Financing and financial information of financial intermediaries   >   (CF578) - Derivatives turnover traded by domestic brokerage houses, commercial and development banks
  Financing and financial information of financial intermediaries     (CF578) - Derivatives turnover traded by domestic brokerage houses, commercial and development banks

Period: 01/02/2007 - 05/31/2018, Daily, Millions of Pesos, Nominal Flows

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05/29/2018 05/30/2018 05/31/2018
Derivatives turnover traded by domestic brokerage houses, commercial and development banks
In organized and OTC markets 1 / Notional (nominal) amounts in millions of pesos 2 /
Total traded volume by instrument, underlying asset, counterparty and original term
270,355.81 190,194.52 272,295.60
Swaps 3/
147,347.51 122,920.12 126,425.34
Traded volume by underlying asset
Interest Rate Swaps (single currency) 3/
136,170.74 88,318.34 109,640.52
Standardized TIIE-28 days Vs Fixed Rate 4/
73,690.18 47,006.07 102,970.95
TIIE Vs Fixed Rate Non-Standardized 4/
13,599.54 22,782.34 2,265.30
LIBOR Vs Fixed Rate
35,611.07 9,350.57 4,404.27
other interest rates
13,269.95 9,179.36 0.00
Cross Currency Swap (Only over interest rates) 5/
7,198.33 34,601.78 16,779.00
TIIE Vs LIBOR
506.08 14,068.36 5,536.88
TIIE Vs Fixed Rate
4,578.20 18,333.42 11,242.12
Other cross interest rates
2,114.05 2,200.00 0.00
Underlying different to rates
3,978.45 0.00 5.82
Traded volume by counterparty (or exchange)
Domestic counterparties and markets
27,151.94 33,618.64 13,678.74
Financial entities
11,705.31 8,590.24 6,406.98
Commercial Banks
5,966.48 2,447.69 1,883.49
Development Banks
614.29 1,322.06 1,120.40
Brokerage Houses
3,129.48 1,742.73 613.09
Investment firms and funds
1,040.07 0.00 300.00
SIEFORES
0.00 2,302.75 0.00
SOFOMES
0.00 0.00 0.00
Other domestic financial entities
0.00 0.00 0.00
Mexican derivative exchange
955.00 775.00 2,490.00
Non-financial entities
15,446.63 25,028.41 7,271.76
Federal Government and Decentralized Entities
307.73 0.00 220.96
State and Municipal governments and their entities
0.00 18,082.72 0.00
Resident individuals in Mexico
4,408.67 216.72 1,247.79
Non-financial private entities
10,730.23 6,728.96 5,803.01
Foreign Counterparties
120,195.57 89,301.47 112,746.60
Financial entities
120,195.57 89,301.47 112,746.60
US commercial banks
6,100.70 1,560.00 8,690.00
EU commercial banks
16,752.66 17,924.08 21,717.03
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
5,900.19 0.00 220.96
Other US financial entities
1,487.33 502.30 1,002.87
Other EU financial entities
14,448.90 31,201.72 9,389.93
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
75,505.80 38,113.38 71,725.81
Other foreign derivative exchanges
0.00 0.00 0.00
Non-Financial entities
0.00 0.00 0.00
Federal and local US governments
0.00 0.00 0.00
Federal and local EU governments
0.00 0.00 0.00
Federal and local LA governments
0.00 0.00 0.00
Other foreign federal and local governments
0.00 0.00 0.00
Non-financial US private entities
0.00 0.00 0.00
Non-financial EU private entities
0.00 0.00 0.00
Non-financial LA private entities
0.00 0.00 0.00
Other foreign non-financial private entities
0.00 0.00 0.00
Foreign individuals
0.00 0.00 0.00
Traded volume by market and original term
Domestic and foreign organized exchanges
51,760.80 32,388.38 67,915.81
From 1 to 7 days
0.00 0.00 0.00
From 8 to 31 days
0.00 0.00 0.00
From 32 to 92 days
12,860.00 0.00 35,670.00
From 93 to 184 days
6,520.00 0.00 8,575.00
From 185 to 366 days
2,750.00 750.00 4,020.00
From 367 to 731 days
2,061.84 7,650.00 100.00
From 732 to 1,096 days
3,245.20 1,900.00 660.00
From 1,097 to 1,461 days
0.00 2,586.53 3,100.00
From 1,462 to 1,827 days
7,427.30 10,531.02 14,007.68
From 1,828 to 2,557 days
8,885.22 3,980.00 418.13
From 2,558 to 3,653 days
7,701.81 4,990.83 1,365.00
From 3,654 to 5,479 days
309.43 0.00 0.00
From 5,480 to 7,305 days
0.00 0.00 0.00
Over 7,306 days
0.00 0.00 0.00
Domestic and foreign OTC markets
95,586.72 90,531.74 58,509.53
From 1 to 7 days
0.00 0.00 0.00
From 8 to 31 days
0.00 0.00 0.00
From 32 to 92 days
4,300.00 2,200.00 4,005.82
From 93 to 184 days
19,130.50 0.00 2,200.00
From 185 to 366 days
867.73 500.00 14,024.68
From 367 to 731 days
11,294.97 12,140.90 11,717.15
From 732 to 1,096 days
9,596.42 14,635.70 3,169.89
From 1,097 to 1,461 days
6,420.52 9,441.58 4,848.22
From 1,462 to 1,827 days
14,961.65 23,958.99 8,585.39
From 1,828 to 2,557 days
3,370.15 8,265.92 920.00
From 2,558 to 3,653 days
14,813.33 5,299.90 2,531.45
