Sistema de Información Económica

Derivatives turnover traded by domestic brokerage houses, commercial and development banks - (CF578)

Period: 01/02/2007 - 11/29/2019, Daily, Millions of Pesos, Nominal Flows

01/02/2007 - 11/29/2019

Daily

Millions of Pesos

Nominal Flows

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+ Open all
11/27/2019 11/28/2019 11/29/2019
- 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
253,050.93 99,452.57 233,457.35
+ Swaps 3/
103,901.22 88,002.32 64,026.73
+ Traded volume by underlying asset
+ Interest Rate Swaps (single currency) 3/
84,339.30 87,754.44 64,026.73
Standardized TIIE-28 days Vs Fixed Rate 4/
74,673.00 87,670.00 60,830.00
TIIE Vs Fixed Rate Non-Standardized 4/
829.89 84.44 1,730.35
LIBOR Vs Fixed Rate
8,674.41 0.00 1,270.86
other interest rates
162.01 0.00 195.52
+ Cross Currency Swap (Only over interest rates) 5/
19,561.92 247.87 0.00
TIIE Vs LIBOR
6,044.96 0.00 0.00
TIIE Vs Fixed Rate
8,843.44 247.87 0.00
Other cross interest rates
4,673.51 0.00 0.00
Underlying different to rates
0.00 0.00 0.00
+ Traded volume by counterparty (or exchange)
+ Domestic counterparties and markets
13,806.38 332.32 2,890.35
+ Financial entities
9,742.15 322.87 1,605.25
Commercial Banks
215.00 161.44 150.00
Development Banks
0.00 161.44 150.00
Brokerage Houses
215.00 0.00 0.00
Investment firms and funds
0.00 0.00 950.00
SIEFORES
2,147.15 0.00 0.00
SOFOMES
0.00 0.00 5.25
Other domestic financial entities
0.00 0.00 0.00
Mexican derivative exchange
7,165.00 0.00 350.00
+ Non-financial entities
4,064.23 9.44 1,285.10
Federal Government and Decentralized Entities
2,000.00 0.00 0.00
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
0.00 0.00 0.00
Non-financial private entities
2,064.23 9.44 1,285.10
+ Foreign Counterparties
90,094.84 87,670.00 61,136.38
+ Financial entities
90,094.84 87,670.00 61,136.38
US commercial banks
528.39 0.00 0.00
EU commercial banks
9,962.40 0.00 1,608.21
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
3,918.00 0.00 140.00
Other US financial entities
0.00 0.00 0.00
Other EU financial entities
28,010.11 0.00 0.00
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
47,675.94 87,670.00 59,388.17
Other foreign derivative exchanges
0.00 0.00 0.00
+ Non-Financial entities
0.00 0.00 0.00
Federal and local US governments
0.00 0.00 0.00
Federal and local EU governments
0.00 0.00 0.00
Federal and local LA governments
0.00 0.00 0.00
Other foreign federal and local governments
0.00 0.00 0.00
Non-financial US private entities
0.00 0.00 0.00
Non-financial EU private entities
0.00 0.00 0.00
Non-financial LA private entities
0.00 0.00 0.00
Other foreign non-financial private entities
0.00 0.00 0.00
Foreign individuals
0.00 0.00 0.00
+ Traded volume by market and original term
+ Domestic and foreign organized exchanges
54,840.94 87,670.00 59,738.17
From 1 to 7 days
0.00 0.00 0.00
From 8 to 31 days
0.00 0.00 0.00
From 32 to 92 days
0.00 29,000.00 13,700.00
From 93 to 184 days
7,000.00 20,000.00 24,000.00
From 185 to 366 days
22,700.00 28,400.00 13,200.00
From 367 to 731 days
11,920.00 4,700.00 3,600.00
From 732 to 1,096 days
3,102.15 1,500.00 0.00
From 1,097 to 1,461 days
1,037.99 0.00 1,145.52
From 1,462 to 1,827 days
4,395.00 2,000.00 550.00
From 1,828 to 2,557 days
313.32 0.00 1,006.10
From 2,558 to 3,653 days
4,372.49 2,070.00 2,497.45
From 3,654 to 5,479 days
0.00 0.00 0.00
From 5,480 to 7,305 days
0.00 0.00 39.10
Over 7,306 days
0.00 0.00 0.00
+ Domestic and foreign OTC markets
49,060.28 332.32 4,288.56
From 1 to 7 days
0.00 0.00 0.00
From 8 to 31 days
0.00 0.00 0.00
From 32 to 92 days
0.00 0.00 1,600.00
From 93 to 184 days
7,853.00 0.00 187.50
From 185 to 366 days
4,513.39 0.00 0.00
From 367 to 731 days
8,459.07 75.00 32.00
From 732 to 1,096 days
7,203.25 9.44 155.00
From 1,097 to 1,461 days
6,051.42 0.00 5.25
From 1,462 to 1,827 days
1,524.40 0.00 430.35
From 1,828 to 2,557 days
920.31 0.00 1,448.46
From 2,558 to 3,653 days
10,495.22 0.00 430.00
From 3,654 to 5,479 days
2,040.22 0.00 0.00
From 5,480 to 7,305 days
