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(1)

(2)

Equities

Maio/2018

(3)

1,394 1,320 1,357 1,399 1,393 _1,264 1,045 1,167 1,129 1,120 1,142 1,065 3,848 4,607 5,116 5,594 7,221 8,096 9,419 12,411 13,254 13,036 13,047 12,840

42

33

45

51

40

48

35

48

54 ₅₂

40

55 Programas Atuais

Programas Abertos

Para Credenciamento

Consulta de Parâmetros

Estatísticas

Estoque (contratos em milhões)**

ADV (contratos em milhões)

Estoque (contratos)**

863 457 661 568 366 433 498 565 1,300 962 766 685

ADV (contratos)

Opções de Equities* com Formador de Mercado

Futuro de S&P500 com Formador de Mercado

1

*ABEV3; BBAS3; BBDC4;BBSE3;BOVA11; BRFS3; BRKM5; BRML3; BVMF3; CCRO3; CIEL3; CMIG4; CPLE6; CSAN3; CSNA3; CYRE3; ECOR3; ELET3; EMBR3; ENBR3; EQTL3; ESTC3; FIBR3; GGBR4; HYPE3; IBOV11; ITUB4; JBSS3; KLBN11; KROT3; LAME4; LREN3; MRVE3; MULT3; NATU3; PCAR4; QUAL3; RADL3; RAIL3; RENT3; SANB11; SBSP3;SMLE3; SUZB3;

(4)

Opções com Formador de Mercado

* Para acessar as telas de negociações das opções no terminal da Bloomberg basta pesquisar: “Ticker” + Equity + OMON <GO>

** Último dia do mês de referência

ABEV3

4,919,392

6,448,105

31.1%

258,288,000

194,040,700

-24.9%

BBAS3

3,854,141

5,788,764

50.2%

50,444,200

71,864,900

42.5%

BBDC3

471,157

99,220

-78.9%

27,119,081

8,525,008

-68.6%

BBDC4

3,748,814

3,298,183

-12.0%

119,848,330

89,444,374

-25.4%

BBSE3

313,340

449,856

43.6%

8,124,700

6,382,300

-21.4%

BOVA11

1,133,786

629,597

-44.5%

44,590,240

6,247,140

-86.0%

BRAP4

30,500

22,291

-26.9%

1,068,600

188,300

-82.4%

BRFS3

940,034

1,311,343

39.5%

28,563,200

31,508,300

10.3%

BRKM5

177,549

138,997

-21.7%

3,024,600

5,503,200

81.9%

BRML3

1,450,207

830,722

-42.7%

35,218,071

10,205,400

-71.0%

BVMF3

6,114,703

1,132,069

-81.5%

82,437,270

0 -100.0%

CCRO3

297,571

341,551

14.8%

3,519,100

5,417,600

53.9%

CIEL3

1,329,934

743,750

-44.1%

60,736,990

11,259,800

-81.5%

2017

2018

YoY

2017

2018

YoY

Ativo

(cód. BBG)*

ADV YTD

(# contratos)

Open

Interest (ADV)**

(5)

Programas Atuais

Programas Abertos

Para Credenciamento

Consulta de Parâmetros

Estatísticas

Opções com Formador de Mercado

* Para acessar as telas de negociações das opções no terminal da Bloomberg basta pesquisar: “Ticker” + Equity + OMON <GO>

** Último dia do mês de referência

2017

2018

YoY

2017

2018

YoY

Ativo

(cód. BBG)*

ADV YTD

(# contratos)

Open

Interest (ADV)**

CMIG4

311,847

1,497,725

380.3%

4,075,300

23,350,700

473.0%

CPLE6

0 5,999

N/A

0 194,400

N/A

CSAN3

164,220

118,827

-27.6%

7,116,500

2,416,600

-66.0%

CSNA3

738,079

1,742,024

136.0%

13,922,400

10,835,700

-22.2%

CYRE3

527,818

450,670

-14.6%

11,761,100

14,232,300

21.0%

ECOR3

78,918

77,059

-2.4%

2,775,400

473,800

-82.9%

EGIE3

99,111

53,763

-45.8%

3,732,900

3,053,800

-18.2%

ELET3

95,402

255,995

168.3%

2,418,100

1,461,800

-39.5%

ELET6

68,615

37,977

-44.7%

1,001,000

685,700

-31.5%

EMBR3

18,580

317,785

1610.3%

281,300

11,358,300

3937.8%

ENBR3

17,110

108,299

533.0%

205,000

5,172,800

2423.3%

EQTL3

129,415

84,677

-34.6%

951,900

2,003,400

110.5%

ESTC3

402,531

364,809

-9.4%

27,429,000

7,392,400

-73.0%

(6)

