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DI future calculator: PU, business days and basis point value

Type the rate and maturity of a DI future contract (DI1) and see the business days to maturity, the PU, the basis point value and, if you wish, the gain or loss for a change in the rate.

The figures are the ones you type. This page does not publish DI quotes, settlement rates or the CDI — those are B3 data — and does not store what you typed. A convention calculator; not investment advice.

How the calculation works

The Brazilian one-day interbank deposit future (code DI1) trades as an annual rate, but what changes hands is the PU (unit price): today's value of 100,000 points paid at maturity, discounted at that rate. Each point is worth R$ 1.00.

PU = 100.000 / (1 + taxa)^du/252

• taxa: the annual rate as a decimal (13.50% = 0.1350), compounded per business day — the 252 basis, a year of business days.
• du: business days from the reference date (inclusive) to maturity (exclusive).
• Maturity: the first business day of the contract month. The letter in the code is the month:

DI1F28 is the January 2028 contract; DI1N27, July 2027.

Rate and PU move in opposite directions. Rate up, PU down. That is why, in the DI, being long the rate (“comprado em taxa”) is the same position as being short the PU: it gains when the rate rises. Short the rate gains when the rate falls. The basis point value is how much the PU moves when the rate moves 0.01 percentage point — the contract's sensitivity, which grows with maturity.

Worked example

Reference 2026-10-30, contract DI1F28 (matures on 2028-01-03), rate 13.50%. There are 293 business days between the two dates. PU = 100,000 / 1.135^293/252 = 86,309.06. At 13.51%, the PU would be 86,300.22: one basis point is worth R$ 8.84 per contract.

The rate falls to 13.20%: the PU rises to 86,575.07. A position long the rate at 13.50% loses R$ 266.01 per contract; a position short the rate gains the same amount. Open this example in the calculator.

Business days: where the holidays come from

The market counts business days with ANBIMA's national holiday calendar. We do not copy that file: the holidays come from rules — the fixed national ones (Jan 1, Apr 21, May 1, Sep 7, Oct 12, Nov 2, Nov 15, Nov 20 from 2024 and Dec 25) and the ones tied to Easter (Carnival Monday and Tuesday, Good Friday and Corpus Christi). Dec 24 and Dec 31 count as business days. The rule holds up to 2040; a national holiday created by law after today is not in it yet.

For developers

The same calculation as JSON, open and with no key: GET /calculadoras/di-futuro.json?taxa=13.5&vencimento=F28 (it also takes data, taxa_nova, posicao and contratos). Invalid input answers 400 with the reason.

Another calculator: compound interest (monthly contributions, today's Selic and IPCA + X%).

Numbers on this page are live. Data version 2026-11-03-delistadas-proventos-cvm · page generated 2026-11-03 23:37 UTC. If this does not match /saude, you are reading a cached copy.