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 - 11/30/2017, Daily, Millions of Pesos, Nominal Flows

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11/28/2017 11/29/2017 11/30/2017
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
168,077.24 256,100.42 156,390.50
Swaps 3/
69,655.90 152,438.95 34,282.92
Traded volume by underlying asset
Interest Rate Swaps (single currency) 3/
40,188.54 142,802.53 23,268.81
Standardized TIIE-28 days Vs Fixed Rate 4/
29,294.53 122,933.77 16,283.72
TIIE Vs Fixed Rate Non-Standardized 4/
4,679.57 2,094.20 1,567.50
LIBOR Vs Fixed Rate
6,214.44 7,679.18 3,217.59
other interest rates
0.00 10,095.39 2,200.00
Cross Currency Swap (Only over interest rates) 5/
29,467.37 9,636.42 11,014.11
TIIE Vs LIBOR
15,549.34 2,171.25 4,372.40
TIIE Vs Fixed Rate
12,486.35 0.00 4,776.71
Other cross interest rates
1,431.67 7,465.17 1,865.00
Underlying different to rates
0.00 0.00 0.00
Traded volume by counterparty (or exchange)
Domestic counterparties and markets
17,222.04 14,531.80 9,052.60
Financial entities
11,129.83 8,526.83 5,427.44
Commercial Banks
1,913.08 1,280.16 1,658.26
Development Banks
132.53 0.00 408.75
Brokerage Houses
2,472.55 1,380.16 402.29
Investment firms and funds
400.00 500.00 0.00
SIEFORES
0.00 0.00 932.50
SOFOMES
1,254.95 116.51 925.64
Other domestic financial entities
176.72 0.00 0.00
Mexican derivative exchange
4,780.00 5,250.00 1,100.00
Non-financial entities
6,092.21 6,004.96 3,625.16
Federal Government and Decentralized Entities
600.00 3,732.59 0.00
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
2,498.02 241.97 432.92
Non-financial private entities
2,994.19 2,030.41 3,192.24
Foreign Counterparties
52,433.87 137,907.16 25,230.32
Financial entities
52,433.87 137,907.16 25,230.32
US commercial banks
2,497.37 2,221.83 2,359.08
EU commercial banks
4,492.99 10,023.65 7,052.16
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
2,456.48 0.00 2,551.28
Other US financial entities
725.76 5,004.08 0.00
Other EU financial entities
29,150.01 0.00 9,637.80
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
13,111.25 120,657.60 3,630.00
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
17,891.25 33,152.60 4,730.00
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 10,550.00 0.00
From 93 to 184 days
4,000.00 5,050.00 0.00
From 185 to 366 days
3,200.00 10,547.69 0.00
From 367 to 731 days
2,950.00 4,889.43 1,650.00
From 732 to 1,096 days
860.00 0.00 700.00
From 1,097 to 1,461 days
1,210.00 0.00 0.00
From 1,462 to 1,827 days
1,500.00 300.00 1,020.00
From 1,828 to 2,557 days
50.00 200.00 130.00
From 2,558 to 3,653 days
3,821.25 1,300.00 730.00
From 3,654 to 5,479 days
190.00 174.44 0.00
From 5,480 to 7,305 days
110.00 141.04 500.00
Over 7,306 days
0.00 0.00 0.00
Domestic and foreign OTC markets
51,764.65 119,286.35 29,552.92
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 49,750.00 0.00
From 93 to 184 days
4,000.00 0.00 0.00
From 185 to 366 days
3,636.81 33,600.00 0.00
From 367 to 731 days
2,598.95 10,328.05 2,016.18
From 732 to 1,096 days
2,010.00 3,450.00 10,976.90
From 1,097 to 1,461 days
1,293.32 2,207.69 1,585.00
From 1,462 to 1,827 days
4,013.03 5,006.51 2,108.53
From 1,828 to 2,557 days
3,342.30 2,441.83 1,055.23
From 2,558 to 3,653 days
26,892.18 8,850.12 7,377.70
From 3,654 to 5,479 days
890.72 2,260.33 1,105.53
From 5,480 to 7,305 days
1,344.64 0.00 830.48
Over 7,306 days
1,742.71 1,391.83 2,497.36
Futures 6/
7,054.76 13,930.98 13,314.85
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
