Consolidated Feed - Wire Protocol

New Content Release Note – CETIP Brazilian Bond Trades

ICE Data Services would like to announce a new release to the Consolidated Feed Wire Protocol subscription. This release provides access to Brazilian Bond Trades from Cetip, Latin America's largest depositary of fixed income securities and Brazil’s largest private asset clearinghouse. Cetip offers registration, central depository, trading and settlement of assets and securities. Through technology and infrastructure solutions, it provides liquidity, security and transparency for financial operations, contributing to the sustainable development of the Brazilian market. More than 15,000 institutions use Cetip's services including investment funds, commercial and investment banks, brokers and financial institutions.

Wire Protocol Release DateVenueServiceData ProvisionDepth Provision
19th December 2016CETIP (Central de Custódia e de Liquidação Financeira de Títulos)CETIP Bond L1Level 1Not Available
Asset ClassesInstrument ExamplesSybmolsMarket Center NameCTF ID/Exchange ID
BondsLFT Sep-17
NTNB May-17
VOES14 May-17
ALPA14 Feb-18
NTN-F Casada Jan-18
LTN Casada Jan-18
B:606830
B:606848
B:606205
B:606223
B:609325
B:623130
Government Bonds L1
Government Bonds L1
Corporate Bonds L1
Corporate Bonds L1
Casada Bonds L1
Casada Bonds L1
1543/30g
1543/30g
1544/30h
1544/30h
1545/30i
1545/30i
Exchange Feed NotesData Source Information

The feed consolidates real time data from Cetip Trader. It includes bids, offers and trades (which include Voice trades reported into the system, covering the majority of corporate bond trades). The fixed rate (NTN-F) and zero coupon (LTN) treasury bonds are traded by local market convention along with an interest rate future. The DI (1 day interbank deposit rate) future is used to hedge the duration of the bond. This strategy builds a synthetic floater, and it is called a Casada (married trade), since the bond trades “married” with the future.

Trading Hours

Trade and Quote report messages are disseminated between 08:00 - 19:00 local Brazil time (SaoPaulo)

Bandwidth Requirements (Mbits/sec)

Government Bonds L1: 0.014 (TCP) - 67.538 (Multicast)
Corporate Bonds L1: 0.017 (TCP) - 67.538 (Multicast)
Casada Bonds L1: 0.003 (TCP) - 67.538 (Multicast)

Peak Message Rate

Government Bonds L1: 89 Msgs/sec
Corporate Bonds L1: 79 Msgs/sec
Casada Bonds L1: 4 Msgs/sec

Number of instruments

Government Bonds L1: 48
Corporate Bonds L1: 1,002
Casada Bonds L1: 19

Venue location

Rio de Janeiro

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