|
|
|
|
|
Outstanding derivatives at end of month from domestic brokerage houses
|
|
|
|
|
|
In organized and OTC markets 1 /
|
|
|
|
|
|
Total outstanding (nominal) amounts in millions of pesos 2 /
|
|
|
|
|
|
|
Total outstanding amounts by instrument, underlying asset, counterparty and residual term
|
Structure observations of Total outstanding amounts by instrument, underlying asset, counterparty and residual term
Dec 2023
|
Jan 2024
|
Feb 2024
|
6,608,120.55
|
7,119,888.11
|
6,960,431.85
|
|
|
|
|
|
|
|
Swaps 3/
|
Structure observations of Swaps 3/
Dec 2023
|
Jan 2024
|
Feb 2024
|
5,835,831.10
|
6,301,760.26
|
6,116,275.01
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
|
|
|
|
|
|
Interest Rate Swaps (single currency) 3/
|
Structure observations of Interest Rate Swaps (single currency) 3/
Dec 2023
|
Jan 2024
|
Feb 2024
|
4,286,535.88
|
4,709,496.67
|
4,691,630.42
|
|
|
|
|
|
|
|
Standardized TIIE-28 days Vs Fixed Rate 4/
|
Structure observations of Standardized TIIE-28 days Vs Fixed Rate 4/
Dec 2023
|
Jan 2024
|
Feb 2024
|
3,861,853.84
|
4,279,504.92
|
4,291,863.29
|
|
|
|
|
|
|
|
TIIE Vs Fixed Rate Non-Standardized 4/
|
Structure observations of TIIE Vs Fixed Rate Non-Standardized 4/
Dec 2023
|
Jan 2024
|
Feb 2024
|
157,513.30
|
153,918.12
|
156,241.95
|
|
|
|
|
|
|
|
LIBOR Vs Fixed Rate
|
Structure observations of LIBOR Vs Fixed Rate
Dec 2023
|
Jan 2024
|
Feb 2024
|
5,885.69
|
5,400.33
|
4,073.15
|
|
|
|
|
|
|
|
other interest rates
|
Structure observations of other interest rates
Dec 2023
|
Jan 2024
|
Feb 2024
|
261,283.05
|
270,673.31
|
239,452.03
|
|
|
|
|
|
|
|
|
Cross Currency Swap (Only over interest rates) 5/
|
Structure observations of Cross Currency Swap (Only over interest rates) 5/
Dec 2023
|
Jan 2024
|
Feb 2024
|
1,535,294.52
|
1,577,903.91
|
1,410,279.20
|
|
|
|
|
|
|
|
|
Underlying different to rates
|
Structure observations of Underlying different to rates
Dec 2023
|
Jan 2024
|
Feb 2024
|
14,000.70
|
14,359.68
|
14,365.39
|
|
|
|
|
|
|
|
Outstanding derivatives by counterparty (or exchange)
|
|
|
|
|
|
|
Domestic counterparties and markets
|
Structure observations of Domestic counterparties and markets
Dec 2023
|
Jan 2024
|
Feb 2024
|
1,422,265.77
|
1,462,289.92
|
1,361,577.61
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
1,169,944.10
|
1,224,145.88
|
1,128,487.00
|
|
|
|
|
|
|
|
Commercial Banks
|
Structure observations of Commercial Banks
Dec 2023
|
Jan 2024
|
Feb 2024
|
450,140.55
|
457,954.49
|
414,571.41
|
|
|
|
|
|
|
|
Development Banks
|
Structure observations of Development Banks
Dec 2023
|
Jan 2024
|
Feb 2024
|
41,154.15
|
45,702.15
|
45,935.63
|
|
|
|
|
|
|
|
Brokerage Houses
|
Structure observations of Brokerage Houses
Dec 2023
|
Jan 2024
|
Feb 2024
|
73,486.91
|
75,663.22
|
75,663.66
|
|
|
|
|
|
|
|
Investment firms and funds
|
Structure observations of Investment firms and funds
Dec 2023
|
Jan 2024
|
Feb 2024
|
10,100.00
|
10,100.00
|
9,800.00
|
|
|
|
|
|
|
|
SIEFORES
|
Structure observations of SIEFORES
Dec 2023
|
Jan 2024
|
Feb 2024
|
53,857.92
|
60,483.78
|
60,277.20
|
|
|
|
|
|
|
|
SOFOMES
|
Structure observations of SOFOMES
Dec 2023
|
Jan 2024
|
Feb 2024
|
691.38
|
657.34
|
478.79
|
|
|
|
|
|
|
|
Other domestic financial entities
|
Structure observations of Other domestic financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
1,088.70
|
1,055.40
|
1,018.81
|
|
|
|
|
|
|
|
Mexican derivative exchange
|
Structure observations of Mexican derivative exchange
Dec 2023
|
Jan 2024
|
Feb 2024
|
539,424.50
|
572,529.50
|
520,741.50
|
|
|
|
|
|
|
|
|
Non-financial entities
|
Structure observations of Non-financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
252,321.67
|
238,144.04
|
233,090.61
|
|
|
|
|
|
|
|
|
|
Foreign Counterparties
|
Structure observations of Foreign Counterparties
Dec 2023
|
Jan 2024
|
Feb 2024
|
4,413,565.33
|
4,839,470.34
|
4,754,697.40
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
4,413,565.33
|
4,839,470.34
|
4,754,697.40
|
|
|
|
|
|
|
|
US banks
|
Structure observations of US banks
Dec 2023
|
Jan 2024
|
Feb 2024
|
294,130.49
|
323,747.18
|
252,995.12
|
|
|
|
|
|
|
|
EU banks 11/
|
Structure observations of EU banks 11/
