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 - 07/31/2018, Daily, Millions of Pesos, Nominal Flows

            (0)
Period: - Orientation:
See all
07/27/2018 07/30/2018 07/31/2018
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
4,760.21 34,574.68 29,017.52
Swaps 3/
2,130.00 25,455.74 22,245.40
Traded volume by underlying asset
Interest Rate Swaps (single currency)
2,130.00 23,609.06 22,245.40
Standardized TIIE-28 days Vs Fixed Rate 4/
2,130.00 23,439.41 19,504.22
TIIE Vs Fixed Rate Non-Standardized 4/
0.00 0.00 2,275.00
LIBOR Vs Fixed Rate
0.00 169.65 466.18
Other interest rates
0.00 0.00 0.00
Cross Currency Swap (Only over interest rates) 5/
0.00 1,846.68 0.00
TIIE Vs LIBOR
0.00 923.34 0.00
TIIE Vs Fixed Rate
0.00 923.34 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
1,230.00 10,253.70 1,940.90
Financial entities
1,230.00 194.65 950.00
Commercial Banks
100.00 194.65 950.00
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 0.00
SOFOMES
0.00 0.00 0.00
Other domestic financial entities
0.00 0.00 0.00
Mexican derivative exchange
1,130.00 0.00 0.00
Non-financial entities
0.00 10,059.05 990.90
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 7,444.95 309.86
Non-financial private entities
0.00 2,614.10 681.04
Foreign Counterparties
900.00 15,202.04 20,304.50
Financial entities
900.00 15,202.04 20,304.50
US commercial banks
0.00 800.00 0.00
EU commercial banks
0.00 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 27.89 3,123.11
Other EU financial entities
0.00 1,846.68 4,180.00
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
900.00 12,527.46 13,001.39
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
2,030.00 12,527.46 13,001.39
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 0.00 500.00
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
0.00 0.00 0.00
From 1,097 to 1,461 days
0.00 12,127.46 466.18
From 1,462 to 1,827 days
1,730.00 400.00 0.00
From 1,828 to 2,557 days
0.00 0.00 2,830.00
From 2,558 to 3,653 days
0.00 0.00 9,205.22
From 3,654 to 5,479 days
300.00 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
100.00 12,928.28 9,244.00
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 0.00 0.00
From 93 to 184 days
0.00 0.00 994.00
From 185 to 366 days
0.00 0.00 0.00
From 367 to 731 days
0.00 381.94 0.00
From 732 to 1,096 days
0.00 2,855.13 3,440.00
From 1,097 to 1,461 days
0.00 1,360.08 1,250.00
From 1,462 to 1,827 days
0.00 3,562.43 1,255.00
From 1,828 to 2,557 days
0.00 2,544.72 2,025.00
From 2,558 to 3,653 days
100.00 1,086.66 280.00
From 3,654 to 5,479 days
0.00 1,137.33 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
Futures 6/
1,739.42 1,457.08 4,661.39
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
240.58 177.70 150.95
IPC Index
4.00 0.00 8.28
S&P 500
236.58 151.11 115.68
NASDAQ 100
0.00 26.60 26.99
Other equities and equity indexes
0.00 0.00 0.00
Debt securities
1,074.38 0.00 4,509.69
Mexican Govt Bonds
28.54 0.00 137.64
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
1,045.85 0.00 3,786.39
Other debt securities
0.00 0.00 585.66
Foreign currencies
424.45 168.07 0.75
US dollar
424.45 168.07 0.75
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
0.00 1,111.32 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
296.99 8.07 146.66
Mexican derivative exchange
296.99 8.07 146.66
US derivative exchanges
1,442.43 1,449.02 4,514.73
Chicago Mercantile Exchange
396.58 337.70 142.68
Chicago Board of Trade
1,045.85 1,093.13 4,372.05
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
0.00 18.19 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 0.00 0.00
From 8 to 31 days
0.00 9.07 0.00
From 32 to 92 days
1,739.42 354.88 4,661.39
From 93 to 184 days
0.00 531.89 0.00
From 185 to 366 days
0.00 0.00 0.00
From 367 to 731 days
0.00 561.24 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/
835.79 7,645.38 666.06
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
2.88 51.26 83.92
IPC Index
0.00 24.86 0.00
S&P500
0.00 0.00 83.37
ETF's (Exchange Traded Funds)
0.00 0.00 0.00
NASDAQ 100
0.00 26.40 0.00
NIKKEI-225
0.00 0.00 0.00
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
2.88 0.00 0.55
Debt securities
50.05 1,892.97 0.00
Mexican Govt Bonds
0.00 0.00 0.00
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
0.00 0.00 0.00
Other debt securities
50.05 1,892.97 0.00
Foreign currencies
782.87 5,681.64 582.15
FX swaps on US dollar 7/
11.36 0.00 18.83
Non-FX swaps on US dollar 7/
712.58 5,618.03 525.10
FX swaps on EURO 7/
0.00 0.00 0.00
Non-FX swaps on EURO 7/
30.40 63.61 38.21
FX swaps on other foreign currencies  7/
0.00 0.00 0.00
Non-FX swaps on other foreign currencies  7/
28.53 0.00 0.00
Commodities
0.00 19.51 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
460.56 7,599.86 598.53
Financial entities
150.44 5,101.09 0.00
Commercial Banks
150.44 5,101.09 0.00
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 0.00
SOFOMES
0.00 0.00 0.00
Other domestic financial entities
0.00 0.00 0.00
Non-Financial entities
310.13 2,498.77 598.53
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
94.45 1,689.64 400.92
Non-financial private entities
215.67 809.13 197.61
Foreign Counterparties
375.23 45.52 67.54
Financial entities
375.23 45.52 67.54
US commercial banks
301.80 4.64 0.00
EU commercial banks
35.98 32.55 48.20
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 8.33 0.50
Other EU financial entities
37.45 0.00 18.83
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
Federal and local EU governments