SISTEMA DE INFORMACIÓN ECONÓMICA

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Derivatives turnover traded by domestic commercial and development banks - (CF580)

Period: 01/02/2007 - 11/30/2018, Daily, Millions of Pesos, Nominal Flows

01/02/2007 - 11/30/2018

Daily

Millions of Pesos

Nominal Flows

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11/28/2018 11/29/2018 11/30/2018
- Derivatives turnover traded by domestic commercial and development banks
In organized and OTC markets 1 / Notional (nominal) amounts in millions of pesos 2 /
i
+ Total traded volume by instrument, underlying asset, counterparty and original term
166,054.22 137,649.27 103,566.65
i
+ Swaps 3/
68,086.66 55,348.99 38,052.14
+ Traded volume by underlying asset
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+ Interest Rate Swaps (single currency) 3/
61,895.47 52,891.50 37,541.85
i
Standardized TIIE-28 days Vs Fixed Rate 4/
55,314.92 38,362.50 32,219.00
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TIIE Vs Fixed Rate Non-Standardized 4/
2,049.86 6,845.52 1,774.51
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LIBOR Vs Fixed Rate
3,537.34 7,568.07 1,507.17
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other interest rates
993.36 115.42 2,041.16
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+ Cross Currency Swap (Only over interest rates) 5/
6,191.19 2,457.49 510.29
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TIIE Vs LIBOR
593.34 1,337.69 0.00
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TIIE Vs Fixed Rate
2,383.69 1,060.40 0.00
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Other cross interest rates
3,214.16 59.41 510.29
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Underlying different to rates
0.00 0.00 0.00
+ Traded volume by counterparty (or exchange)
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+ Domestic counterparties and markets
12,179.31 21,767.28 18,114.22
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+ Financial entities
8,074.59 17,144.17 15,764.11
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Commercial Banks
3,697.95 2,903.50 15,486.77
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Development Banks
1,942.95 1,044.56 50.17
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Brokerage Houses
283.35 361.12 162.17
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Investment firms and funds
0.00 0.00 0.00
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SIEFORES
0.00 0.00 0.00
i
SOFOMES
1,055.35 110.00 0.00
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Other domestic financial entities
0.00 0.00 0.00
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Mexican derivative exchange
1,095.00 12,725.00 65.00
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+ Non-financial entities
4,104.72 4,623.11 2,350.11
i
Federal Government and Decentralized Entities
0.00 0.00 0.00
i
State and Municipal governments and their entities
0.00 0.00 0.00
i
Resident individuals in Mexico
0.00 25.00 1.50
i
Non-financial private entities
4,104.72 4,598.11 2,348.61
i
+ Foreign Counterparties
55,907.34 33,581.71 19,937.91
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+ Financial entities
55,907.34 33,581.71 19,937.91
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US commercial banks
1,158.81 668.84 510.29
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EU commercial banks
16,473.90 9,597.68 4,728.15
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Latin american commercial banks
0.00 0.00 0.00
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Other foreign commercial banks
590.00 60.00 864.47
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Other US financial entities
0.00 0.00 0.00
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Other EU financial entities
0.00 0.00 0.00
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Other latin american financial entities
0.00 0.00 0.00
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Other foreign financial entities
0.00 0.00 0.00
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Chicago Mercantile Exchange
37,684.63 23,255.19 13,835.00
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Other foreign derivative exchanges
0.00 0.00 0.00
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+ Non-Financial entities
0.00 0.00 0.00
i
Federal and local US governments
0.00 0.00 0.00
i
Federal and local EU governments
0.00 0.00 0.00
i
Federal and local LA governments
0.00 0.00 0.00
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Other foreign federal and local governments
0.00 0.00 0.00
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Non-financial US private entities
0.00 0.00 0.00