Opções com Formador de Mercado

* Para acessar as telas de negociações das opções no terminal da Bloomberg basta pesquisar: “Ticker” + Equity + OMON <GO>

** Último dia do mês de referência

FIBR3

171,817

329,920

92.0%

5,184,000

6,565,900

26.7%

GGBR4

1,258,538

4,184,769

232.5%

17,342,300

17,162,900

-1.0%

GOAU4

1,492,492

1,488,688

-0.3%

93,806,400

84,911,800

-9.5%

HYPE3

183,597

236,411

28.8%

8,898,100

3,233,300

-63.7%

ITSA4

2,475,977

2,369,164

-4.3%

142,391,310

124,907,200

-12.3%

ITUB4

5,990,839

8,261,789

37.9%

170,725,930

151,920,500

-11.0%

JBSS3

273,156

175,894

-35.6%

7,648,800

5,773,200

-24.5%

KLBN11

147,138

203,773

38.5%

4,497,800

7,826,900

74.0%

KROT3

1,601,071

511,775

-68.0%

101,083,500

15,691,400

-84.5%

LAME4

347,142

352,136

1.4%

16,039,100

7,647,200

-52.3%

LREN3

104,795

186,323

77.8%

2,802,590

3,627,000

29.4%

MRFG3

0 11,403

N/A

7,800,000

6,438,900

-17.5%

MRVE3

21,717

60,236

177.4%

4,017,200

1,568,100

-61.0%

2017

2018

YoY

2017

2018

YoY

Ativo

(cód. BBG)*

ADV YTD

(# contratos)

Open

Interest (ADV)**

(7)

Programas Atuais

Programas Abertos

Para Credenciamento

Consulta de Parâmetros

Estatísticas

Opções com Formador de Mercado

* Para acessar as telas de negociações das opções no terminal da Bloomberg basta pesquisar: “Ticker” + Equity + OMON <GO>

** Último dia do mês de referência

MULT3

43,564

27,364

-37.2%

2,317,200

877,700

-62.1%

NATU3

22,531

51,988

130.7%

377,000

3,315,700

779.5%

PCAR4

171,415

55,063

-67.9%

3,458,800

532,000

-84.6%

QUAL3

96,223

137,978

43.4%

3,317,300

661,500

-80.1%

RADL3

35,414

82,866

134.0%

2,444,900

2,214,300

-9.4%

RAIL3

52,018

384,939

640.0%

11,291,400

5,551,800

-50.8%

RENT3

36,263

174,142

380.2%

1,323,645

1,816,600

37.2%

SANB11

149,025

233,072

56.4%

259,500

10,309,800

3872.9%

SBSP3

48,137

40,896

-15.0%

692,000

264,300

-61.8%

SMLE3

10,020

0 -100.0%

20,000

0 -100.0%

SUZB3

0 470,748

N/A

0 10,888,800

N/A

2017

2018

YoY

2017

2018

YoY

Ativo

(cód. BBG)*

ADV YTD

(# contratos)

Open

Interest (ADV)**

(8)

Opções com Formador de Mercado

4 2017

2018

YoY

2017

2018

YoY

Ativo

(cód. BBG)*

ADV YTD

(# contratos)

Open

Interest (ADV)**

• Para acessar as telas de negociações das opções no terminal da Bloomberg basta pesquisar: “Ticker” + Equity + OMON <GO> ** Último dia do mês de referência • PETR3 e VALE5 – Programa de Opções de Compra Longas sobre as Ações de Petrobras S.A. (PETR4) e Vale S.A. (VALE3).

TAEE11

27,044

11,573

-57%

507,200

784,700

55%

TIMP3

45,256

94,973

110%

664,900

865,200

30%

UGPA3

226,306

129,021

-43%

7,591,700

3,059,100

-60%

USIM5

602,900

1,854,597

208%

9,085,500

14,498,100

60%

VIVT4

130,139

93,596

-28%

3,053,000

3,842,900

26%

WEGE3

81,998

79,376

-3%

5,845,500

5,445,590

-7%

B3SA3

0 813,401

N/A

0 38,856,000

N/A

IBOV11

41,192

26,138

-37%

1,110,780

712,170

-36%

PETR3

72,119

216,149

200%

4,855,500

6,441,300

33%

PETR4

142,488,766

291,042,339

104%

450,180,600

812,295,800

80%

VALE3

7,169

59,067,301

823869%

223,000

170,392,811

76309%

(9)

Programas Atuais

Programas Abertos

Para Credenciamento

Consulta de Parâmetros

Estatísticas

Futuros com Formador de Mercado

** Último dia do mês de referência

2017

2018

YoY

2017

2018

YoY

Ativo

(Cód. BBG)

ADV YTD

(# contratos)

Open Interest**

(# contratos)

