Market channels - Interest rates

In the interest rate package, UP2DATA users obtain data on securities list, open positions, trade information, settlement price, and reference price. These data are presented in an organized way, at the user’s place of preference indicated by the user.

UP2DATA allows users to choose the file format that best suits them to receive the data according to their processes (TXT, CSV, JSON or XML).

Interest rate products

The UP2DATA interest rate package encompasses a variety of products available at approximate times according to the following schedule:

Futures markets

  • DI Rate (DI1) – 5:30 p.m.
  • Forward Rate Agreement on One-Day Repurchase Agreements X U.S. Dollar Spread (FRO) – 6:00 p.m.
  • ID1 X U.S. Dollar Spread (DDI) – 5:45 p.m.
  • IPCA Spread (DAP) – 8:15 p.m.
  • IPCA (IAP) – 8:15 p.m.
  • One-Day Repurchase Agreements x U.S. Dollar Spread (DCO) – 6:00 p.m.
  • Selic Rate (OC1) – 5:45 p.m.
  • Structured Transactions of Forward Rate Agreement on DI x U.S. Dollar Spread (FRC) – 5:45 p.m.
  • U.S. Dollar Swap with Reset Referencing One-Day Repurchase Agreements (SCS) - 6:00 p.m.

Options market

All options market products will be available mostly at 8:00 p.m.

Further information on the interest rate package, such as file layout and available data, can be obtained from the Address Book or by phone at (55 11) 2565-7908 or by email at