B3 - BRASIL, BOLSA, BALCÃO BOVESPA SEGMENT
Trading value in the equity market (BOVESPA segment) totaled BRL 146.51 billion in September compared with BRL 146.08 billion the previous month. Average daily trading value was BRL 6.97 billion, vis-à-vis BRL 6.95 billion in August. Total volume reached 21,932,301 from 20,792,321 the previous month. Average daily volume was 1,044,395 (990,111 in August).
The Ibovespa´ s top performers in the month of September were:
Equity | Var. (%) |
JBS ON | 18.73% |
BRASKEM PNA | 18.48% |
COSAN ON | 13.08% |
ESTACIO PART ON | 13.07% |
USIMINAS PNA | 12.42% |
The worst performers were:
Equity | Var. (%) |
SMILES ON | -37.19% |
RUMO LOG ON | -23.73% |
PETROBRAS PN | -21.22% |
P.ACUCAR-CBD PN | -20.77% |
PETROBRAS ON | -19.59% |
The most actively traded stocks in September were:
Equity | Volume (BRL) |
ITAUUNIBANCO PN ED N1 | 11,115,729,806.00 |
PETROBRAS PN | 8,845,172,729.00 |
VALE PNA N1 | 7,879,690,422.00 |
BRADESCO PN EJ N1 | 6,366,823,688.00 |
AMBEV S/A ON ED | 6,062,046,385.00 |
The indexes calculated by the Exchange ended September as follows:
Indexes | Closing | Month% |
IBOV | 45,059.34 | -3.36 |
IBRA | 1,750.91 | -3.04 |
IBXL | 7,740.54 | -3.24 |
IBXX | 18,909.99 | -3.10 |
ICO2 | 1,170.83 | -2.19 |
ICON | 2,661.64 | +0.21 |
IDIV | 2,139.41 | -6.20 |
IEEX | 25,775.84 | -0.25 |
IFIX | 1,400.42 | -3.96 |
IFNC | 4,388.61 | -4.44 |
IGCT | 1,920.90 | -2.06 |
IGCX | 7,282.63 | -1.8 |
IGNM | 1,707.25 | -1.46 |
IMAT | 1,367.55 | +4.94 |
IMOB | 425.85 | -1.55 |
INDX | 13,240.13 | +4.4 |
ISEE | 2,227.62 | -2.72 |
ITAG | 10,125.60 | -1.68 |
IVBX | 7,202.90 | +1.08 |
MLCX | 877.05 | -3.09 |
SMLL | 862.19 | -2.73 |
UTIL | 2,439.27 | +0.01 |
BDRX | 4,058.01 | +7.5 |
Market capitalization of the 359 stocks listed on BM&FBOVESPA reached BRL 2.03 trillion at the end of September, compared with BRL 2.11 trillion for 359 stocks in the previous month.
In September, the 182 companies listed in BM&FBOVESPA's special corporate governance segments accounted for 65.71% of the total market cap, 79.23% of the total trading value and 84.60% of the total volume traded in the cash market, compared with 183 stocks that represented 65.25%, 75.84% and 82.82% respectively in the previous month.
The cash market (round lots) accounted for 96.5% of total trading value in September; followed by the options market with 2.6%; and the forward market with 1%. The After Market traded BRL 595.14 million, with 43,148 trades.
In September, foreign investors led the financial turnover in the BOVESPA segment, accounting for 52.32% of the total trading value against 52.59% in August. Institutional investors came next, accounting for 28.58% (28.56% in August), followed by individual investors with 12.84% (12.73% in August), financial institutions with 4.87% (5.52% in August) and corporations with 1.38% (0.56% in August).
In September, the financial volume traded by foreign investors in the stock market was a negative BRL 418.5 million, with stock purchases of BRL 79.313 billion and stock sales amounting to BRL 79.731 billion.
In September, there were 2,377 trades with the 86 Unsponsored BDRs available for trading on BM&FBOVESPA. In August the number was 1,717. Trading value amounted to BRL 962.64 million, compared with BRL 317.81 million the previous month.
The number of transactions involving BM&FBOVESPA's 18 exchange-traded funds totaled 198,280 in September. The number of transactions in August amounted to 222,688. The financial value reached BRL 3.15 billion in September compared with BRL
3.83 billion in August.
In September, the financial volume related to securities lending amounted to BRL 55.31 billion vis-à-vis BRL 55.50 in August. The total number of transactions reached 141,165 compared to 134,587 the previous month.
