BVMF: Launch Of The Currency Futures Contracts

BVMF hereby informs you that, as of May 31, 2010, BM&FBOVESPA will authorize the following currency futures contracts for trading, in accordance with the attached specifications:

Australian Dollar Futures Contract (AUD)
Canadian Dollar Futures Contract (CAD)
Japanese Yen Futures Contract (JPY)
Pound Sterling Futures Contract (GBP)
Mexican Peso Futures Contract (MXN)

These contracts will be authorized for trading in the derivatives market of the BM&F segment and will be subject to the BM&F Segment Operational Rules – Derivatives Trading Systems.

The contracts’ underlying exchange rates will be calculated based on a combination of the offered exchange rate of Brazilian Reals per U.S. Dollar, disclosed by the Central Bank of Brazil (BACEN) through SISBACEN (transaction PTAX800), and the closing parity exchange rate between the respective currency and the United States Dollar, calculated by The World Markets Company PLC (WM) and disclosed by Reuters (WM/Reuters Closing Spot Rate). WM cannot be held liable for any errors or delays in the provision of information contained in this service or for any decisions based on it, except when directly caused by the negligence of WM or its employees.