Futuro de S&P500 (BSPA)

554 1,041

87.9%

4,077

12,840

214.9%

(10)

(11)

Programas Atuais

Programas Abertos

Para Credenciamento

Consulta de Parâmetros

Estatísticas

(12)

Nota: A B3 poderá aceitar, de acordo com seus critérios, a entrada de novos formadores de mercado para os programas em andamento

Vencimento

Quantidade Mínima

(# contratos)

Spread

Máximo

Ativo

(Cód. BBG)*

Formador

Atual

Obrigações

Término do Programa

Benefícios

BBAS3 Optiver, Fundo Exclusivo Credit Suisse, IMC

1º e 2º

6,000 BRL 0,08

30/06/2019

• Isenção de taxas e emolumentos para o produto

• Isenção para hedge • Isenção no excesso de ordens não

executadas

• Aumento nos limites de mensageria (throttle)

• Sem multas contratuais. Há apenas um aviso prévio de 30 dias que deverá ser

cumprido BBDC3 Fundo Exclusivo Credit Suisse 5,500 BRL 0,07

BBDC4 Optiver, Fundo Exclusivo Credit

Suisse, IMC 6,000 BRL 0,08

BRAP4 Fundo Exclusivo Credit Suisse 3,700 BRL 0,07

EGIE3 Fundo Exclusivo Credit Suisse 8,500 BRL 0,05

ELET6 Fundo Exclusivo Credit Suisse 4,800 BRL 0,05

GGBR4 Optiver, Fundo Exclusivo Credit

GOAU4 Fundo Exclusivo Credit Suisse 17,000 BRL 0,03

ITSA4 Optiver, Fundo Exclusivo Credit

Suisse 20,000 BRL 0,03

MRFG3 Fundo Exclusivo Credit Suisse 17,000 BRL 0,03

(13)

Programas Atuais

Programas Abertos

Para Credenciamento

Consulta de Parâmetros

Estatísticas

Nota: A B3 poderá aceitar, de acordo com seus critérios, a entrada de novos formadores de mercado para os programas em andamento

Vencimento

Quantidade Mínima

(# contratos)

Spread

Máximo

Ativo

(Cód. BBG)*

Formador

Atual

Obrigações

Término do Programa

Benefícios

ITUB4 Optiver, Fundo Exclusivo Credit

Suisse, IMC 1º e 2º 10,000 BRL 0,07 13/12/2018

executadas

cumprido BBSE3 Optiver, Fundo Exclusivo Credit

Suisse

1º e 2º

7,000 BRL 0,05

30/06/2019 CSNA3 Optiver, Fundo Exclusivo Credit

CYRE3 Optiver, Fundo Exclusivo Credit

ESTC3 Fundo Exclusivo Credit Suisse 2,000 BRL 0,05

KROT3 Optiver, Fundo Exclusivo Credit

(14)

Nota: A B3 poderá aceitar, de acordo com seus critérios, a entrada de novos formadores de mercado para os programas em andamento

Vencimento

Quantidade Mínima

(# contratos)

Spread

Máximo

Ativo

(Cód. BBG)*

Formador

Atual

Obrigações

Término do Programa

Benefícios

ABEV3 Optiver, Fundo Exclusivo Credit Suisse

1º e 2º

12,000 BRL 0,03

13/12/2018

executadas

cumprido BRFS3 Optiver, Fundo Exclusivo Credit

BRML3 Optiver, Fundo Exclusivo Credit

B3SA3 Optiver, Fundo Exclusivo Credit

CCRO3

Optiver, Fundo Exclusivo Credit Suisse 5,500 BRL 0,05 CIEL3 10,000 BRL 0,05 CMIG4 8,000 BRL 0,05 CSAN3 3,000 BRL 0,07 JBSS3 6,000 BRL 0,05 LREN3 5,000 BRL 0,05 QUAL3 4,500 BRL 0,05 VIVT4 3,000 BRL 0,07 TIMP3 10,000 BRL 0,03 UGPA3 2,000 BRL 0,10 USIM5 17,000 BRL 0,05

(15)

Programas Atuais

Programas Abertos

Para Credenciamento

Consulta de Parâmetros

Estatísticas

Nota: A B3 poderá aceitar, de acordo com seus critérios, a entrada de novos formadores de mercado para os programas em andamento

Vencimento

Quantidade Mínima

(# contratos)

