6-K

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM 6-K

Report of Foreign Issuer

Pursuant to Rule 13a-16 or 15d-16 of

the Securities Exchange Act of 1934

For the month of July 2011

Commission File Number: 001-15276

Itaú Unibanco Holding S.A.

(Exact name of registrant as specified in its charter)

Itaú Unibanco Holding S.A.

(Translation of Registrant’s Name into English)

Praça Alfredo Egydio de Souza Aranha, 100-Torre Itaúsa

04344-902 São Paulo, SP, Brazil

(Address of principal executive offices)

Indicate by check mark whether the registrant files or will file annual reports under cover Form 20-F or Form 40-F.

Form 20-F:  x      Form 40-F:   o

Indicate by check mark if the registrant is submitting the Form 6-K in paper as permitted by Regulation S-T Rule 101(b)(1):

Yes:   o      No:   x

Indicate by check mark if the registrant is submitting the Form 6-K in paper as permitted by Regulation S-T Rule 101(b)(7):

Yes:   o      No:   x

Indicate by check mark whether by furnishing the information contained in this Form, the registrant is also thereby furnishing information to the Commission pursuant to Rule 12g3-2(b) under the Securities Exchange Act of 1934.

Yes:   o      No:   x

If “Yes” is marked, indicate below the file number assigned to the registrant in connection with Rule 12g3-2(b):  
82-___________________.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

	Itaú Unibanco Holding S.A.
		(Registrant)
Date:  July 21, 2011	By:	/s/ Alfredo Egydio Setubal
		Name:	Alfredo Egydio Setubal
		Title:	Investor Relations Officer

By:	/s/ Caio Ibrahim David
	Name:	Caio Ibrahim David
	Title:	Chief Financial Officer

 

EXHIBIT INDEX

99.1 Announcement to the Market:  Trading of Own Shares for Treasury.  Months:  June and July 2011.

EX-99.1

Itaú Unibanco Holding S.A.

A Publicly Listed Company CNPJ. 60.872.504/0001-23

Announcement to the Market

Trading of Own Shares for Treasury

Months: June and July 2011

1. On November 18 2004, in keeping with the best Corporate Governance practice, Itaú Unibanco Holding S.A. voluntarily disclosed its “Operating Rules for the Trading of Own Shares for Treasury” (“Rules”).

2. Item 2.1.3 of the “Rules” established the obligation to make monthly disclosure of the volumes of own shares traded on stock exchanges by Itaú Unibanco, and minimum, average and maximum prices.

3. We inform the capital market entities the prices and the volume traded by Itaú Unibanco for transactions in its own shares for treasury in the indicated periods:

	Transaction	Trading	Prices – R$ per Share
		Volume	Minimum	Average	Maximum
June 2011
Common Shares	-	-	-	-	-
Preferred Shares	Purchase	5,000,000	34.75	35.30	36.01
July 2011 (until July, 15)
Common Shares	-	-	-	-	-
Preferred Shares	Purchase	7,000,000	31.45	32.87	35.82

As announced monthly in the organization’s Investor Relations website (www.itau-unibanco.com.br/ri), we have already acquired 22,500,000 preferred shares year to date at the average price of R$34.94 and that pursuant to CVM Instruction No. 358, the blackout period, for acquisitions of our shares began on July 18 and terminates on August 2, 2011 (date of the announcement of the first half financial statements).

São Paulo-SP, July 20, 2011.

ALFREDO EGYDIO SETUBAL

Investor Relations Officer