2,223.95 1,681.09 2,606.80
IPC  Index
369.32 613.49 225.85
S&P 500
1,492.70 704.46 2,109.01
NASDAQ 100
361.93 363.14 271.93
Other equities and equity indexes
0.00 0.00 0.00
Debt securities
4,388.46 1,941.16 9,765.00
Mexican Govt Bonds
1,189.56 58.00 1,297.84
US Treasury Bonds
0.00 283.50 423.97
US Treasury Notes
3,198.90 1,599.67 6,603.51
Other debt securities
0.00 0.00 1,439.69
Foreign currencies
442.35 10,308.72 943.05
US dollar
442.35 10,308.72 943.05
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
0.00 0.00 0.00
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
1,864.22 10,951.71 2,466.74
Mexican derivative exchange
1,864.22 10,951.71 2,466.74
US derivative exchanges
5,190.54 2,979.26 10,848.11
Chicago Mercantile Exchange
1,991.64 1,096.10 2,380.95
Chicago Board of Trade
3,198.90 1,883.16 8,467.16
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
0.00 0.00 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
0.00 0.00 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
0.00 0.00 0.00
Other foreign derivative exchanges
0.00 0.00 0.00
Traded volume by original term
From 1 to 7 days
0.00 4.64 10.82
From 8 to 31 days
6,299.64 8,594.40 9,974.13
From 32 to 92 days
0.93 5.57 10.84
From 93 to 184 days
754.00 5,326.37 2,389.11
From 185 to 366 days
0.19 0.00 929.94
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/
86,007.93 61,880.04 98,545.27
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
6.41 23.41 32.65
IPC  Index
0.00 0.00 0.00
S&P500
6.06 20.73 25.24
ETF's (Exchange Traded Funds)
0.00 0.00 0.00
NASDAQ 100
0.00 2.34 7.07
NIKKEI-225
0.00 0.00 0.00
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
0.35 0.34 0.34
Debt securities
1,999.42 324.19 1,234.10
Mexican Govt Bonds
1,953.00 278.01 757.18
US Treasury Bonds
0.00 0.00 110.42
US Treasury Notes
46.42 46.17 228.43
Other debt securities
0.00 0.00 138.06
Foreign currencies
83,877.98 61,532.44 97,278.52
FX swaps on US dollar 7/
47,159.89 29,667.94 57,464.38
Non-FX swaps on US dollar 7/
31,293.19 28,904.58 39,425.66
FX swaps on EURO 7/
3,244.45 2,824.48 55.82
Non-FX swaps on EURO 7/
2,161.36 73.48 62.13
FX swaps on other foreign currencies  7/
2.11 61.96 251.79
Non-FX swaps on other foreign currencies  7/
16.98 0.00 18.75
Commodities
124.12 0.00 0.00
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Traded volume by counterparty
Domestic Counterparties
27,306.06 20,371.38 36,249.71
Financial entities
7,931.75 7,328.65 33,149.78
Commercial Banks
4,834.83 201.35 5,625.19
Development Banks
0.00 0.00 0.00
Brokerage Houses
2,427.02 0.00 4,656.58
Investment firms and funds
0.00 0.00 0.00
SIEFORES
87.84 7,119.71 22,791.60
SOFOMES
25.88 7.59 76.40
Other domestic financial entities
556.19 0.00 0.00
Non-Financial entities
19,374.31 13,042.74 3,099.94
Federal Government and Decentralized Entities
0.00 9,278.85 0.00
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
1,583.76 468.36 1,329.21
Non-financial private entities
17,790.55 3,295.52 1,770.73
Foreign Counterparties
58,701.87 41,508.66 62,295.56
Financial entities
58,701.87 41,506.71 62,294.11
US commercial banks
11,282.84 7,688.71 31,831.20
EU commercial banks
45,152.70 28,829.42 28,904.22
Latin american commercial banks
103.43 352.60 55.80
Other foreign commercial banks
150.67 872.21 325.18
Other US financial entities
1,398.40 1,994.21 933.35
Other EU financial entities
613.82 1,769.55 244.36
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 1.95 1.45
Federal and local US governments