Underlying | The spread between the interest rate and the exchange rate variation: the interest rate calculated from the difference between the Referencing One-Day rates verified in the period between the trade date and the last trading day, and the exchange rate variation verified in the period between the business day preceding the trade date and the last trading day. |
Ticker | SCS |
Contract size | USD50,000.00 (fifty hundred U.S. Dollars) of Final Value. |
Quotation | Interest rate, expressed as a linear percentage per annum, based on 360 calendar days, to two decimal places. |
Tick size | 0.001%. |
Last trading day | Last trading day preceding the expiration date. |
Expiration date | As established by Central Bank. |
Contract months | As established by Central Bank. |
Settlement on expiration | Cash settlement. |
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