Interest rate and currencies e Commodities

DAP Development

This project comprises studies on the pricing model, closing call and round lot size of the IPCA Spread Futures (DAP) Contract.

Interest rate and currencies e Commodities

DI1 - Tick Size Change - Phase 1

The tick size of the One-Day Interbank Deposit Futures Contract (DI1) will be changed as described below.

Fixed income solutions

EDS strategies DI1 and FRC

EDS (Exchange Defined Spread) of DI1 and FRC:

Interest rate and currencies e Commodities

DI1 Tick size change

Study to assess whether the current DI Future tick size rule is adherent or if there is an opportunity for change