Sistema de Información Económica

Derivatives turnover traded by domestic brokerage houses, commercial and development banks - (CF578)

Period: 01/02/2007 - 05/31/2019, Daily, Millions of Pesos, Nominal Flows

01/02/2007 - 05/31/2019

Daily

Millions of Pesos

Nominal Flows

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05/29/2019 05/30/2019 05/31/2019
- 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
176,925.61 154,331.23 188,385.92
+ Swaps 3/
80,030.32 37,528.19 68,194.46
+ Traded volume by underlying asset
+ Interest Rate Swaps (single currency) 3/
50,961.45 37,377.74 68,135.30
Standardized TIIE-28 days Vs Fixed Rate 4/
39,385.00 20,700.00 43,463.73
TIIE Vs Fixed Rate Non-Standardized 4/
1,548.48 1,504.50 662.11
LIBOR Vs Fixed Rate
7,922.35 7,779.00 20,621.60
other interest rates
2,105.62 7,394.24 3,387.86
+ Cross Currency Swap (Only over interest rates) 5/
29,068.88 150.46 0.00
TIIE Vs LIBOR
16,314.00 0.00 0.00
TIIE Vs Fixed Rate
10,579.48 150.46 0.00
Other cross interest rates
2,175.40 0.00 0.00
Underlying different to rates
0.00 0.00 59.16
+ Traded volume by counterparty (or exchange)
+ Domestic counterparties and markets
13,573.82 9,524.64 11,478.19
+ Financial entities
13,525.65 3,530.98 10,021.95
Commercial Banks
3,813.32 1,635.49 2,198.11
Development Banks
4.51 0.00 0.00
Brokerage Houses
2,983.37 1,635.49 4,858.85
Investment firms and funds
0.00 0.00 500.00
SIEFORES
0.00 0.00 0.00
SOFOMES
1,034.45 0.00 0.00
Other domestic financial entities
0.00 0.00 0.00
Mexican derivative exchange
5,690.00 260.00 2,465.00
+ Non-financial entities
48.17 5,993.67 1,456.23
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
7.97 0.00 475.96
Non-financial private entities
40.20 5,993.67 980.28
+ Foreign Counterparties
66,456.51 28,003.55 56,716.27
+ Financial entities
66,456.51 28,003.55 56,716.20
US commercial banks
1,814.75 6,762.39 2.08
EU commercial banks
19,843.42 17,810.79 29,028.28
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 1,331.61
Other EU financial entities
26,831.56 0.00 0.00
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
17,966.78 3,430.37 26,354.23
Other foreign derivative exchanges
0.00 0.00 0.00
+ Non-Financial entities
0.00 0.00 0.07
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 0.07
+ Traded volume by market and original term
+ Domestic and foreign organized exchanges
23,656.78 3,690.37 28,819.23
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
5,000.00 0.00 15,200.00
From 185 to 366 days
8,320.00 500.00 1,450.00
From 367 to 731 days
1,390.00 0.00 1,050.00
From 732 to 1,096 days
710.00 0.00 963.00
From 1,097 to 1,461 days
100.00 100.00 320.00
From 1,462 to 1,827 days
640.00 770.00 2,587.00
From 1,828 to 2,557 days
1,932.61 0.00 3,159.23
From 2,558 to 3,653 days
5,143.18 1,056.68 3,940.00
From 3,654 to 5,479 days
420.99 1,263.69 150.00
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
56,373.54 33,837.83 39,375.23
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 9,000.00
From 93 to 184 days
10,743.22 0.00 0.00
From 185 to 366 days
13,824.40 11,507.87 0.00
From 367 to 731 days
21,427.95 4,288.40 5,075.55
From 732 to 1,096 days
2,000.63 40.00 1,967.29
From 1,097 to 1,461 days
2,098.89 6,617.97 1,916.14
From 1,462 to 1,827 days
723.87 2,060.00 2,937.00
From 1,828 to 2,557 days
360.00 7,182.80 952.20
From 2,558 to 3,653 days
172.96 565.00 12,278.41
From 3,654 to 5,479 days
3,100.05 1,575.78 5,248.63
From 5,480 to 7,305 days
0.32 0.00 0.00
Over 7,306 days
1,921.26 0.00 0.00
+ Futures 6/
7,117.41 11,328.45 10,834.31
+ 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
378.98 760.06 600.54
IPC  Index
67.75 150.89 179.65
S&P 500
311.09 608.60 387.14
NASDAQ 100
0.00 0.00 33.76
Other equities and equity indexes
0.14 0.56 0.00
+ Debt securities
6,075.28 10,007.36 6,106.03
Mexican Govt Bonds
5.52 0.00 225.19
US Treasury Bonds
0.00 874.53 1,053.98
US Treasury Notes
5,285.74 5,964.70 4,394.94
Other debt securities
784.02 3,168.12 431.92
+ Foreign currencies
355.97 561.03 3,818.29
US dollar
355.97 561.03 3,818.29
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
307.18 0.00 309.44
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
319.88 617.49 4,108.12
Mexican derivative exchange
319.88 617.49 4,108.12
+ US derivative exchanges
6,508.73 8,566.27 6,342.40
Chicago Mercantile Exchange
420.59 703.60 535.90
Chicago Board of Trade
5,877.89 7,862.67 5,497.06
Intercontinental Futures and Options Exchange
210.26 0.00 309.44
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
288.80 2,144.69 383.78
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
288.80 2,144.69 383.78
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
6,142.16 9,066.43 3,069.81
From 32 to 92 days
210.26 0.00 309.44
From 93 to 184 days
764.99 2,262.02 7,455.06
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/
71,606.81 93,596.50 73,821.98
+ 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
81.46 4,143.20 3,246.14
IPC  Index
0.00 21.34 55.02
S&P500
66.13 15.97 3,191.13
ETF's (Exchange Traded Funds)
10.28 3,913.74 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
5.04 192.15 0.00
+ Debt securities
571.29 344.99 8,477.07
Mexican Govt Bonds
391.74 51.74 7,019.18
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
0.00 0.00 0.00
Other debt securities
179.55 293.25 1,457.89
+ Foreign currencies
70,952.11 89,108.31 62,098.18
FX swaps on US dollar 7/
30,604.10 43,638.18 33,477.39
Non-FX swaps on US dollar 7/
38,627.63 43,246.59 25,326.49
FX swaps on EURO 7/
1,184.73 2,131.84 1,604.57
Non-FX swaps on EURO 7/
10.65 91.71 1,341.24
FX swaps on other foreign currencies  7/
525.00 0.00 348.49
Non-FX swaps on other foreign currencies  7/
0.00 0.00 0.00
Commodities
1.95 0.00 0.59
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Traded volume by counterparty
+ Domestic Counterparties
26,980.26 17,961.85 26,427.74
+ Financial entities
19,118.93 4,950.85 3,845.67
Commercial Banks
10,881.59 1,511.01 2,113.55
Development Banks
382.72 1,436.01 0.00
Brokerage Houses
7,741.99 0.96 1.96
Investment firms and funds
0.00 0.00 0.00
SIEFORES
0.00 1,909.13 1,568.49
SOFOMES
112.64 92.79 161.68
Other domestic financial entities
0.00 0.96 0.00
+ Non-Financial entities
7,861.32 13,011.00 22,582.07
Federal Government and Decentralized Entities
3,827.22 7,658.72 3,925.68
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
638.61 847.59 7,172.74
Non-financial private entities
3,395.49 4,504.69 11,483.65
+ Foreign Counterparties
44,626.55 75,634.66 47,394.24
+ Financial entities