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Non-financial EU private entities
0.00 0.00 0.00
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Non-financial LA private entities
0.00 0.00 0.00
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Other foreign non-financial private entities
0.00 0.00 0.00
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Foreign individuals
0.00 0.00 0.00
+ Traded volume by market and original term
i
+ Domestic and foreign organized exchanges
20,779.63 35,980.19 10,900.00
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From 1 to 7 days
0.00 0.00 0.00
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From 8 to 31 days
0.00 0.00 0.00
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From 32 to 92 days
0.00 6,500.00 4,400.00
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From 93 to 184 days
4,075.00 15,900.00 2,240.00
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From 185 to 366 days
4,650.00 1,050.00 0.00
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From 367 to 731 days
800.00 0.00 600.00
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From 732 to 1,096 days
75.00 1,510.97 0.00
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From 1,097 to 1,461 days
1,581.26 250.00 0.00
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From 1,462 to 1,827 days
5,952.50 6,344.22 0.00
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From 1,828 to 2,557 days
20.00 0.00 650.00
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From 2,558 to 3,653 days
3,220.42 4,425.00 2,025.00
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From 3,654 to 5,479 days
0.00 0.00 985.00
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From 5,480 to 7,305 days
0.00 0.00 0.00
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Over 7,306 days
405.45 0.00 0.00
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+ Domestic and foreign OTC markets
47,307.03 19,368.80 27,152.14
i
From 1 to 7 days
0.00 0.00 0.00
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From 8 to 31 days
0.00 0.00 0.00
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From 32 to 92 days
1,000.00 0.00 0.00
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From 93 to 184 days
1,158.81 0.00 15,204.12
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From 185 to 366 days
15,052.92 1,140.00 332.12
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From 367 to 731 days
4,142.39 1,100.00 2,045.16
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From 732 to 1,096 days
4,774.77 3,114.88 1,895.72
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From 1,097 to 1,461 days
12,192.96 1,481.40 287.06
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From 1,462 to 1,827 days
625.02 903.81 3,948.63
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From 1,828 to 2,557 days
1,435.35 2,888.54 490.00
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From 2,558 to 3,653 days
2,845.01 217.50 1,793.60
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From 3,654 to 5,479 days
1,603.56 8,466.28 955.04
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From 5,480 to 7,305 days
0.00 17.02 200.68
i
Over 7,306 days
2,476.23 39.37 0.00
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+ Futures 6/
5,437.93 2,694.92 4,279.87
+ Traded volume by underlying asset
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+ Interest rates
0.00 0.00 0.00
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TIIE
0.00 0.00 0.00
i
CETES rate
0.00 0.00 0.00
i
Other interest rates
0.00 0.00 0.00
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+ Equities and equity indexes
1,303.95 772.26 390.75
i
IPC  Index
1,132.80 699.93 390.75
i
S&P 500
171.14 72.33 0.00
i
NASDAQ 100
0.00 0.00 0.00
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Other equities and equity indexes
0.00 0.00 0.00
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+ Debt securities
1,125.63 896.31 1,799.65
i
Mexican Govt Bonds
162.43 0.00 131.28
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US Treasury Bonds
963.20 141.83 172.07
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US Treasury Notes
0.00 0.00 0.00
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Other debt securities
0.00 754.49 1,496.30
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+ Foreign currencies
3,008.35 1,026.34 2,089.47
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US dollar
3,008.35 1,026.34 2,089.47
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EURO
0.00 0.00 0.00
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Other foreign currencies
0.00 0.00 0.00
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Commodities
0.00 0.00 0.00
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Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Traded volume by derivative exchange
