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Boletim Mensal de
Formador de Mercado
Equities
Março/2018
-
1,0301,114
1,050979 990
1,048 1,053938
763
911 902821
3,803 4,077 3,8484,607 5,116
5,594
7,2218,096
9,419
12,41113,254 13,036
26
3936
26
3844
3840
32
4449
45
Programas AtuaisProgramas Abertos
Para CredenciamentoConsulta de ParâmetrosEstatísticas
*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;
TIMP3; UGPA3; USIM5; VIVT4; WEGE3 ** Último dia útil do mês.
EQUITIES
Estoque** (contratos em milhões)
ADV (contratos em milhões)
Estoque** (contratos)
736607
863
457
661568
366433
498565
1,300
962
ADV (contratos)
Opções de Equities* com Formador de Mercado Futuro de S&P500 com Formador de Mercado
1
-
EQUITIES
Programas AtuaisProgramas Abertos
Para CredenciamentoConsulta de ParâmetrosEstatísticas
Opções com Formador de Mercado
* Para acessar as telas de negociações das opções no terminal da Bloomberg basta pesquisar: “Ticker” + Equity + OMON ** Último dia do mês de referência 2
ABEV3 4,769,405 4,985,568 4.5% 248,222,000 197,563,500 -20.4%
BBAS3 4,085,808 6,215,682 52.1% 40,384,700 63,586,500 57.5%
BBDC4 3,664,652 2,644,122 -27.8% 99,144,110 49,900,680 -49.7%
BBSE3 317,915 470,297 47.9% 7,216,100 11,610,100 60.9%
BOVA11 474,161 688,054 45.1% 4,965,100 6,361,870 28.1%
BRFS3 1,025,990 1,374,147 33.9% 31,782,500 34,676,800 9.1%
BRKM5 176,890 112,478 -36.4% 4,589,300 4,936,200 7.6%
BRML3 1,917,705 987,973 -48.5% 39,893,750 9,586,775 -76.0%
BVMF3 7,800,950 1,924,517 -75.3% 82,203,070 0 -100.0%
CCRO3 433,873 438,077 1.0% 10,843,800 9,945,700 -8.3%
CIEL3 1,515,603 752,302 -50.4% 65,192,590 14,845,400 -77.2%
CMIG4 367,990 1,536,303 317.5% 6,047,200 12,515,400 107.0%
CPLE6 0 3,860 N/A 0 143,800 N/A
2017 2018 YoY 2017 2018 YoY
Ativo
(cód. BBG)*
ADV YTD
(# contratos)
Open
Interest (ADV)**
-
Programas AtuaisProgramas Abertos
Para CredenciamentoConsulta de ParâmetrosEstatísticas
Opções com Formador de Mercado
3
EQUITIES
* Para acessar as telas de negociações das opções no terminal da Bloomberg basta pesquisar: “Ticker” + Equity + OMON ** Último dia do mês de referência
2017 2018 YoY 2017 2018 YoY
Ativo
(cód. BBG)*
ADV YTD
(# contratos)
Open
Interest (ADV)**
CSAN3 121,073 149,590 23.6% 2,069,400 1,577,600 -23.8%
CSNA3 619,795 2,055,380 231.6% 11,281,300 14,631,100 29.7%
CYRE3 689,906 453,618 -34.2% 18,749,500 7,296,100 -61.1%
ECOR3 99,827 97,568 -2.3% 3,497,700 599,500 -82.9%
ELET3 117,769 280,163 137.9% 1,581,900 2,609,000 64.9%
EMBR3 25,132 202,168 704.4% 144,500 5,552,200 3742.4%
ENBR3 18,874 23,582 24.9% 370,000 1,027,200 177.6%
EQTL3 193,123 62,235 -67.8% 1,531,400 2,726,700 78.1%
ESTC3 472,584 451,445 -4.5% 29,473,600 2,763,700 -90.6%
FIBR3 175,077 447,790 155.8% 5,773,500 9,002,500 55.9%
GGBR4 1,297,092 4,358,636 236.0% 19,348,300 79,616,100 311.5%
HYPE3 275,034 271,145 -1.4% 17,429,900 1,397,200 -92.0%
ITUB4 6,196,847 9,755,600 57.4% 150,457,170 182,851,800 21.5%
-
Programas AtuaisProgramas Abertos
Para CredenciamentoConsulta de ParâmetrosEstatísticas
Opções com Formador de Mercado
4
EQUITIES
* Para acessar as telas de negociações das opções no terminal da Bloomberg basta pesquisar: “Ticker” + Equity + OMON ** Último dia do mês de referência
