BM&FBOVESPA announces the Ibovespa theoretical portfolio, which will be valid for the period of January 3 to April 29, 2011, based on the closing of the December 30, 2010 session. This portfolio keep the debut of the common shares of Hypermarcas, coming to a total of 69 stocks in 63 companies.
The five stocks with the heaviest weight in this index were: Vale PNA (10,758%), Petrobras PN (10,460%), OGX Petróleo ON (4,806%), Itauunibanco PN (3,829%) and BMFBovespa ON (3,739%).
For comparison purposes, the stocks with the heaviest weight in the Ibovespa portfolio announced on September 1, 2010 were: Vale PNA (10.748%), Petrobras PN (9.709%), BMFBOVESPA ON (3.822%), Itauunibanco PN (3.791%) and OGX Petróleo ON (3.750%).
The Exchange also announces the portfolio of the 16 other indices, including the Corporate Sustainability Index (ISE), the first preview of the Carbon Efficient Index (ICO2), launched on December 2, 2010, and the Corporate Governance Trade Index (IGCT), that is being launched today (file attached).
BM&FBOVESPA regularly announces three previews of the new indices 30 days, 15 days and one day prior to the new quarterly portfolio. The methodology for the MidLarge Cap and Small Cap indices defines their shares 15 days prior to the new portfolios coming into effect. The Exchange can, however, bring forward the announcement of previews, or even increase their number.
About the Methodology
Ibovespa: Composed of the stocks whose negotiability indices, financial volume participation and trading session presence during the previous 12 months met the criteria established by their respective calculation methodologies.
IBrX-50 and IBrX - Brazil Indices: Following an international methodology, these indices are composed respectively of the 50 and 100 most traded stocks at BOVESPA, weighted by their market capitalization.
MidLarge Cap and Small Cap: These indices were developed to measure the performance of the companies listed in the Exchange segmenting them by market capitalization.