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 - 08/31/2018, Daily, Millions of Pesos, Nominal Flows

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08/29/2018 08/30/2018 08/31/2018
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
234,202.56 101,768.39 186,621.46
Swaps 3/
72,700.32 29,367.05 58,645.89
Traded volume by underlying asset
Interest Rate Swaps (single currency) 3/
69,538.84 25,627.86 54,382.80
Standardized TIIE-28 days Vs Fixed Rate 4/
44,750.15 18,439.22 45,437.35
TIIE Vs Fixed Rate Non-Standardized 4/
11,574.19 1,354.44 312.76
LIBOR Vs Fixed Rate
13,214.50 5,356.45 8,632.69
other interest rates
0.00 477.74 0.00
Cross Currency Swap (Only over interest rates) 5/
3,161.47 3,739.19 4,263.09
TIIE Vs LIBOR
836.00 300.07 3,019.99
TIIE Vs Fixed Rate
0.00 0.00 1,131.53
Other cross interest rates
2,325.47 3,439.12 111.58
Underlying different to rates
0.00 0.00 0.00
Traded volume by counterparty (or exchange)
Domestic counterparties and markets
25,122.69 7,206.47 9,046.65
Financial entities
9,341.42 4,918.34 5,381.30
Commercial Banks
4,054.96 619.33 1,400.51
Development Banks
1,966.59 0.00 0.00
Brokerage Houses
1,239.87 454.82 425.79
Investment firms and funds
0.00 0.00 0.00
SIEFORES
0.00 0.00 0.00
SOFOMES
0.00 1,094.18 0.00
Other domestic financial entities
0.00 0.00 0.00
Mexican derivative exchange
2,080.00 2,750.00 3,555.00
Non-financial entities
15,781.27 2,288.14 3,665.35
Federal Government and Decentralized Entities
0.00 300.07 0.00
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
4,084.18 256.65 1,670.84
Non-financial private entities
11,697.09 1,731.41 1,994.51
Foreign Counterparties
47,577.63 22,160.58 49,599.24
Financial entities
47,575.18 22,160.58 49,598.69
US commercial banks
150.00 0.00 0.00
EU commercial banks
13,555.18 8,210.09 9,723.74
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 2,551.89
Other EU financial entities
6,185.00 2,075.00 2,263.05
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
27,685.00 11,175.49 35,060.00
Other foreign derivative exchanges
0.00 700.00 0.00
Non-Financial entities
2.45 0.00 0.55
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
2.45 0.00 0.55
Traded volume by market and original term
Domestic and foreign organized exchanges
25,765.00 14,625.49 38,615.00
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
13,200.00 0.00 11,600.00
From 93 to 184 days
0.00 0.00 10,500.00
From 185 to 366 days
9,945.00 250.00 2,820.00
From 367 to 731 days
0.00 0.00 400.00
From 732 to 1,096 days
0.00 2,215.00 370.00
From 1,097 to 1,461 days
0.00 1,825.00 1,110.00
From 1,462 to 1,827 days
0.00 3,635.00 7,575.00
From 1,828 to 2,557 days
0.00 0.00 2,500.00
From 2,558 to 3,653 days
540.00 6,440.49 1,080.00
From 3,654 to 5,479 days
2,080.00 260.00 660.00
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
46,935.32 14,741.56 20,030.89
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
2,130.00 0.00 0.00
From 93 to 184 days
0.00 0.00 0.00
From 185 to 366 days
1,717.81 1,909.26 2,522.44
From 367 to 731 days
4,128.38 575.00 3,001.87
From 732 to 1,096 days
6,062.89 1,676.56 4.75
From 1,097 to 1,461 days
8,400.69 508.97 2,194.89
From 1,462 to 1,827 days
8,389.52 5,599.77 2,601.90
From 1,828 to 2,557 days
1,968.29 1,765.11 2,966.05
From 2,558 to 3,653 days
8,502.17 1,188.56 2,437.81
From 3,654 to 5,479 days
1,112.89 1,441.90 4,148.54