JBSS3 163,429 151,615 -7.2% 1,986,000 2,092,800 5.4%
KLBN11 107,161 186,812 74.3% 5,179,300 8,494,800 64.0%
KROT3 1,547,527 470,463 -69.6% 75,545,800 8,840,300 -88.3%
LAME4 255,808 437,938 71.2% 10,935,900 12,132,000 10.9%
LREN3 102,450 163,312 59.4% 1,040,800 2,464,600 136.8%
MRVE3 35,727 57,425 60.7% 6,433,200 1,814,300 -71.8%
MULT3 23,781 27,656 16.3% 880,400 589,600 -33.0%
NATU3 29,503 19,900 -32.5% 379,000 765,100 101.9%
PCAR4 140,963 70,074 -50.3% 3,774,200 1,917,000 -49.2%
QUAL3 61,635 197,596 220.6% 2,469,300 3,015,500 22.1%
RADL3 30,471 39,848 30.8% 1,847,900 3,526,600 90.8%
RAIL3 33,506 305,288 811.1% 22,077,300 4,437,900 -79.9%
RENT3 35,523 92,523 160.5% 935,400 2,658,200 184.2%
2017 2018 YoY 2017 2018 YoY
Ativo
(cód. BBG)*
ADV YTD
(# contratos)
Open
Interest (ADV)**
-
Programas AtuaisProgramas Abertos
Para CredenciamentoConsulta de ParâmetrosEstatísticas
Opções com Formador de Mercado
4
EQUITIES
* Para acessar as telas de negociações das opções no terminal da Bloomberg basta pesquisar: “Ticker” + Equity + OMON ** Último dia do mês de referência
SANB11 136,184 302,719 122.3% 6,070,100 8,180,200 34.8%
SBSP3 30,742 49,472 60.9% 1,162,000 1,475,600 27.0%
SMLE3 16,129 0 -100.0% 0 0 N/A
SUZB3 0 365,400 N/A 0 11,953,900 N/A
TIMP3 26,587 92,780 249.0% 990,800 788,800 -20.4%
UGPA3 224,813 171,451 -23.7% 7,813,200 3,217,900 -58.8%
USIM5 634,040 2,191,702 245.7% 7,586,700 13,579,300 79.0%
VIVT4 146,402 91,278 -37.7% 4,815,200 2,546,700 -47.1%
WEGE3 52,290 99,248 89.8% 2,546,400 4,491,900 76.4%
IBOV11 36,270 25,796 -28.9% 1,007,270 658,440 -34.6%
PETR3 93,377 273,629 193.0% 5,019,700 5,554,500 10.7%
2017 2018 YoY 2017 2018 YoY
Ativo
(cód. BBG)*
ADV YTD
(# contratos)
Open
Interest (ADV)**
-
EQUITIES
Programas AtuaisProgramas Abertos
Para CredenciamentoConsulta de ParâmetrosEstatísticas
Opções sem Formador de Mercado - Expansão
2017 2018 YoY 2017 2018 YoY
Ativo(Cód. BBG)*
ADV YTD
(# contratos)
Open Interest **
(# contratos)
5
* Para acessar as telas de negociações das opções no terminal da Bloomberg basta pesquisar: “Ticker” + Equity + OMON ** Último dia do mês de referência
BBDC3 600,950 66,782 -88.89% 42,986,220 11,077,590 -74.23%
BRAP4 42,487 22,559 -46.90% 926,600 1,269,000 36.95%
EGIE3 151,598 37,577 -75.21% 3,957,900 3,010,600 -23.93%
ELET6 91,494 42,077 -54.01% 3,606,800 1,711,900 -52.54%
GOAU4 1,860,226 2,223,086 19.51% 65,924,900 89,342,800 35.52%
ITSA4 2,718,615 2,089,899 -23.13% 171,246,460 129,860,600 -24.17%
MRFG3 0 2 N/A 11,400,000 6,000,000 -47.37%
TAEE11 39,198 5,600 -85.71% 728,100 237,200 -67.42%
-
EQUITIES
Programas AtuaisProgramas Abertos
Para CredenciamentoConsulta de ParâmetrosEstatísticas
Futuros com Formador de Mercado
** Último dia do mês de referência6
2017 2018 YoY 2017 2018 YoY
Ativo(Cód. BBG)
ADV YTD
(# contratos)
Open Interest**
(# contratos)
Futuro de S&P500 (BSPA) 482 925 91.8% 3,105 13,036 319.8%Futuro de IBrX-50 (LBA) 76 166 118.9% 775 2,339 201.8%
-
Programas AtuaisProgramas Abertos
Para CredenciamentoConsulta de ParâmetrosEstatísticas
EQUITIES
7
▪ Não há consultas em aberto.
