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 - 02/28/2018, Daily, Millions of Pesos, Nominal Flows

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02/26/2018 02/27/2018 02/28/2018
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
122,243.68 193,763.29 159,173.39
Swaps 3/
39,459.05 33,191.66 53,218.90
Traded volume by underlying asset
Interest Rate Swaps (single currency) 3/
38,465.98 16,694.32 39,288.86
Standardized TIIE-28 days Vs Fixed Rate 4/
25,460.00 14,185.00 30,430.00
TIIE Vs Fixed Rate Non-Standardized 4/
1,573.31 134.00 7,888.86
LIBOR Vs Fixed Rate
4,656.60 2,375.32 970.00
other interest rates
6,776.08 0.00 0.00
Cross Currency Swap (Only over interest rates) 5/
993.07 16,497.34 13,930.04
TIIE Vs LIBOR
588.44 15,172.40 12,046.55
TIIE Vs Fixed Rate
120.03 0.00 0.00
Other cross interest rates
284.59 1,324.94 1,883.49
Underlying different to rates
0.00 0.00 0.00
Traded volume by counterparty (or exchange)
Domestic counterparties and markets
5,615.84 7,427.74 18,220.83
Financial entities
3,811.17 7,234.70 10,261.97
Commercial Banks
500.00 4,947.69 7,784.29
Development Banks
0.00 0.00 0.00
Brokerage Houses
372.79 1,137.01 1,739.34
Investment firms and funds
623.38 0.00 0.00
SIEFORES
0.00 0.00 188.35
SOFOMES
0.00 0.00 0.00
Other domestic financial entities
0.00 0.00 0.00
Mexican derivative exchange
2,315.00 1,150.00 550.00
Non-financial entities
1,804.67 193.04 7,958.86
Federal Government and Decentralized Entities
588.44 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
1,216.23 193.04 7,958.86
Foreign Counterparties
33,843.21 25,763.92 34,998.06
Financial entities
33,843.21 25,763.92 34,998.06
US commercial banks
5,279.30 6,318.58 1,368.40
EU commercial banks
332.63 10,876.44 5,608.03
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
562.70 0.00 0.00
Other US financial entities
0.00 0.00 0.00
Other EU financial entities
461.12 548.47 86.64
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
27,207.46 8,020.43 27,935.00
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
29,522.46 9,170.43 28,485.00
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
4,090.00 2,050.00 13,650.00
From 185 to 366 days
14,323.76 3,435.00 5,345.00
From 367 to 731 days
7,425.32 1,975.00 3,000.00
From 732 to 1,096 days
100.00 125.00 2,850.00
From 1,097 to 1,461 days
0.00 0.00 0.00
From 1,462 to 1,827 days
1,490.00 890.00 1,900.00
From 1,828 to 2,557 days
373.38 565.43 1,190.00
From 2,558 to 3,653 days
1,720.00 130.00 550.00
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
9,936.59 24,021.23 24,733.90
From 1 to 7 days
0.00 0.00 0.00
From 8 to 31 days
0.00 5.61 0.00
From 32 to 92 days
0.00 0.00 100.00
From 93 to 184 days
17.74 2,100.00 0.00
From 185 to 366 days
2,035.44 1,400.00 9,743.96
From 367 to 731 days
875.79 4,766.39 0.00
From 732 to 1,096 days
173.75 698.42 445.00
From 1,097 to 1,461 days
0.00 1,777.82 330.00
From 1,462 to 1,827 days
2,005.39 1,436.72 8,006.37
From 1,828 to 2,557 days
699.95 1,444.34 2,246.60
From 2,558 to 3,653 days
2,449.10 2,868.68 2,215.80
From 3,654 to 5,479 days
932.69 4,583.03 1,401.32
From 5,480 to 7,305 days
0.00 2,940.24 244.85
Over 7,306 days
746.75 0.00 0.00
Futures 6/
621.71 8,522.51 5,563.14
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
325.07 1,376.52 427.34
IPC  Index
110.63 766.49 220.58
S&P 500
188.35 348.10 154.44
NASDAQ 100
26.09 261.92 52.32
Other equities and equity indexes
0.00 0.00 0.00
Debt securities
112.84 2,007.93 5,100.86
Mexican Govt Bonds
0.00 115.60 1,159.87
US Treasury Bonds
0.00 1,081.68 677.64
US Treasury Notes
112.84 810.65 1,810.86
Other debt securities
0.00 0.00 1,452.49
Foreign currencies
183.79 5,138.06 34.94
US dollar
183.79 5,138.06 34.94
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
294.42 5,922.15 1,415.39
Mexican derivative exchange
294.42 5,922.15 1,415.39
US derivative exchanges
327.28 2,600.35 2,695.26
Chicago Mercantile Exchange
214.44 708.03 206.75
Chicago Board of Trade
112.84 1,892.33 2,488.50
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 1,452.49
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 1,452.49
Other foreign derivative exchanges
0.00 0.00 0.00
Traded volume by original term
From 1 to 7 days
0.00 2,571.53 0.00
From 8 to 31 days
439.78 2,988.37 3,231.87
From 32 to 92 days
0.00 0.00 0.00
From 93 to 184 days
181.93 2,490.47 2,331.27
From 185 to 366 days
0.00 472.13 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/  11/
64,037.26 130,695.35 72,234.54
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
3,737.77 0.25 1,873.74
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
3,737.77 0.25 1,873.74
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
60,299.49 130,695.10 70,360.80
FX swaps on US dollar 7/
43,030.69 50,526.48 55,189.25
Non-FX swaps on US dollar 7/
11,478.92 22,788.36 14,588.21
FX swaps on EURO 7/
2,602.84 52,332.66 459.41
Non-FX swaps on EURO 7/
24.72 637.61 123.92
FX swaps on other foreign currencies  7/
1,605.64 6.55 0.00
Non-FX swaps on other foreign currencies  7/
1,556.68 4,403.44 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
14,395.04 39,839.50 21,342.35
Financial entities
6,537.70 8,784.36 15,295.04
Commercial Banks
1,312.42 5,758.07 5,200.70
Development Banks
0.00 1,413.58 1,412.62
Brokerage Houses
0.00 947.10 4,730.39
Investment firms and funds
0.00 0.00 0.00
SIEFORES
5,210.63 649.45 3,912.64
SOFOMES
14.66 16.17 38.70
Other domestic financial entities
0.00 0.00 0.00
Non-Financial entities
7,857.33 31,055.13 6,047.31
Federal Government and Decentralized Entities
5,600.64 3,769.54 1,883.49
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
3.68 17.36 21.06
Non-financial private entities
2,253.02 27,268.23 4,142.76
Foreign Counterparties
49,642.22 90,855.85 50,892.19
Financial entities
49,642.22 90,855.85 50,890.93
US commercial banks
3,940.89 20,133.61 5,016.33
EU commercial banks
38,884.96 52,468.46 43,247.85
Latin american commercial banks
672.08 851.99 391.77
Other foreign commercial banks
3,798.85 16,555.40 949.13
Other US financial entities
287.02 830.37 30.22
Other EU financial entities
2,058.42 16.02 1,255.64
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 1.26
Federal and local US governments