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 - 10/31/2018, Daily, Millions of Pesos, Nominal Flows

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10/29/2018 10/30/2018 10/31/2018
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
46,938.26 33,640.84 66,836.82
Swaps 3/
16,912.39 27,500.97 29,192.47
Traded volume by underlying asset
Interest Rate Swaps (single currency)
7,290.10 27,500.97 29,192.47
Standardized TIIE-28 days Vs Fixed Rate 4/
6,704.50 27,200.00 29,175.20
TIIE Vs Fixed Rate Non-Standardized 4/
0.00 300.97 0.00
LIBOR Vs Fixed Rate
585.60 0.00 17.27
Other interest rates
0.00 0.00 0.00
Cross Currency Swap (Only over interest rates) 5/
9,622.29 0.00 0.00
TIIE Vs LIBOR
4,811.15 0.00 0.00
TIIE Vs Fixed Rate
4,811.15 0.00 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
1,408.10 14,650.97 11,650.93
Financial entities
1,158.10 14,550.00 479.77
Commercial Banks
551.51 455.00 0.00
Development Banks
0.00 0.00 0.00
Brokerage Houses
79.09 600.00 339.77
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
527.50 13,495.00 140.00
Non-financial entities
250.00 100.97 11,171.16
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
250.00 0.00 8,049.11
Non-financial private entities
0.00 100.97 3,122.05
Foreign Counterparties
15,504.29 12,850.00 17,541.54
Financial entities
15,504.29 12,850.00 17,541.39
US commercial banks
0.00 100.00 500.00
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
140.00 9,850.00 11,203.89
Other EU financial entities
13,784.29 0.00 3,547.50
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
1,580.00 2,900.00 2,290.00
Other foreign derivative exchanges
0.00 0.00 0.00
Non-Financial entities
0.00 0.00 0.15
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 0.15
Traded volume by market and original term
Domestic and foreign organized exchanges
2,107.50 16,395.00 2,430.00
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 0.00
From 185 to 366 days
0.00 0.00 0.00
From 367 to 731 days
100.00 0.00 0.00
From 732 to 1,096 days
0.00 13,290.00 0.00
From 1,097 to 1,461 days
1,605.00 0.00 0.00
From 1,462 to 1,827 days
0.00 125.00 0.00
From 1,828 to 2,557 days
0.00 2,980.00 855.00
From 2,558 to 3,653 days
402.50 0.00 1,275.00
From 3,654 to 5,479 days
0.00 0.00 300.00
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
14,804.89 11,105.97 26,762.47
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
1,569.85 100.00 1,840.00
From 732 to 1,096 days
3,360.00 7,750.00 6,100.00
From 1,097 to 1,461 days
300.00 1,850.97 4,581.24
From 1,462 to 1,827 days
529.45 500.00 5,392.47
From 1,828 to 2,557 days
641.75 500.00 3,518.79
From 2,558 to 3,653 days
5,909.03 405.00 3,230.00
From 3,654 to 5,479 days
2,494.82 0.00 2,099.97
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/
2,334.70 2,326.64 6,745.71
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
130.93 477.11 490.42
IPC Index
30.24 14.26 130.59
S&P 500
100.69 462.85 348.51
NASDAQ 100
0.00 0.00 11.32
Other equities and equity indexes
0.00 0.00 0.00
Debt securities
2,013.81 1,551.47 5,989.08
Mexican Govt Bonds
0.11 26.70 37.14
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
2,013.70 1,524.77 5,343.49
Other debt securities
0.00 0.00 608.45
Foreign currencies
189.97 298.06 216.73
US dollar
189.97 298.06 216.73
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
0.00 0.00 49.48
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
55.32 141.52 169.45
Mexican derivative exchange
55.32 141.52 169.45
US derivative exchanges
2,279.38 2,185.12 6,576.26
Chicago Mercantile Exchange
265.69 660.35 574.83
Chicago Board of Trade
2,013.70 1,524.77 5,951.95
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
0.00 0.00 49.48
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 0.00 0.00
From 32 to 92 days
2,334.70 2,326.64 6,745.71
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
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/
25,979.96 3,717.90 30,806.40
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
11,734.26 61.46 60.14
IPC Index
21.94 23.95 0.00
S&P500
11,712.32 37.52 52.52
ETF's (Exchange Traded Funds)
0.00 0.00 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
0.00 0.00 7.62
Debt securities
153.95 1,060.70 16,487.93
Mexican Govt Bonds
48.57 179.44 12,533.18
US Treasury Bonds
0.00 15.04 0.00
US Treasury Notes
59.56 225.61 0.00
Other debt securities
45.82 640.61 3,954.75
Foreign currencies
14,091.74 2,595.74 14,251.65
FX swaps on US dollar 7/
85.68 5.01 72.94
Non-FX swaps on US dollar 7/
14,004.92 2,522.49 13,317.91
FX swaps on EURO 7/
0.00 0.00 0.00
Non-FX swaps on EURO 7/
1.14 68.24 860.80
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 0.00
Commodities
0.00 0.00 6.68
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Traded volume by counterparty
Domestic Counterparties
18,075.61 1,778.81 29,829.35
Financial entities
17,391.70 71.77 10,876.42
Commercial Banks
11,244.00 67.03 10,201.57
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
6,147.70 0.00 670.49
SOFOMES
0.00 4.74 4.37
Other domestic financial entities
0.00 0.00 0.00
Non-Financial entities
683.90 1,707.04 18,952.93
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
439.25 1,493.66 12,367.00
Non-financial private entities
244.65 213.38 6,585.93
Foreign Counterparties
7,904.35 1,939.09 977.05
Financial entities
7,902.84 1,939.09 974.35
US commercial banks
6,160.87 742.33 347.89
EU commercial banks
2.01 0.00 13.21
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
0.43 0.94 35.01
Other EU financial entities
1,739.53 1,195.82 578.24
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Non-Financial entities
1.50 0.00 2.70
Federal and local US governments
0.00 0.00 0.00
Federal and local EU governments