Bitcoin Event Contracts | B3

Bitcoin Event Contracts

  • Bitcoin Event Contracts are derivative instruments listed on B3 that allow investors to position themselves on the occurrence or non-occurrence of a specific event related to the variation in the price of Bitcoin, using the Nasdaq Bitcoin Settlement Price Index (NQBTCS) as a reference, on a previously established date.

    The Nasdaq Bitcoin Settlement Price Index (NQBTCS) is calculated daily between 3:50 p.m. and 4:00 p.m. (New York time) and published at 4:05 p.m. (New York time). This index is widely used as an international benchmark, including as the reference price for the Bitcoin futures contract (BIT) listed on B3, ensuring global representativeness of the Bitcoin spot market. Administered by Nasdaq, the NQBTCS reflects the price of Bitcoin in U.S. dollars and applies a methodology based on volume-weighted averages, as well as mechanisms designed to mitigate the impact of abnormal prices, volumes, or volatility, thereby ensuring robustness and reduced risk of price manipulation.

    These contracts operate in a manner similar to a binary exercise option, in which the outcome at expiration is objective and previously defined:

    • If the event occurs, the contract is financially settled at a fixed amount of BRL 100.
    • If the event does not occur, the contract expires with no value.

    Will the Bitcoin close above 350,000 points on September 30, 2026?”

    The investor decides whether to take a position in favor (“Yes”) or against (“No”) the occurrence of the event.

    The contract price reflects the probability assigned by the market to that outcome and is quoted on a scale from 0 to 100 points.

    At expiration, the contract is automatically cash settled, with a fixed payment of BRL 100 per contract, exclusively for contracts whose event is confirmed.

    In accordance with CVM regulatory guidelines, event contracts based on Bitcoin will be restricted to professional investors.

    Contracts

  • UnderlyingBitcoin
    TickerBBC
    Option styleEuropean
    Contract size100 points with each point being equivalent to R$ 1.00
    QuotationOption premium expressed in points to two decimal places
    Tick size0.01 point
    Round-lot1 contract
    Last trading dayThe last business day before the expiration date
    Expiration dateEvery day of the month
    Contract monthsAll months
    Option exerciseOn the expiration date, the option exercise is perfomed autmatically by B3, according to the contract conditions
    • Simple and objective structure.
    • Fixed payoff of BRL 100 per contract when the event occurs.
    • Direct exposure to predefined scenarios for Bitcoin prices.
    • Transparent price formation, reflecting the probability of contract exercise.
    • Objective and previously defined criteria for determining the event outcome.
    • Buyer’s and seller’s risk is known at the time of the trade and is limited.