SISTEMA DE INFORMACIÓN ECONÓMICA

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

Period: 01/02/2007 - 11/30/2018, Daily, Millions of Pesos, Nominal Flows

01/02/2007 - 11/30/2018

Daily

Millions of Pesos

Nominal Flows

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11/28/2018 11/29/2018 11/30/2018
- 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 /
i
+ Total traded volume by instrument, underlying asset, counterparty and original term
205,671.51 185,853.03 167,577.96
i
+ Swaps 3/
89,989.25 99,204.76 89,633.20
+ Traded volume by underlying asset
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+ Interest Rate Swaps (single currency) 3/
83,798.06 96,747.27 89,122.91
i
Standardized TIIE-28 days Vs Fixed Rate 4/
76,367.88 80,779.91 47,891.89
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TIIE Vs Fixed Rate Non-Standardized 4/
2,372.40 6,895.52 37,624.51
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LIBOR Vs Fixed Rate
4,064.42 8,956.43 1,565.35
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other interest rates
993.36 115.42 2,041.16
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+ Cross Currency Swap (Only over interest rates) 5/
6,191.19 2,457.49 510.29
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TIIE Vs LIBOR
593.34 1,337.69 0.00
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TIIE Vs Fixed Rate
2,383.69 1,060.40 0.00
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Other cross interest rates
3,214.16 59.41 510.29
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Underlying different to rates
0.00 0.00 0.00
+ Traded volume by counterparty (or exchange)
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+ Domestic counterparties and markets
18,765.62 25,478.30 36,775.27
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+ Financial entities
14,382.94 20,110.29 15,956.29
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Commercial Banks
3,950.45 3,264.62 15,648.94
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Development Banks
1,973.80 1,044.56 50.17
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Brokerage Houses
1,058.35 466.12 192.17
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Investment firms and funds
500.00 0.00 0.00
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SIEFORES
0.00 0.00 0.00
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SOFOMES
1,055.35 110.00 0.00
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Other domestic financial entities
0.00 0.00 0.00
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Mexican derivative exchange
5,845.00 15,225.00 65.00
i
+ Non-financial entities
4,382.68 5,368.01 20,818.98
i
Federal Government and Decentralized Entities
0.00 0.00 0.00
i
State and Municipal governments and their entities
0.00 0.00 0.00
i
Resident individuals in Mexico
143.40 508.51 381.60
i
Non-financial private entities
4,239.28 4,859.50 20,437.38
i
+ Foreign Counterparties
71,223.63 73,726.46 52,857.93
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+ Financial entities
71,223.63 73,726.46 52,857.93
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US commercial banks
1,158.81 668.84 510.29
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EU commercial banks
16,593.90 9,597.68 4,728.15
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Latin american commercial banks
0.00 0.00 0.00
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Other foreign commercial banks
590.00 60.00 864.47
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Other US financial entities
2,600.00 5,400.01 18,595.02
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Other EU financial entities
9,391.69 23,350.00 6,777.50
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Other latin american financial entities
0.00 0.00 0.00
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Other foreign financial entities
0.00 0.00 0.00
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Chicago Mercantile Exchange
40,889.22 34,649.93 21,382.50
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Other foreign derivative exchanges
0.00 0.00 0.00
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+ Non-Financial entities
0.00 0.00 0.00
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Federal and local US governments
0.00 0.00 0.00
i
Federal and local EU governments
0.00 0.00 0.00
i
Federal and local LA governments
0.00 0.00 0.00
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Other foreign federal and local governments
0.00 0.00 0.00
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Non-financial US private entities
0.00 0.00 0.00
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Non-financial EU private entities
