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Derivatives turnover traded by domestic brokerage houses
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In organized and OTC markets 1 / Notional (nominal) amounts in millions of pesos 2 /
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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
|
55,527.12
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31,584.71
|
19,460.25
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Swaps 3/
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Structure observations of Swaps 3/
07/27/2023
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07/28/2023
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07/31/2023
|
35,155.57
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24,129.72
|
14,770.57
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Traded volume by underlying asset
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Traded volume by counterparty (or exchange)
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Traded volume by market and original term
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Domestic and foreign organized exchanges
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Structure observations of Domestic and foreign organized exchanges
07/27/2023
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07/28/2023
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07/31/2023
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31,901.02
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9,100.66
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9,562.50
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From 1 to 7 days
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Structure observations of From 1 to 7 days
07/27/2023
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07/28/2023
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07/31/2023
|
0.00
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0.00
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0.00
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From 8 to 31 days
|
Structure observations of From 8 to 31 days
07/27/2023
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07/28/2023
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07/31/2023
|
0.00
|
0.00
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0.00
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From 32 to 92 days
|
Structure observations of From 32 to 92 days
07/27/2023
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07/28/2023
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07/31/2023
|
0.00
|
0.00
|
0.00
|
|
|
|
|
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From 93 to 184 days
|
Structure observations of From 93 to 184 days
07/27/2023
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07/28/2023
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07/31/2023
|
0.00
|
0.00
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0.00
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|
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From 185 to 366 days
|
Structure observations of From 185 to 366 days
07/27/2023
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07/28/2023
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07/31/2023
|
3,060.00
|
1,250.00
|
1,250.00
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From 367 to 731 days
|
Structure observations of From 367 to 731 days
07/27/2023
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07/28/2023
|
07/31/2023
|
2,882.50
|
2,240.00
|
1,800.00
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|
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From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
07/27/2023
|
07/28/2023
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07/31/2023
|
8,394.58
|
1,435.00
|
2,920.00
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From 1,097 to 1,461 days
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Structure observations of From 1,097 to 1,461 days
07/27/2023
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07/28/2023
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07/31/2023
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5,201.00
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0.00
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0.00
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From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
07/27/2023
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07/28/2023
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07/31/2023
|
3,325.20
|
2,178.00
|
1,652.50
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From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
07/27/2023
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07/28/2023
|
07/31/2023
|
830.00
|
660.00
|
160.00
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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
|
8,207.75
|
1,236.32
|
1,780.00
|
|
|
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From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
07/27/2023
|
07/28/2023
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07/31/2023
|
0.00
|
101.34
|
0.00
|
|
|
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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
|
|
|
|
|
|
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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
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|
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Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
07/27/2023
|
07/28/2023
|
07/31/2023
|
3,254.55
|
15,029.06
|
5,208.07
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|
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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
|
|
|
|
|
|
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|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
0.00
|
299.83
|
167.45
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
0.00
|
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
|
0.00
|
706.41
|
0.00
|
|
|
|
|
|
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|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
0.00
|
2,438.03
|
0.00
|
|
|
|
|
|
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|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
625.00
|
675.00
|
75.00
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
0.00
|
3,250.00
|
1,809.42
|
|
|
|
|
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|
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
|
3,553.22
|
0.00
|
|
|
|
|
|
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|
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
|
1,146.76
|
615.00
|
500.00
|
|
|
|
|
|
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|
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
|
1,024.10
|
2,074.64
|
260.00
|
|
|
|
|
|
|
|
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
|
458.69
|
948.10
|
1,254.45
|
|
|
|
|
|
|
|
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
|
0.00
|
448.54
|
1,141.76
|
|
|
|
|
|
|
|
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
|
|
|
|
|
|
|
|
|
|
|
Futures 6/
|
Structure observations of Futures 6/
07/27/2023
|
07/28/2023
|
07/31/2023
|
371.48
|
360.72
|
439.78
|
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|
|
Traded volume by underlying asset
|
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