-
Programas AtuaisProgramas Abertos
Para CredenciamentoConsulta de ParâmetrosEstatísticas
EQUITIES
8
▪ Não há programas abertos para credenciamento.
-
Programas AtuaisProgramas Abertos
Para CredenciamentoConsulta de ParâmetrosEstatísticas
Nota: A B3 poderá aceitar, de acordo com seus critérios, a entrada de novos formadores de mercado para os programas em andamento
EQUITIES
9* Para acessar as telas de negociações das opções no terminal da Bloomberg basta pesquisar: “Ticker” + Equity + OMON
ESTC3Fundo Exclusivo Credit
Suisse2,000 BRL 0,05
PCAR4Fundo Exclusivo Credit
Suisse1,000 BRL 0,10
• Isenção de taxas e emolumentos
para o produto
• Isenção para hedge no ativo-
subjacente
• 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
30/mar/2018
30/jun/2018
CSNA3
CYRE3
KROT3
IMC, Fundo Exclusivo Credit
Suisse e OptiverFundo Exclusivo Credit
Suisse e Optiver
Fundo Exclusivo Credit
Suisse e Optiver
BRL 0,05
BRL 0,05
BRL 0,05
BRL 0,05
BRL 0,05
BRL 0,05
BRL 0,05
3,700
7,000
6,500 IMC, Fundo Exclusivo Credit
Suisse e OptiverGGBR4
Fundo Exclusivo Credit
Suisse e Optiver
IMC, Fundo Exclusivo Credit
Suisse e Optiver
IMC, Fundo Exclusivo Credit
Suisse e Optiver
BBSE3
BBAS3
BBDC4 1º e 2º
3,000
3,000
1º e 2º
4,500
7,000
VencimentoQuantidade Mínima
(# contratos)
Spread
Máximo
Término do Programa BenefíciosAtivo
(Cód. BBG)*
Formador
Atual
Obrigações
-
Programas AtuaisProgramas Abertos
Para CredenciamentoConsulta de ParâmetrosEstatísticas
EQUITIES
10Nota: A B3 poderá aceitar, de acordo com seus critérios, a entrada de novos formadores de mercado para os programas em andamento
* Para acessar as telas de negociações das opções no terminal da Bloomberg basta pesquisar: “Ticker” + Equity + OMON
VencimentoQuantidade Mínima
(# contratos)
Spread
Máximo
Término do Programa BenefíciosAtivo
(Cód. BBG)*
Formador
Atual
Obrigações
• Isenção de taxas e emolumentos
para o produto
• Isenção para hedge no ativo-
subjacente
• 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
8,000
3,000
CIEL3
CMIG4
CSAN3
10,000
BVMF3
CCRO3
7,500
5,500
Fundo Exclusivo Credit
Suisse e OptiverFundo Exclusivo Credit
Suisse e OptiverFundo Exclusivo Credit
Suisse e Optiver
Fundo Exclusivo Credit
Suisse e Optiver
ABEV3
BRFS3
1º e 2º
JBSS3
LREN3
QUAL3
BRML3
Fundo Exclusivo Credit
Suisse e Optiver
Fundo Exclusivo Credit
Suisse e Optiver
13/dez/2018
BRL 0,05
BRL 0,05
BRL 0,05
BRL 0,05
BRL 0,05
BRL 0,05
BRL 0,03
Fundo Exclusivo Credit
Suisse e OptiverFundo Exclusivo Credit
Suisse e OptiverFundo Exclusivo Credit
Suisse e Optiver
Fundo Exclusivo Credit
Suisse e Optiver
IMC, Fundo Exclusivo Credit
Suisse e Optiver
6,000
5,000
3,000
12,000
5,000
4,500
BRL 0,07
BRL 0,03
BRL 0,07
BRL 0,05
-
Programas AtuaisProgramas Abertos
Para CredenciamentoConsulta de ParâmetrosEstatísticas
EQUITIES
11Nota: A B3 poderá aceitar, de acordo com seus critérios, a entrada de novos formadores de mercado para os programas em andamento
* Para acessar as telas de negociações das opções no terminal da Bloomberg basta pesquisar: “Ticker” + Equity + OMON
VencimentoQuantidade Mínima
(# contratos)
Spread
Máximo
Término do Programa BenefíciosAtivo
(Cód. BBG)*
Formador
Atual
Obrigações
1º e 2º - Par 30 60 pontos3º - Par 10 100 pontos
1º - Ímpar 30 100 pontos
13/dez/2018
30/jun/2018
• Isenção de taxas e emolumentos
para o produto
• Isenção para hedge no ativo-
subjacente
• 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
BRL 0,10
17,000
TIMP3
UGPA3
ITUB4 IMC, Fundo Exclusivo Credit
Suisse e Optiver
Fundo Exclusivo Credit
Suisse e Optiver
Fundo Exclusivo Credit
Suisse e Optiver
Fundo Exclusivo Credit
Suisse e Optiver
Fundo Exclusivo Credit
Suisse e OptiverUSIM5
1º e 2º
BRL0,03
