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# Files description

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- Files description

## File description

- Derivatives Market - Exchange Market Trades - Partial
This file (BD_Arbit) contains a summary of all the transactions carried out at B3&FBOVESPA, as well as other relevant contract information, mainly the settlement prices. After each market is closed, a new version of this file is created which replaces the previous one, including information related to this market and to all the previously closed markets.
- Derivatives Market - Exchange Market Trades - Preliminary
This file (BDPrevia), which is made available on a preliminary basis before the closing of the trading session, contains a summary of all the transactions carried out at B3&FBOVESPA, as well as other relevant contract information.
- Derivatives Market - Exchange Market Trades - Final
This file (BD_Final), which is made available at the closing of the trading session, contains a summary of all the transactions carried out at B3&FBOVESPA, as well as other relevant contract information.
- Derivatives Market - Exchange Market Trades - Final
This file (BD_Final), which is made available at the closing of the trading session, contains a summary of all the transactions carried out at B3&FBOVESPA, as well as other relevant contract information.
- Derivatives Market - Exchange Market Trades - After-Hours (T+1)
This file (BDAfterHour), which is made available at the closing of the trading session, contains a summary of all the transactions carried out during the day (T+0) and durning the after-hours session (T+1), as well as other relevant contract information.
- Derivatives Market - Exchange Market Trades - Open Interest Update
This file (BDAtual), which is made available after the night processing, contains a summary of all the transactions carried out during the day and other relevant contract information.
- Derivatives Market - OTC Market Trades
This file (Eletro), which is made available after the closing of the OTC registration system, contains a summary of all registered swaps and flexible options.
- Derivatives Market - Swap Market Rates
This file (TaxaSwap) contains information on swap market rates.
- Derivatives Market - Economic and Agricultural Indicators - Partial
This file (Indica) contains the values of the certain indicators utilized by B3&FBOVESPA.
- Derivatives Market - Economic and Agricultural Indicators - Final
This file (Indic), which is made available at the closing of the OTC registration system, contains the values of certain indicators utilized by B3&FBOVESPA.
- Derivatives Market - Margin Scenarios for Swaps
This file (Cenarios) contains the scenarios and rates utilized by the risk managment system in the calculation of collateral for swaps.
- Derivatives Market - Combined Positions
This file (PosTrav) contains the number of contracts combined and offset by transfer in the agricultural markets.
- Derivatives Market - IDxUS Dollar Swap - Mark to Market
This file (Market) contains information on market rates, expressed per annum and in the period, per month traded in the IDxUS Dollar swap with reset contract (SCC).
- Securities Market - B3&F Reference Price for LTN
This file (Ltaammdd) contains the prices obtained from the federal government securities market for National Treasury Bills (LTNs) (overnight fixed rate per annum based on a 252-day year).
- Derivatives Market - Base Margin Scenario in the Agricultural Market (FOMA Fund)
This file (caaammdd) contains the scenarios and rates utilized in the calculation of the Agricultural Market Trading Fund (FOMA)
- FX Market - Traded Rates, Opening Parameters and Contracted Transactions
This file (Ctaammdd) contains the lowest and the highest rate of a transaction accepted by the FX Clearinghouse. This information is displayed per contracting date and settlement date, and includes the FX Clearinghouse opening rate and stress scenario, as well as the contracted transactions it has accepted.
- FX Market - Volume Settled on a Net Basis
This file (Cvaammdd) contains the T+0, T+1 and T+2 amounts settled on a net basis by the FX Clearinghouse.
- Derivatives Market - Volatility Transactions
This file (Ref_Vol) contains the reference values utilized in the calculation of the number and price of contracts generated from volatility transactions. After each call of a volatility transaction, a new version of this file is created.
- Derivatives Market - Fees for Exchange-Traded Contracts
This file (TarPreg) contains the unit values for the exchange fee and the registration fee that are used in the calculation of the fees charged by B3&FBOVESPA. The regular trade and day trade values, as well as the discounted values are provided. This file also contains the values of the "p" and lambda factors, which are used in the calculation of the permanence fee. The preliminary file available till 11:00 am (local time). The final version available at 8:00 pm (local time).
**File discontinued** - Derivatives Market - Fees for Swap Trades
This file (TarSwap) contains the unit values for the exchange fee and the registration fee that are used in the calculation of the fees charged by B3&FBOVESPA. The values for swaps with and without the guarantee feature are provided. This file also contains the values of the lower and upper limits for the calculation of ranges, as well as the "p" and lambda factors, which are used in the calculation of the permanence fee. The preliminary file available till 11:00 am (local time). The final version available at 8:00 pm (local time).
