SISTEMA DE INFORMACIÓN ECONÓMICA

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 Main indicators on US Dollar and Euro Options traded by domestic brokerage houses, commercial and development banks - (CF775)

Period: 09/01/2015 - 02/08/2019, Daily, Different Units or Measures, N-Homogeneous

09/01/2015 - 02/08/2019

Daily

Different Units or Measures

N-Homogeneous

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02/06/2019 02/07/2019 02/08/2019
- 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/
i
From 1 to 7 days
19.0000 19.1200 0.0000
i
From 8 to 30 days
19.0100 19.1500 19.0900
i
From 31 to 60 days
0.0000 19.4300 19.0700
i
From 61 to 90 days
20.0000 19.5000 19.4800
i
From 91 to 120 days
19.5000 19.5300 19.5300
i
From 121 to 150 days
19.9000 19.5800 19.3000
i
From 151 to 180 days
0.0000 19.7200 19.7200
i
From 181 to 210 days
0.0000 19.7100 19.7100
i
From 211 to 240 days
0.0000 19.9800 19.9800
i
From 241 to 270 days
0.0000 19.9900 19.9900
i
From 271 to 300 days
19.9300 20.0500 20.0500
i
From 301 to 330 days
0.0000 20.0600 20.0600
i
From 331 to 360 days
0.0000 0.0000 0.0000
i
From 361 to 731 days
20.2100 0.0000 0.0000
i
From 732 to 1096 days
0.0000 0.0000 0.0000
i
From 1097 to 1461 days
0.0000 0.0000 0.0000
i
From 1462 to 1827 days
0.0000 0.0000 0.0000
i
From 1828 to 2557 days
0.0000 0.0000 0.0000
i
From 2558 to 3653 days
0.0000 0.0000 0.0000
i
From 3654 to 5479 days
0.0000 0.0000 0.0000
i
From 5480 to 7305 days
0.0000 0.0000 0.0000
i
Over 7,306 days
0.0000 0.0000 0.0000
i
+ Turnover in OTC options by maturity at trading date (Millions of US Dollar) 2/ 4/
265.7100 1,931.9500 97.3100
i
From 1 to 7 days
15.0000 30.0000 0.0000
i
From 8 to 30 days
92.5100 271.3500 62.5000
i
From 31 to 60 days
0.0000 1,587.4000 18.4000
i
From 61 to 90 days
20.0000 31.8000 1.8000
i
From 91 to 120 days
115.0000 2.1000 2.1500
i
From 121 to 150 days
1.2000 2.4000 5.1500
i
From 151 to 180 days
0.0000 1.2000 1.6000
i
From 181 to 210 days
0.0000 0.9000 0.9000
i
From 211 to 240 days
0.0000 1.2000 1.2000
i
From 241 to 270 days
0.0000 1.2000 1.2000
i
From 271 to 300 days
12.0000 0.9000 0.9000
i
From 301 to 330 days
0.0000 1.5000 1.5000
i
From 331 to 360 days
0.0000 0.0000 0.0000
i
From 361 to 731 days
10.0000 0.0000 0.0000
i
From 732 to 1096 days
0.0000 0.0000 0.0000
i
From 1097 to 1461 days
0.0000 0.0000 0.0000
i
From 1462 to 1827 days
0.0000 0.0000 0.0000
i
From 1828 to 2557 days
0.0000 0.0000 0.0000
i
From 2558 to 3653 days
0.0000 0.0000 0.0000
i
From 3654 to 5479 days
0.0000 0.0000 0.0000
i
From 5480 to 7305 days
0.0000 0.0000 0.0000
i
Over 7,306 days
0.0000 0.0000 0.0000
i
+ Number of traded options by maturity at trading date (Units)  3/ 4/
26.0000 134.0000 96.0000
i
From 1 to 7 days
1.0000 3.0000 0.0000
i
From 8 to 30 days
10.0000 10.0000 10.0000
i
From 31 to 60 days
0.0000 63.0000 11.0000
i
From 61 to 90 days
1.0000 7.0000 6.0000
i
From 91 to 120 days
6.0000 9.0000 10.0000
i
From 121 to 150 days
4.0000 6.0000 19.0000
i
From 151 to 180 days
0.0000 6.0000 10.0000
i
From 181 to 210 days
0.0000 6.0000 6.0000
i
From 211 to 240 days
0.0000 6.0000 6.0000
i
From 241 to 270 days
0.0000 6.0000 6.0000
i
From 271 to 300 days
2.0000 6.0000 6.0000
i
From 301 to 330 days
0.0000 6.0000 6.0000
i
From 331 to 360 days
0.0000 0.0000 0.0000
i
From 361 to 731 days
2.0000 0.0000 0.0000
i
From 732 to 1096 days
0.0000 0.0000 0.0000
i
From 1097 to 1461 days
0.0000 0.0000 0.0000