BRL 0,10
BOVA11
IBOVESPA
1º e 2º
BRL 0,03
BRL 0,07VIVT4
Itaú Unibanco e Optiver
Fundo Exclusivo Credit
Suisse, Itaú Unibanco e
Optiver
2,000
3,500
10,000
10,000
3,000
BRL 0,07
-
Programas AtuaisProgramas Abertos
Para CredenciamentoConsulta de ParâmetrosEstatísticas
EQUITIES
12Nota: A B3 poderá aceitar, de acordo com seus critérios, a entrada de novos formadores de mercado para os programas em andamento
* Para acessar as telas de negociações das opções no terminal da Bloomberg basta pesquisar: “Ticker” + Equity + OMON
VencimentoQuantidade Mínima
(# contratos)
Spread
Máximo
Término do Programa BenefíciosAtivo
(Cód. BBG)*
Formador
Atual
Obrigações
HYPE3Fundo Exclusivo Credit
Suisse2,600 BRL 0,05
SUZB3Fundo Exclusivo Credit
Suisse3,800 BRL 0,03
FIBR3Fundo Exclusivo Credit
Suisse2,000 BRL 0,07
RADL3Fundo Exclusivo Credit
Suisse1,300 BRL 0,10
EQTL3Fundo Exclusivo Credit
Suisse1,600 BRL 0,07
EMBR3Fundo Exclusivo Credit
Suisse3,200 BRL 0,05
RAIL3Fundo Exclusivo Credit
Suisse8,800 BRL 0,03
BRKM5Fundo Exclusivo Credit
Suisse1,500 BRL 0,08
MULT3Fundo Exclusivo Credit
Suisse1,100 BRL 0,10
LAME4Fundo Exclusivo Credit
Suisse3,300 BRL 0,05
• Isenção de taxas e emolumentos
para o produto
• Isenção para hedge no ativo-
subjacente
• 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
30/jun/20181º e 2º
-
Programas AtuaisProgramas Abertos
Para CredenciamentoConsulta de ParâmetrosEstatísticas
EQUITIES
12Nota: A B3 poderá aceitar, de acordo com seus critérios, a entrada de novos formadores de mercado para os programas em andamento
* Para acessar as telas de negociações das opções no terminal da Bloomberg basta pesquisar: “Ticker” + Equity + OMON
VencimentoQuantidade Mínima
(# contratos)
Spread
Máximo
Término do Programa BenefíciosAtivo
(Cód. BBG)*
Formador
Atual
Obrigações
CPLE6Fundo Exclusivo Credit
Suisse2,500 BRL 0,07
ECOR3Fundo Exclusivo Credit
Suisse6,800 BRL 0,03
ELET3Fundo Exclusivo Credit
Suisse3,700 BRL 0,05
KLBN11Fundo Exclusivo Credit
Suisse5,800 BRL 0,05
NATU3Fundo Exclusivo Credit
Suisse2,300 BRL 0,07
RENT3Fundo Exclusivo Credit
Suisse1,900 BRL 0,09
SANB11Fundo Exclusivo Credit
Suisse2,900 BRL 0,07
SBSP3Fundo Exclusivo Credit
Suisse2,800 BRL 0,07
SMLE3Fundo Exclusivo Credit
Suisse1,000 BRL 0,10
MRVE3Fundo Exclusivo Credit
Suisse7,200 BRL 0,03
ENBR3Fundo Exclusivo Credit
Suisse8,300 BRL 0,03
WEGE3Fundo Exclusivo Credit
Suisse5,800 BRL 0,05
1º e 2º 13/dez/2018
• Isenção de taxas e emolumentos
para o produto
• Isenção para hedge no ativo-
subjacente
• 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
-
Programas AtuaisProgramas Abertos
Para CredenciamentoConsulta de ParâmetrosEstatísticas
EQUITIES
VencimentoQuantidade Mínima
(# contratos)
Spread
Máximo
Ativo(Cód. BBG)
Formador
Atual
ObrigaçõesTérmino do
ProgramaBenefícios
Futuro de S&P500
(BSPA)Virtu e Modal 20 2,0 pontos 13/dez/2018
Futuro de IBrX-50
(LBA)
Credit Suisse e
Estee Capital15 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
13Nota: A B3 poderá aceitar, de acordo com seus critérios, a entrada de novos formadores de mercado para os programas em andamento
-
Em caso de dúvidas, entrar em contato:
Clientes Locais:
Marcos Skistymas
11 2565-5860
Clientes Estrangeiros:
EUA/Canadá- Guilherme Pimentel
+55 11 2565 6271
Europa/Ásia-Sergio Gullo
+44 203 379 3980
-
Monthly Market Making Report
Equities
March/2018
-
1,0301,114
1,050979 990
1,048 1,053938
763
911 902821
3,803 4,077 3,8484,607 5,116
5,594
7,2218,096
9,419
12,41113,254 13,036
Ongoing ProgramsOpen Accreditation
Programs
Parameters
ConsultationStatistics
EQUITIES
*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;
TIMP3; UGPA3; USIM5; VIVT4; WEGE3 **Last workday of the month.
