DI x U.S. Dollar Spread Futures | B3

DI x U.S. Dollar Spread Futures

  • UnderlyingThe spread between the interest rate and the exchange rate variation: the interest rate calculated from the difference between the capitalized DI rates verified in the period between the trade date and the last trading day, and the exchange rate variation PTAX800 verified in the period between the business day preceding the trade date and the last trading day.
    TickerDDI
    Contract sizeUnit price (PU) times the point value in US Dollars (USD), with each point being equivalent to fifty cents (USD0.50).
    QuotationInterest rate, expressed as a linear percentage per annum, based on 360 calendar days, to two decimal places.
    Tick size0.001%.
    Round-lot1 contract.
    Last trading dayLast trading day preceding the expiration date.
    Expiration date1st business day of the contract month.
    Contract monthsAll months.
    Settlement on expirationCash settled on the business day following the expiration date by the (unit price) of 100,000 points.