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 - 08/31/2018, Daily, Millions of Pesos, Nominal Flows

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08/29/2018 08/30/2018 08/31/2018
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
213,784.76 88,594.38 153,534.06
Swaps 3/
60,836.80 23,998.00 48,724.70
Traded volume by underlying asset
Interest Rate Swaps (single currency) 3/
57,675.32 20,434.68 46,780.45
Standardized TIIE-28 days Vs Fixed Rate 4/
33,988.50 13,860.00 37,835.00
TIIE Vs Fixed Rate Non-Standardized 4/
11,297.19 784.44 312.76
LIBOR Vs Fixed Rate
12,389.63 5,312.50 8,632.69
other interest rates
0.00 477.74 0.00
Cross Currency Swap (Only over interest rates) 5/
3,161.47 3,563.32 1,944.25
TIIE Vs LIBOR
836.00 300.07 1,888.46
TIIE Vs Fixed Rate
0.00 0.00 0.00
Other cross interest rates
2,325.47 3,263.25 55.79
Underlying different to rates
0.00 0.00 0.00
Traded volume by counterparty (or exchange)
Domestic counterparties and markets
19,596.62 5,092.43 6,710.96
Financial entities
8,101.55 3,063.51 4,955.51
Commercial Banks
2,865.09 209.51 1,019.72
Development Banks
1,966.59 0.00 0.00
Brokerage Houses
1,189.87 409.82 380.79
Investment firms and funds
0.00 0.00 0.00
SIEFORES
0.00 0.00 0.00
SOFOMES
0.00 1,094.18 0.00
Other domestic financial entities
0.00 0.00 0.00
Mexican derivative exchange
2,080.00 1,350.00 3,555.00
Non-financial entities
11,495.07 2,028.91 1,755.44
Federal Government and Decentralized Entities
0.00 300.07 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
11,495.07 1,728.84 1,755.44
Foreign Counterparties
41,240.18 18,905.58 42,013.74
Financial entities
41,240.18 18,905.58 42,013.74
US commercial banks
0.00 0.00 0.00
EU commercial banks
13,555.18 8,210.09 9,723.74
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
0.00 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
27,685.00 10,695.49 32,290.00
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
25,765.00 12,045.49 35,845.00
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
13,200.00 0.00 11,600.00
From 93 to 184 days
0.00 0.00 10,500.00
From 185 to 366 days
9,945.00 0.00 2,820.00
From 367 to 731 days
0.00 0.00 400.00
From 732 to 1,096 days
0.00 2,215.00 370.00
From 1,097 to 1,461 days
0.00 1,825.00 1,110.00
From 1,462 to 1,827 days
0.00 1,435.00 7,575.00
From 1,828 to 2,557 days
0.00 0.00 625.00
From 2,558 to 3,653 days
540.00 6,440.49 680.00
From 3,654 to 5,479 days
2,080.00 130.00 165.00
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
35,071.80 11,952.52 12,879.70
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
2,130.00 0.00 0.00
From 93 to 184 days
0.00 0.00 0.00
From 185 to 366 days
1,440.81 1,409.26 2,522.44
From 367 to 731 days
4,128.38 575.00 2,776.87
From 732 to 1,096 days
5,812.89 1,676.56 4.75
From 1,097 to 1,461 days
7,575.81 508.97 2,194.89
From 1,462 to 1,827 days
1,876.61 3,879.77 1,401.90
From 1,828 to 2,557 days
301.51 1,765.11 782.26
From 2,558 to 3,653 days
6,892.47 1,098.56 305.30
From 3,654 to 5,479 days
390.63 962.85 2,738.63
From 5,480 to 7,305 days
4,522.69 76.44 152.65
Over 7,306 days
0.00 0.00 0.00
Futures 6/
2,420.44 1,613.75 2,774.52
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
587.82 239.88 192.91
IPC  Index
60.26 124.23 134.47
S&P 500
179.17 27.76 0.00
NASDAQ 100
348.39 87.89 58.44
Other equities and equity indexes
0.00 0.00 0.00
Debt securities
687.21 1,313.53 1,625.88
Mexican Govt Bonds
24.95 0.00 11.35
US Treasury Bonds
0.00 275.60 413.11
US Treasury Notes
341.65 689.12 631.74
Other debt securities
320.61 348.81 569.68
Foreign currencies
1,145.41 60.34 955.73
US dollar
1,145.41 60.34 955.73
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
227.62 183.57 1,098.55
Mexican derivative exchange
227.62 183.57 1,098.55
US derivative exchanges
1,872.21 1,081.37 1,106.29
Chicago Mercantile Exchange
1,530.56 116.65 61.44
Chicago Board of Trade
341.65 964.72 1,044.85
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
320.61 348.81 569.68
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
320.61 348.81 569.68
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
1,707.80 873.94 1,372.16
From 32 to 92 days
0.00 0.00 0.00
From 93 to 184 days
712.64 739.81 1,188.74
From 185 to 366 days
0.00 0.00 213.62
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/
132,262.77 33,275.50 95,058.70
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
132,262.77 33,275.50 95,058.70
FX swaps on US dollar 7/
59,191.81 14,278.21 72,132.21
Non-FX swaps on US dollar 7/
68,222.22 16,827.94 21,976.00
FX swaps on EURO 7/
852.28 314.40 317.09
Non-FX swaps on EURO 7/
290.86 27.25 633.40
FX swaps on other foreign currencies  7/
0.00 216.89 0.00
Non-FX swaps on other foreign currencies  7/
3,705.60 1,610.80 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
34,376.00 14,030.97 19,962.19
Financial entities
24,055.06 3,705.27 13,910.75
Commercial Banks
3,034.02 374.11 1,523.90
Development Banks
948.13 0.00 0.00
Brokerage Houses
212.38 955.49 9,075.35
Investment firms and funds
0.00 0.00 0.00
SIEFORES
19,851.38 2,334.23 3,292.00
SOFOMES
9.16 41.45 19.50
Other domestic financial entities
0.00 0.00 0.00
Non-Financial entities
10,320.94 10,325.70 6,051.44
Federal Government and Decentralized Entities
7,585.04 3,821.94 3,816.28
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
72.72 9.86 24.23
Non-financial private entities
2,663.17 6,493.90 2,210.93
Foreign Counterparties
97,886.77 19,244.53 75,096.50
Financial entities
97,886.77 19,243.48 75,062.29
US commercial banks
53,016.96 3,911.32 5,533.49
EU commercial banks
38,907.18 13,163.74 68,897.41
Latin american commercial banks
158.17 63.39 76.33
Other foreign commercial banks
3,705.98 477.74 9.54
Other US financial entities
0.00 632.10 102.35
Other EU financial entities
2,098.48 995.18 443.17
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 1.05 34.21
Federal and local US governments