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An API was created to automate the Derivatives brokerage settlement. This new technology enables querying information with greater security and resilience.
An API was created to carry out the entry of Derivatives trades. This new technology enables querying information with greater security and resilience.
Enhancements will be delivered to UP2DATA aimed at improving the clients' experience with the product. Among the enhancements are: - Documents from Legacy File to UP2DATA file: Currently, some clients use data from the UP2DATA Legacy/Old channel files, but they are changing their systems/reading to files with the UP2DATA format. The data contained in the Legacy/Old channel is stored in several different files, making it difficult to find the necessary similar fields. Therefore, the main benefit of this activity is the "map" from the Legacy file to the UP2DATA file, which will make it easier to find the fields in the files. - Increase in the history and update of the website glossaries - Public Data Website. - Addition of site variables - Public Data Website: Fields with data on fluctuation, registered quantity and financial volume will be included. Data that will be delivered on the UP2DATA public data website, market and regulatory channels. - New DI Futures variable in the Interest Rate file: Currently, some UP2DATA clients need to have DI1 and TAS business data. Therefore, DI Futures data - VWAP + TAS - will be developed and included in the Interest Rate channel.
With this delivery, banks will have easier access to the trading data for the Casado de Dólar (CSD2) strategy, including U.S. Dollar Futures data that makes up the strategy. Therefore, the banks' back office will have access to the same data that traders already have and this will bring greater efficiency to the formalization of transactions with the Central Bank of Brazil. For this, the following fields will be added to the BMC0015 message: • Code of the brokerage house executing the trade • Futures trade number, futures price, CSD trade number • CSD price • Trade quantity
As well as intraday risk calculation, participants will now have access to T-1 risk calculation.
B3 will reduce the FRC Round Lot in electronic calls from 100 to 10 contracts by matching the regular trading session lot to the call lot. This improvement is aimed at facilitating clients’ access to product liquidity in electronic calls. To mitigate the risk of distortion of the FRC curve in less liquid maturities, the settlement price for each maturity will be determined by the call only when there are more than 100 contracts traded in the call for the maturity in question.
Review of derivatives reports, warning screen and product notifications for better usability, besides the implementation of metrics and monitoring of use for continuous evolution.
B3 will improve the accuracy criteria of the calculation models offered by CALC fixed income calculation tool. As a result, we will replicate the calculation results delivered by CALC in a more agile, efficient and accurate way.
We have added the possibility of parameterizing the Automatic Release of Distribution for the Derivatives segment in the Unified Order module, which is available on SINACOR WEB. The improvement allows clients to quickly and safely release the distribution of derivatives.
A parameter was added to integrate entries related to the options market in SINACOR's Pre-Match. The new feature brings an improvement in usability and functionalities allowed in the Pre-Match.
An API was created to add accounts to the Tesouro Direto Activity. This new technology will enable querying information with greater security and resilience.
An API was created to make registration changes to accounts in the Current Account Activity. This new technology will enable querying information with greater security and resilience.