- Derivatives Market - Fee Parameters for Exchange - Traded Contracts
This file (TarPar) contains the values of parameters utilized in the calculation formulas for the exchange fee, the registration fee, the "p" and lambda factors of the permanence fee and “Tributary Costs”. The preliminary file available till 11:00 am (local time). The final version available at 8:00 pm (local time). File discontinued
- Securities Market - Government Securities Reference Prices
This file (PUWEB) contains reference prices for government securities.
- Derivatives Market - List of ISIN Numbers for Derivatives Contracts
This file (CodISIND) contains ISIN numbers for derivatives contracts.
- Derivatives Market - List of ISIN Numbers for Swaps
This file (CodISINS) contains ISIN numbers for swap contracts.
- Derivatives Market - List of ISIN Numbers for CPRs
This file (CodISINC) contains ISIN numbers for Rural Product Notes (CPRs).
- Securities Market - Price Range Variation for Spot and Forward Transactions (basis points)
This file (Tdaammdd) contains the ranges for an auction to occur or a transaction to be rejected, in basis points, from T+0 to T+23, for all the securities, and their respective maturities, traded in spot and forward purchase and sale transactions at the Securities Clearinghouse.
- Securities Market - Price Range Variation for Repo Transactions (basis points)
This file (Tcaammdd) contains the ranges for an auction to occur or a transaction to be rejected, in basis points, from T+0 to T+23, for all the securities traded in repo transactions at the Securities Clearinghouse.
- Derivatives Market - Margin Areas for Liquid Assets
This file (RILareas) contains valid scenarios for each one of the areas defined in the risk management system for Exchange-traded contracts.
**File discontinued** - Derivatives Market - Margin Parameters for Liquid Assets
This file (RILContratos) contains the parameters related to the general features of the contracts that are required by the risk management system for Exchange-traded contracts.
**File discontinue**d - Derivatives Market - Implied Volatility for Liquid Asset Margin Calculation
This file (RILVolatilidade) contains the implied market volatility utilized by the risk management system in the calculation of collateral for Exchange-traded options.
**File discontinued** - Derivatives Market - Maximum Theoretical Margin for Liquid Assets
This file (RILMargemMaxima) contains the maximum theoretical collateral amounts for Exchange-traded contracts. The corresponding values refer to those participants that are registered as hedgers.
**File discontinued** - Derivatives Market - Flexible Options - Parameters for Determination of Price and Rate LimitsO
This file (lpaammdd) contains volatilities surfaces or interest rate shocks utilized in the calculation of flexible option price limits.
- Derivatives Market - Option Prices in Stress Scenarios for Margin Calculation
This file (RILPrecOpcoes) contains option prices in stress scenarios for the calculation of collateral for Exchange-traded options by the risk management system.
**File discontinued** - Derivatives Market - Option Reference Premiums
This file (Premio) contains the theoretical premium values calculated for all the options admitted for trading in the B3&FBOVESPA systems.
- Equities Market - Equities Option Reference Premiums
This file (PE161213) contains the theoretical premium values calculated for all stock options authorized for trading on the B3&FBOVESPA trading system.
- Derivatives Market - Mapping of Options - Margin Calculation
This file (MAPEAMEN) contains the mapping of each one the Exchange-traded options included in the risk management system into risk factors, as well as their identification in relation to (i) underlying asset—(4) futures or (3) actuals—and (ii) exercise style—American (A) or European (E).
**File discontinued** - Securities Market - Quotes
This file (Cotacao) contains price quotations (in rate), quantity of securities and contracted financial volume in the Securities Clearinghouse by type of transaction, security and corresponding maturity.
- Securities Market - Volume Contracted on a Gross Basis
This file (VolumeBrutoContratado) contains the number of trades, the quantity of securities and the contracted financial volume in the Securities Clearinghouse by type of transaction, security and corresponding maturity.
- Derivatives Market - Futures-Style Option Prices under Stress Scenarios
This file (RILPrecOpcoesAjuste) contains the prices of Exchange-traded futures-style options under stress scenarios to be used in the calculation of collateral by the risk management system.
**File discontinued** - Derivatives Market - GTSLiNe - Consideration Factors
This file contains the weighting risk factors (K factors) for GTSLine.
- Derivatives Market – Standardized Option Deltas
This file (Deltas) contains the standardized option delta values used for open interest limit control.
- Derivatives Market - Swaps - Price Limit Calculation Parameters
This file (SWaammdd) contains the parameters used for the calculation of swap price limits.
- Derivatives Market – Fee Structure for High-Frequency Traders
This file (Derivatives Market – Fee Structure for High-Frequency Traders) contains the unit values of the Exchange fees that will be used to calculate the fees B3&FBOVESPA charges on high-frequency trading. Fee values are published for normal and for day trades, as are the tiers defined for the different groups of products. This file is published monthly, by 11:00 a.m. of the first business day of the month. File discontinued
- OTC Market - Scenario for the risk factors Cash Price
This file (Price) contains the stress scenarios on the asset price for calculating the margin of flexible options.
