S&P 500 HFT | B3

Fee schedule valid as of May 02, 2022.

This fee schedule applies only to those who have registered and were approved by B3 as High Frequency Traders (HFT), as described on "HFT Program".

Family Contracts Commodity ADV weight Contract factor
S&P 500 S&P 500 Futures Contract Settled in Cash to the CME Group S&P 500 Quotation ISP 1 1
Rollover of the S&P 500 Futures Contract Settled in Cash to the CME Group S&P 500 Quotation RSP 2 2
Micro S&P Futures WSP 0.05 0.1
Rollover of the Micro S&P 500 Futures Contract Settled in Cash to the CME Group S&P 500 Quotation WS1 0.1 0.2

Price table by volume

ADV Single fee (USD)
From To
More than 100 0.49