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 - 10/31/2017, Daily, Millions of Pesos, Nominal Flows

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10/27/2017 10/30/2017 10/31/2017
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
15,588.82 54,397.04 14,192.23
Swaps 3/
9,433.43 40,645.48 4,132.61
Traded volume by underlying asset
Interest Rate Swaps (single currency)
9,433.43 15,521.56 4,132.61
Standardized TIIE-28 days Vs Fixed Rate 4/
7,385.00 15,000.25 3,498.56
TIIE Vs Fixed Rate Non-Standardized 4/
125.00 50.00 200.00
LIBOR Vs Fixed Rate
1,923.43 471.31 434.05
Other interest rates
0.00 0.00 0.00
Cross Currency Swap (Only over interest rates) 5/
0.00 25,123.91 0.00
TIIE Vs LIBOR
0.00 12,561.96 0.00
TIIE Vs Fixed Rate
0.00 12,561.96 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
3,308.43 12,992.42 1,772.61
Financial entities
3,308.43 2,756.31 634.05
Commercial Banks
2,148.43 282.77 634.05
Development Banks
0.00 0.00 0.00
Brokerage Houses
935.00 573.54 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
225.00 1,900.00 0.00
Non-financial entities
0.00 10,236.11 1,138.56
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 8,424.72 1,075.37
Non-financial private entities
0.00 1,811.39 63.19
Foreign Counterparties
6,125.00 27,653.06 2,360.00
Financial entities
6,125.00 27,653.06 2,360.00
US commercial banks
0.00 0.00 300.00
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 1,929.14 0.00
Other EU financial entities
1,385.00 25,458.91 0.00
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
4,740.00 265.00 2,060.00
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
4,965.00 2,165.00 2,060.00
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 1,000.00
From 367 to 731 days
225.00 0.00 0.00
From 732 to 1,096 days
1,320.00 0.00 0.00
From 1,097 to 1,461 days
0.00 0.00 280.00
From 1,462 to 1,827 days
250.00 125.00 380.00
From 1,828 to 2,557 days
0.00 0.00 0.00
From 2,558 to 3,653 days
3,170.00 2,040.00 400.00
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
4,468.43 38,480.48 2,072.61
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 0.00 998.98
From 367 to 731 days
1,080.00 4,442.87 300.00
From 732 to 1,096 days
0.00 5,737.02 0.00
From 1,097 to 1,461 days
300.00 350.12 0.00
From 1,462 to 1,827 days
0.00 9,104.35 0.00
From 1,828 to 2,557 days
900.00 238.54 0.00
From 2,558 to 3,653 days
265.00 6,986.32 339.59
From 3,654 to 5,479 days
1,923.43 11,621.25 434.05
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/
3,406.09 3,083.23 1,499.42
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
57.44 42.09 15.87
IPC Index
13.55 27.76 15.87
S&P 500
29.60 0.00 0.00
NASDAQ 100
14.29 14.34 0.00
Other equities and equity indexes
0.00 0.00 0.00
Debt securities
3,257.93 3,029.11 424.96
Mexican Govt Bonds
121.81 11.61 58.18
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
1,049.79 1,755.09 47.89
Other debt securities
2,086.34 1,262.42 318.90
Foreign currencies
90.71 12.02 1,058.59
US dollar
90.71 12.02 1,058.59
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
226.07 51.38 1,132.63
Mexican derivative exchange
226.07 51.38 1,132.63
US derivative exchanges
1,716.01 3,031.84 363.16
Chicago Mercantile Exchange
43.89 14.34 0.00
Chicago Board of Trade
1,672.12 3,017.51 363.16
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
1,464.01 0.00 3.63
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
1,464.01 0.00 3.63
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
3,358.00 3,076.78 1,445.28
From 93 to 184 days
48.09 6.44 54.14
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/
2,472.80 10,665.45 8,074.46
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
44.48 7.18 12.51
IPC Index
0.00 0.00 0.00
S&P500
19.77 0.00 12.30
ETF's (Exchange Traded Funds)
0.00 0.00 0.00
NASDAQ 100
23.83 7.18 0.00
NIKKEI-225
0.00 0.00 0.00
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
0.88 0.00 0.21
Debt securities
45.57 8,208.06 43.07
Mexican Govt Bonds
0.00 7,753.88 0.00
US Treasury Bonds
0.00 62.77 0.00
US Treasury Notes
23.91 354.91 0.00
Other debt securities
21.66 36.49 43.07
Foreign currencies
2,382.75 2,324.73 8,018.88
FX swaps on US dollar 7/
957.89 10.64 1.44
Non-FX swaps on US dollar 7/
1,246.51 2,190.78 7,916.25
FX swaps on EURO 7/
0.00 0.00 0.00
Non-FX swaps on EURO 7/
178.35 123.31 101.20
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
0.00 125.48 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
2,342.87 9,670.42 7,824.86
Financial entities
2,049.68 977.31 7,381.90
Commercial Banks
2,030.72 203.97 7,381.90
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
0.00 769.49 0.00
SOFOMES
18.97 3.85 0.00
Other domestic financial entities
0.00 0.00 0.00
Non-Financial entities
293.19 8,693.11 442.96
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
186.49 6,763.87 276.23
Non-financial private entities
106.70 1,929.24 166.73
Foreign Counterparties
129.93 995.03 249.60
Financial entities
129.93 995.03 249.60
US commercial banks
107.69 193.22 248.93
EU commercial banks
22.24 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 32.32 0.67
Other EU financial entities
0.00 769.49 0.00
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
0.00