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
5,078.70
|
|
|
|
|
|
|
|
Latin american banks
|
Structure observations of Latin american banks
Dec 2023
|
Jan 2024
|
Feb 2024
|
1,775.00
|
1,775.00
|
1,775.00
|
|
|
|
|
|
|
|
Other foreign banks
|
Structure observations of Other foreign banks
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other US financial entities
|
Structure observations of Other US financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
784,651.84
|
779,922.59
|
765,977.55
|
|
|
|
|
|
|
|
Other EU financial entities 11/
|
Structure observations of Other EU financial entities 11/
Dec 2023
|
Jan 2024
|
Feb 2024
|
1,888,107.60
|
1,938,574.84
|
1,749,291.05
|
|
|
|
|
|
|
|
Other latin american financial entities
|
Structure observations of Other latin american financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other foreign financial entities
|
Structure observations of Other foreign financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Chicago Mercantile Exchange
|
Structure observations of Chicago Mercantile Exchange
Dec 2023
|
Jan 2024
|
Feb 2024
|
1,444,900.40
|
1,795,450.73
|
1,979,579.99
|
|
|
|
|
|
|
|
Other foreign derivative exchanges
|
Structure observations of Other foreign derivative exchanges
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Non-Financial entities
|
Structure observations of Non-Financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
Outstanding derivatives by market and residual term
|
|
|
|
|
|
|
Domestic and foreign organized exchanges
|
Structure observations of Domestic and foreign organized exchanges
Dec 2023
|
Jan 2024
|
Feb 2024
|
1,984,324.90
|
2,367,980.23
|
2,500,321.49
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
11,175.00
|
36,496.08
|
37,188.53
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
50,290.87
|
134,396.58
|
90,115.70
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
298,197.95
|
386,995.24
|
506,197.02
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
315,246.70
|
300,262.46
|
346,587.39
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
422,332.30
|
501,708.23
|
539,153.02
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
306,054.39
|
351,410.82
|
395,551.47
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
130,166.22
|
167,662.71
|
161,549.09
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
120,121.30
|
129,492.53
|
94,731.67
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
92,146.05
|
106,893.73
|
103,657.29
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
67,488.80
|
64,461.61
|
61,404.40
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
140,607.57
|
157,540.34
|
133,932.87
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
24,709.06
|
24,861.61
|
26,561.17
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
5,778.50
|
5,778.50
|
3,653.50
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
10.19
|
19.79
|
38.36
|
|
|
|
|
|
|
|
|
Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
Dec 2023
|
Jan 2024
|
Feb 2024
|
3,851,506.20
|
3,933,780.03
|
3,615,953.53
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
21,877.49
|
29,822.24
|
14,629.48
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
84,025.69
|
177,905.57
|
95,251.76
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
315,803.61
|
241,638.20
|
194,802.99
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
212,853.04
|
199,351.07
|
200,825.87
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
381,259.73
|
379,199.14
|
424,062.30
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
558,642.27
|
591,549.51
|
547,473.07
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
420,466.90
|
404,807.77
|
435,461.84
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
368,788.87
|
383,863.69
|
393,780.50
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
327,576.21
|
343,459.89
|
259,136.52
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
403,345.60
|
387,370.58
|
305,255.42
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
478,162.96
|
511,735.70
|
457,826.36
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
144,417.12
|
147,595.37
|
154,007.71