i
+ Domestic derivative exchanges
4,303.58 1,723.77 2,549.00
i
Mexican derivative exchange
4,303.58 1,723.77 2,549.00
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+ US derivative exchanges
1,134.35 216.66 234.57
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Chicago Mercantile Exchange
171.14 74.83 62.50
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Chicago Board of Trade
963.20 141.83 172.07
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Intercontinental Futures and Options Exchange
0.00 0.00 0.00
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New York Mercantile Exchange
0.00 0.00 0.00
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+ Latin America (LA) derivative exchanges
0.00 0.00 0.00
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Bolsa de Mercaderias y Futuros (Brazil)
0.00 0.00 0.00
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+ European Union (EU) derivative exchanges
0.00 754.49 1,496.30
i
London International Financial Futures and Options Exchange
0.00 0.00 0.00
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Athens Stock Exchange (Greece)
0.00 0.00 0.00
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Sociedad Rectora del Mercado de Productos Derivados (Spain)
0.00 0.00 0.00
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Europe Global Financial Marketplace
0.00 754.49 1,496.30
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Other foreign derivative exchanges
0.00 0.00 0.00
+ Traded volume by original term
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From 1 to 7 days
1,013.63 0.00 0.00
i
From 8 to 31 days
3,037.84 1,781.46 2,459.30
i
From 32 to 92 days
963.20 142.03 0.00
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From 93 to 184 days
423.25 771.32 1,820.57
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From 185 to 366 days
0.00 0.10 0.00
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From 367 to 731 days
0.00 0.00 0.00
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From 732 to 1,096 days
0.00 0.00 0.00
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From 1,097 to 1,461 days
0.00 0.00 0.00
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From 1,462 to 1,827 days
0.00 0.00 0.00
i
From 1,828 to 2,557 days
0.00 0.00 0.00
i
From 2,558 to 3,653 days
0.00 0.00 0.00
i
From 3,654 to 5,479 days
0.00 0.00 0.00
i
From 5,480 to 7,305 days
0.00 0.00 0.00
i
Over 7,306 days
0.00 0.00 0.00
i
+ Forwards 5/  11/
68,059.19 57,249.19 47,920.51
+ Traded volume by underlying asset
i
+ Interest rates
0.00 0.00 0.00
i
TIIE
0.00 0.00 0.00
i
LIBOR
0.00 0.00 0.00
i
CETES rate
0.00 0.00 0.00
i
Other interest rates
0.00 0.00 0.00
i
+ Equities and equity indexes
8.19 1,883.95 0.00
i
IPC  Index
0.00 0.00 0.00
i
S&P500
8.19 440.93 0.00
i
ETF's (Exchange Traded Funds)
0.00 0.00 0.00
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NASDAQ 100
0.00 0.00 0.00
i
NIKKEI-225
0.00 1,443.02 0.00
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Russell 2000
0.00 0.00 0.00
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Other equities and equity indexes
0.00 0.00 0.00
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+ Debt securities
1,568.14 0.00 0.00
i
Mexican Govt Bonds
1,568.14 0.00 0.00
i
US Treasury Bonds
0.00 0.00 0.00
i
US Treasury Notes
0.00 0.00 0.00
i
Other debt securities
0.00 0.00 0.00
i
+ Foreign currencies
66,450.47 55,365.24 47,920.51
i
FX swaps on US dollar 7/
38,393.32 26,940.33 35,048.66
i
Non-FX swaps on US dollar 7/
22,849.27 25,802.58 10,801.70
i
FX swaps on EURO 7/
4,712.57 1,261.92 1,636.30
i
Non-FX swaps on EURO 7/
495.31 125.62 43.70
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FX swaps on other foreign currencies  7/
0.00 1,105.23 390.16
i
Non-FX swaps on other foreign currencies  7/
0.00 129.56 0.00
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Commodities
32.40 0.00 0.00
i
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Traded volume by counterparty
i
+ Domestic Counterparties
23,307.51 17,709.88 10,984.78
i
+ Financial entities
13,022.48 4,446.31 3,799.72
i
Commercial Banks
2,725.29 3,007.77 3,779.90
i
Development Banks
506.82 304.02 0.00
i
Brokerage Houses
8,109.04 0.00 0.00
i
Investment firms and funds
0.00 0.00 0.00
i
SIEFORES
1,576.33 1,116.34 0.00
i
SOFOMES
105.01 17.00 19.82
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Other domestic financial entities
0.00 1.18 0.00
i
+ Non-Financial entities
10,285.02 13,263.57 7,185.06
i
Federal Government and Decentralized Entities
4,054.52 8,107.20 4,082.32
i
State and Municipal governments and their entities
0.00 0.00 0.00
i
Resident individuals in Mexico
8.41 33.14 7.55
i
Non-financial private entities
6,222.09 5,123.23 3,095.19