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SLP - Add information extraction function on the Limits Consumption Screen

Optional

ícone de um calendário

1Q23

ícone de uma seta

In the Position Limit System (SLP), the Limit Consumption module provides participants with the possibility to consult the consumption of Limits L1 and L2 by aggregation level and instrument on screen. This improvement will make it possible to extract this information from the screen into an Excel file, facilitating the daily monitoring of this information.

Improvements to Commodity Rollovers

Informative

ícone de um calendário

3Q23

ícone de uma seta

Rollover of Commodities (Live Cattle - BR1, Corn - MR1, Soybean - SC and SO1, Ethanol - ET1 and Coffee - CR1) will now receive trade Execution Reports. Therefore, for each trade carried out, participants will receive 3 Execution Reports, one with the execution message and the agreed price of the structured rollover transaction and two additional Reports with confirmation of trades and prices of the instruments that make up the strategy legs. Furthermore, these contracts must follow the formulas for pricing the legs, as described below: Short leg: • Nature of Transaction: Different from the strategy transaction • Price: Price of the last short leg trade carried out at the time of transaction registration • Quantity: Same quantity as the strategy transaction Long leg: • Nature of Transaction: Identical to the strategy transaction • Price: Short leg price + strategy traded price • Quantity: Same quantity as the strategy transaction To accomplish this, the BR1, MR1, SC1 and SO1 contracts must have the short leg settlement price changed to the last traded price, as these contracts currently use the settlement price.

Physical delivery - New packaging for packing coffee lots

Informative

ícone de um calendário

3Q23

ícone de uma seta

The new 1,500-kilogram package aims to optimize the storage space of agribusiness warehouses and, therefore, reduce the cost of forming and carrying lots certified by the sellers.

Gold Settlement in the Guarantee Portfolio

Optional

ícone de um calendário

1Q23

ícone de uma seta
Go-live: 06/30/2023

To carry out gold settlement in case the asset is deposited in collateral, the customer needs to withdraw this asset, transferring it to the gold-free portfolio, and thus, the settlement takes place. The improvement proposes that settlement can take place directly in the collateral portfolio, with no need for a prior withdrawal.