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
74,115.07
|
75,628.86
|
73,242.22
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
60,171.64
|
59,852.43
|
60,197.47
|
|
|
|
|
|
|
|
|
|
|
Futures 6/
|
Structure observations of Futures 6/
Dec 2023
|
Jan 2024
|
Feb 2024
|
810.26
|
935.07
|
736.59
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
|
|
|
|
|
|
Interest rates
|
Structure observations of Interest rates
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Equities and equity indexes
|
Structure observations of Equities and equity indexes
Dec 2023
|
Jan 2024
|
Feb 2024
|
383.56
|
412.84
|
457.12
|
|
|
|
|
|
|
|
|
Debt securities
|
Structure observations of Debt securities
Dec 2023
|
Jan 2024
|
Feb 2024
|
421.81
|
500.79
|
278.41
|
|
|
|
|
|
|
|
|
Foreign currencies
|
Structure observations of Foreign currencies
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Commodities
|
Structure observations of Commodities
Dec 2023
|
Jan 2024
|
Feb 2024
|
4.89
|
21.44
|
1.06
|
|
|
|
|
|
|
|
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
|
Structure observations of Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Outstanding derivatives by derivative exchange
|
|
|
|
|
|
|
Outstanding derivatives by residual term
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
4.89
|
21.44
|
457.12
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
805.37
|
913.62
|
1.06
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
278.41
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
Forwards 5/
|
Structure observations of Forwards 5/
Dec 2023
|
Jan 2024
|
Feb 2024
|
433,971.78
|
492,679.13
|
540,569.25
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
|
|
|
|
|
|
Interest rates
|
Structure observations of Interest rates
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Equities and equity indexes
|
Structure observations of Equities and equity indexes
Dec 2023
|
Jan 2024
|
Feb 2024
|
185,264.05
|
229,810.66
|
239,125.74
|
|
|
|
|
|
|
|
Index IPC
|
Structure observations of Index IPC
Dec 2023
|
Jan 2024
|
Feb 2024
|
628.09
|
1,140.66
|
4,486.78
|
|
|
|
|
|
|
|
S&P500
|
Structure observations of S&P500
Dec 2023
|
Jan 2024
|
Feb 2024
|
159,010.78
|
203,358.59
|
201,454.06
|
|
|
|
|
|
|
|
ETF's (Exchange Traded Funds)
|
Structure observations of ETF's (Exchange Traded Funds)
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
NASDAQ 100
|
Structure observations of NASDAQ 100
Dec 2023
|
Jan 2024
|
Feb 2024
|
17.29
|
77.12
|
139.59
|
|
|
|
|
|
|
|
NIKKEI-225
|
Structure observations of NIKKEI-225
Dec 2023
|
Jan 2024
|
Feb 2024
|
9,766.95
|
9,522.77
|
9,278.60
|
|
|
|
|
|
|
|
Russell 2000
|
Structure observations of Russell 2000
Dec 2023
|
Jan 2024
|
Feb 2024
|
1.72
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other equities and equity indexes
|
Structure observations of Other equities and equity indexes
Dec 2023
|
Jan 2024
|
Feb 2024
|
15,839.23
|
15,711.51
|
23,766.72
|
|
|
|
|
|
|
|
|
Debt securities
|
Structure observations of Debt securities
Dec 2023
|
Jan 2024
|
Feb 2024
|
4,846.22
|
5,089.08
|
5,251.73
|
|
|
|
|
|
|
|
|
Foreign currencies
|
Structure observations of Foreign currencies
Dec 2023
|
Jan 2024
|
Feb 2024
|
243,861.51
|
257,779.39
|
296,190.78
|
|
|
|
|
|
|
|
FX swaps on US dollar 7/
|
Structure observations of FX swaps on US dollar 7/
Dec 2023
|
Jan 2024
|
Feb 2024
|
2,983.22
|
2,954.52
|
3,076.40
|
|
|
|
|
|
|
|
Non-FX swaps on US dollar 7/
|
Structure observations of Non-FX swaps on US dollar 7/
Dec 2023
|
Jan 2024
|
Feb 2024
|
200,579.96
|
223,328.99
|
256,013.10
|
|
|
|
|
|
|
|
FX swaps on EURO 7/
|
Structure observations of FX swaps on EURO 7/
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Non-FX swaps on EURO 7/
|
Structure observations of Non-FX swaps on EURO 7/
Dec 2023
|
Jan 2024
|
Feb 2024
|
7,802.30
|
8,441.00
|
11,459.71
|
|
|
|
|
|
|
|
FX swaps on other foreign currencies 7/
|
Structure observations of FX swaps on other foreign currencies 7/
Dec 2023
|
Jan 2024
|
Feb 2024
|
472.02
|
475.67
|
0.00
|
|
|
|
|
|
|
|
Non-FX swaps on other foreign currencies 7/
|
Structure observations of Non-FX swaps on other foreign currencies 7/
Dec 2023
|
Jan 2024
|
Feb 2024
|
