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BOVESPA Segment

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BM&F <strong>Segment</strong> Performance<br />

Well positioned to capture growth opportunities<br />

3Q11 Volumes<br />

• Overall ADTV up 15.5% over 3Q10<br />

• Higher volumes in BRL interest rate contracts<br />

• Record HFTs volumes, surged 67% from 2Q11<br />

• Volumes traded in mini-sized contracts and<br />

stock index derivatives soared 71% and 41%<br />

from 2Q11, respectively)<br />

1,30<br />

1,20<br />

1,10<br />

1,00<br />

0,90<br />

0,80<br />

0,70<br />

0,60<br />

0,50<br />

0,40<br />

ADTV in (thds of contracts) and RPC (in R$)<br />

1.17<br />

1.13<br />

1.10<br />

1.11<br />

1.04<br />

2,866<br />

2,428 2,616<br />

2,670 2,805<br />

317<br />

293<br />

469<br />

422<br />

407<br />

286<br />

491<br />

481<br />

543<br />

525<br />

1,661<br />

1,833<br />

2,127<br />

1,720<br />

1,810<br />

3Q10<br />

4Q10<br />

1Q11<br />

2Q11<br />

3Q11<br />

Interest Rates in BRL FX Rates Others RPC<br />

HFT: ADTV (thds of contracts) and share of ADTV (%)<br />

ADTV : Mini-sized and stock index (in thds of contracts)<br />

BRL Interest rate contracts FX contracts % in total ADTV<br />

Index-based contracts<br />

Mini-sized contracts 7.8%<br />

420.3<br />

67%<br />

4.6% 5.0%<br />

5.0% 178.7<br />

251.4 3.9% 251.3<br />

197.7 211.5<br />

93.4<br />

94.8 68.2<br />

82.7<br />

83.6<br />

37.7<br />

45.3<br />

39.3 77.3<br />

43.5<br />

148.3<br />

70.5<br />

67.0 101.1<br />

4.9 42.5 17.1 9.8 24.4<br />

3Q10 4Q10 1Q11 2Q11 3Q11<br />

156<br />

143<br />

101<br />

91<br />

84 89 88<br />

77 78 77<br />

3Q10 4Q10 1Q11 2Q11 3Q11<br />

Mini Contracts<br />

Stock Indices<br />

45

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