Sistema de Información Económica

Derivatives turnover traded by domestic brokerage houses - (CF579)

Period: 01/02/2007 - 09/30/2019, Daily, Millions of Pesos, Nominal Flows

01/02/2007 - 09/30/2019

Daily

Millions of Pesos

Nominal Flows

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09/26/2019 09/27/2019 09/30/2019
- Derivatives turnover traded by domestic brokerage houses
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
31,008.90 66,033.16 70,202.83
+ Swaps 3/
11,558.99 51,179.56 56,540.61
+ Traded volume by underlying asset
+ Interest Rate Swaps (single currency)
9,174.90 45,615.85 26,263.15
Standardized TIIE-28 days Vs Fixed Rate 4/
8,924.90 43,895.14 23,702.50
TIIE Vs Fixed Rate Non-Standardized 4/
250.00 1,709.88 1,210.94
LIBOR Vs Fixed Rate
0.00 10.83 1,349.71
Other interest rates
0.00 0.00 0.00
+ Cross Currency Swap (Only over interest rates) 5/
2,384.09 5,563.71 30,277.46
TIIE Vs LIBOR
1,092.46 0.00 12,047.23
TIIE Vs Fixed Rate
1,291.63 5,563.71 15,138.73
Other cross interest rates
0.00 0.00 3,091.51
Underlying different to rates
0.00 0.00 0.00
+ Traded volume by counterparty (or exchange)
+ Domestic counterparties and markets
8,266.30 21,263.11 7,666.69
+ Financial entities
599.17 14,730.36 7,666.69
Commercial Banks
468.85 3,220.36 3,846.69
Development Banks
0.00 0.00 0.00
Brokerage Houses
0.00 200.00 310.00
Investment firms and funds
0.00 0.00 0.00
SIEFORES
0.00 2,310.00 0.00
SOFOMES
0.00 0.00 0.00
Other domestic financial entities
130.32 0.00 0.00
Mexican derivative exchange
0.00 9,000.00 3,510.00
+ Non-financial entities
7,667.13 6,532.75 0.00
Federal Government and Decentralized Entities
0.00 0.00 0.00
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
6,561.57 3,594.50 0.00
Non-financial private entities
1,105.56 2,938.25 0.00
+ Foreign Counterparties
3,292.69 29,916.46 48,873.92
+ Financial entities
3,289.92 29,916.00 48,873.92
US commercial banks
0.00 0.00 0.00
EU commercial banks
0.00 0.00 0.00
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
0.00 361.94 4,760.00
Other EU financial entities
3,284.92 26,089.06 37,281.42
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
5.00 3,465.00 6,832.50
Other foreign derivative exchanges
0.00 0.00 0.00
+ Non-Financial entities
2.77 0.46 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
2.77 0.46 0.00
+ Traded volume by market and original term
+ Domestic and foreign organized exchanges
5.00 12,465.00 10,342.50
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 0.00
From 93 to 184 days
0.00 7,500.00 0.00
From 185 to 366 days
0.00 0.00 0.00
From 367 to 731 days
0.00 450.00 6,000.00
From 732 to 1,096 days
0.00 420.00 700.00
From 1,097 to 1,461 days
0.00 0.00 0.00
From 1,462 to 1,827 days
5.00 1,580.00 2,260.00
From 1,828 to 2,557 days
0.00 0.00 0.00
From 2,558 to 3,653 days
0.00 2,515.00 632.50
From 3,654 to 5,479 days
0.00 0.00 750.00
From 5,480 to 7,305 days
0.00 0.00 0.00
Over 7,306 days
0.00 0.00 0.00
+ Domestic and foreign OTC markets
11,553.99 38,714.56 46,198.11
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 0.00
From 93 to 184 days
0.00 15,000.00 0.00
From 185 to 366 days
700.00 0.00 18,301.95
From 367 to 731 days
1,300.45 696.78 5,468.03
From 732 to 1,096 days
4,134.72 3,967.38 1,943.94
From 1,097 to 1,461 days
2,828.36 1,785.00 3,213.76
From 1,462 to 1,827 days
894.33 10,769.13 7,891.00
From 1,828 to 2,557 days
453.24 1,424.88 1,017.28
From 2,558 to 3,653 days
1,242.88 4,116.85 8,108.60
From 3,654 to 5,479 days
0.00 954.54 253.56
From 5,480 to 7,305 days
0.00 0.00 0.00
Over 7,306 days
0.00 0.00 0.00
+ Futures 6/
5,070.37 266.57 6,277.38
+ 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
15.00 189.71 29.78
IPC Index
14.76 36.82 4.79
S&P 500
0.00 152.60 23.51
NASDAQ 100
0.00 0.00 0.00
Other equities and equity indexes
0.23 0.29 1.49
+ Debt securities
4,330.49 76.86 6,247.60
Mexican Govt Bonds
129.41 0.00 0.00
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
4,201.08 76.86 6,247.60
Other debt securities
0.00 0.00 0.00
+ Foreign currencies
0.00 0.00 0.00
US dollar
0.00 0.00 0.00
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
724.88 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
144.41 37.11 6.28
Mexican derivative exchange
144.41 37.11 6.28
+ US derivative exchanges
4,925.97 229.46 6,271.11
Chicago Mercantile Exchange
0.00 152.60 23.51
Chicago Board of Trade
4,925.97 76.86 6,247.60
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 0.00 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 0.00 0.00
Other foreign derivative exchanges
0.00 0.00 0.00
+ Traded volume by original term
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
739.88 189.71 6,277.38
From 93 to 184 days
4,330.49 76.86 0.00
From 185 to 366 days
0.00 0.00 0.00
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/
14,257.18 14,321.15 6,835.59
+ 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
7.65 45.27 11.74
IPC Index
7.65 39.44 4.36
S&P500
0.00 5.83 5.88
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
0.00 0.00 1.51
+ Debt securities
5,056.70 13,488.66 6,630.97
Mexican Govt Bonds
4,503.74 12,365.65 6,430.82
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
0.00 0.00 0.00
Other debt securities
552.95 1,123.01 200.14
+ Foreign currencies
9,192.84 787.22 192.89
FX swaps on US dollar 7/
4.09 5.91 1.97
Non-FX swaps on US dollar 7/
8,857.94 781.31 180.16
FX swaps on EURO 7/
0.00 0.00 0.00
Non-FX swaps on EURO 7/
330.81 0.00 10.75
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 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 counterparty
+ Domestic Counterparties
13,833.62 13,842.09 6,821.13
+ Financial entities
8,399.60 294.48 6.02
Commercial Banks
8,399.60 93.51 1.97
Development Banks
0.00 0.00 0.00
Brokerage Houses
0.00 0.00 0.00
Investment firms and funds
0.00 0.00 1.97
SIEFORES
0.00 0.00 0.00
SOFOMES
0.00 200.97 2.07
Other domestic financial entities
0.00 0.00 0.00
+ Non-Financial entities
5,434.02 13,547.60 6,815.11
Federal Government and Decentralized Entities
0.00 0.00 0.00
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
4,503.68 9,164.84 6,098.73
Non-financial private entities
930.34 4,382.77 716.38
+ Foreign Counterparties
423.56 479.06 14.46
+ Financial entities
421.49 473.95 9.40