32,024.01
|
22,579.21
|
25,641.57
|
|
|
|
|
|
|
|
|
Commodities
|
Structure observations of Commodities
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.99
|
|
|
|
|
|
|
|
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
|
Structure observations of Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Outstanding derivatives by counterparty
|
|
|
|
|
|
|
Domestic Counterparties
|
Structure observations of Domestic Counterparties
Dec 2023
|
Jan 2024
|
Feb 2024
|
223,445.61
|
250,710.62
|
274,318.78
|
|
|
|
|
|
|
|
|
Foreign Counterparties
|
Structure observations of Foreign Counterparties
Dec 2023
|
Jan 2024
|
Feb 2024
|
210,526.17
|
241,968.51
|
266,250.47
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
210,526.17
|
241,968.51
|
266,250.47
|
|
|
|
|
|
|
|
US banks
|
Structure observations of US banks
Dec 2023
|
Jan 2024
|
Feb 2024
|
139,992.77
|
167,162.45
|
176,440.40
|
|
|
|
|
|
|
|
EU banks 11/
|
Structure observations of EU banks 11/
Dec 2023
|
Jan 2024
|
Feb 2024
|
3,020.92
|
2,596.23
|
2,741.79
|
|
|
|
|
|
|
|
Latin american banks
|
Structure observations of Latin american banks
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other foreign banks
|
Structure observations of Other foreign banks
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other US financial entities
|
Structure observations of Other US financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
36,701.56
|
40,478.16
|
50,797.12
|
|
|
|
|
|
|
|
Other EU financial entities 11/
|
Structure observations of Other EU financial entities 11/
Dec 2023
|
Jan 2024
|
Feb 2024
|
30,810.92
|
31,731.66
|
36,271.16
|
|
|
|
|
|
|
|
Other latin american financial entities
|
Structure observations of Other latin american financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other foreign financial entities
|
Structure observations of Other foreign financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Non-Financial entities
|
Structure observations of Non-Financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
Outstanding derivatives by residual term
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
14,740.26
|
14,122.71
|
17,183.78
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
53,610.61
|
14,665.11
|
128,215.22
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
119,607.74
|
232,757.26
|
184,363.72
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
226,817.04
|
212,303.13
|
177,052.70
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
12,861.03
|
12,385.10
|
27,313.40
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
939.99
|
979.00
|
1,025.03
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
770.73
|
780.98
|
773.63
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
770.73
|
780.98
|
773.63
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
770.73
|
780.98
|
773.63
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
1,541.46
|
1,561.95
|
1,547.26
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
1,541.46
|
1,561.95
|
1,547.26
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
Options and Warrants 3/ 10/
|
Structure observations of Options and Warrants 3/ 10/
Dec 2023
|
Jan 2024
|
Feb 2024
|
337,507.40
|
324,513.66
|
302,851.01
|
|
|
|
|
|
|
|
Issued (Sold)
|
Structure observations of Issued (Sold)
Dec 2023
|
Jan 2024
|
Feb 2024
|
170,069.62
|
165,507.58
|
155,039.25
|
|
|
|
|
|
|
|
Plain vanilla sold options 3/ 8/ 10/
|
Structure observations of Plain vanilla sold options 3/ 8/ 10/
Dec 2023
|
Jan 2024
|
Feb 2024
|
87,604.54
|
88,188.36
|
75,015.27
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
|
|
|
|
|
|
Interest rates
|
Structure observations of Interest rates
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Equities and equity indexes
|
Structure observations of Equities and equity indexes
Dec 2023
|
Jan 2024
|
Feb 2024
|
2,050.86
|
2,393.39
|
2,453.82
|
|
|
|
|
|
|
|
|
Foreign currencies
|
Structure observations of Foreign currencies
Dec 2023
|
Jan 2024
|
Feb 2024
|
85,553.67
|
85,794.96
|
72,561.45
|
|
|
|
|
|
|
|
|
Commodities
|
Structure observations of Commodities
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
|
