Legend:
UH: last trade.
AV: accumulates volume, import and # of trades.
GR: is graphed intraday.
CI: for opening, closure, maximum and minimum.
| H2H | Multicast | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Operation Type | Concertation Type | Operation Type | Concertation Type | UH | AV | GR | CI | Ind-Allocation | |
| Cash (bid/ask) ** | CO | CO | C | O | YES | YES | YES | YES | " ", "P", "S" |
| Cash (cross) ** | CO | CR | C | C | YES | YES | YES | YES | " ", "P", "S" |
| Trade at Closure | HC | HC | H | H | NO | YES | NO | NO | " " |
| Trade after Closure | CO | HD | C | D | NO | YES | NO | NO | " " |
| Average of the Day | CO | PD | C | P | NO | YES | NO | NO | " " |
| Mid-Price | XM | XM | M | M | NO | YES °*° | NO | NO | " " |
| By Exception (VWAP) | EX | VW | X | v | NO | YES | NO | NO | " " |
| By Exception (TWAP) | EX | TW | X | w | NO | YES | NO | NO | " " |
| By Exception (Block) | EX | BQ | X | X | NO | YES | NO | NO | " " |
| By Exception (Basket) | EX | BT | X | % | NO | YES | NO | NO | " " |
| Public Bid Offer | OC | CR | F | C | SI ^ | NO | NO | NO | " " |
| Public Offer | OP | CR | O | C | YES °° | NO | NO | NO | " " |
| Registration Trade | OR | CR | R | C | NO | NO | NO | NO | " " |
| Over Allocation | SA | CR | A | C | NO | NO | NO | NO | " " |
| Reciprocal Subscription | SR | CR | S | C | YES °° | NO | NO | NO | " " |
| INAV to closing | OI | IC | N | ( | NO | YES | NO | NO | " " |
| INAV after closing | OI | ID | N | ) | NO | YES | NO | NO | " " |
**When the trade is marked in the "Price Setter" field as " " in the format "P", that trade is not used to mark "UH", "GR" and "CI".
°° When is Initial Public Offer or Secondary Public Offer, and the instrument DID NOT HAVE trades at the end of the session.
^ When the instrument DID NOT HAVE trades at the end of the continuous market.
IF °*° The Market's operation is accumulated but not the Issuer's operation.
NOTES:
When an offer O, F or S is registered, if after the colocation DOES NOT EXIST trading in the secondary market, at 15:00 hrs, the system should mark price of the offer as closing price, being the base for the calculation of the fluctuation parameters of the next working day.
If after the colocation, IT DOES EXIST trading in the secondary market, the current criteria will be used to determine the closing prices (last price or VWAP result).
Current commissions topic does not need to be modified.
Reciprocal Subscription has the same functionality as Primary Public Offer.