Spread

Máximo

Ativo

(Cód. BBG)*

Formador

Atual

Obrigações

Término do Programa

Benefícios

PUT DE PETR4

Optiver, Fundo Exclusivo Credit Suisse

1º 30,000 BRL 0,02

30/06/2019

executadas

cumprido 2º 20,000 BRL 0,03 1º trimestral 15,000 BRL 0,06 2º trimestral 15,000 BRL 0,08 3º trimestral 15,000 BRL 0,09 PUT DE VALE3 1º 15,000 BRL 0,03 2º 10,000 BRL 0,06 1º trimestral 10,000 BRL 0,12 2º trimestral 10,000 BRL 0,15 3º trimestral 10,000 BRL 0,16 HYPE3 1º e 2º 2,500 BRL 0,08 SUZB3 4,000 BRL 0,08 FIBR3 2,000 BRL 0,12 RADL3 1,500 BRL 0,14 EQTL3 1,500 BRL 0,07 EMBR3 3,500 BRL 0,05

RAIL3 Fundo Exclusivo Credit Suisse 9,000 BRL 0,03 BRKM5

1,500 BRL 0,08

MULT3 1,000 BRL 0,10

(16)

Nota: A B3 poderá aceitar, de acordo com seus critérios, a entrada de novos formadores de mercado para os programas em andamento

Vencimento

Quantidade Mínima

(# contratos)

Spread

Máximo

Ativo

(Cód. BBG)*

Formador

Atual

Obrigações

Término do Programa

Benefícios

CPLE6

Fundo Exclusivo Credit Suisse 1º e 2º

2,500 BRL 0,07

13/12/2018

• Isenção para hedge

• Isenção no excesso de ordens não executadas

• Sem multas contratuais. Há apenas um aviso prévio de 30 dias que deverá ser cumprido ECOR3 6,800 BRL 0,03 ELET3 3,700 BRL 0,05 KLBN11 5,800 BRL 0,05 NATU3 2,300 BRL 0,07 RENT3 1,900 BRL 0,09 SANB11 2,900 BRL 0,07 SBSP3 2,800 BRL 0,07 SMLE3 1,000 BRL 0,10 MRVE3 7,200 BRL 0,03 ENBR3 8,300 BRL 0,03 WEGE3 5,800 BRL 0,05

(17)

Programas Atuais

Programas Abertos

Para Credenciamento

Consulta de Parâmetros

Estatísticas

Nota: A B3 poderá aceitar, de acordo com seus critérios, a entrada de novos formadores de mercado para os programas em andamento

Vencimento

Quantidade Mínima

(# contratos)

Spread

Máximo

Ativo

(Cód. BBG)*

Formador

Atual

Obrigações

Término do Programa

Benefícios

CALLS DE PETR4 Optiver set-18 20,000 BRL 0,05 06/07/2018

executadas

cumprido out-18 BRL 0,06 nov-18 BRL 0,07 dez-18 BRL 0,08 out-18 BRL 0,05 13/08/2018 nov-18 BRL 0,06 dez-18 BRL 0,07 nov-18 BRL 0,05 10/09/2018 dez-18 BRL 0,06 dez-18 BRL 0,05 05/10/2018 CALLS DE VALE3 set-18 15,000 BRL 0,10 06/07/2018 out-18 BRL 0,11 nov-18 BRL 0,12 dez-18 BRL 0,13 out-18 BRL 0,10 13/08/2018 nov-18 BRL 0,11 dez-18 BRL 0,12 nov-18 BRL 0,10 10/09/2018 dez-18 BRL 0,11 dez-18 BRL 0,10 05/10/2018

IBOVESPA Optiver, Itaú Unibanco, Fundo Exclusivo Credit Suisse

1º e 2º - Par 3º - Par 1º - Ímpar 30 60 pontos 100 pontos 100 pontos 30/06/2018 10 30 BOVA11 Optiver, Itaú Unibanco, Fundo

(18)

Vencimento

Quantidade Mínima

(# contratos)

Spread

Máximo

Ativo

(Cód. BBG)

Formador

Atual

Obrigações

Término do

Programa

Benefícios

Futuro de S&P500

(BSPA)

Virtu e Modal

20 2,0 pontos

13/dez/2018

Futuro de IBrX-50

(LBA)

Credit Suisse

15

50.00 13/dez/2018

• Isenção de taxas e emolumentos para o

produto

• Isenção para hedge

• Isenção no excesso de ordens não

executadas

• Aumento nos limites de mensageria

(throttle)

• Sem multas contratuais. Há apenas um

aviso prévio de 30 dias que deverá ser

cumprido

1º e 2º

(19)

Marcos Skistymas

marcos.skistymas@b3.com.br

11 2565-5860

EUA/Canadá- Guilherme Pimentel

guilherme.pimentel@b3.com.br

+55 11 2565 6271

Europa/Ásia-Sergio Gullo

sergio.gullo@b3.com.br

+44 203 379 3980

(20)

Equities

May/2018

(21)

1,394 _1,320 _1,357 1,399 1,393 1,264 1,045 1,167 1,129 1,120 1,142 1,065 3,848 4,607 5,116 5,594 7,221 8,096 9,419 12,411 13,254 13,036 13,047 12,840