From 3,654 to 5,479 days
9,993.69 10,937.66 5,356.94
From 5,480 to 7,305 days
436.38 309.06 0.00
Over 7,306 days
401.39 2,842.01 1,150.00
Futures 6/
23,631.41 11,447.17 8,414.85
Traded volume by underlying asset
Interest rates
0.00 0.00 0.00
TIIE
0.00 0.00 0.00
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
455.27 425.09 468.99
IPC  Index
107.48 319.15 318.80
S&P 500
327.50 96.44 148.67
NASDAQ 100
0.00 0.00 0.00
Other equities and equity indexes
20.30 9.50 1.52
Debt securities
20,390.83 9,885.16 6,572.31
Mexican Govt Bonds
1,721.19 168.21 156.30
US Treasury Bonds
0.00 598.88 432.72
US Treasury Notes
14,105.86 5,685.56 3,451.10
Other debt securities
4,563.77 3,432.51 2,532.20
Foreign currencies
2,775.02 1,136.91 1,370.96
US dollar
2,775.02 1,136.91 1,370.96
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
10.29 0.00 2.59
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Traded volume by derivative exchange
Domestic derivative exchanges
4,599.69 1,324.27 1,847.57
Mexican derivative exchange
4,599.69 1,324.27 1,847.57
US derivative exchanges
16,929.20 8,905.48 6,567.28
Chicago Mercantile Exchange
331.50 396.44 148.67
Chicago Board of Trade
16,587.41 8,509.04 6,416.01
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
10.29 0.00 2.59
Latin America (LA) derivative exchanges
0.00 0.00 0.00
Bolsa de Mercaderias y Futuros (Brazil)
0.00 0.00 0.00
European Union (EU) derivative exchanges
2,102.52 1,217.41 0.00
London International Financial Futures and Options Exchange
0.00 0.00 0.00
Athens Stock Exchange (Greece)
0.00 0.00 0.00
Sociedad Rectora del Mercado de Productos Derivados (Spain)
0.00 0.00 0.00
Europe Global Financial Marketplace
2,102.52 1,217.41 0.00
Other foreign derivative exchanges
0.00 0.00 0.00
Traded volume by original term
From 1 to 7 days
991.78 0.00 0.00
From 8 to 31 days
15,455.86 8,097.51 1,858.84
From 32 to 92 days
1,333.56 6.76 2.59
From 93 to 184 days
5,850.21 3,342.89 6,553.41
From 185 to 366 days
0.00 0.00 0.00
From 367 to 731 days
0.00 0.00 0.00
From 732 to 1,096 days
0.00 0.00 0.00
From 1,097 to 1,461 days
0.00 0.00 0.00
From 1,462 to 1,827 days
0.00 0.00 0.00
From 1,828 to 2,557 days
0.00 0.00 0.00
From 2,558 to 3,653 days
0.00 0.00 0.00
From 3,654 to 5,479 days
0.00 0.00 0.00
From 5,480 to 7,305 days
0.00 0.00 0.00
Over 7,306 days
0.00 0.00 0.00
Forwards 5/  11/
77,826.62 35,560.51 112,068.27
Traded volume by underlying asset
Interest rates
0.00 0.00 0.00
TIIE
0.00 0.00 0.00
LIBOR
0.00 0.00 0.00
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
6.68 19.00 20.20
IPC  Index
0.00 0.89 6.70
S&P500
6.68 10.76 13.50
ETF's (Exchange Traded Funds)
0.00 0.00 0.00
NASDAQ 100
0.00 0.00 0.00
NIKKEI-225
0.00 0.00 0.00
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
0.00 7.35 0.00
Debt securities
557.15 852.45 6,658.07
Mexican Govt Bonds
32.04 419.26 6,658.07
US Treasury Bonds
159.97 0.00 0.00
US Treasury Notes
277.64 65.48 0.00
Other debt securities
87.50 367.70 0.00
Foreign currencies
77,257.63 34,689.06 105,387.42
FX swaps on US dollar 7/
50,811.87 27,851.69 43,490.42
Non-FX swaps on US dollar 7/
21,936.93 6,128.35 58,814.53
FX swaps on EURO 7/
1,985.62 274.95 84.59
Non-FX swaps on EURO 7/
2,523.21 191.36 1,304.86
FX swaps on other foreign currencies  7/
0.00 233.04 0.00
Non-FX swaps on other foreign currencies  7/
0.00 9.68 1,693.01
Commodities
5.16 0.00 2.59
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Traded volume by counterparty
Domestic Counterparties
17,745.73 3,956.04 41,473.24
Financial entities
4,478.56 286.96 27,452.10
Commercial Banks
3,402.17 243.67 11,661.76
Development Banks
991.78 0.00 1,991.08
Brokerage Houses
0.00 11.51 8,962.85
Investment firms and funds
0.00 0.00 0.00
SIEFORES
0.00 0.00 4,828.69
SOFOMES
84.62 31.78 6.73
Other domestic financial entities
0.00 0.00 1.00
Non-Financial entities
13,267.18 3,669.08 14,021.14
Federal Government and Decentralized Entities
1,983.55 0.00 3,982.16
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
1,138.54 794.09 6,234.02
Non-financial private entities
10,145.08 2,874.99 3,804.96
Foreign Counterparties
60,080.88 31,604.47 70,595.03
Financial entities
60,080.88 31,604.47 70,595.03
US commercial banks
9,992.41 3,330.19 4,487.16
EU commercial banks
46,509.59 26,051.09 64,945.07
Latin american commercial banks
408.59 556.05 0.00
Other foreign commercial banks
0.00 67.50 498.90
Other US financial entities
1,547.86 232.50 89.45
Other EU financial entities
1,622.43 1,367.15 574.45
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Non-Financial entities
0.00 0.00 0.00