Sistema de Información Económica

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Derivatives turnover traded by domestic brokerage houses - (CF579)

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

01/02/2007 - 01/31/2019

Daily

Millions of Pesos

Nominal Flows

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+ Open all
01/29/2019 01/30/2019 01/31/2019
- Derivatives turnover traded by domestic brokerage houses
In organized and OTC markets 1 / Notional (nominal) amounts in millions of pesos 2 /
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+ Total traded volume by instrument, underlying asset, counterparty and original term
28,669.54 26,182.41 45,264.17
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+ Swaps 3/
14,123.48 22,312.27 34,595.23
+ Traded volume by underlying asset
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+ Interest Rate Swaps (single currency)
14,123.48 22,312.27 34,595.23
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Standardized TIIE-28 days Vs Fixed Rate 4/
10,286.76 17,696.99 33,920.23
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TIIE Vs Fixed Rate Non-Standardized 4/
505.00 288.35 675.00
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LIBOR Vs Fixed Rate
2,845.17 4,326.93 0.00
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Other interest rates
486.55 0.00 0.00
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+ Cross Currency Swap (Only over interest rates) 5/
0.00 0.00 0.00
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TIIE Vs LIBOR
0.00 0.00 0.00
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TIIE Vs Fixed Rate
0.00 0.00 0.00
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Other cross interest rates
0.00 0.00 0.00
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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
6,814.52 16,213.85 16,780.20
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+ Financial entities
1,278.14 1,446.23 5,295.00
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Commercial Banks
1,278.14 946.23 1,895.00
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Development Banks
0.00 0.00 0.00
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Brokerage Houses
0.00 500.00 1,400.00
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Investment firms and funds
0.00 0.00 0.00
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SIEFORES
0.00 0.00 0.00
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SOFOMES
0.00 0.00 0.00
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Other domestic financial entities
0.00 0.00 0.00
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Mexican derivative exchange
0.00 0.00 2,000.00
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+ Non-financial entities
5,536.38 14,767.62 11,485.20
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Federal Government and Decentralized Entities
0.00 0.00 0.00
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State and Municipal governments and their entities
0.00 0.00 0.00
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Resident individuals in Mexico
2,444.62 14,327.92 11,097.53
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Non-financial private entities
3,091.76 439.69 387.66
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+ Foreign Counterparties
7,308.96 6,098.42 17,815.04
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+ Financial entities
7,308.96 6,094.05 17,810.00
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US commercial banks
0.00 0.00 0.00
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EU commercial banks
0.00 50.00 0.00
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Latin american commercial banks
0.00 0.00 0.00
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Other foreign commercial banks
0.00 0.00 0.00
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Other US financial entities
0.39 0.00 2,000.00
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Other EU financial entities
0.00 692.23 3,520.00
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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
7,308.58 5,351.82 12,290.00
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Other foreign derivative exchanges
0.00 0.00 0.00
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+ Non-Financial entities
0.00 4.37 5.04
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Federal and local US governments
0.00 0.00 0.00
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Federal and local EU governments
0.00 0.00 0.00
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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 4.37 5.04
+ Traded volume by market and original term
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+ Domestic and foreign organized exchanges
7,308.58 5,351.82 14,290.00
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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 0.00 0.00
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From 93 to 184 days
505.00 0.00 0.00
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From 185 to 366 days
0.00 0.00 0.00
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From 367 to 731 days
0.00 0.00 500.00
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From 732 to 1,096 days
0.00 4,126.82 2,725.00
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From 1,097 to 1,461 days
3,150.34 0.00 1,100.00
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From 1,462 to 1,827 days
211.91 0.00 0.00
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From 1,828 to 2,557 days
2,338.04 1,200.00 855.00
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From 2,558 to 3,653 days
28.51 0.00 9,110.00
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From 3,654 to 5,479 days
1,074.78 25.00 0.00
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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
0.00 0.00 0.00
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+ Domestic and foreign OTC markets
6,814.90 16,960.45 20,305.23
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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 0.00 0.00
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From 93 to 184 days
0.00 0.00 0.00
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From 185 to 366 days
0.00 0.00 230.00
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From 367 to 731 days
0.00 0.00 1,080.00
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From 732 to 1,096 days
306.67 742.13 3,255.00
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From 1,097 to 1,461 days
4,115.22 7,735.76 4,995.76
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From 1,462 to 1,827 days
0.00 5,995.75 6,395.76
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From 1,828 to 2,557 days
1,075.30 1,449.82 1,618.71
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From 2,558 to 3,653 days
146.00 50.00 2,730.00
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From 3,654 to 5,479 days
1,171.71 986.99 0.00
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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
0.00 0.00 0.00
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+ Futures 6/
1,386.24 289.62 4,661.06
+ Traded volume by underlying asset
