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If you’ve not registered for the CFA exam yet (which I suspect you haven’t): register for the exam under the name that’s the same as the passport you plan to use. The names on your two passports are too different, so you CANNOT interchange between both passports. Either use Julio Molina de Moraes (Brazillian passport) OR Julio Ribeiro Estruch (Spanish passport). You can use your Spanish passport for the CFA exam in Brazil.
If you’ve already registered for the CFA exam: do a name change, using this form: https://www.cfainstitute.org/Forms/name_change.pdf