In September, the Exchange's private fixed income market totaled BRL 34.63 million against BRL 14.07 million in August.
The number of transactions involving FIIs traded on the Exchange totaled 83,000 in September, for an aggregate value of BRL
358.54 million, compared with 98,923 and BRL 433.58 million respectively, in the previous month. At the end of the month, 127 FIIs were registered for trading.
BM&F SEGMENT
The number of contracts traded in the BM&F Segment totaled 73,495,123 in September, for an aggregate value of BRL 6.78 trillion, compared with 65,872,920 contracts and BRL 5.60 trillion in the previous month. Open interest comprised 40,224,487 contracts at closing on the last trading day of September, compared with 37,336,971 in August.
The number of interest rate futures contracts traded in September totaled 35,649,622 compared with 30,641,153 in August. The number of United States Dollar (USD) futures contracts traded in September totaled 7,292,090 contracts compared with 6,725,985 in August. The number of Ibovespa futures contracts traded in September totaled 1,692,952, compared with 1,760,990 in the previous month.
The number of commodity futures and options contracts traded in September totaled 162,280 compared with 194,555 in August. The number of live cattle contracts traded in September totaled 55,063, vis-à-vis 80,577 in August. The number of corn futures and options contracts totaled 94,679, compared with 84,221 the previous month. Type 4/5 Arabica coffee ended the month with 6,155 contracts, compared with 21,436 at the end of August. The soybeans futures contracts (CME) totaled 2,889 in September vis-à-vis 4,731 in the previous month. The total of hydrous ethanol contracts traded amounted to 1,950 as compared with 2,583 in August.
The number of contracts traded in the spot gold market (250 grams) totaled 686 for an aggregate value of BRL 24.05 million, compared with 1,105 and BRL 34.27 million respectively in the previous month.
Trading value in agribusiness securities registered with BM&FBOVESPA totaled BRL 147.91 billion in September, compared with BRL 147.07 billion in the previous month. The stock of Agribusiness Credit Bills (LCAs) totaled BRL 139.14 billion, compared with BRL 138.53 billion in the previous month.
The number of spot United States Dollar (USD) transactions performed in the Brazilian interbank market and registered for settlement with BM&FBOVESPA's Foreign Exchange Clearinghouse totaled 3,191 in September, for an aggregate value of USD
31.75 billion, compared with 3,778 and USD 26.07 billion in August.
Foreign investors led derivatives trading in the BM&F Segment in September, accounting for 44.33%, of the total compared with 43.44% in August. Institutional investors came next, accounting for 26.84%, compared with 27.38% in the previous month. In the same period, financial institutions accounted for 20.14% compared with 19.71% in the previous month. Individual investors accounted for 7.58% vis-à-vis 8.48% in August; and companies with 0.90%, compared with 0.89% in August.
DMA - BM&F SEGMENT
Transactions in the BM&F Segment* through order routing via Direct Market Access (DMA) involved 76,920,339 contracts and 15,285,725 trades in September. The BM&F Segment ended August with 68,639,755 contracts and 13,032,519 trades.
Trading volumes per type of DMA were as follows in the BM&F Segment:
In September, transactions by foreign investors introduced to BM&FBOVESPA by CME (that use the Globex-PUMA Trading System order routing or that access the Exchange markets via co-location) totaled 15,560,139 contracts traded in 4,667,937 transactions. In the previous month, contracts amounted to 13,697,568 and 3,924,523 transactions.
DMA - BOVESPA SEGMENT
In September, trading via DMA in the BOVESPA* segment totaled BRL 140.2 billion and 25,096,206 transactions. In the previous month, the financial volume reached BRL 133 billion and there were 24,307,446 transactions.
*BM&FBOVESPA's trading systems can be accessed using four types of DMA: 1, 2, 3 and 4.
In Model 1, or traditional DMA, customers access the trading system via the technological structure of a brokerage house.
In Model 2, or DMA via a provider, customers do not use a brokerage house but connect via an authorized access provider. DMA with order routing via Globex in the BM&F Segment is a form of Model 2 access.
In Model 3, or DMA via direct connection, customers connect directly to the Exchange's trading platforms. In Model 4, or DMA via co-location, customers install their computers inside the Exchange.
Note: The above trading values and volumes by access type include both sides of each trade (buy and sell). DMA trading statistics have been consolidated in BM&FBOVESPA's monthly reports since June 2009.
São Paulo, October 6, 2015
Chief Financial Officer
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