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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.

Physical delivery - New discount for coffee lots certification time

Informative

ícone de um calendário

4Q23

ícone de uma seta
Disclosure plan: 12/31/2025

The new discount methodology aims to simplify the model and, therefore, clients will have greater predictability about the applied values.

UP2DATA: New data in the files of the Debentures channel

Optional

ícone de um calendário

2Q23

ícone de uma seta
Go-live: 04/28/2023

We will expand the variety of data delivered in the SecurityList file, including registration data and debenture negotiation.

UP2DATA: New Data in the CRI and CRA Channel Files

Optional

ícone de um calendário

4Q23

ícone de uma seta
Go-live: 04/28/2023

Evolution of data provided on the CRI & CRA channel including information on asset payment structure.

UP2DATA: Adjustments for Entry of Commercial Policy

Optional

ícone de um calendário

2Q23

ícone de uma seta
Go-live: 04/28/2023

Review of data by channel according to the current information architecture in the new commercial policy.

Availability of Delta and MTM for Centrally-Cleared Options in the G015 File

Mandatory

ícone de um calendário

2Q23

ícone de uma seta

Insertion of Delta and MTM data for Centrally-Cleared Options in the G015 file. The goal is to share these parameters with clients so that they can use them to replicate internally in pricing engines, among other purposes.