Ongoing Programs

Open Accreditation

Programs

Parameters

Consultation

Statistics

Open Interest

**

_{(# contracts - million)}

ADV (# contracts - million)

Open Interest (# contracts)**

ADV (# contracts)

Equities Options* with Market Maker

S&P500 Future with Market Maker

42

33

45

51

40

48

35

48

54 ₅₂

40

55

863

457

661

568

366

433

498

565 1,300

962

766

685

1

*ABEV3; BBAS3; BBDC4;BBSE3;BOVA11; BRFS3; BRKM5; BRML3; BVMF3; CCRO3; CIEL3; CMIG4; CPLE6; CSAN3; CSNA3; CYRE3; ECOR3; ELET3; EMBR3; ENBR3; EQTL3; ESTC3; FIBR3; GGBR4; HYPE3; IBOV11; ITUB4; JBSS3; KLBN11; KROT3; LAME4; LREN3; MRVE3; MULT3; NATU3; PCAR4; QUAL3; RADL3; RAIL3; RENT3; SANB11; SBSP3;SMLE3; SUZB3;

(22)

Options with Market Maker

* To access the options trading screens at the Bloomberg terminal, just search: "Ticker" + Equity + OMON <GO>.

** Last day of the reference month

2017

2018

YoY

2017

2018

YoY

Underlying

(ticker BBG)*

ADV YTD

(# contracts)

Open Interest**

(# contracts)

ABEV3

4,919,392

6,448,105

31.1%

258,288,000

194,040,700

-24.9%

BBAS3

3,854,141

5,788,764

50.2%

50,444,200

71,864,900

42.5%

BBDC3

471,157

99,220

-78.9%

27,119,081

8,525,008

-68.6%

BBDC4

3,748,814

3,298,183

-12.0%

119,848,330

89,444,374

-25.4%

BBSE3

313,340

449,856

43.6%

8,124,700

6,382,300

-21.4%

BOVA11

1,133,786

629,597

-44.5%

44,590,240

6,247,140

-86.0%

BRAP4

30,500

22,291

-26.9%

1,068,600

188,300

-82.4%

BRFS3

940,034

1,311,343

39.5%

28,563,200

31,508,300

10.3%

BRKM5

177,549

138,997

-21.7%

3,024,600

5,503,200

81.9%

BRML3

1,450,207

830,722

-42.7%

35,218,071

10,205,400

-71.0%

BVMF3

6,114,703

1,132,069

-81.5%

82,437,270

0 -100.0%

CCRO3

297,571

341,551

14.8%

3,519,100

5,417,600

53.9%

CIEL3

1,329,934

743,750

-44.1%

60,736,990

11,259,800

-81.5%

(23)

Ongoing Programs

Open Accreditation

Programs

Parameters

Consultation

Statistics

Options with Market Maker

* To access the options trading screens at the Bloomberg terminal, just search: "Ticker" + Equity + OMON <GO>.

** Last day of the reference month

2017

2018

YoY

2017

2018

YoY

Underlying

(ticker BBG)*

ADV YTD

(# contracts)

Open Interest**

(# contracts)

CMIG4

311,847

1,497,725

380.3%

4,075,300

23,350,700

473.0%

CPLE6

0 5,999

N/A

0 194,400

N/A

CSAN3

164,220

118,827

-27.6%

7,116,500

2,416,600

-66.0%

CSNA3

738,079

1,742,024

136.0%

13,922,400

10,835,700

-22.2%

CYRE3

527,818

450,670

-14.6%

11,761,100

14,232,300

21.0%

ECOR3

78,918

77,059

-2.4%

2,775,400

473,800

-82.9%

EGIE3

99,111

53,763

-45.8%

3,732,900

3,053,800

-18.2%

ELET3

95,402

255,995

168.3%

2,418,100

1,461,800

-39.5%

ELET6

68,615

37,977

-44.7%

1,001,000

685,700

-31.5%

EMBR3

18,580

317,785

1610.3%

281,300

11,358,300

3937.8%

ENBR3

17,110

108,299

533.0%

205,000

5,172,800

2423.3%

EQTL3

129,415

84,677

-34.6%

951,900

2,003,400

110.5%

ESTC3

402,531

364,809

-9.4%

27,429,000

7,392,400

-73.0%

(24)

Options with Market Maker

* To access the options trading screens at the Bloomberg terminal, just search: "Ticker" + Equity + OMON <GO>.