0.00 0.00 0.00
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Non-financial LA private entities
0.00 0.00 0.00
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Other foreign non-financial private entities
0.00 0.00 0.00
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Foreign individuals
0.00 0.00 0.00
+ Traded volume by market and original term
i
+ Domestic and foreign organized exchanges
28,734.22 49,874.93 18,447.50
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From 1 to 7 days
0.00 0.00 0.00
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From 8 to 31 days
0.00 0.00 0.00
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From 32 to 92 days
0.00 13,000.00 4,400.00
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From 93 to 184 days
6,300.00 21,800.00 2,240.00
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From 185 to 366 days
4,650.00 1,050.00 0.00
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From 367 to 731 days
800.00 0.00 600.00
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From 732 to 1,096 days
75.00 1,510.97 5,550.00
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From 1,097 to 1,461 days
2,108.35 500.00 0.00
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From 1,462 to 1,827 days
6,205.00 7,458.96 0.00
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From 1,828 to 2,557 days
1,520.00 0.00 650.00
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From 2,558 to 3,653 days
6,470.42 4,555.00 2,025.00
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From 3,654 to 5,479 days
200.00 0.00 2,982.50
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From 5,480 to 7,305 days
0.00 0.00 0.00
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Over 7,306 days
405.45 0.00 0.00
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+ Domestic and foreign OTC markets
61,255.03 49,329.83 71,185.70
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From 1 to 7 days
0.00 0.00 0.00
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From 8 to 31 days
0.00 0.00 0.00
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From 32 to 92 days
1,000.00 13,000.00 0.00
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From 93 to 184 days
5,608.81 11,800.00 15,204.12
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From 185 to 366 days
15,052.92 1,140.00 332.12
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From 367 to 731 days
4,842.39 1,200.00 2,049.16
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From 732 to 1,096 days
4,774.77 3,159.88 7,945.72
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From 1,097 to 1,461 days
12,192.96 3,906.31 287.06
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From 1,462 to 1,827 days
2,160.02 1,688.81 39,498.63
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From 1,828 to 2,557 days
4,535.35 3,189.40 790.00
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From 2,558 to 3,653 days
6,717.51 1,300.00 2,348.51
i
From 3,654 to 5,479 days
1,801.52 8,889.05 2,529.69
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From 5,480 to 7,305 days
0.00 17.02 200.68
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Over 7,306 days
2,568.77 39.37 0.00
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+ Futures 6/
11,721.61 5,223.19 9,419.20
+ Traded volume by underlying asset
i
+ Interest rates
0.00 0.00 0.00
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TIIE
0.00 0.00 0.00
i
CETES rate
0.00 0.00 0.00
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Other interest rates
0.00 0.00 0.00
i
+ Equities and equity indexes
1,509.73 828.36 504.75
i
IPC  Index
1,163.65 720.42 392.84
i
S&P 500
321.96 102.81 111.91
i
NASDAQ 100
13.92 0.00 0.00
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Other equities and equity indexes
10.20 5.13 0.00
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+ Debt securities
6,978.73 3,167.59 6,578.96
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Mexican Govt Bonds
287.96 107.92 273.10
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US Treasury Bonds
963.20 141.83 172.07
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US Treasury Notes
5,727.57 2,156.71 4,417.17
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Other debt securities
0.00 761.14 1,716.62
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+ Foreign currencies
3,158.49 1,224.75 2,335.49
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US dollar
3,158.49 1,224.75 2,335.49
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EURO
0.00 0.00 0.00
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Other foreign currencies
0.00 0.00 0.00
