|
|
|
|
|
Derivatives turnover traded by domestic brokerage houses, commercial and development banks
|
|
|
|
|
|
In organized and OTC markets 1 / Notional (nominal) amounts in millions of pesos 2 /
|
|
|
|
|
|
|
Total traded volume by instrument, underlying asset, counterparty and original term
|
Structure observations of Total traded volume by instrument, underlying asset, counterparty and original term
07/27/2023
|
07/28/2023
|
07/31/2023
|
475,653.29
|
444,866.86
|
117,440.82
|
|
|
|
|
|
|
|
Swaps 3/
|
Structure observations of Swaps 3/
07/27/2023
|
07/28/2023
|
07/31/2023
|
359,660.73
|
341,006.34
|
75,174.99
|
|
|
|
|
|
|
Traded volume by underlying asset
|
|
|
|
|
|
|
Traded volume by counterparty (or exchange)
|
|
|
|
|
|
|
Domestic counterparties and markets
|
Structure observations of Domestic counterparties and markets
07/27/2023
|
07/28/2023
|
07/31/2023
|
15,800.64
|
19,103.67
|
7,916.41
|
|
|
|
|
|
|
|
|
Foreign Counterparties
|
Structure observations of Foreign Counterparties
07/27/2023
|
07/28/2023
|
07/31/2023
|
343,860.09
|
321,902.67
|
67,258.58
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
07/27/2023
|
07/28/2023
|
07/31/2023
|
343,860.09
|
321,902.67
|
67,258.58
|
|
|
|
|
|
|
|
US banks
|
Structure observations of US banks
07/27/2023
|
07/28/2023
|
07/31/2023
|
168.72
|
700.85
|
1,490.09
|
|
|
|
|
|
|
|
EU banks 12/
|
Structure observations of EU banks 12/
07/27/2023
|
07/28/2023
|
07/31/2023
|
21,132.38
|
4,934.41
|
9,334.77
|
|
|
|
|
|
|
|
Latin american banks
|
Structure observations of Latin american banks
07/27/2023
|
07/28/2023
|
07/31/2023
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other foreign banks
|
Structure observations of Other foreign banks
07/27/2023
|
07/28/2023
|
07/31/2023
|
2,360.00
|
8,946.75
|
5,839.25
|
|
|
|
|
|
|
|
Other US financial entities
|
Structure observations of Other US financial entities
07/27/2023
|
07/28/2023
|
07/31/2023
|
0.00
|
1,062.79
|
4,022.45
|
|
|
|
|
|
|
|
Other EU financial entities 12/
|
Structure observations of Other EU financial entities 12/
07/27/2023
|
07/28/2023
|
07/31/2023
|
1,886.23
|
9,582.62
|
0.00
|
|
|
|
|
|
|
|
Other latin american financial entities
|
Structure observations of Other latin american financial entities
07/27/2023
|
07/28/2023
|
07/31/2023
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other foreign financial entities
|
Structure observations of Other foreign financial entities
07/27/2023
|
07/28/2023
|
07/31/2023
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Chicago Mercantile Exchange
|
Structure observations of Chicago Mercantile Exchange
07/27/2023
|
07/28/2023
|
07/31/2023
|
318,312.77
|
296,675.25
|
46,572.02
|
|
|
|
|
|
|
|
Other foreign derivative exchanges
|
Structure observations of Other foreign derivative exchanges
07/27/2023
|
07/28/2023
|
07/31/2023
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Non-Financial entities
|
Structure observations of Non-Financial entities
07/27/2023
|
07/28/2023
|
07/31/2023
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
Traded volume by market and original term
|
|
|
|
|
|
|
Domestic and foreign organized exchanges
|
Structure observations of Domestic and foreign organized exchanges
07/27/2023
|
07/28/2023
|
07/31/2023
|
324,312.77
|
300,145.25
|
48,712.02
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
94,104.88
|
200,000.00
|
0.00
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
38,957.76
|
34,462.86
|
11,711.78
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
42,802.64
|
2,650.00
|
17,882.00
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
44,433.63
|
29,207.20
|
7,972.19
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
71,969.77
|
2,600.00
|
3,717.00
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
14,621.37
|
533.37
|
120.56
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
5,282.70
|
26,640.53
|
2,563.96
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
2,245.16
|
1,160.00
|
2,053.96
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
9,582.75
|
2,381.57
|
2,690.58
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
312.12
|
509.72
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
07/27/2023
|
07/28/2023
|
07/31/2023
|
35,347.97
|
40,861.09
|
26,462.97
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
134.97
|
11,146.38
|
6,865.25
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
11,050.83
|
20.29
|
0.00
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
107.86
|
3,161.88
|
837.23
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
5,495.12
|
3,602.05
|
4,235.86
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
8,888.79
|
5,560.59
|
1,071.50
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
1,182.99
|
3,443.96
|
2,332.77
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
0.00
|
9,553.22
|
5.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
1,356.76
|
615.00
|
2,098.39
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
1,650.03
|
2,311.08
|
1,297.41
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
1,701.38
|
998.10
|
4,243.61
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
3,779.22
|
448.54
|
2,027.54
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
0.00
|
0.00
|
242.80
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
0.00
|
0.00
|
1,205.60
|
|
|
|
|
|
|
|
|
|
|
Futures 6/
|
Structure observations of Futures 6/
07/27/2023
|
07/28/2023
|
07/31/2023
|
549.42
|
533.47
|
647.06
|
|
|
|
|
|
|
Traded volume by underlying asset
|
| | | | |