** Last day of the reference month

2017

2018

YoY

2017

2018

YoY

Underlying

(ticker BBG)*

ADV YTD

(# contracts)

Open Interest**

(# contracts)

FIBR3

171,817

329,920

92.0%

5,184,000

6,565,900

26.7%

GGBR4

1,258,538

4,184,769

232.5%

17,342,300

17,162,900

-1.0%

GOAU4

1,492,492

1,488,688

-0.3%

93,806,400

84,911,800

-9.5%

HYPE3

183,597

236,411

28.8%

8,898,100

3,233,300

-63.7%

ITSA4

2,475,977

2,369,164

-4.3%

142,391,310

124,907,200

-12.3%

ITUB4

5,990,839

8,261,789

37.9%

170,725,930

151,920,500

-11.0%

JBSS3

273,156

175,894

-35.6%

7,648,800

5,773,200

-24.5%

KLBN11

147,138

203,773

38.5%

4,497,800

7,826,900

74.0%

KROT3

1,601,071

511,775

-68.0%

101,083,500

15,691,400

-84.5%

LAME4

347,142

352,136

1.4%

16,039,100

7,647,200

-52.3%

LREN3

104,795

186,323

77.8%

2,802,590

3,627,000

29.4%

MRFG3

0 11,403

N/A

7,800,000

6,438,900

-17.5%

MRVE3

21,717

60,236

177.4%

4,017,200

1,568,100

-61.0%

(25)

Ongoing Programs

Open Accreditation

Programs

Parameters

Consultation

Statistics

Options with Market Maker

* To access the options trading screens at the Bloomberg terminal, just search: "Ticker" + Equity + OMON <GO>.

** Last day of the reference month

2017

2018

YoY

2017

2018

YoY

Underlying

(ticker BBG)*

ADV YTD

(# contracts)

Open Interest**

(# contracts)

MULT3

43,564

27,364

-37.2%

2,317,200

877,700

-62.1%

NATU3

22,531

51,988

130.7%

377,000

3,315,700

779.5%

PCAR4

171,415

55,063

-67.9%

3,458,800

532,000

-84.6%

QUAL3

96,223

137,978

43.4%

3,317,300

661,500

-80.1%

RADL3

35,414

82,866

134.0%

2,444,900

2,214,300

-9.4%

RAIL3

52,018

384,939

640.0%

11,291,400

5,551,800

-50.8%

RENT3

36,263

174,142

380.2%

1,323,645

1,816,600

37.2%

SANB11

149,025

233,072

56.4%

259,500

10,309,800

3872.9%

SBSP3

48,137

40,896

-15.0%

692,000

264,300

-61.8%

SMLE3

10,020

0 -100.0%

20,000

0 -100.0%

(26)

Options with Market Maker

4 2017

2018

YoY

2017

2018

YoY

Underlying

(ticker BBG)*

ADV YTD

(# contracts)

Open Interest**

(# contracts)

• To access the options trading screens at the Bloomberg terminal, just search: "Ticker" + Equity + OMON <GO>. ** Last day of the reference month

TAEE11

27,044

11,573

-57%

507,200

784,700

55%

TIMP3

45,256

94,973

110%

664,900

865,200

30%

UGPA3

226,306

129,021

-43%

7,591,700

3,059,100

-60%

USIM5

602,900

1,854,597

208%

9,085,500

14,498,100

60%

VIVT4

130,139

93,596

-28%

3,053,000

3,842,900

26%

WEGE3

81,998

79,376

-3%

5,845,500

5,445,590

-7%

B3SA3

0 813,401

N/A

0 38,856,000

N/A

IBOV11

41,192

26,138

-37%

1,110,780

712,170

-36%

PETR3

72,119

216,149

200%

4,855,500

6,441,300

33%

PETR4

142,488,766

291,042,339

104%

450,180,600

812,295,800

80%

VALE3

7,169

59,067,301

823869%

223,000

170,392,811

76309%

(27)

Ongoing Programs

Open Accreditation

Programs

Parameters

Consultation

Statistics

Futures with Market Maker

** Last day of the reference month

2017

2018

YoY

2017

2018

YoY

Futuro de S&P500 (BSPA)

554 1,041

87.9%

4,077

12,840

214.9%

Futuro de IBrX-50 (LBA)

70

180 155.7%

1,158

2,096

81.0%

Ativo

(Cód. BBG)

ADV YTD

(# contratos)

Open Interest**

(# contratos)

(28)

(29)

Ongoing Programs

Open Accreditation

Programs

Parameters

Consultation

Statistics

(30)

Note: B3 can accept, at its own discretion, new Market Makers after the deadline for accreditation.