Structure observations of Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Outstanding derivatives by counterparty (or exchange)
|
|
|
|
|
|
|
Domestic Counterparties and Markets
|
Structure observations of Domestic Counterparties and Markets
Dec 2023
|
Jan 2024
|
Feb 2024
|
26,046.86
|
26,457.09
|
22,381.54
|
|
|
|
|
|
|
|
|
Foreign Counterparties and Markets
|
Structure observations of Foreign Counterparties and Markets
Dec 2023
|
Jan 2024
|
Feb 2024
|
61,557.68
|
61,731.27
|
52,633.72
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
61,557.68
|
61,731.27
|
52,633.72
|
|
|
|
|
|
|
|
US banks
|
Structure observations of US banks
Dec 2023
|
Jan 2024
|
Feb 2024
|
2,275.06
|
2,157.79
|
1,917.33
|
|
|
|
|
|
|
|
EU banks 11/
|
Structure observations of EU banks 11/
Dec 2023
|
Jan 2024
|
Feb 2024
|
40.76
|
673.76
|
1,903.73
|
|
|
|
|
|
|
|
Latin american banks
|
Structure observations of Latin american banks
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other foreign banks
|
Structure observations of Other foreign banks
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
US derivative exchanges
|
Structure observations of US derivative exchanges
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
EU derivative exchanges 11/
|
Structure observations of EU derivative exchanges 11/
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
LA derivative exchanges
|
Structure observations of LA derivative exchanges
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other foreign derivative exchanges
|
Structure observations of Other foreign derivative exchanges
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other US financial entities
|
Structure observations of Other US financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
37,509.07
|
37,202.20
|
27,637.20
|
|
|
|
|
|
|
|
Other EU financial entities 11/
|
Structure observations of Other EU financial entities 11/
Dec 2023
|
Jan 2024
|
Feb 2024
|
21,732.79
|
21,697.53
|
21,175.46
|
|
|
|
|
|
|
|
Other latin american financial entities
|
Structure observations of Other latin american financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other foreign financial entities
|
Structure observations of Other foreign financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Non-Financial entities
|
Structure observations of Non-Financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
Outstanding derivatives by market and residual term
|
|
|
|
|
|
|
Domestic and foreign organized exchanges
|
Structure observations of Domestic and foreign organized exchanges
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
11.90
|
50.12
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
50.12
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
11.90
|
0.00
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
Dec 2023
|
Jan 2024
|
Feb 2024
|
87,604.54
|
88,176.46
|
74,965.15
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
450.82
|
814.17
|
702.24
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
2,021.46
|
15,530.84
|
3,078.45
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
18,307.76
|
4,127.30
|
3,007.61
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
2,206.59
|
3,228.67
|
3,423.11
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
2,532.25
|
2,286.56
|
2,923.03
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
78.19
|
148.77
|
148.77
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
9,373.85
|
9,300.55
|
9,440.45
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
385.53
|
390.66
|
28,024.19
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
28,121.55
|
27,901.65
|
0.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
24,126.53
|
24,447.29
|
24,217.30
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
|
Exotic sold options (Including "Caps" and "Floors") 5/ 9/ 10/
|
Structure observations of Exotic sold options (Including "Caps" and "Floors") 5/ 9/ 10/
Dec 2023
|
Jan 2024
|
Feb 2024
|
78,855.47
|
73,217.02
|
75,633.25
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
|
|
|
|
|
|
Interest rates
|
Structure observations of Interest rates
Dec 2023
|
Jan 2024
|
Feb 2024
|
7,453.77
|
7,401.41
|
7,401.19
|
|
|
|
|
|
|
|
|
US dollar
|