Open Interest** (# contracts - million)
ADV (# contracts - million)
Open Interest** (# contracts)
ADV (# contracts)
Equities Options* with Market Maker S&P500 Future with Market Maker
26
3936
26
3844
3840
32
4449
45
736607
863
457
661568
366433
498565
1,300
962
1
-
Ongoing ProgramsOpen Accreditation
Programs
Parameters
ConsultationStatistics
EQUITIES
Options with Market Maker
* To access the options trading screens at the Bloomberg terminal, just search: "Ticker" + Equity + OMON .** Last day of the reference month 2
2017 2018 YoY 2017 2018 YoY
Underlying
(ticker BBG)*
ADV YTD
(# contracts)
Open Interest**
(# contracts)
ABEV3 4,769,405 4,985,568 4.5% 248,222,000 197,563,500 -20.4%
BBAS3 4,085,808 6,215,682 52.1% 40,384,700 63,586,500 57.5%
BBDC4 3,664,652 2,644,122 -27.8% 99,144,110 49,900,680 -49.7%
BBSE3 317,915 470,297 47.9% 7,216,100 11,610,100 60.9%
BOVA11 474,161 688,054 45.1% 4,965,100 6,361,870 28.1%
BRFS3 1,025,990 1,374,147 33.9% 31,782,500 34,676,800 9.1%
BRKM5 176,890 112,478 -36.4% 4,589,300 4,936,200 7.6%
BRML3 1,917,705 987,973 -48.5% 39,893,750 9,586,775 -76.0%
BVMF3 7,800,950 1,924,517 -75.3% 82,203,070 0 -100.0%
CCRO3 433,873 438,077 1.0% 10,843,800 9,945,700 -8.3%
CIEL3 1,515,603 752,302 -50.4% 65,192,590 14,845,400 -77.2%
CMIG4 367,990 1,536,303 317.5% 6,047,200 12,515,400 107.0%
CPLE6 0 3,860 N/A 0 143,800 N/A
-
Ongoing ProgramsOpen Accreditation
Programs
Parameters
ConsultationStatistics
EQUITIES
Options with Market Maker
3
* To access the options trading screens at the Bloomberg terminal, just search: "Ticker" + Equity + OMON .** Last day of the reference month
2017 2018 YoY 2017 2018 YoY
Underlying
(ticker BBG)*
ADV YTD
(# contracts)
Open Interest**
(# contracts)
CSAN3 121,073 149,590 23.6% 2,069,400 1,577,600 -23.8%
CSNA3 619,795 2,055,380 231.6% 11,281,300 14,631,100 29.7%
CYRE3 689,906 453,618 -34.2% 18,749,500 7,296,100 -61.1%
ECOR3 99,827 97,568 -2.3% 3,497,700 599,500 -82.9%
ELET3 117,769 280,163 137.9% 1,581,900 2,609,000 64.9%
EMBR3 25,132 202,168 704.4% 144,500 5,552,200 3742.4%
ENBR3 18,874 23,582 24.9% 370,000 1,027,200 177.6%
EQTL3 193,123 62,235 -67.8% 1,531,400 2,726,700 78.1%
ESTC3 472,584 451,445 -4.5% 29,473,600 2,763,700 -90.6%
FIBR3 175,077 447,790 155.8% 5,773,500 9,002,500 55.9%
GGBR4 1,297,092 4,358,636 236.0% 19,348,300 79,616,100 311.5%
HYPE3 275,034 271,145 -1.4% 17,429,900 1,397,200 -92.0%
ITUB4 6,196,847 9,755,600 57.4% 150,457,170 182,851,800 21.5%
-
Ongoing ProgramsOpen Accreditation
Programs
Parameters
ConsultationStatistics
EQUITIES
Options with Market Maker
4
* To access the options trading screens at the Bloomberg terminal, just search: "Ticker" + Equity + OMON .** Last day of the reference month
2017 2018 YoY 2017 2018 YoY
Underlying
(ticker BBG)*
ADV YTD
(# contracts)
Open Interest**
(# contracts)
JBSS3 163,429 151,615 -7.2% 1,986,000 2,092,800 5.4%
