InstrumentReport - BVBG.028.02
IndicatorReport - BVBG.029.02
Layout Equities Market - Equities Volatility Surface (Delta x Volatility)
Derivatives Market - Exchange Market Trades
Derivatives Market - Exchange Market Trades - Preliminary
Derivatives Market - Exchange Market Trades - Final
Derivatives Market - Exchange Market Trades - After-Hours (T+1)
Derivatives Market - OTC Market Trades
Derivatives Market - Swap Market Rates
Derivatives Market - Economic and Agricultural Indicators - Partial
Derivatives Market - Economic and Agricultural Indicators - Preliminary
Derivatives Market - Economic and Agricultural Indicators - Final
Derivatives Market - Margin Scenarios for Swaps
Derivatives Market - Combined Positions
Derivatives Market - IDxUS Dollar Swap - Mark to Market
Securities Market - B3&F Reference Price for LTN
Derivatives Market - Margin Scenarios for Liquid Assets
Derivatives Market - Base Margin Scenario in the Agricultural Market (FOMA Fund)
FX Market - Traded Rates, Opening Parameters and Contracted Transactions
FX Market - Volume Settled on a Net Basis
Derivatives Market - Volatility Transactions
Derivatives Market - Fees for Exchange-Traded Contracts
Derivatives Market - Fees for Swap Trades
Derivatives Market - Fee Parameters for Exchange-Traded Contracts
Securities Market - Government Securities Reference Prices
Derivatives Market - List of ISIN Numbers for Derivatives Contracts
Derivatives Market - List of ISIN Numbers for Swap
Derivatives Market - List of ISIN Numbers for CPRs
Securities Market - Price Range Variation for Spot and Forward Transactions (basis points)
Securities Market - Price Range Variation for Repo Transactions (basis points)
Derivatives Market - Margin Areas for Liquid Assets
Derivatives Market - Margin Parameters for Liquid Assets
Derivatives Market - Implied Volatilility for Liquid Asset Margin Calculation
Derivatives Market - Maximum Theoretical Margin for Liquid Assets
Derivatives Market - Flexible Options - Parameters for Determination of Price and Rate Limits
Derivatives Market - Option Prices in Stress Scenarios for Margin Calculation
Derivatives Market - Option Reference Premiums
Derivatives Market - Mapping of Options - Margin Calculation
Securities Market - Quotes
Securities Market - Volume Contracted on a Gross Basis
Derivatives Market- Authorized Contracts
Derivatives Market - Prices of Futures-Style Option Prices under Stress Scenarios
Derivatives Market - GTSLiNe - Consideration Factors
Derivatives Market – Standardized Option Deltas
Derivatives Market – Swaps – Price Limit Calculation Parameters
OTC Market - Scenario for the risk factors Cash Price
OTC Market - Scenario for the risk factors Implied Volatility
OTC Market -Scenario for the risk factors Interest Rate
OTC Market - Delta Factors
OTC Market - Minimum Margin
OTC Market –Volatility Surface by Delta
Standardized Instrument Groups
Instrument Group Parameters
Risk Formulas
Primitive Risk Factors (FPRs)
Mapping of Standardized Instrument Groups
Mapping of OTC Instrument Groups
Maximum Theoretical Margin for Open Positions and the Minimum Value of Assets Pledged as Collateral
Margin Scenarios for Liquid Assets
Fee Structure - Variable Information
Fee Structure Unit Cost
Fee Structure Daily Cost
Fee Structure for High-Frequency Customers
Registered Contracts (IPN)
Spot Market Scenarios
Forward Curve Scenariosm
Surface Scenarios
Risk matrix for calculating the RMKT by the customer
BVBG.186.01 SimplifiedPriceReport