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+ Interest rates
0.00 0.00 0.00
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TIIE
0.00 0.00 0.00
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CETES rate
0.00 0.00 0.00
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Other interest rates
0.00 0.00 0.00
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+ Equities and equity indexes
9.90 67.54 95.11
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IPC Index
9.90 16.49 0.00
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S&P 500
0.00 51.05 95.11
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NASDAQ 100
0.00 0.00 0.00
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Other equities and equity indexes
0.00 0.00 0.00
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+ Debt securities
1,183.98 139.89 4,383.95
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Mexican Govt Bonds
27.79 0.22 127.73
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US Treasury Bonds
0.00 0.00 0.00
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US Treasury Notes
1,156.19 139.67 4,256.22
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Other debt securities
0.00 0.00 0.00
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+ Foreign currencies
192.36 82.19 182.00
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US dollar
192.36 82.19 182.00
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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
0.00 0.00 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
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+ Domestic derivative exchanges
48.05 16.90 127.73
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Mexican derivative exchange
48.05 16.90 127.73
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+ US derivative exchanges
1,338.19 272.72 4,533.33
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Chicago Mercantile Exchange
182.00 133.05 277.11
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Chicago Board of Trade
1,156.19 139.67 4,256.22
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Intercontinental Futures and Options Exchange
0.00 0.00 0.00
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New York Mercantile Exchange
0.00 0.00 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 0.00 0.00
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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 0.00 0.00
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Other foreign derivative exchanges
0.00 0.00 0.00
+ Traded volume by original term
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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
1,386.24 289.62 4,661.06
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From 93 to 184 days
0.00 0.00 0.00
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From 185 to 366 days
0.00 0.00 0.00
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From 367 to 731 days
0.00 0.00 0.00
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From 732 to 1,096 days
0.00 0.00 0.00
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From 1,097 to 1,461 days
0.00 0.00 0.00
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From 1,462 to 1,827 days
0.00 0.00 0.00
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From 1,828 to 2,557 days
0.00 0.00 0.00
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From 2,558 to 3,653 days
0.00 0.00 0.00
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From 3,654 to 5,479 days
0.00 0.00 0.00
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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
0.00 0.00 0.00
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+ Forwards 5/
12,623.57 3,453.35 5,876.78
+ Traded volume by underlying asset
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+ Interest rates
0.00 0.00 0.00
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TIIE
0.00 0.00 0.00
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CETES rate
0.00 0.00 0.00
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Other interest rates
0.00 0.00 0.00
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+ Equities and equity indexes
57.60 88.74 1.04
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IPC Index
0.00 0.00 0.00
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S&P500
49.87 88.74 0.00
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ETF's (Exchange Traded Funds)
0.00 0.00 0.00
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NASDAQ 100
0.00 0.00 0.00
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NIKKEI-225
0.00 0.00 0.00
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Russell 2000
0.00 0.00 0.00
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Other equities and equity indexes
7.73 0.00 1.04
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+ Debt securities
5,825.96 2,381.48 5,284.47
i
Mexican Govt Bonds
4,947.26 2,351.44 5,102.18
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US Treasury Bonds
0.00 0.00 0.00
i
US Treasury Notes
114.38 0.00 0.00
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Other debt securities
764.32 30.04 182.29
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+ Foreign currencies
6,728.77 983.14 591.27
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FX swaps on US dollar 7/
9.50 82.41 5.62
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Non-FX swaps on US dollar 7/
6,719.26 900.72 585.65
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FX swaps on EURO 7/
0.00 0.00 0.00
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Non-FX swaps on EURO 7/
0.00 0.00 0.00
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FX swaps on other foreign currencies  7/
0.00 0.00 0.00
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Non-FX swaps on other foreign currencies  7/
0.00 0.00 0.00
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Commodities
11.25 0.00 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 counterparty
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+ Domestic Counterparties
12,382.27 2,985.05 5,782.44
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+ Financial entities
6,207.06 23.81 4.78
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Commercial Banks
6,207.06 1.91 4.78
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Development Banks
0.00 0.00 0.00
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Brokerage Houses
0.00 0.00 0.00
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Investment firms and funds
0.00 0.00 0.00
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SIEFORES
0.00 0.00 0.00
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SOFOMES
0.00 21.90 0.00
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Other domestic financial entities
0.00 0.00 0.00
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+ Non-Financial entities
6,175.21 2,961.24 5,777.66
i
Federal Government and Decentralized Entities
0.00 0.00 0.00
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State and Municipal governments and their entities
0.00 0.00 0.00
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Resident individuals in Mexico
2,712.08 2,690.54 5,391.90
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Non-financial private entities
3,463.13 270.70 385.76
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