Structure observations of US dollar
Dec 2023
|
Jan 2024
|
Feb 2024
|
64,618.35
|
52,202.81
|
51,577.94
|
|
|
|
|
|
|
|
S&P 500
|
Structure observations of S&P 500
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
EURO STOXX
|
Structure observations of EURO STOXX
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
1,336.26
|
|
|
|
|
|
|
|
Swaptions
|
Structure observations of Swaptions
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Underlyings other than interest rates, US dollar, S&P 500, Euro Stoxx and swaps.
|
Structure observations of Underlyings other than interest rates, US dollar, S&P 500, Euro Stoxx and swaps.
Dec 2023
|
Jan 2024
|
Feb 2024
|
6,783.35
|
13,612.80
|
15,317.86
|
|
|
|
|
|
|
|
Outstanding derivatives by counterparty
|
|
|
|
|
|
|
Outstanding derivatives by market and residual term
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
83.22
|
76.58
|
171.86
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
413.09
|
528.89
|
1,198.71
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
1,895.11
|
1,833.58
|
1,545.07
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
1,663.43
|
8,899.61
|
8,543.12
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
2,899.51
|
2,145.20
|
2,953.53
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
14,100.70
|
1,414.65
|
3,218.67
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
14,943.66
|
15,021.26
|
23,747.89
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
9,791.09
|
9,894.94
|
4,402.89
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
3,526.94
|
3,569.84
|
4,906.20
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
13,925.49
|
14,011.66
|
17,899.51
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
15,587.76
|
15,794.99
|
7,020.22
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
25.48
|
25.81
|
25.57
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
Sold warrants 5/ 10/
|
Structure observations of Sold warrants 5/ 10/
Dec 2023
|
Jan 2024
|
Feb 2024
|
3,609.61
|
4,102.20
|
4,390.73
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
|
|
|
|
|
|
Outstanding derivatives by counterparty
|
|
|
|
|
|
|
Outstanding derivatives by market and residual term
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
66.02
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
255.65
|
84.06
|
34.40
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
185.93
|
258.83
|
413.16
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
1,040.28
|
1,615.79
|
1,114.68
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
912.86
|
794.35
|
905.52
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
565.35
|
792.94
|
815.72
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
649.54
|
556.23
|
1,041.24
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
|
Acquired (Bought)
|
Structure observations of Acquired (Bought)
Dec 2023
|
Jan 2024
|
Feb 2024
|
167,437.78
|
159,006.08
|
147,811.76
|
|
|
|
|
|
|
|
Plain vanilla bought options 3/ 8/ 10/
|
Structure observations of Plain vanilla bought options 3/ 8/ 10/
Dec 2023
|
Jan 2024
|
Feb 2024
|
88,455.65
|
89,045.84
|
75,875.55
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
|
|
|
|
|
|
Interest rates
|
Structure observations of Interest rates
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Equities and equity indexes
|
Structure observations of Equities and equity indexes
Dec 2023
|
Jan 2024
|
Feb 2024
|
2,893.44
|
3,479.28
|
3,318.75
|
|
|
|
|
|
|
|
|
Foreign currencies
|
Structure observations of Foreign currencies
Dec 2023
|
Jan 2024
|
Feb 2024
|
85,562.21
|
85,566.57
|
72,556.81
|
|
|
|
|
|
|
|
|
Commodities
|
Structure observations of Commodities
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
|
Structure observations of Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Outstanding derivatives by counterparty
|
|
|
|
|
|
|
Domestic Counterparties and Markets
|
Structure observations of Domestic Counterparties and Markets
Dec 2023
|
Jan 2024
|
Feb 2024
|
65,985.96
|
66,476.09
|
57,252.68
|
|
|
|
|
|
|
|
|
Foreign Counterparties and Markets
|
Structure observations of Foreign Counterparties and Markets
Dec 2023
|
Jan 2024
|
Feb 2024
|
22,469.69
|
22,569.75
|
