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This project comprises studies on the pricing model, closing call and round lot size of the IPCA Spread Futures (DAP) Contract.
Listed
Completed
Interest rate and currencies
Commodities
10/01/2020
null
Optional
Juros e Moedas e Commodities
Opções de Inflação
Estudo sobre opções de inflação e possíveis desenhos para o contrato.
Concluído
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
DI1 - Tick Size Change - Phase 1
The tick size of the One-Day Interbank Deposit Futures Contract (DI1) will be changed as described below.
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