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 - 08/31/2017, Daily, Millions of Pesos, Nominal Flows

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08/29/2017 08/30/2017 08/31/2017
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
305,052.58 137,331.89 190,146.85
Swaps 3/
182,532.27 33,975.16 28,278.22
Traded volume by underlying asset
Interest Rate Swaps (single currency) 3/
181,242.90 20,773.77 27,016.94
Standardized TIIE-28 days Vs Fixed Rate 4/
125,495.00 11,562.50 21,391.99
TIIE Vs Fixed Rate Non-Standardized 4/
30,902.85 228.13 333.41
LIBOR Vs Fixed Rate
16,165.09 8,203.00 5,291.53
other interest rates
8,679.96 780.15 0.00
Cross Currency Swap (Only over interest rates) 5/
1,289.37 13,198.66 1,261.28
TIIE Vs LIBOR
804.99 6,599.33 0.00
TIIE Vs Fixed Rate
20.02 6,599.33 9.90
Other cross interest rates
464.36 0.00 1,251.38
Underlying different to rates
0.00 2.73 0.00
Traded volume by counterparty (or exchange)
Domestic counterparties and markets
41,048.20 6,188.85 3,715.68
Financial entities
40,972.62 4,299.26 3,174.03
Commercial Banks
33,018.89 2,049.63 1,468.84
Development Banks
5.21 87.92 0.00
Brokerage Houses
2,565.53 2,161.71 1,667.69
Investment firms and funds
0.00 0.00 0.00
SIEFORES
5,358.00 0.00 0.00
SOFOMES
0.00 0.00 0.00
Other domestic financial entities
0.00 0.00 0.00
Mexican derivative exchange
25.00 0.00 37.50
Non-financial entities
75.58 1,889.59 541.65
Federal Government and Decentralized Entities
0.00 0.00 0.00
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
0.00 22.50 280.84
Non-financial private entities
75.58 1,867.09 260.81
Foreign Counterparties
141,484.07 27,786.31 24,562.54
Financial entities
141,484.07 27,786.31 24,562.54
US commercial banks
293.64 201.37 1,371.38
EU commercial banks
7,614.74 0.00 350.00
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
0.00 0.00 400.00
Other EU financial entities
196.46 13,765.68 251.98
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
133,379.23 13,819.26 22,189.18
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
72,374.23 12,279.26 21,726.68
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
0.00 0.00 0.00
From 93 to 184 days
16,050.00 0.00 0.00
From 185 to 366 days
9,480.00 7,720.00 1,787.68
From 367 to 731 days
13,910.00 0.00 10,400.00
From 732 to 1,096 days
5,170.00 0.00 1,300.00
From 1,097 to 1,461 days
4,060.00 581.56 1,650.00
From 1,462 to 1,827 days
3,780.40 80.00 2,647.50
From 1,828 to 2,557 days
11,100.94 2,014.20 0.00
From 2,558 to 3,653 days
6,880.00 1,376.41 3,550.00
From 3,654 to 5,479 days
1,592.89 372.34 391.50
From 5,480 to 7,305 days
350.00 134.75 0.00
Over 7,306 days
0.00 0.00 0.00
Domestic and foreign OTC markets
110,158.04 21,695.90 6,551.53
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
0.00 2.73 0.00
From 93 to 184 days
12,000.00 0.00 0.00
From 185 to 366 days
25,000.00 0.00 38.00
From 367 to 731 days
3,512.00 10.00 1,332.03
From 732 to 1,096 days
19,490.16 300.00 636.90
From 1,097 to 1,461 days
8,000.00 1,332.50 106.16
From 1,462 to 1,827 days
9,600.00 3,919.16 147.60
From 1,828 to 2,557 days
6,802.82 0.00 0.00
From 2,558 to 3,653 days
1,874.55 14,844.27 1,178.50
From 3,654 to 5,479 days
23,878.51 1,287.24 3,112.35
From 5,480 to 7,305 days
0.00 0.00 0.00
Over 7,306 days
0.00 0.00 0.00
Futures 6/
2,924.07 14,472.19 7,338.25
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
578.72 1,083.54 777.45
IPC  Index
161.28 120.38 275.68
