|
|
|
|
|
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
12/27/2024
|
12/30/2024
|
12/31/2024
|
282,905.18
|
443,754.34
|
118,502.24
|
|
|
|
|
|
|
|
Swaps 3/
|
Structure observations of Swaps 3/
12/27/2024
|
12/30/2024
|
12/31/2024
|
168,123.07
|
319,359.20
|
33,662.38
|
|
|
|
|
|
|
Traded volume by underlying asset
|
|
|
|
|
|
|
Traded volume by counterparty (or exchange)
|
|
|
|
|
|
|
Traded volume by market and original term
|
|
|
|
|
|
|
Domestic and foreign organized exchanges
|
Structure observations of Domestic and foreign organized exchanges
12/27/2024
|
12/30/2024
|
12/31/2024
|
108,218.64
|
50,795.00
|
16,485.00
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
24,400.92
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
36,500.00
|
13,950.00
|
0.00
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
0.00
|
9,525.00
|
0.00
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
15,115.00
|
12,070.00
|
1,500.00
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
21,460.00
|
11,300.00
|
3,415.00
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
7,050.00
|
540.00
|
10,180.00
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
1,260.00
|
605.00
|
0.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
1,010.00
|
1,505.00
|
880.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
57.72
|
510.00
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
1,235.00
|
670.00
|
385.00
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
130.00
|
120.00
|
125.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
12/27/2024
|
12/30/2024
|
12/31/2024
|
59,904.43
|
268,564.20
|
17,177.38
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
47,451.66
|
233,049.01
|
0.00
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
0.00
|
28,870.27
|
13,990.14
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
8,796.53
|
200.00
|
498.58
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
0.00
|
3,092.96
|
0.00
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
60.00
|
1,547.72
|
372.08
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
136.67
|
45.00
|
0.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
130.30
|
593.17
|
0.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
3,237.27
|
189.45
|
2,316.58
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
92.00
|
876.62
|
0.00
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
0.00
|
100.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
12/27/2024
|
12/30/2024
|
12/31/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
|
Futures 6/
|
Structure observations of Futures 6/
12/27/2024
|
12/30/2024
|
12/31/2024
|
521.96
|
166.18
|
75.44
|
|
|
|
|
|
|
Traded volume by underlying asset
|
| | | | |