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 - 08/10/2018, Daily, Different Units or Measures, N-Homogeneous

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08/08/2018 08/09/2018 08/10/2018
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
18.6170 0.0000 0.0000
From 8 to 30 days
18.6911 18.9904 19.1204
From 31 to 60 days
18.6485 19.0492 19.0238
From 61 to 90 days
18.9333 18.8833 0.0000
From 91 to 120 days
18.8107 19.1450 19.1495
From 121 to 150 days
0.0000 19.4300 0.0000
From 151 to 180 days
0.0000 0.0000 0.0000
From 181 to 210 days
19.2752 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 19.6079 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 19.6149 19.9000
From 732 to 1096 days
0.0000 20.6000 22.0000
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/
249.8600 193.3200 1,157.9900
From 1 to 7 days
10.0000 0.0000 0.0000
From 8 to 30 days
15.4800 5.6100 105.9900
From 31 to 60 days
60.0000 3.0500 90.0000
From 61 to 90 days
0.1500 36.0000 0.0000
From 91 to 120 days
163.3400 1.2000 600.0000
From 121 to 150 days
0.0000 0.4600 0.0000
From 151 to 180 days
0.0000 0.0000 0.0000
From 181 to 210 days
0.9000 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 95.0000 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 47.0000 30.0000
From 732 to 1096 days
0.0000 5.0000 332.0000
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/
31.0000 24.0000 39.0000
From 1 to 7 days
1.0000 0.0000 0.0000
From 8 to 30 days
6.0000 4.0000 10.0000
From 31 to 60 days
2.0000 4.0000 12.0000
From 61 to 90 days
3.0000 4.0000 0.0000
From 91 to 120 days
13.0000 4.0000 12.0000
From 121 to 150 days
0.0000 2.0000 0.0000
From 151 to 180 days
0.0000 0.0000 0.0000
From 181 to 210 days
6.0000 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 3.0000 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 2.0000 1.0000
From 732 to 1096 days
0.0000 1.0000 4.0000
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 21.9000 0.0000
From 31 to 60 days
0.0000 0.0000 21.7405
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 34.5800 11.4100
From 1 to 7 days
0.0000 0.0000 0.0000
From 8 to 30 days
0.0000 34.5800 0.0000
From 31 to 60 days
0.0000 0.0000 11.4100
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 1.0000 2.0000
From 1 to 7 days
0.0000 0.0000 0.0000
From 8 to 30 days
0.0000 1.0000 0.0000
From 31 to 60 days
0.0000 0.0000 2.0000
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