Maturities

Minimum Quantity

Spread

Underlying

(ticker BBG)*

Current

Market Makers

Obligations

Benefits

End of

the program

BBAS3 Optiver, Fundo Exclusivo Credit Suisse, IMC

1st and 2nd

6,000 BRL 0.08

June 30, 2019

• Fee waiver on the product

• Fee waiver on underlying asset used as hedge

• Fee waiver on the excess of non-executed orders

• Higher messaging bandwidth limits (throttle) • No contractual fine. There is a 30 days prior notice

BBDC3 Fundo Exclusivo Credit Suisse 5,500 BRL 0.07

BBDC4 Optiver, Fundo Exclusivo Credit

Suisse, IMC 6,000 BRL 0.08

BRAP4 Fundo Exclusivo Credit Suisse 3,700 BRL 0.07

EGIE3 Fundo Exclusivo Credit Suisse 8,500 BRL 0.05

ELET6 Fundo Exclusivo Credit Suisse 4,800 BRL 0.05

GGBR4 Optiver, Fundo Exclusivo Credit

GOAU4 Fundo Exclusivo Credit Suisse 17,000 BRL 0.03

ITSA4 Optiver, Fundo Exclusivo Credit

Suisse 20,000 BRL 0.03

MRFG3 Fundo Exclusivo Credit Suisse 17,000 BRL 0.03

(31)

Ongoing Programs

Open Accreditation

Programs

Parameters

Consultation

Statistics

Maturities

Minimum Quantity

Spread

Underlying

(ticker BBG)*

Current

Market Makers

Obligations

Benefits

End of

the program

Note: B3 can accept, at its own discretion, new Market Makers after the deadline for accreditation.

ITUB4 Optiver, Fundo Exclusivo Credit

Suisse, IMC 1st and 2nd 10,000 BRL 0.07 December 13, 2018

BBSE3 Optiver, Fundo Exclusivo Credit Suisse

1st and 2nd

7,000 BRL 0.05

June 30, 2019 CSNA3 Optiver, Fundo Exclusivo Credit

CYRE3 Optiver, Fundo Exclusivo Credit

ESTC3 Fundo Exclusivo Credit Suisse 2,000 BRL 0.05

KROT3 Optiver, Fundo Exclusivo Credit

(32)

Maturities

Minimum Quantity

Spread

Underlying

(ticker BBG)*

Current

Market Makers

Obligations

Benefits

End of

the program

Note: B3 can accept, at its own discretion, new Market Makers after the deadline for accreditation.

ABEV3 Optiver, Fundo Exclusivo Credit Suisse

1st and 2nd

12,000 BRL 0.03

December 13, 2018

BRFS3 Optiver, Fundo Exclusivo Credit

BRML3 Optiver, Fundo Exclusivo Credit

B3SA3 Optiver, Fundo Exclusivo Credit

CCRO3

Optiver, Fundo Exclusivo Credit Suisse 5,500 BRL 0.05 CIEL3 10,000 BRL 0.05 CMIG4 8,000 BRL 0.05 CSAN3 3,000 BRL 0.07 JBSS3 6,000 BRL 0.05 LREN3 5,000 BRL 0.05 QUAL3 4,500 BRL 0.05 VIVT4 3,000 BRL 0.07 TIMP3 10,000 BRL 0.03 UGPA3 2,000 BRL 0.10 USIM5 17,000 BRL 0.05

(33)

Ongoing Programs

Open Accreditation

Programs

Parameters

Consultation

Statistics

Maturities

Minimum Quantity

Spread

Underlying

(ticker BBG)*

Current

Market Makers

Obligations

Benefits

End of

the program

Note: B3 can accept, at its own discretion, new Market Makers after the deadline for accreditation.

PUT DE PETR4

1º 30,000 BRL 0.02

June 30, 2019

• Higher messaging bandwidth limits (throttle) • No contractual fine. There is a 30 days prior notice 2º 20,000 BRL 0.03 1º quarter 15,000 BRL 0.06 2º quarter 15,000 BRL 0.08 3º quarter 15,000 BRL 0.09 PUT DE VALE3 1º 15,000 BRL 0.03 2º 10,000 BRL 0.06 1º quarter 10,000 BRL 0.12 2º quarter 10,000 BRL 0.15 3º quarter 10,000 BRL 0.16 HYPE3 1st and 2nd 2,500 BRL 0.08 SUZB3 4,000 BRL 0.08 FIBR3 2,000 BRL 0.12 RADL3 1,500 BRL 0.14 EQTL3 1,500 BRL 0.07 EMBR3 3,500 BRL 0.05

RAIL3 Fundo Exclusivo Credit Suisse 9,000 BRL 0.03 BRKM5

1,500 BRL 0.08

MULT3 1,000 BRL 0.10

(34)

Maturities

Minimum Quantity

Spread

Underlying

(ticker BBG)*

Current

Market Makers

Obligations

Benefits

End of

the program

Note: B3 can accept, at its own discretion, new Market Makers after the deadline for accreditation.

