Products and Services
One-day Interbank Deposit Futures
Effective Interest rate, defined as the capitalized daily Interbank Deposit (DI) rates verified on the period between the trading day, including, and the last trading day, including.
Unit price (PU) times BRL1.00. The Contract values 100,000 point at the maturity.
Expressed as a percentage rate per annum compounded daily based on a 252-day year, to three decimal places.
0.001 of an interest rate point from the 1st to the 3rd contract month; 0.005 of an interest rate point from the 4th to the 12th contract month; and 0.01 of an interest rate point for the other contract months.
Last trading day
Last trading day preceding the expiration date.
1st business day of the contract month.
Settlement on expiration
Participant ranking (number of contracts) - 06/2019
UBS BRASIL CCTVM S/A
XP INVESTIMENTOS CCTVM S/A
BGC LIQUIDEZ DTVM
ITAU CV S/A
BTG PACTUAL CTVM S.A.
Participation by investor type - 12/2019