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Project Tags:

Completed

OTC

Derivatives

Product benefits

Further details about the update

FInd out how Options with CCP will look like.

 

We will create a field in the Option registration (“Parameters in %?”) with domains “Empty” (default) and “YES”.

This field will be available on screen and through the CCP OPTION CONTRACT REGISTRATION file.

If this field is completed with the “YES” option, the parameters will be read as a percentage.

If “Empty” is indicated, the parameters will be read as Absolute Value, as currently occurs.

 

 

If the values are completed with percentages, we will calculate the conversion rate to absolute value. That is, the indicated percentage (2 decimals) will be multiplied by the price of the underlying asset at the end of the registration day by adopting the truncation rule.

After the conversion, the absolute value will be returned to the files CONCILIAÇÃO DE POSIÇÃO DERIVATIVOS G015_199 and CONCILIAÇÃO DE POSIÇÃO DE DERIVATIVOS COM CCP – NEGBALCÃO. That way there will be no impact on these files, nor will the new field (“Parameters in %?”) be displayed.

 

Timeline

  • Go-live

    Date of market availability.

Technical details

  • Catalog changes

    No catalog changes

  • Main systems

    NoMe.

  • Main related functions

    Nenhuma função relacionada.

  • Certification roadmap

    No impact

  • What is the Sinacor version?

    No impact