Derivatives

Strategy 2.0 Program - Phase I

Integra Judicial Asset Freezing - Prioritization Rules (OTC Market)

Daily Reconciliation of Deposited Securities

IPOC – Credit Transaction Standard Identifier - Phase 2

ESG

CBIO – Forward Buy and Sell Trade in the Registration Environment

CPR 2.0 – Availability of Statement with Rural Producers’ Positions (Advertising)

Improvements to RDB Registration and Calculation

Calculation of IPCA% for LCI

Derivatives

Swap Strategy Program 2.0 - Phase II

Derivatives

Swap 2.0 Program - Phase I

DCM

Remote Voting for Fixed Income Assets

DCM

SUSEP: ILS and Corporate Debt

Interest rate and currencies e Commodities

Change in the fee structure for Copom options

Equities

Change of expiration date for Single Stock Futures Contract

High-Density Racks

Self Trade Prevention

RISK Services – INTERFACE WEB

Investor Logged-in Area (OTC MARKET)

Equities

International futures Index (Global)

Equities

Forward equities opportunities

Derivatives

Colateral Integration with Selic Lien

UP2DATA – Changes To The Corporate Actions Package

Equities

Automatic Exercise Options On Equities

PUMA: New Gateway

Registration Simplification of CDCA Trades Without Cash Settlement

Calculation of IPCA% for LCA

UP2DATA – New files publication Monitoring Screen and Monitoring Automatization API

DCM

Segregation of the Principal and Indexation in Extraordinary Amortization Events of Debentures, CRI and CRA Paid by Price Index

Derivatives

Cash Flow Swap (non-CCP) - IPCA Curve Calculated

CPR - Automatic Generation of Proof of Registration

RDB - Creation of DRESUMOEMISS file

RDB - Change Rules Flexibility

LCA - Improvement to “Inform Payment of Events” Function

COE - Daily File Generation with Result Calculation of Digital Call, Digital Put, Call KO

Centrally-Cleared Derivatives – InfoHub – Corporate Events + Swap

Equities

Empresas.Net System - FCa Online

Equities

FII ETF Lending

Equities

Fundos.Net System - New Forms

DATAWISE – Client Dashboard Ranking

Interest rate and currencies e Commodities

Tesouro Direto – Redemption Settlement in T+0

Interest rate and currencies e Commodities

Changes to Listed Derivatives Fee Structure

Debentures Prices – New Information And Publishing Time

Interest rate and currencies

DI1 Tick Size Change - Phase 2

Improvements to BVBG.186 File

Equities

DAX and Euro Stoxx 50 Futures

Equities

Account and Link Registration 24/5

Market Maker External Portal – General Activity Report

New Operations Management UX

BVBG.186 - Inclusion of average price, file segregation and availability in Secure Client

iMercado OTC

COE - Change of Fixed and Variable fields by Issuers

LFL - New Messaging Flows

New Authentication Mechanism and Improvements to the NoMe Platform Access

DCM

Unilateral Early Settlement of Floating Rate Debenture Repo via Give-Up Position

API for CPR

B3 Clearinghouse Systems Improvements - Second Package

New Drop Copy Service

DCM

Advance Delivery of Financial Instrument Code for Debenture, CRI, CRA and Commercial Paper

Derivatives

Collateral Integration with Selic Lien

Derivatives

Swap (non-CCP) - SOFR Curve Calculated