Presentation
The B3 Fixed-Rate DI 2037 Index is the result of a theoretical portfolio of assets, constructed in accordance with the criteria established in this methodology.
Objective
The objective of the B3 Fixed-Rate DI 2037 Index is to serve as the total return indicator for a theoretical portfolio composed of the DI Futures Contract (DI1) traded on B3—with a target maturity of January 2037—and cash invested in assets indexed to the 1-day DI rate or the Selic Over rate. As the reference contract approaches a Weighted Average Maturity (PMR) of 740 calendar days, the index begins a systematic rollover process into the B3 Fixed-Rate DI Amplo Index, ensuring continuity of exposure.
About publishing the index
The index follows a new agile methodology and will be made available to the market through tables on the Indexes on Demand.