VOLATILIDADES E TAXAS

Data Base:    8/1/2008
Lambda:           0.94

Vertice    Vencimento PU          Taxa      VolDia    VolAno
pre001        8/4/2008   99952.04     12.85%   0.0010%   0.0158%
pre021        9/1/2008   98995.49     12.88%   0.0032%   0.0513%
pre042       9/30/2008   97972.81     13.08%   0.0059%   0.0934%
pre063      10/29/2008   96932.27     13.27%   0.0105%   0.1673%
pre126       1/28/2009   93688.70     13.93%   0.0241%   0.3826%
pre189        5/4/2009   90422.48     14.37%   0.0383%   0.6084%
pre252        8/3/2009   87274.29     14.58%   0.0528%   0.8377%
pre504        8/5/2010   76129.85     14.61%   0.1868%   2.9656%
cupom021      9/1/2008   99745.73      3.10%   0.1004%   1.5939%
cupom042     9/30/2008   99441.47      3.42%   0.1017%   1.6144%
cupom063    10/29/2008   99126.74      3.57%   0.1030%   1.6346%
cupom126     1/28/2009   98051.18      4.01%   0.1067%   1.6931%
cupom189      5/4/2009   96793.89      4.44%   0.1152%   1.8280%
cupom252      8/3/2009   95525.50      4.68%   0.1261%   2.0023%
cupom504      8/5/2010   90628.42      5.04%   0.2076%   3.2954%