Currently, some rollovers have a differentiation in Tag 762 (e.g. Tag 762 = 140 – Financial Rollover, 141 Agricultural Rollover, etc.) identifying the different types of rollovers while EDSs only come with Tag 762 = 90 – Strategy, without this distinction. Therefore, we will include a characterization domain, for example (Tag 762 = xxx – DV01 Neutral and UP Neutral).

B3 has implemented a change to the “expiration code” field in the shortened version of the BVBG.031 (DailyFeeUnitCostReport) file, which is used to inform market participants about the unit costs of fees applicable to trades. From now on, the shortened version, sent to options markets 3 and 4, will only include the month code and the year code, thus reducing the file size. Previously, this field also contained the option type and an alphanumeric sequence. This change was made to accommodate clients who were experiencing difficulties with the current file size.

In seeking to make life easier for users of B3’s trading platform, we now make a daily file available directly on B3 portal with relevant data on tradable instruments. The file consists of an exact copy of the Market Data SecurityList and contains data on the minimum size, in terms of quantity, for instruments tradeable in block trade solutions (Midpoint, BBT and RFQ). This data is updated daily per asset considering the minimum size in financial value defined by the regulator and the asset’s closing price, which until then was only disclosed on Market Data. Now queries can be made via file directly on the B3 portal, simplifying the trade for users of block trade solutions. Check the file now: https://www.b3.com.br/en_us/market-data-and-indices/data-services/market-data/historical-data/newsletters/search-by-trading-session/search-by-trading-session/