Financing and financial information of financial intermediaries   >   (CF580) - Derivatives turnover traded by domestic commercial and development banks
  Financing and financial information of financial intermediaries     (CF580) - Derivatives turnover traded by domestic commercial and development banks

Period: 01/02/2007 - 11/30/2017, Daily, Millions of Pesos, Nominal Flows

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11/28/2017 11/29/2017 11/30/2017
Derivatives turnover traded by domestic commercial and development banks
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
114,926.22 240,955.90 126,816.28
Swaps 3/
27,399.39 140,335.02 21,889.17
Traded volume by underlying asset
Interest Rate Swaps (single currency) 3/
22,904.73 130,698.60 16,635.36
Standardized TIIE-28 days Vs Fixed Rate 4/
13,815.00 111,960.00 9,752.56
TIIE Vs Fixed Rate Non-Standardized 4/
3,183.98 2,094.20 1,567.50
LIBOR Vs Fixed Rate
5,905.76 6,549.01 3,115.30
other interest rates
0.00 10,095.39 2,200.00
Cross Currency Swap (Only over interest rates) 5/
4,494.66 9,636.42 5,253.81
TIIE Vs LIBOR
3,062.99 2,171.25 1,603.04
TIIE Vs Fixed Rate
0.00 0.00 1,785.77
Other cross interest rates
1,431.67 7,465.17 1,865.00
Underlying different to rates
0.00 0.00 0.00
Traded volume by counterparty (or exchange)
Domestic counterparties and markets
7,759.72 7,731.95 8,031.65
Financial entities
6,157.28 2,021.67 4,875.15
Commercial Banks
222.53 100.00 1,555.97
Development Banks
132.53 0.00 408.75
Brokerage Houses
1,690.55 1,180.16 102.29
Investment firms and funds
400.00 500.00 0.00
SIEFORES
0.00 0.00 932.50
SOFOMES
1,254.95 116.51 925.64
Other domestic financial entities
176.72 0.00 0.00
Mexican derivative exchange
2,280.00 125.00 950.00
Non-financial entities
1,602.44 5,710.28 3,156.50
Federal Government and Decentralized Entities
0.00 3,732.59 0.00
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
0.00 0.00 0.00
Non-financial private entities
1,602.44 1,977.69 3,156.50
Foreign Counterparties
19,639.67 132,603.07 13,857.52
Financial entities
19,639.67 132,603.07 13,857.52
US commercial banks
2,497.37 2,221.83 1,859.08
EU commercial banks
3,492.99 10,023.65 7,052.16
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
2,456.48 0.00 2,551.28
Other US financial entities
0.00 0.00 0.00
Other EU financial entities
81.57 0.00 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
11,111.25 120,357.60 2,395.00
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
13,391.25 27,727.60 3,345.00
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 10,550.00 0.00
From 93 to 184 days
3,000.00 5,050.00 0.00
From 185 to 366 days
1,200.00 5,547.69 0.00
From 367 to 731 days
2,950.00 4,764.43 1,500.00
From 732 to 1,096 days
860.00 0.00 500.00
From 1,097 to 1,461 days
210.00 0.00 0.00
From 1,462 to 1,827 days
1,000.00 0.00 50.00
From 1,828 to 2,557 days
50.00 200.00 65.00
From 2,558 to 3,653 days
3,821.25 1,300.00 730.00
From 3,654 to 5,479 days
190.00 174.44 0.00
From 5,480 to 7,305 days
110.00 141.04 500.00
Over 7,306 days
0.00 0.00 0.00
Domestic and foreign OTC markets
14,008.14 112,607.42 18,544.17
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 49,750.00 0.00
From 93 to 184 days
500.00 0.00 0.00
From 185 to 366 days
1,525.00 28,400.00 0.00
From 367 to 731 days
1,524.95 10,328.05 666.18
From 732 to 1,096 days
410.00 3,450.00 8,617.28
From 1,097 to 1,461 days
