Financing and financial information of financial intermediaries   >   (CF579) - Derivatives turnover traded by domestic brokerage houses
  Financing and financial information of financial intermediaries     (CF579) - Derivatives turnover traded by domestic brokerage houses

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
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
9,013.72 27,753.90 19,780.51
Swaps 3/
5,120.53 16,822.87 5,879.68
Traded volume by underlying asset
Interest Rate Swaps (single currency)
5,120.53 3,624.21 5,879.68
Standardized TIIE-28 days Vs Fixed Rate 4/
2,955.00 1,662.50 4,411.99
TIIE Vs Fixed Rate Non-Standardized 4/
0.00 100.00 0.00
LIBOR Vs Fixed Rate
2,165.53 1,471.64 1,467.69
Other interest rates
0.00 390.07 0.00
Cross Currency Swap (Only over interest rates) 5/
0.00 13,198.66 0.00
TIIE Vs LIBOR
0.00 6,599.33 0.00
TIIE Vs Fixed Rate
0.00 6,599.33 0.00
Other cross interest rates
0.00 0.00 0.00
Underlying different to rates
0.00 0.00 0.00
Traded volume by counterparty (or exchange)
Domestic counterparties and markets
2,590.53 2,284.21 2,004.68
Financial entities
2,590.53 2,161.71 1,705.19
Commercial Banks
2,135.16 1,961.71 1,467.69
Development Banks
0.00 0.00 0.00
Brokerage Houses
430.36 200.00 200.00
Investment firms and funds
0.00 0.00 0.00
SIEFORES
0.00 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
0.00 122.50 299.49
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
0.00 100.00 18.65
Foreign Counterparties
2,530.00 14,538.66 3,875.00
Financial entities
2,530.00 14,538.66 3,875.00
US commercial banks
0.00 200.00 0.00
EU commercial banks
45.00 0.00 0.00
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
0.00 13,648.66 75.00
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
2,485.00 690.00 3,400.00
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
2,510.00 690.00 3,437.50
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
0.00 0.00 0.00
From 185 to 366 days
0.00 690.00 0.00
From 367 to 731 days
1,550.00 0.00 1,900.00
From 732 to 1,096 days
520.00 0.00 1,300.00
From 1,097 to 1,461 days
0.00 0.00 0.00
From 1,462 to 1,827 days
440.00 0.00 37.50
From 1,828 to 2,557 days
0.00 0.00 0.00
From 2,558 to 3,653 days
0.00 0.00 200.00
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
Domestic and foreign OTC markets
2,610.53 16,132.87 2,442.18
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
0.00 0.00 0.00
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
200.00 300.00 600.00
From 1,097 to 1,461 days
0.00 522.50 0.00
From 1,462 to 1,827 days
200.00 1,118.80 75.00
From 1,828 to 2,557 days
0.00 0.00 0.00
From 2,558 to 3,653 days
45.00 13,606.46 299.49
From 3,654 to 5,479 days
2,165.53 585.11 1,467.69
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/
1,230.19 7,470.37 3,751.73
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
102.52 109.41 120.50
IPC Index
33.31 38.43 15.88
S&P 500
56.69 50.01 64.02
NASDAQ 100
12.52 20.97 40.61
Other equities and equity indexes
0.00 0.00 0.00
Debt securities
1,124.78 6,500.24 519.32
Mexican Govt Bonds
6.06 0.00 20.08
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
504.73 6,182.58 499.24
Other debt securities
613.98 317.66 0.00
Foreign currencies
2.89 11.98 4.92
US dollar
2.89 11.98 4.92
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
40.26 46.40 40.87
Mexican derivative exchange
40.26 46.40 40.87
US derivative exchanges
836.40 7,250.20 3,710.85
Chicago Mercantile Exchange
71.21 74.99 104.63
Chicago Board of Trade
765.19 6,326.48 3,606.23
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 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
353.53 173.76 0.00
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
1,011.93 1,600.25 188.00
From 32 to 92 days
0.00 2,673.42 0.00
From 93 to 184 days
218.08 3,194.83 3,563.46
From 185 to 366 days
0.18 1.86 0.27
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/
2,591.44 3,460.40 10,149.10
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
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
1,065.65 836.32 5,437.39
FX swaps on US dollar 7/
451.86 443.27 45.46
Non-FX swaps on US dollar 7/
458.77 356.19 5,088.77
FX swaps on EURO 7/
0.00 0.00 0.00
Non-FX swaps on EURO 7/
155.02 36.87 288.83
FX swaps on other foreign currencies  7/
0.00 0.00 0.00
Non-FX swaps on other foreign currencies  7/
0.00 0.00 14.32
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
2,225.88 3,378.95 7,342.78
Financial entities
452.13 488.48 6,799.59
Commercial Banks
452.13 488.48 4,560.90
Development Banks
0.00 0.00 0.00
Brokerage Houses
0.00 0.00 0.00
Investment firms and funds
0.00 0.00 0.00
SIEFORES
0.00 0.00 2,236.46
SOFOMES
0.00 0.00 2.23
Other domestic financial entities
0.00 0.00 0.00
Non-Financial entities
1,773.75 2,890.47 543.19
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
1,114.57 2,518.11 424.74
Non-financial private entities
659.19 372.36 118.44
Foreign Counterparties
365.56 81.45 2,806.32
Financial entities
365.56 81.45 2,806.32
US commercial banks
247.16 47.89 2,627.55
EU commercial banks
116.03 26.34 0.00
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
2.37 7.23 0.00
Other EU financial entities
0.00 0.00 178.77
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
Federal and local US governments
0.00 0.00 0.00