i
From 1462 to 1827 days
0.0000 0.0000 0.0000
i
From 1828 to 2557 days
0.0000 0.0000 0.0000
i
From 2558 to 3653 days
0.0000 0.0000 0.0000
i
From 3654 to 5479 days
0.0000 0.0000 0.0000
i
From 5480 to 7305 days
0.0000 0.0000 0.0000
i
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/
i
From 1 to 7 days
0.0000 0.0000 0.0000
i
From 8 to 30 days
0.0000 0.0000 0.0000
i
From 31 to 60 days
0.0000 0.0000 0.0000
i
From 61 to 90 days
0.0000 0.0000 0.0000
i
From 91 to 120 days
0.0000 0.0000 0.0000
i
From 121 to 150 days
0.0000 0.0000 0.0000
i
From 151 to 180 days
0.0000 0.0000 0.0000
i
From 181 to 210 days
0.0000 0.0000 0.0000
i
From 211 to 240 days
0.0000 0.0000 0.0000
i
From 241 to 270 days
0.0000 0.0000 0.0000
i
From 271 to 300 days
0.0000 0.0000 0.0000
i
From 301 to 330 days
0.0000 0.0000 0.0000
i
From 331 to 360 days
0.0000 0.0000 0.0000
i
From 361 to 731 days
0.0000 0.0000 0.0000
i
From 732 to 1096 days
0.0000 0.0000 0.0000
i
From 1097 to 1461 days
0.0000 0.0000 0.0000
i
From 1462 to 1827 days
0.0000 0.0000 0.0000
i
From 1828 to 2557 days
0.0000 0.0000 0.0000
i
From 2558 to 3653 days
0.0000 0.0000 0.0000
i
From 3654 to 5479 days
0.0000 0.0000 0.0000
i
From 5480 to 7305 days
0.0000 0.0000 0.0000
i
Over 7,306 days
0.0000 0.0000 0.0000
i
+ Turnover in OTC options by maturity at trading date (Millions of US Dollar) 2/ 4/
0.0000 0.0000 0.0000
i
From 1 to 7 days
0.0000 0.0000 0.0000
i
From 8 to 30 days
0.0000 0.0000 0.0000
i
From 31 to 60 days
0.0000 0.0000 0.0000
i
From 61 to 90 days
0.0000 0.0000 0.0000
i
From 91 to 120 days
0.0000 0.0000 0.0000
i
From 121 to 150 days
0.0000 0.0000 0.0000
i
From 151 to 180 days
0.0000 0.0000 0.0000
i
From 181 to 210 days
0.0000 0.0000 0.0000
i
From 211 to 240 days
0.0000 0.0000 0.0000
i
From 241 to 270 days
0.0000 0.0000 0.0000
i
From 271 to 300 days
0.0000 0.0000 0.0000
i
From 301 to 330 days
0.0000 0.0000 0.0000
i
From 331 to 360 days
0.0000 0.0000 0.0000
i
From 361 to 731 days
0.0000 0.0000 0.0000
i
From 732 to 1096 days
0.0000 0.0000 0.0000
i
From 1097 to 1461 days
0.0000 0.0000 0.0000
i
From 1462 to 1827 days
0.0000 0.0000 0.0000
i
From 1828 to 2557 days
0.0000 0.0000 0.0000
i
From 2558 to 3653 days
0.0000 0.0000 0.0000
i
From 3654 to 5479 days
0.0000 0.0000 0.0000
i
From 5480 to 7305 days
0.0000 0.0000 0.0000
i
Over 7,306 days
0.0000 0.0000 0.0000
i
+ Number of traded options by maturity at trading date (Units)  3/ 4/
0.0000 0.0000 0.0000
i
From 1 to 7 days
0.0000 0.0000 0.0000
i
From 8 to 30 days
0.0000 0.0000 0.0000
i
From 31 to 60 days
0.0000 0.0000 0.0000
i
From 61 to 90 days
0.0000 0.0000 0.0000
i
From 91 to 120 days
0.0000 0.0000 0.0000
i
From 121 to 150 days
0.0000 0.0000 0.0000
i
From 151 to 180 days
0.0000 0.0000 0.0000
i
From 181 to 210 days
0.0000 0.0000 0.0000
i
From 211 to 240 days
0.0000 0.0000 0.0000
i
From 241 to 270 days
0.0000 0.0000 0.0000
i
From 271 to 300 days
0.0000 0.0000 0.0000
i
From 301 to 330 days
0.0000 0.0000 0.0000
i
From 331 to 360 days
0.0000 0.0000 0.0000
i
From 361 to 731 days
0.0000 0.0000 0.0000
i
From 732 to 1096 days
0.0000 0.0000 0.0000
i
From 1097 to 1461 days
0.0000 0.0000 0.0000
i
From 1462 to 1827 days
0.0000 0.0000 0.0000
i
From 1828 to 2557 days
0.0000 0.0000 0.0000
i
From 2558 to 3653 days
0.0000 0.0000 0.0000
i
From 3654 to 5479 days
0.0000 0.0000 0.0000
i
From 5480 to 7305 days
0.0000 0.0000 0.0000
i
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.