DI Rates

One-day Interbank Deposit Futures

  • Specifications
    UnderlyingEffective Interest rate, defined as the capitalized daily Interbank Deposit (DI) rates verified on the period between the trading day, including, and the last trading day, including.
    TickerDI1
    Contract sizeUnit price (PU) times BRL1.00. The Contract values 100,000 point at the maturity.
    QuotationExpressed as a percentage rate per annum compounded daily based on a 252-day year, to three decimal places.
    Tick size0.001 of an interest rate point from the 1st to the 3rd contract month; 0.005 of an interest rate point from the 4th to the 12th contract month; and 0.01 of an interest rate point for the other contract months.
    Round-lot5 contracts.
    Last trading dayLast trading day preceding the expiration date.
    Expiration date1st business day of the contract month.
    Contract monthsAll months
    Settlement on expirationCash settlement.
  • Participant ranking (number of contracts) - 11/2017
    • 13,816,763
      UBS BRASIL CCTVM S/A
    • 6,967,895
      XP INVESTIMENTOS CCTVM S/A
    • 4,490,730
      BTG PACTUAL CTVM S.A.
    • 4,272,500
      ITAU CV S/A
    • 3,897,020
      TULLETT PREBON
  • Participation by investor type - 05/2018
    • 15%
      Financial institution
    • 44%
      Institutional investor
    • 40%
      Non-resident
    • 0%
      Natural person
    • 0%
      Others
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