B3 DAP5 Index | B3

B3 DAP5 Index

  • Presentation

    The B3 DAP5 Index (IDAP5 B3) results from a theoretical portfolio of futures contracts calculated in accordance with the criteria established in this methodology.


    The purpose of the B3 DAP5 Index is to be an indicator of the total return on a theoretical portfolio comprised of DI x IPCA Spread Futures Contracts (DAP), expiring in May in odd years and August in even years. Rollover and reassessment of the weighting is annual, and cash is invested in assets indexed to the one-day DI rate or overnight Selic rate.

    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.