CPLE6

Fundo Exclusivo Credit Suisse 1st and 2nd

2,500 BRL 0.07

December 13, 2018

• Higher messaging bandwidth limits (throttle) • No contractual fine. There is a 30 days prior notice ECOR3 6,800 BRL 0.03 ELET3 3,700 BRL 0.05 KLBN11 5,800 BRL 0.05 NATU3 2,300 BRL 0.07 RENT3 1,900 BRL 0.09 SANB11 2,900 BRL 0.07 SBSP3 2,800 BRL 0.07 SMLE3 1,000 BRL 0.10 MRVE3 7,200 BRL 0.03 ENBR3 8,300 BRL 0.03 WEGE3 5,800 BRL 0.05

(35)

Ongoing Programs

Open Accreditation

Programs

Parameters

Consultation

Statistics

Maturities

Minimum Quantity

Spread

Underlying

(ticker BBG)*

Current

Market Makers

Obligations

Benefits

End of

the program

Note: B3 can accept, at its own discretion, new Market Makers after the deadline for accreditation.

CALLS DE PETR4 Optiver Sep-18 20,000 BRL 0.05 July 6, 2018

• Higher messaging bandwidth limits (throttle) • No contractual fine. There is a 30 days prior notice BRL 0.06 Oct-18 Nov-18 BRL 0.07 Dec-18 BRL 0.08 Oct-18 BRL 0.05 August 13, 2018 Nov-18 BRL 0.06 Dec-18 BRL 0.07 Nov-18 BRL 0.05 September 10, 2018 Dec-18 BRL 0.06 Dec-18 BRL 0.05 October 5, 2018 CALLS DE VALE3 Sep-18 15,000 BRL 0.10 July 6, 2018 Oct-18 BRL 0.11 Nov-18 BRL 0.12 Dec-18 BRL 0.13 Oct-18 BRL 0.10 August 13, 2018 Nov-18 BRL 0.11 Dec-18 BRL 0.12 Nov-18 BRL 0.10 September 10, 2018 Dec-18 BRL 0.11 Dec-18 BRL 0.10 October 5, 2018

IBOVESPA Optiver, Itaú Unibanco, Fundo Exclusivo Credit Suisse

1º e 2º - Par 3rd - even 1st - odd 30 60 points 100 points 100 points June 30, 2018 10 30 BOVA11 Optiver, Itaú Unibanco, Fundo

(36)

Maturities

Minimum Quantity

Spread

S&P500 Future

(BSPA)

Virtu and Modal

20 2.00 points

Dec/13/2018

IBrX-50 Future

(LBA)

Credit Suisse

15

50.00 Dec/13/2018

Underlying

(ticker BBG)

• Fee waiver on the product

• Fee waiver on underlying asset used

as hedge

• Fee waiver on the excess of

non-executed orders

• Higher messaging bandwidth limits

(throttle)

• No contractual fine. There is a 30

days prior notice

1

st

and 2

nd

Current

Market Makers

Obligations

_{End of}

the program

Benefits

(37)

Marcos Skistymas

marcos.skistymas@b3.com.br

+ 55 11 2565-5860

USA/Canada – Guilherme Pimentel

guilherme.pimentel@b3.com.br

+55 11 2565 6271

Europe/Asia -Sergio Gullo

sergio.gullo@b3.com.br

+44 203 379 3980

Versão em Português Clique Aqui English Version Click Here

Equities

Maio/2018

42

33

45

51

40

48

35

48

54

52

40

55

Programas Atuais

Programas Abertos

Para Credenciamento

Consulta de Parâmetros

Estatísticas

Estoque** (contratos em milhões)

ADV (contratos em milhões)

Estoque** (contratos)

ADV (contratos)

Opções de Equities* com Formador de Mercado

Futuro de S&P500 com Formador de Mercado

1

Opções com Formador de Mercado

* Para acessar as telas de negociações das opções no terminal da Bloomberg basta pesquisar: “Ticker” + Equity + OMON <GO>

** Último dia do mês de referência

ABEV3

4,919,392

6,448,105

31.1%

258,288,000

194,040,700

-24.9%

BBAS3

3,854,141

5,788,764

50.2%

50,444,200

71,864,900

42.5%

BBDC3

471,157

99,220

-78.9%

27,119,081

8,525,008

-68.6%

BBDC4

3,748,814

3,298,183

-12.0%

119,848,330

89,444,374

-25.4%

BBSE3

313,340

449,856

43.6%

8,124,700

6,382,300

-21.4%

BOVA11

1,133,786

629,597

-44.5%

44,590,240

6,247,140

-86.0%

BRAP4

30,500

22,291

-26.9%

1,068,600

188,300

-82.4%

BRFS3

₅₂

Estoque (contratos em milhões)**

Estoque (contratos)**