KLBN11 107,161 186,812 74.3% 5,179,300 8,494,800 64.0%
KROT3 1,547,527 470,463 -69.6% 75,545,800 8,840,300 -88.3%
LAME4 255,808 437,938 71.2% 10,935,900 12,132,000 10.9%
LREN3 102,450 163,312 59.4% 1,040,800 2,464,600 136.8%
MRVE3 35,727 57,425 60.7% 6,433,200 1,814,300 -71.8%
MULT3 23,781 27,656 16.3% 880,400 589,600 -33.0%
NATU3 29,503 19,900 -32.5% 379,000 765,100 101.9%
PCAR4 140,963 70,074 -50.3% 3,774,200 1,917,000 -49.2%
QUAL3 61,635 197,596 220.6% 2,469,300 3,015,500 22.1%
RADL3 30,471 39,848 30.8% 1,847,900 3,526,600 90.8%
RAIL3 33,506 305,288 811.1% 22,077,300 4,437,900 -79.9%
RENT3 35,523 92,523 160.5% 935,400 2,658,200 184.2%
-
Ongoing ProgramsOpen Accreditation
Programs
Parameters
ConsultationStatistics
EQUITIES
Options with Market Maker
4
* To access the options trading screens at the Bloomberg terminal, just search: "Ticker" + Equity + OMON .** Last day of the reference month
2017 2018 YoY 2017 2018 YoY
Underlying
(ticker BBG)*
ADV YTD
(# contracts)
Open Interest**
(# contracts)
SANB11 136,184 302,719 122.3% 6,070,100 8,180,200 34.8%
SBSP3 30,742 49,472 60.9% 1,162,000 1,475,600 27.0%
SMLE3 16,129 0 -100.0% 0 0 N/A
SUZB3 0 365,400 N/A 0 11,953,900 N/A
TIMP3 26,587 92,780 249.0% 990,800 788,800 -20.4%
UGPA3 224,813 171,451 -23.7% 7,813,200 3,217,900 -58.8%
USIM5 634,040 2,191,702 245.7% 7,586,700 13,579,300 79.0%
VIVT4 146,402 91,278 -37.7% 4,815,200 2,546,700 -47.1%
WEGE3 52,290 99,248 89.8% 2,546,400 4,491,900 76.4%
IBOV11 36,270 25,796 -28.9% 1,007,270 658,440 -34.6%
PETR3 93,377 273,629 193.0% 5,019,700 5,554,500 10.7%
-
Ongoing ProgramsOpen Accreditation
Programs
Parameters
ConsultationStatistics
EQUITIES
Options without Market Maker - Expansion
2017 2018 YoY 2017 2018 YoY
Underlying
(ticker BBG)*
ADV YTD
(# contracts)
Open Interest**
(# contracts)
5
* To access the options trading screens at the Bloomberg terminal, just search: "Ticker" + Equity + OMON .** Last day of the reference month
BBDC3 600,950 66,782 -88.9% 42,986,220 11,077,590 -74.2%
BRAP4 42,487 22,559 -46.9% 926,600 1,269,000 37.0%
EGIE3 151,598 37,577 -75.2% 3,957,900 3,010,600 -23.9%
ELET6 91,494 42,077 -54.0% 3,606,800 1,711,900 -52.5%
GOAU4 1,860,226 2,223,086 19.5% 65,924,900 89,342,800 35.5%
ITSA4 2,718,615 2,089,899 -23.1% 171,246,460 129,860,600 -24.2%
MRFG3 0 2 N/A 11,400,000 6,000,000 -47.4%
TAEE11 39,198 5,600 -85.7% 728,100 237,200 -67.4%
-
Ongoing ProgramsOpen Accreditation
Programs
Parameters
ConsultationStatistics
EQUITIES
Futures with Market Maker
** Last day of the reference month6
2017 2018 YoY 2017 2018 YoYFuturo de S&P500 (BSPA) 482 925 91.8% 3,105 13,036 319.8%Futuro de IBrX-50 (LBA) 76 166 118.9% 775 2,339 201.8%
Ativo(Cód. BBG)
ADV YTD
(# contratos)
Open Interest**
(# contratos)
-
Ongoing ProgramsOpen Accreditation
Programs
Parameters
ConsultationStatistics
EQUITIES
7
▪ There are no parameters consultation.
