Improved pricing
Mark to market to minimize price distortions on days of lower liquidity.
Reference Price for Government Bond Fixed Income ETFs
New initiative seeks to minimize distortions on days of lower liquidity
New initiative seeks to minimize distortions on days of lower liquidity
Although Fixed Income ETFs have great potential, they still face challenges related to their liquidity, one of which is their mark-to-market.
This project proposes the creation of a robust and precise reference price, which can be used to mark to market ETF shares and minimize distortions on days of lower liquidity.
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Product benefits
More about Fixed Income ETFs at B3
Read more here.
Fixed Income ETF is a stock exchange traded fund that seeks to reflect the fluctuations and profitability of fixed income indices whose theoretical portfolios are mainly composed of government bonds or private bonds.
Timeline
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08/12/2024
Go-live
Available to the market
Technical details
Catalog changes
No catalog changes
Main systems
No system impacted
Main related functions
No functions impacted
Certification roadmap
No impact
What is the Sinacor version?
No impact
