@05/15/2035@0.0039
4@NTN-B@760199@08/15/2040@0.0265
4@NTN-B@760199@05/15/2045@-0.0545
4@NTN-B@760199@08/15/2050@-0.0155
4@NTN-B@760199@05/15/2055@0.0371