Financing and financial information of financial intermediaries   >   (CF775) -  Main indicators on US Dollar and Euro Options traded by domestic brokerage houses, commercial and development banks
  Financing and financial information of financial intermediaries     (CF775) -  Main indicators on US Dollar and Euro Options traded by domestic brokerage houses, commercial and development banks

Period: 09/01/2015 - 11/17/2017, Daily, Different Units or Measures, N-Homogeneous

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11/15/2017 11/16/2017 11/17/2017
Main indicators on US Dollar and Euro Options traded by domestic brokerage houses, commercial and development banks 5/
OTC Options on US Dollar Vs Mexican Peso, by maturity at trading date
Average strike exchange rates (Mexican pesos per US Dollar) 1/
From 1 to 7 days
19.1580 18.9500 18.8500
From 8 to 30 days
18.9704 19.0192 19.1124
From 31 to 60 days
19.3557 19.3035 18.8690
From 61 to 90 days
18.9142 18.6579 19.0862
From 91 to 120 days
19.7963 19.5092 18.9843
From 121 to 150 days
19.4533 18.5000 19.4348
From 151 to 180 days
22.5950 19.5975 19.4060
From 181 to 210 days
19.2875 19.6000 0.0000
From 211 to 240 days
20.3806 0.0000 0.0000
From 241 to 270 days
0.0000 0.0000 0.0000
From 271 to 300 days
0.0000 0.0000 0.0000
From 301 to 330 days
19.7550 0.0000 0.0000
From 331 to 360 days
0.0000 0.0000 0.0000
From 361 to 731 days
0.0000 20.0330 18.1000
From 732 to 1096 days
21.6000 0.0000 0.0000
From 1097 to 1461 days
0.0000 0.0000 0.0000
From 1462 to 1827 days
23.8000 0.0000 0.0000
From 1828 to 2557 days
0.0000 0.0000 0.0000
From 2558 to 3653 days
0.0000 0.0000 0.0000
From 3654 to 5479 days
0.0000 0.0000 0.0000
From 5480 to 7305 days
0.0000 0.0000 0.0000
Over 7,306 days
0.0000 0.0000 0.0000
Turnover in OTC options by maturity at trading date (Millions of US Dollar) 2/ 4/
228.9600 250.3600 236.1400
From 1 to 7 days
20.0000 15.0000 40.0000
From 8 to 30 days
11.0400 11.6100 86.3200
From 31 to 60 days
10.1300 46.3200 57.2000
From 61 to 90 days
12.9000 91.0800 30.9700
From 91 to 120 days
23.8000 32.7000 10.2700
From 121 to 150 days
3.0000 4.0000 10.6600
From 151 to 180 days
0.8000 20.0000 0.6700
From 181 to 210 days
80.0000 25.0000 0.0000
From 211 to 240 days
1.2900 0.0000 0.0000
From 241 to 270 days
0.0000 0.0000 0.0000
From 271 to 300 days
0.0000 0.0000 0.0000
From 301 to 330 days
13.0000 0.0000 0.0000
From 331 to 360 days
0.0000 0.0000 0.0000
From 361 to 731 days
0.0000 4.6500 0.0500
From 732 to 1096 days
30.0000 0.0000 0.0000
From 1097 to 1461 days
0.0000 0.0000 0.0000
From 1462 to 1827 days
23.0000 0.0000 0.0000
From 1828 to 2557 days
0.0000 0.0000 0.0000
From 2558 to 3653 days
0.0000 0.0000 0.0000
From 3654 to 5479 days
0.0000 0.0000 0.0000
From 5480 to 7305 days
0.0000 0.0000 0.0000
Over 7,306 days
0.0000 0.0000 0.0000
Number of traded options by maturity at trading date (Units)  3/ 4/
49.0000 46.0000 237.0000
From 1 to 7 days
2.0000 1.0000 2.0000
From 8 to 30 days
2.0000 8.0000 26.0000
From 31 to 60 days
3.0000 10.0000 59.0000
From 61 to 90 days
15.0000 9.0000 79.0000
From 91 to 120 days
9.0000 3.0000 41.0000
From 121 to 150 days
3.0000 2.0000 14.0000
From 151 to 180 days
4.0000 2.0000 15.0000
From 181 to 210 days
3.0000 1.0000 0.0000
From 211 to 240 days
4.0000 0.0000 0.0000
From 241 to 270 days
0.0000 0.0000 0.0000
From 271 to 300 days
0.0000 0.0000 0.0000
From 301 to 330 days
2.0000 0.0000 0.0000
From 331 to 360 days
0.0000 0.0000 0.0000
From 361 to 731 days
0.0000 10.0000 1.0000
From 732 to 1096 days
1.0000 0.0000 0.0000
From 1097 to 1461 days
0.0000 0.0000 0.0000
From 1462 to 1827 days
1.0000 0.0000 0.0000
From 1828 to 2557 days
0.0000 0.0000 0.0000
From 2558 to 3653 days
0.0000 0.0000 0.0000
From 3654 to 5479 days
0.0000 0.0000 0.0000
From 5480 to 7305 days
0.0000 0.0000 0.0000
Over 7,306 days
0.0000 0.0000 0.0000
OTC Options on Euro Vs Mexican Peso, by maturity at trading date
Average strike exchange rates (Mexican pesos per Euro) 1/
From 1 to 7 days
0.0000 0.0000 0.0000
From 8 to 30 days
22.8570 0.0000 0.0000
From 31 to 60 days
