São Paulo, October 14, 2011 – The exercise of options on the BOVESPA Index (Ibovespa) generated BRL 6.62 billion yesterday, October 13, with 114,470 contracts traded. Of the financial volume in exercised contracts, BRL 5.02 billion was in put options and BRL 1.59 billion in call options.
The underlying Ibovespa index ended the trading session 1.42% higher at 54,601 points.
The contracts with the largest volumes were:
- The series at 58,000 points totaled BRL 947.72 million in put options;
- The series at 54,000 points totaled BRL 802.98 million in call options;
- The series at 55,000 points totaled BRL 788.15 million in put options;
- The series at 60,000 points totaled BRL 696.00 million in put options;
- The series at 56,000 points totaled BRL 612.08 million in put options.
Expiration of the Ibovespa Futures Contract
In the BM&F segment it was the last day of trading in the October 2011 Ibovespa Futures contract (V11). There were 27,594 contracts traded in this maturity, at a financial volume of BRL 1.49 billion. The settlement price in index points was 54,371. There were 116,015 contracts traded in the three maturities of Ibovespa Futures contracts on the day, and financial volume was BRL 6.33 billion.