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INFORME BURSÁTIL Y ECONÓMICO - SEMANA TERMINADA EL 15 DE MAYO DE 2012.
- Brazil Volatility Monitor Weekly Ibovespa Volatility Increased 2.0% this Week, at 22.0% Economic Event: New Floor for SELIC (Brazil's Central Bank Interest Rate) ? This week, once again, we highlight a further drop in expectations for the SELIC rate at the end of 2012, which fell from 8.50% p.a. to 8.00% p.a. For 2013, the interest rate also decreased, settling at 9.75% p.a., compared with 10.00% p.a. in the previous week. Ibovespa volatility increased 2%, to 22.0% maturity June-12 in the past week. We highlight that this jump in upward movement had not been seen this year; since the beginning of 2012, the Ibovespa's implied vol had been respecting the 18%-20% range. Vale's (VALE5) volatility reached 29%, its highest level since ...
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