From 5,480 to 7,305 days
4,522.69 76.44 152.65
Over 7,306 days
0.00 0.00 0.00
Futures 6/
7,498.52 2,538.57 10,104.09
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
664.28 276.92 230.24
IPC  Index
64.79 133.45 144.18
S&P 500
245.34 55.58 27.62
NASDAQ 100
354.15 87.89 58.44
Other equities and equity indexes
0.00 0.00 0.00
Debt securities
5,646.79 1,703.90 8,228.52
Mexican Govt Bonds
49.90 0.00 34.05
US Treasury Bonds
0.00 275.60 413.11
US Treasury Notes
5,030.64 1,079.50 7,211.68
Other debt securities
566.25 348.81 569.68
Foreign currencies
1,187.45 557.75 1,645.32
US dollar
1,187.45 557.75 1,645.32
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
258.14 203.20 1,274.55
Mexican derivative exchange
258.14 203.20 1,274.55
US derivative exchanges
6,698.19 1,986.57 8,259.85
Chicago Mercantile Exchange
1,643.49 631.47 635.06
Chicago Board of Trade
5,054.70 1,355.09 7,624.79
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
542.18 348.81 569.68
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
542.18 348.81 569.68
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
6,103.67 1,798.00 2,489.45
From 32 to 92 days
208.65 0.00 0.00
From 93 to 184 days
1,186.20 740.57 7,401.02
From 185 to 366 days
0.00 0.00 213.62
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/
134,222.79 40,000.14 110,832.23
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
28.29 38.09 0.00
IPC  Index
0.00 2.49 0.00
S&P500
27.51 28.05 0.00
ETF's (Exchange Traded Funds)
0.00 2.07 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
0.77 5.48 0.00
Debt securities
541.49 5,263.64 6,237.58
Mexican Govt Bonds
20.02 5,237.00 5,227.70
US Treasury Bonds
18.07 15.13 0.00
US Treasury Notes
373.51 11.50 1,009.88
Other debt securities
129.89 0.00 0.00
Foreign currencies
133,653.01 34,698.41 104,594.65
FX swaps on US dollar 7/
59,270.51 14,357.17 72,139.85
Non-FX swaps on US dollar 7/
69,356.15 18,127.31 31,458.68
FX swaps on EURO 7/
852.28 314.40 317.09
Non-FX swaps on EURO 7/
468.48 71.84 664.40
FX swaps on other foreign currencies  7/
0.00 216.89 0.00
Non-FX swaps on other foreign currencies  7/
3,705.60 1,610.80 14.63
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 counterparty
Domestic Counterparties
35,495.64 20,532.55 35,598.41
Financial entities
24,270.04 4,660.76 22,986.10
Commercial Banks
3,246.40 1,329.60 10,599.25
Development Banks
948.13 0.00 0.00
Brokerage Houses
212.38 955.49 9,075.35
Investment firms and funds
0.00 0.00 0.00
SIEFORES
19,851.38 2,334.23 3,292.00
SOFOMES
11.76 41.45 19.50
Other domestic financial entities
0.00 0.00 0.00
Non-Financial entities
11,225.59 15,871.79 12,612.31
Federal Government and Decentralized Entities
7,585.04 3,821.94 3,816.28
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
662.21 5,213.38 6,083.78
Non-financial private entities
2,978.35 6,836.47 2,712.25
Foreign Counterparties
98,727.16 19,467.59 75,233.82
Financial entities
98,727.14 19,463.53 75,196.41
US commercial banks
53,625.04 4,006.86 5,656.15
EU commercial banks
38,909.08 13,164.70 68,899.32
Latin american commercial banks
158.17 63.39 76.33
Other foreign commercial banks
3,705.98 477.74 9.54
Other US financial entities
0.00 632.10 104.28
Other EU financial entities
2,328.87 1,118.74 450.80
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Non-Financial entities
0.02 4.06 37.41
Federal and local US gover