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BM&FBOVESPA Publishes September Market Performance

Date 06/10/2016

BOVESPA  Segment

Trading value in the equity market (BOVESPA segment) totaled BRL 139.23 billion in September, compared with BRL 168.37 billion in the previous month. Average daily trading value was BRL 6.63 billion, versus BRL 7.32 billion in August. Total volume amounted to 18,510,934 shares, compared with 20,201,699 shares in the previous month. Average daily volume was 881,473 shares (878,335 shares in August).

Indexes
The indexes calculated by the Exchange ended September as follows:

Indexes Closing Month%
IBOV 58,367.04 0.80%
IBRA 2,241.80 0.58%
IBXL 9,784.38 0.85%
IBXX 24,176.69 0.6%
ICO2 1,426.02 0.15%
ICON 3,115.70 2.18%
IDIV 2,919.78 -0.26%
IEEX 36,307.19 -2.00%
IFIX 1,816.05 2.77%
IFNC 6,143.07 -1.24%
IGCT 2,412.76 -0.02%
IGCX 8,958.09 -0.06%
IGNM 2,028.73 -0.16%
IMAT 1,390.58 1.84%
IMOB 618.10 0.62%
INDX 12,944.45 1.64%
ISEE 2,482.57 -0.55%
ITAG 12,896.70 -0.17%
IVBX 8,781.94 0.14%
MLCX 1,118.58 0.63%
SMLL 1,141.94 0.13%
UTIL 3,751.70 -2.38%
BDRX 3,791.11 0.91%

 

Market value 
The market value of the 351 companies listed on BM&FBOVESPA reached BRL 2.44 trillion at the end of September, compared with BRL 2.43 trillion in the previous month, for 352 listed companies.

Market participation
The cash market (round lots) accounted for 96.4% of total trading value in September, followed by the options market with 2.5%, and the forward market with 1.1%.

Investor participation 

 

  Individual investors Institutional investors Foreign investors Companies Financial institutionss
August/16 18.53% 22.70% 51.02% 1.25% 6.50%
September/16 19.,01% 23.08% 51.21% 0.94% 5.75%
 

 

Foreign investment
In September, net financial value traded by foreign investors in the stock market was negative by BRL 1.96 billion, with purchases amounting to BRL 70.26 billion and sales to BRL 72.22 billion.

Unsponsored Brazilian Depositary Receipts (BDRs)
In September, the number of Unsponsored BDRs traded on BM&FBOVESPA totaled 1,427, compared with 2,955 in August. Trading value amounted to BRL 224.07 million, compared with BRL 255.61 million in the previous month.

Exchange-traded funds (ETFs)
The number of transactions involving BM&FBOVESPA’s exchange-traded funds totaled 294,335 in September, compared with 225,235 transactions in August. Financial value reached BRL 4.14 billion in September, compared with BRL 4.24 billion in August.

Securities Lending
In September, the financial volume related to securities lending amounted to BRL 66.37 billion vis-à-vis BRL 68.36 billion in August. The total number of transactions reached 113,110 compared to 127,384 the previous month.

Corporate bonds
In September, the Exchange’s corporate bond market totaled BRL 52.89 million, compared with BRL 107.60 million in August.

Real estate funds
The number of transactions involving real estate funds traded on the Exchange totaled 132,648 in September, for an aggregate value of BRL 435.72 million, compared with 129,361 and BRL 562.06 million respectively in the previous month. At the end of the month, 126 funds were registered for trading.

 

BM&F Segment

The number of contracts traded in the BM&F Segment totaled 72,397,610 in September, for an aggregate value of BRL 5.34 trillion, compared with 59,426,818 contracts and BRL 3.96 trillion in the previous month. Open interest comprised 43,677,993 contracts at closing on the last trading day of September, compared with 40,239,850 in August.

Financial derivatives
The number of interest rate futures contracts traded in September totaled 30,027,887, compared with 16,970,722 in August. The number of United States Dollar (USD) futures contracts traded in September totaled 6,556,615, compared with 5,798,775 in August. The number of Ibovespa futures contracts traded in September totaled 1,494,995, compared with 1,548,885 in August.

Commodity derivatives
The number of commodity futures and options contracts traded in September totaled 158,081, compared with 212,059 in August. The number of corn futures and options contracts totaled 63,493, compared with 98,741 in the previous month. The number of live cattle contracts traded totaled 76,208, compared with 89,541 in August. The number of type 4/5 Arabica coffee contracts traded totaled 9,771, compared with 14,637 in August. The number of soybean futures contracts (CME) traded totaled 4,784, compared with 5,263 in the previous month. The number of hydrous ethanol contracts traded totaled 3,036, compared with 2,246 in August.

Click here to view the monthly commodities report

Spot gold
The number of contracts traded in the spot gold market (250 grams) totaled 467, for an aggregate value of BRL 16.06 million, compared with 645 and BRL 22.05 million respectively in the previous month.

Agribusiness securities
Trading value in agribusiness securities registered with BM&FBOVESPA totaled BRL 142.33 billion in September, compared with BRL 143.40 billion in the previous month. The stock of Agribusiness Credit Bills totaled BRL 135.28 billion, compared with BRL 136.29 billion in the previous month.

Spot dollar
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 1,920 in September, for an aggregate value of USD 25.89 billion, compared with 1,624 and USD 19.81 billion respectively in August.

Investor participation 

   Individual investors   Institutional investors    Foreign investors   Companies  Financial Institutions
August/16 16.54% 25.89% 40.04% 1.14% 16.17%
September/16 13.13% 28.53% 42.11% 0.63% 15.50%