0.00 247.87 0.00
Over 7,306 days
0.00 0.00 0.00
+ Futures 6/
2,888.77 634.05 52,915.65
+ Traded volume by underlying asset
+ Interest rates
0.00 0.00 0.00
TIIE
0.00 0.00 0.00
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
+ Equities and equity indexes
171.32 29.98 125.10
IPC  Index
113.38 29.98 98.53
S&P 500
27.66 0.00 24.62
NASDAQ 100
0.00 0.00 0.00
Other equities and equity indexes
30.28 0.00 1.94
+ Debt securities
1,841.22 81.35 3,115.04
Mexican Govt Bonds
0.00 0.00 0.00
US Treasury Bonds
674.49 0.00 6.22
US Treasury Notes
945.17 0.00 3,108.82
Other debt securities
221.55 81.35 0.00
+ Foreign currencies
876.23 522.71 49,675.52
US dollar
876.23 522.71 49,675.52
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
0.00 0.00 0.00
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Traded volume by derivative exchange
+ Domestic derivative exchanges
989.61 552.69 49,323.55
Mexican derivative exchange
989.61 552.69 49,323.55
+ US derivative exchanges
1,868.87 0.00 3,590.16
Chicago Mercantile Exchange
27.66 0.00 475.12
Chicago Board of Trade
1,841.22 0.00 3,115.04
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
0.00 0.00 0.00
+ Latin America (LA) derivative exchanges
0.00 0.00 0.00
Bolsa de Mercaderias y Futuros (Brazil)
0.00 0.00 0.00
+ European Union (EU) derivative exchanges
0.00 81.35 0.00
London International Financial Futures and Options Exchange
0.00 0.00 0.00
Athens Stock Exchange (Greece)
0.00 0.00 0.00
Sociedad Rectora del Mercado de Productos Derivados (Spain)
0.00 0.00 0.00
Europe Global Financial Marketplace
0.00 81.35 0.00
Other foreign derivative exchanges
30.28 0.00 1.94
+ Traded volume by original term
From 1 to 7 days
12.88 0.00 0.00
From 8 to 31 days
795.84 104.36 25,309.21
From 32 to 92 days
1,202.18 0.00 3,109.80
From 93 to 184 days
819.30 61.59 22,541.48
From 185 to 366 days
58.56 468.10 1,955.17
From 367 to 731 days
0.00 0.00 0.00
From 732 to 1,096 days
0.00 0.00 0.00
From 1,097 to 1,461 days
0.00 0.00 0.00
From 1,462 to 1,827 days
0.00 0.00 0.00
From 1,828 to 2,557 days
0.00 0.00 0.00
From 2,558 to 3,653 days
0.00 0.00 0.00
From 3,654 to 5,479 days
0.00 0.00 0.00
From 5,480 to 7,305 days
0.00 0.00 0.00
Over 7,306 days
0.00 0.00 0.00
+ Forwards 5/  11/
130,141.71 9,416.41 112,844.58
+ Traded volume by underlying asset
+ Interest rates
0.00 0.00 0.00
TIIE
0.00 0.00 0.00
LIBOR
0.00 0.00 0.00
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
+ Equities and equity indexes
14,671.16 0.89 3,112.22
IPC  Index
0.00 0.00 0.00
S&P500
5,227.61 0.00 0.00
ETF's (Exchange Traded Funds)
0.00 0.00 0.00
NASDAQ 100
0.00 0.00 0.00
NIKKEI-225
0.00 0.00 0.00
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
9,443.55 0.89 3,112.22
+ Debt securities
25,600.54 34.40 7,959.97
Mexican Govt Bonds
25,589.23 0.00 7,959.97
US Treasury Bonds
6.25 0.00 0.00
US Treasury Notes
5.06 0.00 0.00
Other debt securities
0.00 34.40 0.00
+ Foreign currencies
89,870.01 9,381.12 101,772.39
FX swaps on US dollar 7/
68,538.66 5,531.50 82,032.70
Non-FX swaps on US dollar 7/
17,467.18 3,837.04 18,849.81
FX swaps on EURO 7/
3,090.87 12.58 626.66
Non-FX swaps on EURO 7/
773.30 0.00 233.78
FX swaps on other foreign currencies  7/
0.00 0.00 0.00
Non-FX swaps on other foreign currencies  7/
0.00 0.00 29.44
Commodities
0.00 0.00 0.00
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Traded volume by counterparty
+ Domestic Counterparties
27,160.84 1,813.23 28,623.29
+ Financial entities
14,397.71 75.52 10,446.59
Commercial Banks
5,894.89 19.50 6,640.60
Development Banks
0.00 0.00 488.79
Brokerage Houses
0.00 19.50 0.00
Investment firms and funds
0.00 0.00 0.00
SIEFORES
8,475.18 0.00 3,216.45
SOFOMES
25.36 36.51 100.75
Other domestic financial entities
2.28 0.00 0.00
+ Non-Financial entities
12,763.13 1,737.71 18,176.70
Federal Government and Decentralized Entities
2,927.93 0.00 3,910.34
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
6,124.24 61.93 7,050.86
Non-financial private entities
3,710.97 1,675.78 7,215.50
+ Foreign Counterparties
102,980.87 7,603.18 84,221.29
+ Financial entities