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 - 04/30/2018, Daily, Different Units or Measures, N-Homogeneous

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04/26/2018 04/27/2018 04/30/2018
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
18.8000 18.8989 0.0000
From 8 to 30 days
18.8462 18.9289 18.8268
From 31 to 60 days
19.0000 19.0000 18.5583
From 61 to 90 days
19.0000 18.0533 19.4572
From 91 to 120 days
0.0000 19.1715 19.4446
From 121 to 150 days
0.0000 0.0000 18.7139
From 151 to 180 days
19.5000 19.0000 18.7345
From 181 to 210 days
0.0000 20.0000 18.7584
From 211 to 240 days
0.0000 0.0000 18.7823
From 241 to 270 days
0.0000 18.7000 0.0000
From 271 to 300 days
0.0000 18.7000 18.7000
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 23.0000 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/
252.1400 242.3800 243.7400
From 1 to 7 days
10.0000 10.0600 0.0000
From 8 to 30 days
1.0700 1.0100 1.7600
From 31 to 60 days
143.0000 0.0300 2.7300
From 61 to 90 days
98.0000 79.0300 31.6000
From 91 to 120 days
0.0000 2.0000 201.6000
From 121 to 150 days
0.0000 0.0000 1.6000
From 151 to 180 days
0.0800 0.1000 1.6000
From 181 to 210 days
0.0000 75.0000 1.4000
From 211 to 240 days
0.0000 0.0000 1.4000
From 241 to 270 days
0.0000 0.1200 0.0000
From 271 to 300 days
0.0000 0.0600 0.0600
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 75.0000 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/
5.0000 31.0000 28.0000
From 1 to 7 days
1.0000 2.0000 0.0000
From 8 to 30 days
1.0000 7.0000 2.0000
From 31 to 60 days
1.0000 1.0000 5.0000
From 61 to 90 days
1.0000 8.0000 4.0000
From 91 to 120 days
0.0000 4.0000 8.0000
From 121 to 150 days
0.0000 0.0000 2.0000
From 151 to 180 days
1.0000 2.0000 2.0000
From 181 to 210 days
0.0000 2.0000 2.0000
From 211 to 240 days
0.0000 0.0000 2.0000
From 241 to 270 days
0.0000 2.0000 0.0000
From 271 to 300 days
0.0000 1.0000 1.0000
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 2.0000 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
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
0.0000 0.0000 0.0000
From 31 to 60 days
0.0000 0.0000 0.0000
From 61 to 90 days
0.0000 0.0000 0.0000
From 91 to 120 days
0.0000 0.0000 0.0000
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
Turnover in OTC options by maturity at trading date (Millions of US Dollar) 2/ 4/
0.0000 0.0000 0.0000
From 1 to 7 days
0.0000 0.0000 0.0000
From 8 to 30 days
0.0000 0.0000 0.0000
From 31 to 60 days
0.0000 0.0000 0.0000
From 61 to 90 days
0.0000 0.0000 0.0000
From 91 to 120 days
0.0000 0.0000 0.0000
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
Number of traded options by maturity at trading date (Units)  3/ 4/
0.0000 0.0000 0.0000
From 1 to 7 days
0.0000 0.0000 0.0000
From 8 to 30 days
0.0000 0.0000 0.0000
From 31 to 60 days
0.0000 0.0000 0.0000
From 61 to 90 days
0.0000 0.0000 0.0000
From 91 to 120 days
0.0000 0.0000 0.0000
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