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 |