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 Date | Venue | Service | Data Provision | Depth Provision |
|---|---|---|---|---|
| 19th December 2016 | CETIP (Central de Custódia e de Liquidação Financeira de Títulos) | CETIP Bond L1 | Level 1 | Not Available |
| Asset Classes | Instrument Examples | Sybmols | Market Center Name | CTF ID/Exchange ID |
|---|---|---|---|---|
| Bonds | LFT 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 Notes | Data Source Information | ||||||||||
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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. |
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