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 November 2012

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:  November 1, 2012	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 (Month:  October 2012)

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

Month: October 2012

On November 18, 2004, in keeping with the best Corporate Governance practice, Itaú Unibanco Holding S.A. (“Itaú Unibanco”) 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. In this context, we wish to inform that during October 2012, Itaú Unibanco acquired 800,000 preferred shares, the average acquisition price for which was R$ 29.11 (maximum price of R$ 29.57 and minimum of R$ 28.61).

4. Considering the said acquisition, it should be kept in mind that up to end of October 2012, we had already acquired 4,300,000 preferred shares at the average price of R$ 28.45 a shown in the following table.

	2012	Transaction	Trading Volume	Prices – R$ per Share
				Minimum	Average	Maximum
Preferred Shares	May	Purchase	3,500,000	26.91	28.30	29.00
	October		800,000	28.61	29.11	29.57

We would point out that these acquisitions relate to the share buy-back program, effective until November 5, 2012, approved by the Board of Directors, authorizing the acquisition of up to 9 million of common shares and 56.7 million in preferred shares.

5. We would also inform that as from November 5, 2012 a new share buy-back program will begin and terminate on November 4, 2013, the limit for which shall be increased to 100 million shares, being 13.7 million common shares and 86.3 million preferred shares.

6. We would remind readers that historical data is available in the organization’s Investor Relations site (www.itau-unibanco.com/ir).

São Paulo-SP, November 1st, 2012.

ALFREDO EGYDIO SETUBAL

Investor Relations Officer