-
Ongoing ProgramsOpen Accreditation
Programs
Parameters
ConsultationStatistics
EQUITIES
8
▪ There are no open accreditation programs.
http://www.b3.com.br/lumis/portal/file/fileDownload.jsp?fileId=8AA8D097602E26A001603311116B1672
-
Ongoing ProgramsOpen Accreditation
Programs
Parameters
ConsultationStatistics
Note: B3 can accept, at its own discretion, new Market Makers after the deadline for accreditation.
EQUITIES
Maturities Minimum Quantity SpreadBenefits
End of
the program
Underlying(ticker BBG)*
Current
Market Makers
Obligations
9* To access the options trading screens at the Bloomberg terminal, just search: "Ticker" + Equity + OMON
ESTC3Fundo Exclusivo Credit
Suisse2,000 BRL 0.05
PCAR4Fundo Exclusivo Credit
Suisse1,000 BRL 0.10
3,700 BRL 0.05
• 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
4,500
BRL 0.05
Mar/30/20183,000 BRL 0.05
Jun/30/2018
Fundo Exclusivo Credit
Suisse and Optiver
1st
and 2nd
6,500
BRL 0.05
BRL 0.05
BBAS3 BRL 0.05
CYRE3
BBSE3
CSNA3
KROT3
3,000
7,000
GGBR4
BBDC4
7,000
IMC, Fundo Exclusivo
Credit Suisse and Optiver IMC, Fundo Exclusivo
Credit Suisse and Optiver IMC, Fundo Exclusivo
Credit Suisse and Optiver
BRL 0.05
1st
and 2nd
IMC, Fundo Exclusivo
Credit Suisse and Optiver
Fundo Exclusivo Credit
Suisse and Optiver
Fundo Exclusivo Credit
Suisse and Optiver
-
Ongoing ProgramsOpen Accreditation
Programs
Parameters
ConsultationStatistics
EQUITIES
Maturities Minimum Quantity SpreadBenefits
End of
the program
Underlying(ticker BBG)*
Current
Market Makers
Obligations
10Note: B3 can accept, at its own discretion, new Market Makers after the deadline for accreditation. * To access the options trading screens at the Bloomberg terminal, just search: "Ticker" + Equity + OMON
QUAL3 4,500 BRL 0.05
Fundo Exclusivo Credit
Suisse and Optiver
CSAN3
10,000
5,500
CMIG4
CCRO3
CIEL3
ABEV3
BRML3
BVMF3
Fundo Exclusivo Credit
Suisse and OptiverFundo Exclusivo Credit
Suisse and Optiver
3,000
6,000
1st and 2nd
LREN3
IMC, Fundo Exclusivo
Credit Suisse and OptiverFundo Exclusivo Credit
Suisse and Optiver
JBSS3
Fundo Exclusivo Credit
Suisse and OptiverFundo Exclusivo Credit
Suisse and OptiverFundo Exclusivo Credit
Suisse and OptiverFundo Exclusivo Credit
Suisse and Optiver5,000
Fundo Exclusivo Credit
Suisse and Optiver
BRFS3
Fundo Exclusivo Credit
Suisse and Optiver
• 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
BRL 0.05
BRL 0.05
BRL 0.05
BRL 0.05
5,000
7,500
BRL 0.05
BRL 0.07
BRL 0.05
8,000
12,000
Dec/13/2018
BRL 0.03
3,000 BRL 0.07
BRL 0.03
-
Ongoing ProgramsOpen Accreditation
Programs
Parameters
ConsultationStatistics
EQUITIES
Maturities Minimum Quantity SpreadBenefits
End of
the program
Underlying(ticker BBG)*
Current
Market Makers
Obligations
11Note: B3 can accept, at its own discretion, new Market Makers after the deadline for accreditation. * To access the options trading screens at the Bloomberg terminal, just search: "Ticker" + Equity + OMON
1st
and 2nd
- even 30 60 points3
rd - even 10 100 points
1st - odd 30 100 points
Fundo Exclusivo Credit
Suisse and Optiver
VIVT4 3,000 BRL 0.07
UGPA3
17,000USIM5
2,000
TIMP3 10,000
BRL 0.03
Dec/13/2018
IBOVESPA
1st and 2nd