0.0000 22.9133 0.0000
From 61 to 90 days
0.0000 0.0000 0.0000
From 91 to 120 days
0.0000 0.0000 22.8226
From 121 to 150 days
0.0000 0.0000 0.0000
From 151 to 180 days
0.0000 0.0000 0.0000
From 181 to 210 days
0.0000 0.0000 0.0000
From 211 to 240 days
0.0000 0.0000 0.0000
From 241 to 270 days
0.0000 0.0000 0.0000
From 271 to 300 days
0.0000 0.0000 0.0000
From 301 to 330 days
0.0000 0.0000 0.0000
From 331 to 360 days
0.0000 0.0000 0.0000
From 361 to 731 days
0.0000 0.0000 0.0000
From 732 to 1096 days
0.0000 0.0000 0.0000
From 1097 to 1461 days
0.0000 0.0000 0.0000
From 1462 to 1827 days
0.0000 0.0000 0.0000
From 1828 to 2557 days
0.0000 0.0000 0.0000
From 2558 to 3653 days
0.0000 0.0000 0.0000
From 3654 to 5479 days
0.0000 0.0000 0.0000
From 5480 to 7305 days
0.0000 0.0000 0.0000
Over 7,306 days
0.0000 0.0000 0.0000
Turnover in OTC options by maturity at trading date (Millions of US Dollar) 2/ 4/
23.5800 0.1800 0.7500
From 1 to 7 days
0.0000 0.0000 0.0000
From 8 to 30 days
23.5800 0.0000 0.0000
From 31 to 60 days
0.0000 0.1800 0.0000
From 61 to 90 days
0.0000 0.0000 0.0000
From 91 to 120 days
0.0000 0.0000 0.7500
From 121 to 150 days
0.0000 0.0000 0.0000
From 151 to 180 days
0.0000 0.0000 0.0000
From 181 to 210 days
0.0000 0.0000 0.0000
From 211 to 240 days
0.0000 0.0000 0.0000
From 241 to 270 days
0.0000 0.0000 0.0000
From 271 to 300 days
0.0000 0.0000 0.0000
From 301 to 330 days
0.0000 0.0000 0.0000
From 331 to 360 days
0.0000 0.0000 0.0000
From 361 to 731 days
0.0000 0.0000 0.0000
From 732 to 1096 days
0.0000 0.0000 0.0000
From 1097 to 1461 days
0.0000 0.0000 0.0000
From 1462 to 1827 days
0.0000 0.0000 0.0000
From 1828 to 2557 days
0.0000 0.0000 0.0000
From 2558 to 3653 days
0.0000 0.0000 0.0000
From 3654 to 5479 days
0.0000 0.0000 0.0000
From 5480 to 7305 days
0.0000 0.0000 0.0000
Over 7,306 days
0.0000 0.0000 0.0000
Number of traded options by maturity at trading date (Units)  3/ 4/
4.0000 3.0000 5.0000
From 1 to 7 days
0.0000 0.0000 0.0000
From 8 to 30 days
4.0000 0.0000 0.0000
From 31 to 60 days
0.0000 3.0000 0.0000
From 61 to 90 days
0.0000 0.0000 0.0000
From 91 to 120 days
0.0000 0.0000 5.0000
From 121 to 150 days
0.0000 0.0000 0.0000
From 151 to 180 days
0.0000 0.0000 0.0000
From 181 to 210 days
0.0000 0.0000 0.0000
From 211 to 240 days
0.0000 0.0000 0.0000
From 241 to 270 days
0.0000 0.0000 0.0000
From 271 to 300 days
0.0000 0.0000 0.0000
From 301 to 330 days
0.0000 0.0000 0.0000
From 331 to 360 days
0.0000 0.0000 0.0000
From 361 to 731 days
0.0000 0.0000 0.0000
From 732 to 1096 days
0.0000 0.0000 0.0000
From 1097 to 1461 days
0.0000 0.0000 0.0000
From 1462 to 1827 days
0.0000 0.0000 0.0000
From 1828 to 2557 days
0.0000 0.0000 0.0000
From 2558 to 3653 days
0.0000 0.0000 0.0000
From 3654 to 5479 days
0.0000 0.0000 0.0000
From 5480 to 7305 days
0.0000 0.0000 0.0000
Over 7,306 days
0.0000 0.0000 0.0000
Notes:
1/ The exchange rates are calculated as the average of the contractual strike rates (weighted using the corresponding notional amount) traded on plain vainilla OTC options.
2/ According to the international convention used by the Bank for International Settlements (BIS), double-counting on OTC options turnover is eliminated by deducting half of the notional amount reported when both counterparties are domestic banks, brokerage houses and/or regulated SOFOMES.
3/ According to the BIS international convention, double-counting is eliminated by considering  only one of each pair of transactions when both counterparties are domestic banks, brokerage houses and/or regulated SOFOMES.
4/ Totals may not add up exactly, due to rounding off.
5/ From 01/10/2017 figures include OTC options traded by regulated multiple-purpose financial institutions (SOFOMES).
Source: Information requested directly by Banco de Mexico to domestic banking institutions, brokerage houses and regulated SOFOMES.
Financing and financial information of financial intermediaries(CF775) -  Main indicators on US Dollar and Euro Options traded by domestic brokerage houses, commercial and development banks