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Operating efficiency
Efficiency gains in establishing position limits for investors, thus allowing better management of contracts that are part of the same PRF.
Position Limit per PRF
New project will enable to create larger limits for investors who trade DI Futures
New project will enable to create larger limits for investors who trade DI Futures
Currently, position limits are defined by instruments in the listed derivatives, securities lending and OTC derivatives markets.
The goal of the project is to enable personalized treatment between investors who have relevant net exposure and investors with low net exposure in a given primitive risk factor (PRF).
This will be done by creating a limit complementary to the existing limit that will aggregate instruments with exposure to the same risk factor (maximum limit for aggregate exposure to the PRF)
Initially, this project will be carried out for DI Futures groups.
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Product benefits
Liquidity
Promotion of trading with possible limit increase for investors and increase in product liquidity.
More about limit increase
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With this project, individual limits may be expanded for investors trading DI Futures. The idea is to have a position that is more in line with the risk that the investor's portfolio offers, since the total risks involved in the investor's portfolio often allow for larger positions.
The proposed new limit will be complementary to the existing limit.
Timeline
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03/28/2024
Workshop
Workshop
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04/29/2024
Go-live
Available to the market
Technical details
Catalog changes
No catalog changes
Main systems
No system impacted
Main related functions
No functions impacted
Certification roadmap
No impact
What is the Sinacor version?
No impact
