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 - 08/31/2017, Daily, Millions of Pesos, Nominal Flows

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08/29/2017 08/30/2017 08/31/2017
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
296,038.87 109,577.99 170,366.34
Swaps 3/
177,411.74 17,152.29 22,398.54
Traded volume by underlying asset
Interest Rate Swaps (single currency) 3/
176,122.37 17,149.56 21,137.26
Standardized TIIE-28 days Vs Fixed Rate 4/
122,540.00 9,900.00 16,980.00
TIIE Vs Fixed Rate Non-Standardized 4/
30,902.85 128.13 333.41
LIBOR Vs Fixed Rate
13,999.56 6,731.36 3,823.85
other interest rates
8,679.96 390.07 0.00
Cross Currency Swap (Only over interest rates) 5/
1,289.37 0.00 1,261.28
TIIE Vs LIBOR
804.99 0.00 0.00
TIIE Vs Fixed Rate
20.02 0.00 9.90
Other cross interest rates
464.36 0.00 1,251.38
Underlying different to rates
0.00 2.73 0.00
Traded volume by counterparty (or exchange)
Domestic counterparties and markets
38,457.68 3,904.64 1,711.00
Financial entities
38,382.10 2,137.55 1,468.84
Commercial Banks
30,883.73 87.92 1.16
Development Banks
5.21 87.92 0.00
Brokerage Houses
2,135.16 1,961.71 1,467.69
Investment firms and funds
0.00 0.00 0.00
SIEFORES
5,358.00 0.00 0.00
SOFOMES
0.00 0.00 0.00
Other domestic financial entities
0.00 0.00 0.00
Mexican derivative exchange
0.00 0.00 0.00
Non-financial entities
75.58 1,767.09 242.16
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
0.00 0.00 0.00
Non-financial private entities
75.58 1,767.09 242.16
Foreign Counterparties
138,954.07 13,247.65 20,687.54
Financial entities
138,954.07 13,247.65 20,687.54
US commercial banks
293.64 1.37 1,371.38
EU commercial banks
7,569.74 0.00 350.00
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 0.00 0.00
Other EU financial entities
196.46 117.02 176.98
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
130,894.23 13,129.26 18,789.18
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
69,864.23 11,589.26 18,289.18
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
16,050.00 0.00 0.00
From 185 to 366 days
9,480.00 7,030.00 1,787.68
From 367 to 731 days
12,360.00 0.00 8,500.00
From 732 to 1,096 days
4,650.00 0.00 0.00
From 1,097 to 1,461 days
4,060.00 581.56 1,650.00
From 1,462 to 1,827 days
3,340.40 80.00 2,610.00
From 1,828 to 2,557 days
11,100.94 2,014.20 0.00
From 2,558 to 3,653 days
6,880.00 1,376.41 3,350.00
From 3,654 to 5,479 days
1,592.89 372.34 391.50
From 5,480 to 7,305 days
350.00 134.75 0.00
Over 7,306 days
0.00 0.00 0.00
Domestic and foreign OTC markets
107,547.51 5,563.02 4,109.36
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 2.73 0.00
From 93 to 184 days
12,000.00 0.00 0.00
From 185 to 366 days
25,000.00 0.00 38.00
From 367 to 731 days
3,512.00 10.00 1,332.03
From 732 to 1,096 days
19,290.16 0.00 36.90
From 1,097 to 1,461 days
8,000.00 810.00 106.16
From 1,462 to 1,827 days
9,400.00 2,800.36 72.60
From 1,828 to 2,557 days
6,802.82 0.00 0.00
From 2,558 to 3,653 days
1,829.55 1,237.80 879.00
From 3,654 to 5,479 days
21,712.99 702.13 1,644.67
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/
1,693.88 7,001.82 3,586.53
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
476.20 974.13 656.95
IPC  Index
127.97 81.96 259.80
S&P 500
348.23 776.71 352.92
NASDAQ 100
0.00 115.47 42.77
Other equities and equity indexes
0.00 0.00 1.46
Debt securities
709.35 408.02 748.26
Mexican Govt Bonds
6.06 60.63 177.73
US Treasury Bonds
703.28 167.12 281.04
US Treasury Notes
0.00 180.28 113.66
Other debt securities
0.00 0.00 175.83
Foreign currencies
508.33 5,619.67 2,181.32
US dollar
508.33 5,619.67 2,181.32
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
544.36 3,256.25 2,448.84
Mexican derivative exchange
544.36 3,256.25 2,448.84
US derivative exchanges
1,149.52 3,745.57 960.39
Chicago Mercantile Exchange
446.23 3,398.18 565.69
Chicago Board of Trade
703.28 347.40 394.70
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 0.00 177.29
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 0.00 177.29
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
1,644.37 3,998.42 2,528.13
From 32 to 92 days
0.00 0.00 0.00
From 93 to 184 days
49.51 2,430.00 611.30
From 185 to 366 days
0.00 573.41 447.10
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/
79,586.98 65,088.19 141,715.35
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
0.00 0.00 0.00
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
0.00 0.00 0.00
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
79,586.98 65,088.19 141,715.35
FX swaps on US dollar 7/
60,888.20 53,015.13 62,495.45
Non-FX swaps on US dollar 7/
16,318.90 8,550.55 39,311.87
FX swaps on EURO 7/
624.56 0.42 255.51
Non-FX swaps on EURO 7/
1,657.25 3,203.76 12,868.16
FX swaps on other foreign currencies  7/
89.51 318.32 34.68
Non-FX swaps on other foreign currencies  7/
8.55 0.00 26,749.68
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
17,114.71 12,145.09 44,708.31
Financial entities
6,379.82 9,578.57 20,843.07
Commercial Banks
4,179.24 2,305.51 8,639.09
Development Banks
133.95 0.00 1,161.99
Brokerage Houses
452.13 488.48 4,560.90
Investment firms and funds
0.00 0.00 0.00
SIEFORES
1,071.60 6,775.38 6,412.27
SOFOMES
7.11 9.20 68.83
Other domestic financial entities
535.80 0.00 0.00
Non-Financial entities
10,734.88 2,566.52 23,865.24
Federal Government and Decentralized Entities
0.00 0.00 3,575.36
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
43.94 39.89 0.36
Non-financial private entities
10,690.95 2,526.62 20,289.52
Foreign Counterparties
62,472.27 52,943.10 97,007.04
Financial entities
62,472.27 52,943.10 97,007.04
US commercial banks
9,151.73 8,015.70 22,396.48
EU commercial banks
51,860.90 31,452.24 74,129.57
Latin american commercial banks
150.35 44.33 339.66
Other foreign commercial banks
535.80 12,692.24 100.95
Other US financial entities
756.73 2.37 0.00
Other EU financial entities
16.77 736.21 40.38
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