BRL0.03
Itaú Unibanco and Optiver
Fundo Exclusivo Credit
Suisse and Optiver
Fundo Exclusivo Credit
Suisse and Optiver
Fundo Exclusivo Credit
Suisse and Optiver
IMC, Fundo Exclusivo
Credit Suisse and OptiverITUB4
• 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
1st and 2nd 3,500 BRL 0.10
BRL 0.10
10,000 BRL 0.07
Jun/30/2018
BOVA11
Fundo Exclusivo Credit
Suisse, Itaú Unibanco and
Optiver
-
Ongoing ProgramsOpen Accreditation
Programs
Parameters
ConsultationStatistics
EQUITIES
Maturities Minimum Quantity SpreadBenefits
End of
the program
Underlying(ticker BBG)*
Current
Market Makers
Obligations
12Note: B3 can accept, at its own discretion, new Market Makers after the deadline for accreditation. * To access the options trading screens at the Bloomberg terminal, just search: "Ticker" + Equity + OMON
HYPE3Fundo Exclusivo Credit
Suisse2,600 BRL 0.05
SUZB3Fundo Exclusivo Credit
Suisse3,800 BRL 0.03
FIBR3Fundo Exclusivo Credit
Suisse2,000 BRL 0.07
RADL3Fundo Exclusivo Credit
Suisse1,300 BRL 0.10
EQTL3Fundo Exclusivo Credit
Suisse1,600 BRL 0.07
EMBR3Fundo Exclusivo Credit
Suisse3,200 BRL 0.05
RAIL3Fundo Exclusivo Credit
Suisse8,800 BRL 0.03
BRKM5Fundo Exclusivo Credit
Suisse1,500 BRL 0.08
MULT3Fundo Exclusivo Credit
Suisse1,100 BRL 0.10
LAME4Fundo Exclusivo Credit
Suisse3,300 BRL 0.05
1st
and 2nd Jun/30/2018
• 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
-
Ongoing ProgramsOpen Accreditation
Programs
Parameters
ConsultationStatistics
EQUITIES
Maturities Minimum Quantity SpreadBenefits
End of
the program
Underlying(ticker BBG)*
Current
Market Makers
Obligations
12Note: B3 can accept, at its own discretion, new Market Makers after the deadline for accreditation. * To access the options trading screens at the Bloomberg terminal, just search: "Ticker" + Equity + OMON
CPLE6Fundo Exclusivo Credit
Suisse2,500 BRL 0.07
ECOR3Fundo Exclusivo Credit
Suisse6,800 BRL 0.03
ELET3Fundo Exclusivo Credit
Suisse3,700 BRL 0.05
KLBN11Fundo Exclusivo Credit
Suisse5,800 BRL 0.05
NATU3Fundo Exclusivo Credit
Suisse2,300 BRL 0.07
RENT3Fundo Exclusivo Credit
Suisse1,900 BRL 0.09
SANB11Fundo Exclusivo Credit
Suisse2,900 BRL 0.07
SBSP3Fundo Exclusivo Credit
Suisse2,800 BRL 0.07
SMLE3Fundo Exclusivo Credit
Suisse1,000 BRL 0.10
MRVE3Fundo Exclusivo Credit
Suisse7,200 BRL 0.03
ENBR3Fundo Exclusivo Credit
Suisse8,300 BRL 0.03
WEGE3Fundo Exclusivo Credit
Suisse5,800 BRL 0.05
1st and 2nd Dec/13/2018
• 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
-
Ongoing ProgramsOpen Accreditation
Programs
Parameters
ConsultationStatistics
EQUITIES
Maturities Minimum Quantity Spread
S&P500 Future
(BSPA)Virtu and Modal 20 2.00 points Dec/13/2018
IBrX-50 Future
(LBA)
Credit Suisse and
Estee Capital15 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
1st and 2nd
Current
Market Makers
Obligations End of
the programBenefits
13Note: B3 can accept, at its own discretion, new Market Makers after the deadline for accreditation.
-
In case of any doubts, contact:
Domestic Clients:
Marcos Skistymas
+ 55 11 2565-5860
Foreign Clients:
USA/Canada – Guilherme Pimentel
+55 11 2565 6271
Europe/Asia -Sergio Gullo
+44 203 379 3980