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Commodities
74.66 2.49 0.00
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Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Traded volume by derivative exchange
i
+ Domestic derivative exchanges
4,462.60 1,853.08 2,693.93
i
Mexican derivative exchange
4,462.60 1,853.08 2,693.93
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+ US derivative exchanges
7,259.01 2,608.97 5,008.65
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Chicago Mercantile Exchange
483.38 302.81 419.41
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Chicago Board of Trade
6,700.98 2,303.67 4,589.24
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Intercontinental Futures and Options Exchange
0.00 0.00 0.00
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New York Mercantile Exchange
74.66 2.49 0.00
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+ Latin America (LA) derivative exchanges
0.00 0.00 0.00
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Bolsa de Mercaderias y Futuros (Brazil)
0.00 0.00 0.00
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+ European Union (EU) derivative exchanges
0.00 761.14 1,716.62
i
London International Financial Futures and Options Exchange
0.00 0.00 0.00
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Athens Stock Exchange (Greece)
0.00 0.00 0.00
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Sociedad Rectora del Mercado de Productos Derivados (Spain)
0.00 0.00 0.00
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Europe Global Financial Marketplace
0.00 761.14 1,716.62
i
Other foreign derivative exchanges
0.00 0.00 0.00
+ Traded volume by original term
i
From 1 to 7 days
1,013.63 0.00 0.00
i
From 8 to 31 days
3,516.81 2,147.03 7,442.05
i
From 32 to 92 days
6,619.84 2,240.73 0.00
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From 93 to 184 days
571.34 835.34 1,977.15
i
From 185 to 366 days
0.00 0.10 0.00
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From 367 to 731 days
0.00 0.00 0.00
i
From 732 to 1,096 days
0.00 0.00 0.00
i
From 1,097 to 1,461 days
0.00 0.00 0.00
i
From 1,462 to 1,827 days
0.00 0.00 0.00
i
From 1,828 to 2,557 days
0.00 0.00 0.00
i
From 2,558 to 3,653 days
0.00 0.00 0.00
i
From 3,654 to 5,479 days
0.00 0.00 0.00
i
From 5,480 to 7,305 days
0.00 0.00 0.00
i
Over 7,306 days
0.00 0.00 0.00
i
+ Forwards 5/  11/
78,986.33 58,881.36 54,974.05
+ Traded volume by underlying asset
i
+ Interest rates
0.00 0.00 0.00
i
TIIE
0.00 0.00 0.00
i
LIBOR
0.00 0.00 0.00
i
CETES rate
0.00 0.00 0.00
i
Other interest rates
0.00 0.00 0.00
i
+ Equities and equity indexes
1,490.51 1,939.69 31.75
i
IPC  Index
3.74 26.93 4.18
i
S&P500
76.65 457.69 27.58
i
ETF's (Exchange Traded Funds)
1,402.30 2.08 0.00
i
NASDAQ 100
2.74 0.00 0.00
i
NIKKEI-225
0.00 1,443.02 0.00
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Russell 2000
0.00 0.00 0.00
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Other equities and equity indexes
5.09 9.96 0.00
i
+ Debt securities
1,934.48 710.72 6,159.99
i
Mexican Govt Bonds
1,796.20 507.35 5,971.57
i
US Treasury Bonds
0.00 15.32 0.00
i
US Treasury Notes
0.00 60.50 0.00
i
Other debt securities
138.28 127.56 188.42
i
+ Foreign currencies
75,480.47 56,228.46 48,782.30
i
FX swaps on US dollar 7/
38,393.32 26,940.33 35,131.98
i
Non-FX swaps on US dollar 7/
31,775.58 26,481.32 11,580.17
i
FX swaps on EURO 7/
4,712.57 1,261.92 1,636.30
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Non-FX swaps on EURO 7/
599.00 310.10 43.70
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FX swaps on other foreign currencies  7/
0.00 1,105.23 390.16
i
Non-FX swaps on other foreign currencies  7/
0.00 129.56 0.00
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Commodities
80.87 2.49 0.00
i
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Traded volume by counterparty
i
+ Domestic Counterparties
33,046.75 19,246.85 17,625.92
i
+ Financial entities
21,894.91 4,456.44 3,799.72
i
Commercial Banks
10,834.33 3,007.77 3,779.90
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Development Banks
506.82 304.02 0.00
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Brokerage Houses
8,109.04 0.00 0.00
i
Investment firms and funds
0.00 0.00 0.00
i
SIEFORES
2,277.48 1,116.34 0.00
i
SOFOMES
167.25 27.14 19.82
i
Other domestic financial entities
0.00 1.18 0.00
i
+ Non-Financial entities
11,151.84 14,790.41 13,826.20
i
Federal Government and Decentralized Entities
4,054.52 8,107.20 4,082.32
i
State and Municipal governments and their entities
0.00 0.00 0.00
i
Resident individuals in Mexico
603.56 1,116.99 5,940.14
i
Non-financial private entities
6,493.77 5,566.22