Structured IFIX Rollover Transaction | B3

Structured IFIX Rollover Transaction

  • Structured IFIX Futures rollover transaction allows investors to protect themselves against unfavorable prices’ variation, limiting losses in adverse market conditions.

    The structured operation was created to easy the day to day of investors, it does not represent a new contract, but a mechanism to execute both the buy and sell order of two maturities at the same time, keeping the position characteristics unaltered.

    The structured rollover operation are normally used by investors that would like to rollover the positions to a longer maturity. Additionally, theses operations are also frequently used by investors to operate prices differentials between maturities.

  • UnderlyingIFIX
    TickerXR1
    Contract sizeIFIX futures contract multiplied by the index point value in Brazilian Reals, each point BRL10.00
    QuotationIndex points
    Tick size0,10 index point
    Round-lot1 contract
    • Reduce the execution risk, allowing a single operation to negotiate two distinct maturities.
    • Adds another tool of price arbitrage between maturities.