293.32 2,157.69 885.00
From 1,462 to 1,827 days
1,610.59 4,707.74 1,133.99
From 1,828 to 2,557 days
3,342.30 2,441.83 215.23
From 2,558 to 3,653 days
1,762.94 8,850.12 4,019.57
From 3,654 to 5,479 days
582.04 1,130.16 545.45
From 5,480 to 7,305 days
1,344.64 0.00 596.48
Over 7,306 days
1,112.37 1,391.83 1,865.00
Futures 6/
2,365.33 11,569.33 2,489.74
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
1,099.33 1,048.29 991.62
IPC  Index
330.24 566.73 187.20
S&P 500
411.92 151.30 541.92
NASDAQ 100
357.17 330.25 262.49
Other equities and equity indexes
0.00 0.00 0.00
Debt securities
1,189.56 283.50 1,020.79
Mexican Govt Bonds
1,189.56 0.00 596.82
US Treasury Bonds
0.00 283.50 423.97
US Treasury Notes
0.00 0.00 0.00
Other debt securities
0.00 0.00 0.00
Foreign currencies
76.44 10,237.54 477.34
US dollar
76.44 10,237.54 477.34
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
1,594.24 10,804.27 1,261.36
Mexican derivative exchange
1,594.24 10,804.27 1,261.36
US derivative exchanges
771.09 765.05 1,228.38
Chicago Mercantile Exchange
771.09 481.55 804.42
Chicago Board of Trade
0.00 283.50 423.97
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
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 4.64 0.00
From 8 to 31 days
1,739.71 6,302.69 1,437.32
From 32 to 92 days
0.93 5.57 0.00
From 93 to 184 days
624.50 5,256.43 587.45
From 185 to 366 days
0.19 0.00 464.97
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/  11/
80,526.43 61,201.10 92,282.18
Traded volume by underlying asset
Interest rates
0.00 0.00 0.00
TIIE
0.00 0.00 0.00
LIBOR
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
0.35 0.34 0.34
IPC  Index
0.00 0.00 0.00
S&P500
0.00 0.00 0.00
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
0.35 0.34 0.34
Debt securities
0.00 0.00 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
0.00 0.00 0.00
Foreign currencies
80,526.09 61,200.75 92,281.84
FX swaps on US dollar 7/
47,159.43 29,667.94 57,462.52
Non-FX swaps on US dollar 7/
27,947.55 28,575.09 34,464.19
FX swaps on EURO 7/
3,244.45 2,824.48 55.82
Non-FX swaps on EURO 7/
2,161.36 71.28 47.53
FX swaps on other foreign currencies  7/
2.11 61.96 251.79
Non-FX swaps on other foreign currencies  7/
11.20 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 counterparty
Domestic Counterparties
22,433.39 19,805.99 30,008.52
Financial entities
5,499.71 7,326.72 28,490.93
Commercial Banks
2,407.82 201.35 968.61
Development Banks
0.00 0.00 0.00
Brokerage Houses
2,427.02 0.00 4,656.58
Investment firms and funds
0.00 0.00 0.00
SIEFORES
87.84 7,119.71 22,791.60
SOFOMES
20.86 5.66 74.13
Other domestic financial entities
556.19 0.00 0.00
Non-Financial entities
16,933.68 12,479.27 1,517.59
Federal Government and Decentralized Entities
0.00 9,278.85 0.00
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
16.15 53.33 4.04
Non-financial private entities
16,917.53 3,147.08 1,513.56
Foreign Counterparties
58,093.05 41,395.11 62,273.66
Financial entities
58,093.05 41,393.16 62,272.21
US commercial banks
10,892.07 7,670.15 31,812.71
EU commercial banks
45,004.39 28,827.23 28,904.22
Latin american commercial banks
103.43 352.60 55.80
Other foreign commercial banks
150.67 872.21 325.18
Other US financial entities
1,328.67 1,994.21 929.94
Other EU financial entities
613.82 1,676.76 244.36
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 1.95 1.45
Federal and local US governments