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In October 2011, the equity markets financial volume totaled BRL 142.33 billion in 13,645,172 trades and daily averages of BRL 7.11 billion and 682,259 trades.
In September, financial volume totaled BRL 131.43 billion, the total number of trades 13,551,487, and the daily averages BRL 6.25 billion and 645,309 trades respectively.
Derivatives markets, including financial and commodities derivatives, totaled 52,048,047 contracts and BRL 3.92 trillion in volume in October, compared to 59,365,524 contracts and BRL 4.35 trillion in September. The daily average of contracts traded in the derivatives markets in October was 2,602,402, in contrast to 2,826,930 in September. Open interest contracts ended the last trading day of October with 32,515,445 positions, compared to 36,620,797 in September.
Agribusiness derivatives registered with BM&FBOVESPA total BRL 7.44 billion, from BRL 6.92 billion in September.
Equities
The most traded stocks in October were: Vale PNA, with BRL 16.29 billion; Petrobras PN with BRL 9.43 billion; OGX Petróleo ON, with BRL 6.39 billion; Itauunibanco PN, with BRL 6.12 billion; and Bradesco PN, with BRL 4.21 billion.
Ibovespa ended October at 58,338 points, up 11.4%
The Ibovespa ended October at 58,338 points, up 11.4% from the previous month.
The best performing stocks were: V-Agro ON (+75.44%); JBS ON (+42.15%); GOL PN (+31.93%); Cyrela Realty ON (+28.18%); and MRV ON (+25.65%). The worst performing stocks were: B2W Varejo ON (-5.10%); CCR S/A ON (-3.47%); and BR Malls Par ON (-3.44%).
Market Value
Market capitalization of the 377 companies listed on the BM&FBOVESPA in October was BRL 2.28 trillion, compared to BRL 2.14 trillion for the 377 companies listed in September.
Investor Participation
In October, foreign investors were responsible for 33.80% of the total volume, compared to 32.80% in September. Foreign investors came next, with 35.90%, compared to 33.78%; individual investors had 20.40%, compared to 22.95%; financial institutions, with 9.40%, compared to 7.66%; companies, with 1.30%, compared to 1.75%; and other types of investors with 0.01%, from 0.04% the previous month.
Foreign Investment
The net flow of foreign investment into the Brazilian stock market in 2011 through October reached BRL 9.62 billion, which is the combined result of the amount of BRL 9.58 billion in acquisitions carried out by foreign investors in stock offerings (of which BRL 8 billion offered in Brazil) and the positive balance of BRL 38.9 million in direct trading at BM&FBOVESPA.
In October, the financial volume traded by foreign investors in the stock market was a positive BRL 399.06, which is the net balance between stock sales of BRL 50.73 billion and stock purchases of BRL 51.13 billion.
The foreign investor participation in stock offerings, including IPOs, represented 55.3% of the total BRL 17.32 billion in transactions related to the publication of the closing announcement dates ending on November 3, 2011, pursuant to information available on the Exchange’s website, under the media section.
Financial Derivatives
In October, interest rate futures (ID) traded 23,619,012 contracts, in contrast to 32,142,429 in September. US Dollar futures ended the month of October with 8,048,212 contracts, compared to 9,193,043 in the previous month. Ibovespa futures traded 1,985,039 contracts, compared to 2,098,962 in September. The Euro futures contract (EUR) registered 42,833 contracts, in contrast to 70,857 contracts in September.
Agribusiness Derivatives
In October, the BM&FBOVESPA agribusiness derivatives market (including futures and options) totaled 168,521 contracts traded, compared to 231,055 in September. Agribusiness markets totaled 127,691 open interest contracts, in contrast to 148,035 in the previous month. Options on commodity futures totaled 29,357 contracts in October, against 53,167 the previous month.
Live cattle futures and options totaled 85,256 contracts traded in October, compared to 116,410 in September. Corn futures and options totaled 31,584 contracts traded, compared to 55,767 in September. Arabica coffee ended October with 40,586 contracts, compared to 36,407 in September. Hydrous ethanol futures totaled 5,429 contracts, compared to 6,527 in September. Cash-settled soybean derivatives, launched in January, totaled 5,666 contracts traded in October, against 15,944 the previous month.
Agribusiness Securities
In October, agribusiness securities registered with BM&FBOVESPA totaled BRL 7.44 billion, from BRL 6.92 billion in September, including all of the transactions executed in the Agribusiness Securities Registration system.
Agribusiness Credit Bills (LCAs) registered with the Exchange totaled BRL 6.21 billion, compared to BRL 5.68 billion in September.
Spot US Dollar
There were 1,140 spot US Dollar transactions totaling USD1.77 billion in October, from 1,006 and USD2.53 billion in September. US Dollar transactions in the Brazilian interbank market, registered for settlement with the Foreign Exchange Clearinghouse, totaled 3,737 transactions and USD37.75 billion, from 3,765 transactions and USD48.36 billion in September.
