BM&FBOVESPA S.A. - Bolsa de Valores, Mercadorias e Futuros

Brazilian Federal Taxpayer CNPJ No.09.346.601/0001-25 Corporate Registry (NIRE) No. 35.300.351.452

NOTICE TO THE MARKET

B3 publishes May 2017 market performance

BOVESPA SEGMENT

Trading value in the equity market (Bovespa segment) totaled BRL 210.43 billion in May, compared with BRL 146.03 billion in the previous month. Average daily trading value was BRL 9.56 billion, versus BRL 8.11 billion in April. Total volume amounted to 26,718,739 shares, compared with 16,320,584 shares in the previous month. Average daily volume was 1,214,488 shares (906,699 shares in April).

Investor participation

Individual investors

Institutional investors

Foreign investors

Companies

Financial institutions

May/17

15.9%

26.7%

51.0%

0.7%

5.7%

April/17

15.5%

26.0%

52.0%

1.0%

5.5%

Foreign investment

In May, net financial value traded by foreign investors in the stock market was positive by BRL 2.14 billion, with purchases amounting to BRL 108.40 billion and sales to BRL 106.25 billion.

Indexes

The indexes calculated by B3 ended May as follows:

Index

Points

Month%

IBOV

62,711.47

-4.11%

IBRA

2,419.82

-3.63%

IBXL

10,478.65

-3.99%

IBXX

26,052.91

-3.65%

ICO2

1,525.38

-4.33%

ICON

3,123.65

-0.70%

IDIV

3,527.21

-5.71%

IEEX

37,832.98

-3.49%

IFIX

2,056.75

1.02%

IFNC

6,733.48

-7.58%

IGCT

2,687.43

-3.71%

IGCX

9,790.05

-2.89%

IGNM

2,135.31

-1.34%

IMAT

1,821.59

2.08%

IMOB

645.23

-9.60%

INDX

12,905.74

0.83%

ISEE

2,518.77

-2.01%

ITAG

13,872.93

-3.99%

IVBX

9,124.84

-0.73%

MLCX

1,195.83

-3.94%

SMLL

1,321.30

-1.08%

UTIL

3,729.43

-3.98%

BDRX

4,244.26

3.05%

Market value

The market value of the 339 companies listed on B3 reached BRL 2.58 trillion at the end of May, compared with BRL 2.67 trillion in the previous month, for 339 listed companies.

Unsponsored Brazilian Depositary Receipts (BDRs)

In May, the number of Unsponsored BDRs traded on B3 totaled 1,599, compared with 986 in April. Trading value amounted to BRL 216.20 million, compared with BRL 124.61 million in the previous month.

Sponsored Brazilian Depositary Receipts (BDRs)

In May, the number of Sponsored BDRs traded on B3 totaled 17,661, compared with 18,778 in April. Trading value amounted to BRL 130.50 million, compared with BRL 95.45 million in the previous month.

B3-traded funds (ETFs)

The number of transactions involving B3's B3-traded funds totaled 424,812 in May, compared with 262,368 transactions in April. Financial value reached BRL 6.28 billion in May, compared with BRL

3.07 billion in April.

Securities Lending

In May, the financial volume related to securities lending amounted to BRL 53.86 billion vis-à-vis BRL

48.43 billion in April. The total number of transactions reached 129,525 compared to 100,988 the previous month.

Real estate funds

The number of transactions involving real estate funds traded on B3 totaled 122,399 in May, for an aggregate value of BRL 628.95 million, compared with 87,187 and BRL 402.60 million respectively in the previous month.

BM&F SEGMENT

The number of contracts traded in the BM&F Segment totaled 100,260,598 in May, for an aggregate value of BRL 6.90 trillion, compared with 82,518,227 contracts and BRL 5.16 trillion in the previous month. Open interest comprised 45,606,055 contracts at closing on the last trading day of May, compared with 42,413,693 in April.

Financial derivatives

The number of Interest Rate futures contracts traded in May totaled 40,835,490, compared with 25,989,573 in April. The number of United States Dollar (USD) futures contracts traded in May totaled, 7,597,355, compared with 5,872,025 in April. The number of Ibovespa futures contracts traded in May totaled 1,935,985, compared with 1,433,910 in April.

Commodity derivatives

The number of commodity futures and options contracts traded in May totaled 167,519, compared with 166,014 in April. The number of Live Cattle contracts traded totaled 61,352, compared with 48,262 in April. The number of Corn futures and options contracts totaled 80,139, compared with 104,917 in the previous month. The number of Hydrous Ethanol contracts traded totaled 2,303, compared with 524 in April. The number of type 4/5 Arabica Coffee contracts traded totaled 6,618, compared with 6,732 in April. The number of Soybean futures contracts (CME) traded totaled 3,310, compared with 4,185 in the previous month.

Gold spot

The number of contracts traded in Gold Spot market (250 grams) totaled 736, for an aggregate value of BRL 23.37 million, compared with 404 and BRL 12.86 million respectively in the previous month.

Spot US Dollar

The number of spot United States Dollar (USD) transactions performed in the Brazilian interbank market and registered for settlement with B3's Foreign Exchange Clearinghouse totaled 2,161 in May, for an aggregate value of USD 21.87 billion, compared with 1,987 and USD 24.45 billion respectively in April.

Investor participation

Individual investors

Foreign investors

Institutional investors

Financial institutions

Companies

May/17

13.29%

40.04%

31.20%

12.10%

3.21%

April/16

13.32%

36.08%

34.72%

12.69%

3.13%

São Paulo, June 5, 2017

Daniel Sonder

Chief Financial Officer

BM&FBovespa SA published this content on 05 June 2017 and is solely responsible for the information contained herein.
Distributed by Public, unedited and unaltered, on 06 June 2017 20:03:23 UTC.