Derivatives

Swap 2.0 Program - Phase II

In this study, several improvements will be assessed for Swap non CCP with the purpose of assisting implementation efforts and prioritizing the program topics with Clients.

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.

Derivatives

Expansion of Expiring Options Trades – Phase 2

The second phase aims to further reduce the gap between the closing times of expiring options and the spot market.

Derivatives

BDR Authorization for Centrally-Cleared Flexible Options

This study assessed the possibility of including BDRs as a variable/underlying asset within the Centrally-Cleared Flexible Equity Options module. This initiative expands the trading possibilities of Centrally-Cleared OTC Derivatives when Registration Participants offer products to their clients.

Fixed income solutions

EDS strategies DI1 and FRC

EDS (Exchange Defined Spread) of DI1 and FRC:

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.

Equities

Change of Expiration Date of Options on Ibovespa and Ibovespa Futures

The aim of this study is to verify the feasibility of changing the expiration date of Options on Ibovespa and Ibovespa Futures contracts to the third Friday of the contract month

Equities

New Study to Enable the Expansion of Strategies with Options on Ibovespa

Upon delivery of the study, and once the feasibility of the improvement is verified, the project will bring better dynamics to the options market.