18,622.87
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
22,469.69
|
22,569.75
|
18,622.87
|
|
|
|
|
|
|
|
US banks
|
Structure observations of US banks
Dec 2023
|
Jan 2024
|
Feb 2024
|
1,802.54
|
1,687.24
|
1,570.68
|
|
|
|
|
|
|
|
EU banks 11/
|
Structure observations of EU banks 11/
Dec 2023
|
Jan 2024
|
Feb 2024
|
83.26
|
642.27
|
1,773.28
|
|
|
|
|
|
|
|
Latin american banks
|
Structure observations of Latin american banks
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other foreign banks
|
Structure observations of Other foreign banks
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
US derivative exchanges
|
Structure observations of US derivative exchanges
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
EU derivative exchanges 11/
|
Structure observations of EU derivative exchanges 11/
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
LA derivative exchanges
|
Structure observations of LA derivative exchanges
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other foreign derivative exchanges
|
Structure observations of Other foreign derivative exchanges
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other US financial entities
|
Structure observations of Other US financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
14,074.45
|
13,950.83
|
9,212.40
|
|
|
|
|
|
|
|
Other EU financial entities 11/
|
Structure observations of Other EU financial entities 11/
Dec 2023
|
Jan 2024
|
Feb 2024
|
6,509.45
|
6,289.42
|
6,066.51
|
|
|
|
|
|
|
|
Other latin american financial entities
|
Structure observations of Other latin american financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other foreign financial entities
|
Structure observations of Other foreign financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Non-Financial entities
|
Structure observations of Non-Financial entities
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
Outstanding derivatives by market and residual term
|
|
|
|
|
|
|
Domestic and foreign organized exchanges
|
Structure observations of Domestic and foreign organized exchanges
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
Dec 2023
|
Jan 2024
|
Feb 2024
|
88,455.65
|
89,045.84
|
75,875.55
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
478.83
|
545.12
|
565.98
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
2,160.95
|
15,381.31
|
2,875.38
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
18,154.44
|
4,207.83
|
3,047.10
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
2,514.07
|
3,960.85
|
4,270.17
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
3,057.56
|
2,759.97
|
3,358.42
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
213.55
|
326.15
|
238.56
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
9,415.87
|
9,300.55
|
9,452.35
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
212.30
|
215.12
|
27,850.30
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
28,121.55
|
27,901.65
|
0.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
24,126.53
|
24,447.29
|
24,217.30
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
|
Exotic bought options (Including "Caps" and "Floors") 5/ 9/ 10/
|
Structure observations of Exotic bought options (Including "Caps" and "Floors") 5/ 9/ 10/
Dec 2023
|
Jan 2024
|
Feb 2024
|
78,982.13
|
69,960.24
|
71,936.21
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
|
|
|
|
|
|
Interest rates
|
Structure observations of Interest rates
Dec 2023
|
Jan 2024
|
Feb 2024
|
6,233.37
|
6,183.68
|
6,185.55
|
|
|
|
|
|
|
|
|
US dollar
|
Structure observations of US dollar
Dec 2023
|
Jan 2024
|
Feb 2024
|
64,661.66
|
52,274.15
|
51,641.62
|
|
|
|
|
|
|
|
S&P 500
|
Structure observations of S&P 500
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
EURO STOXX
|
Structure observations of EURO STOXX
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
890.84
|
|
|
|
|
|
|
|
Swaptions
|
Structure observations of Swaptions
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Underlyings other than interest rates, US dollar, S&P 500, Euro Stoxx and swaps.
|
Structure observations of Underlyings other than interest rates, US dollar, S&P 500, Euro Stoxx and swaps.