**File discontinued** - OTC Market - Scenario for the risk factors Implied Volatility
This file (VolFlex) contains the stress scenarios on the volatility for calculating the margin of flexible options.
**File discontinued** - OTC Market - Scenario for the risk factors Interest Rate
This file (Interest) contains the stress scenarios on the interest rate for calculating the margin of flexible options.
**File discontinued** - OTC Market - Delta Factors
This file (FDelta) contains the delta factors for calculating the margin of flexible options.
**File discontinued** - OTC Market - Minimum Margin
This file (MM) contains the delta parameter for creating scenarios for calculating the margin of flexible options. File discontinued
- OTC Market – Volatility Surface by Delta
This file (SupVol) contains the volatility surface for the calculation of margin on flexible options. The volatility surface is provided by standardized Deltas and by the respective periods to expiration (in business days and calendar days).
- Derivatives Market - Authorized Contracts
This file (CONTRCAD) contains all the contracts admitted for trading at B3&FBOVESPA.
- Authorized Contracts (New Clearinghouse)
This file (CONTRCAD) contains all of the contracts that are admitted for trading by B3&FBOVESPA, including the new fields in reference to the new IPN model.
- Derivatives Market - Margin Scenarios for Liquid Assets
This file (CENLIQW) contains the scenarios and rates utilized by the risk management system in the calculation of collateral for Exchange-traded contracts.
**File discontinued** - Cadastro de instrumentos - BVBG.028.01 Instruments File
Este arquivo contém as características dos instrumentos negociáveis e dos instrumentos aceitos em garantia que são de conhecimento público.
- Cadastro de instrumentos indicadores - BVBG.029.01 Instruments File
Este arquivo contém as características dos instrumentos indicadores de preço utilizados pela B3&FBOVESPA.
- Margin Scenarios - CORE
This file presents the risk scenarios used in the CORE model that has a similar structure to the current one. Because of the differences in the scenarios’ structures, only the “Envelope” scenarios and those for the second day of the holding period are loaded.
- Standardized Instrument Group
This file groups standardized instruments with common characteristics and which have the same parameters and mapping for primitive risk factors.
- Instrument Group Parameters
This file relates the risk parameters to the previously defined instrument groups.
- Risk Formulas
This file contains the risk formulas registered in the system.
- Primitive Risk Factors (FPRs)
This file contains the primitive risk factors (FPRs) registered in the system, the instruments on which the FPRs are based and their parameters.
- Mapping of Standardized Instrument Groups
This file relates standardized instrument groups to risk formulas and to the corresponding primitive risk factors. The qualifier indicates to which parameter of the formula each FPR corresponds.
- Mapping of OTC Instrument Groups
This file relates OTC instrument groups—alongside the identification of the instrument that corresponds to the underlying asset—to the corresponding risk formulas and primitive risk factors. The qualifier indicates to which parameter of the formula each FPR corresponds. In the case of swaps, the file contains two mapping-outs corresponding to each leg of the swap.
- Maximum Theoretical Margin for Open Positions and the Minimum Value of Assets Pledged as Collateral
This file represents the maximum theoretical value of the marketable instruments and the minimum margin value of instruments accepted as collateral.
- Fee Structure - Variable Information - BVBG.024.01 Fee Variables
This file contains information on the values used as parameters in fee calculation formulas.
- Fee Structure Unit Cost - BVBG.043.01 Fee Unit Cost
This file contains the base values of the unit costs of normal and HFT customers, in other words the values used by customers that have not presented a volume (ADTV) history in the respective calculation period. The file shall contain information about contracts with costs that not depend upon the daily calculation of the time to their expiration, in other words interest rate groups.
- Fee Structure Daily Cost - BVBG.044.01 Fee Daily Unit Cost
This file contains base values of the unit costs of normal and HFT periodical customers, in other words the values used by customers that have not presented a volume (ADTV) history in the respective calculation period. The file shall contain information about contracts with costs that do not depend upon the daily calculation of the time to their expiration, in other words all contracts except interest rate groups.
- Fee Structure for High-Frequency Customers - BVBG.026.01 Daily High Frequency Trader
This file contains all of the average price and unit cost possibilities applicable to HFT customers, with daily calculation.
- Spot Market Scenarios
This file contains scenarios for Spot market primitive risk factors. The Scenarios for Spot Market Primitive Risk Factors file is available at the B3&FBOVESPA website.
- Forward Curve Scenarios
This file contains scenarios for forward curve primitive risk factors.
- Surface Scenarios
This file contains scenarios for Surface (volatility, term and delta or strike prices) primitive risk factors.