S&P 500
404.92 826.72 416.94
NASDAQ 100
12.52 136.44 83.38
Other equities and equity indexes
0.00 0.00 1.46
Debt securities
1,834.13 6,908.26 1,267.58
Mexican Govt Bonds
12.13 60.63 197.81
US Treasury Bonds
703.28 167.12 281.04
US Treasury Notes
504.73 6,362.86 612.90
Other debt securities
613.98 317.66 175.83
Foreign currencies
511.23 5,631.65 2,186.23
US dollar
511.23 5,631.65 2,186.23
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
0.00 848.74 3,106.99
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
584.63 3,302.65 2,489.72
Mexican derivative exchange
584.63 3,302.65 2,489.72
US derivative exchanges
1,985.92 10,995.78 4,671.25
Chicago Mercantile Exchange
517.44 3,473.16 670.32
Chicago Board of Trade
1,468.48 6,673.88 4,000.93
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
0.00 848.74 0.00
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
353.53 173.76 177.29
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
353.53 173.76 177.29
Other foreign derivative exchanges
0.00 0.00 0.00
Traded volume by original term
From 1 to 7 days
0.00 0.00 0.00
From 8 to 31 days
2,656.30 5,598.67 2,716.12
From 32 to 92 days
0.00 2,673.42 0.00
From 93 to 184 days
267.59 5,624.83 4,174.76
From 185 to 366 days
0.18 575.27 447.37
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/
82,178.41 68,548.59 151,864.46
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
38.51 19.17 4,476.62
IPC  Index
0.00 0.00 0.00
S&P500
37.04 8.69 4,475.14
ETF's (Exchange Traded Funds)
0.00 0.00 0.00
NASDAQ 100
1.46 10.48 1.48
NIKKEI-225
0.00 0.00 0.00
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
0.00 0.00 0.00
Debt securities
1,481.37 2,604.91 230.02
Mexican Govt Bonds
483.88 0.00 0.00
US Treasury Bonds
124.14 0.00 0.00
US Treasury Notes
68.01 2,435.12 230.02
Other debt securities
805.34 169.79 0.00
Foreign currencies
80,652.62 65,924.51 147,152.74
FX swaps on US dollar 7/
61,340.06 53,458.40 62,540.91
Non-FX swaps on US dollar 7/
16,777.67 8,906.74 44,400.64
FX swaps on EURO 7/
624.56 0.42 255.51
Non-FX swaps on EURO 7/
1,812.27 3,240.63 13,157.00
FX swaps on other foreign currencies  7/
89.51 318.32 34.68
Non-FX swaps on other foreign currencies  7/
8.55 0.00 26,764.00
Commodities
5.91 0.00 5.08
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Traded volume by counterparty
Domestic Counterparties
19,340.58 15,524.04 52,051.09
Financial entities
6,831.95 10,067.05 27,642.67
Commercial Banks
4,631.37 2,793.99 13,199.99
Development Banks
133.95 0.00 1,161.99
Brokerage Houses
452.13 488.48 4,560.90
Investment firms and funds
0.00 0.00 0.00
SIEFORES
1,071.60 6,775.38 8,648.73
SOFOMES
7.11 9.20 71.06
Other domestic financial entities
535.80 0.00 0.00
Non-Financial entities
12,508.63 5,456.99 24,408.43
Federal Government and Decentralized Entities
0.00 0.00 3,575.36
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
1,158.50 2,558.00 425.10
Non-financial private entities
11,350.13 2,898.99 20,407.97
Foreign Counterparties
62,837.83 53,024.55 99,813.36
Financial entities
62,837.83 53,024.55 99,813.36
US commercial banks
9,398.89 8,063.59 25,024.03
EU commercial banks
51,976.92 31,478.58 74,129.57
Latin american commercial banks
150.35 44.33 339.66
Other foreign commercial banks
535.80 12,692.24 100.95
Other US financial entities
759.10 9.60 0.00
Other EU financial entities
16.77 736.21 219.15
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