Dec 2023
|
Jan 2024
|
Feb 2024
|
8,087.10
|
11,502.40
|
13,218.19
|
|
|
|
|
|
|
|
Outstanding derivatives by counterparty
|
|
|
|
|
|
|
Outstanding derivatives by market and residual term
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
84.92
|
78.30
|
184.65
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
403.08
|
505.34
|
473.55
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
1,205.24
|
1,624.87
|
2,430.34
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
2,630.39
|
5,527.65
|
4,760.05
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
1,747.94
|
1,496.17
|
1,948.65
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
14,497.89
|
1,721.81
|
3,531.85
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
15,181.00
|
15,319.01
|
23,996.49
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
9,719.41
|
9,828.22
|
4,309.69
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
3,226.94
|
3,269.84
|
4,606.20
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
14,672.10
|
14,768.20
|
18,648.93
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
15,587.76
|
15,794.99
|
7,020.22
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
25.48
|
25.81
|
25.57
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
Bought warrants 5/ 10/
|
Structure observations of Bought warrants 5/ 10/
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
|
|
|
|
|
|
Outstanding derivatives by counterparty
|
|
|
|
|
|
|
Outstanding derivatives by market and residual term
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Dec 2023
|
Jan 2024
|
Feb 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
|
|
|
Notes:
|
|
|
|
|
|
1/ According to the international convention used by the Bank for International Settlements (BIS), double-counting on outstanding derivatives data is eliminated in OTC transactions by deducting half of the amount reported when both counterparties are domestic banks, brokerage houses and/or regulated multiple-purpose financial institutions. OTC transactions include implicit derivatives in structured contracts (mainly debt securities). See note on methodology and definitions.
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2/ Nominal amounts denominated in other currencies are converted into Mexican pesos at the exchange rates prevailing at the corresponding end of month. Total amounts may not add up exactly, due to rounding off.
|
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|
3 / These contracts are traded both on organized and OTC markets.
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4/ "Standardized swaps" are interest rate swaps that complies with the definition mentioned in Banco de México's Circular 4/2012 on derivative operations; i.e. contracts that exchange 28-days streams calculated with a fixed interest rate and the 28 days TIIE on a fixed notional amount in pesos, and a maturity between 56 days and 30 years.
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|
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5 / These contracts are traded only on OTC markets.
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|
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|
6 / These contracts are traded only on organized markets.
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|
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|
7/ Foreign Exchange Swaps (FX swaps) are single transactions (anyone of the following pair: spot/forward or forward/forward) involving the actual exchange of two currencies on a specific date at a rate agreed at the trade date of the contract and a reverse exchange of the same two currencies at a date further in the future at a rate agreed on such trade date.
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|
8/ Only plain vanilla options are included; i.e. option contracts that give the right to deliver or receive a specific asset at an agreed price at an agreed time in the future.
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|
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|
|
9/ Only non-plain vanilla option contracts are included. In the case of interest rate option contracts, known as "Caps" or "Floors" (where exists several possible dates of exercises), the nominal or notional amount considered is the one corresponding to the outstanding "Caplet" or "Floorlet" at the end of month.
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|
10/ Information regarding to Options is subject to change due to the entry into force of new sections added to the respective template. The revised data from January 2020 will be disseminated in future statistics publications.
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11/ Data published in this table contemplate historical information series taking into account the United Kingdom as part of the economic bloc of the European Union, even though as of January 31 2020, the United Kingdom is no longer part of such bloc.
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12/ As of July 1, the data shown considers derivative transactions on synthetic LIBOR. As the UK Financial Conduct Authority (FCA) requested the LIBOR administrator (ICE Benchmark Administration Limited) to continue publishing USD LIBOR settings at 1, 3 and 6 months after the cessation date (June 30, 2023), using a non-representative synthetic methodology (synthetic LIBOR).
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Source: Information requested directly by Banco de Mexico to domestic banking institutions, brokerage houses and regulated multiple-purpose financial institutions (SOFOMES).
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|