Sistema de Información Económica

Derivatives turnover traded by domestic brokerage houses - (CF579)

Period: 01/02/2007 - 08/30/2019, Daily, Millions of Pesos, Nominal Flows

01/02/2007 - 08/30/2019

Daily

Millions of Pesos

Nominal Flows

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08/28/2019 08/29/2019 08/30/2019
- 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
98,351.78 32,349.61 21,625.17
+ Swaps 3/
84,971.20 24,429.30 8,655.00
+ Traded volume by underlying asset
+ Interest Rate Swaps (single currency)
81,948.93 17,917.56 8,655.00
Standardized TIIE-28 days Vs Fixed Rate 4/
68,440.51 16,418.13 8,205.00
TIIE Vs Fixed Rate Non-Standardized 4/
4,966.50 0.00 450.00
LIBOR Vs Fixed Rate
43.20 1,499.43 0.00
Other interest rates
8,498.72 0.00 0.00
+ Cross Currency Swap (Only over interest rates) 5/
3,022.28 6,511.74 0.00
TIIE Vs LIBOR
0.00 1,584.36 0.00
TIIE Vs Fixed Rate
2,014.85 3,255.87 0.00
Other cross interest rates
1,007.43 1,671.51 0.00
Underlying different to rates
0.00 0.00 0.00
+ Traded volume by counterparty (or exchange)
+ Domestic counterparties and markets
11,851.94 1,451.71 700.00
+ Financial entities
11,569.34 788.77 700.00
Commercial Banks
11,207.19 99.33 150.00
Development Banks
0.00 0.00 0.00
Brokerage Houses
232.15 64.44 300.00
Investment firms and funds
0.00 0.00 0.00
SIEFORES
0.00 0.00 0.00
SOFOMES
0.00 0.00 0.00
Other domestic financial entities
0.00 0.00 0.00
Mexican derivative exchange
130.00 625.00 250.00
+ Non-financial entities
282.60 662.94 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
113.61 624.53 0.00
Non-financial private entities
168.99 38.41 0.00
+ Foreign Counterparties
73,119.26 22,977.58 7,955.00
+ Financial entities
73,119.26 22,977.40 7,955.00
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
3,528.96 1,600.00 300.00
Other EU financial entities
43,650.30 6,511.74 2,340.00
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
25,940.00 14,865.66 5,315.00
Other foreign derivative exchanges
0.00 0.00 0.00
+ Non-Financial entities
0.00 0.18 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 0.18 0.00
+ Traded volume by market and original term
+ Domestic and foreign organized exchanges
27,077.43 15,490.66 5,565.00
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 0.00 0.00
From 185 to 366 days
0.00 0.00 0.00
From 367 to 731 days
6,220.00 10,018.96 4,910.00
From 732 to 1,096 days
20,592.43 4,401.70 600.00
From 1,097 to 1,461 days
0.00 425.00 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
265.00 645.00 55.00
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
+ Domestic and foreign OTC markets
57,893.78 8,938.64 3,090.00
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 0.00 0.00
From 185 to 366 days
2,400.00 0.00 0.00
From 367 to 731 days
12,170.84 1,600.00 1,500.00
From 732 to 1,096 days
11,259.56 0.00 0.00
From 1,097 to 1,461 days
844.87 3,131.26 200.00
From 1,462 to 1,827 days
14,680.00 2,303.72 600.00
From 1,828 to 2,557 days
844.00 346.34 450.00
From 2,558 to 3,653 days
5,527.50 1,379.12 340.00
From 3,654 to 5,479 days
6,267.00 178.20 0.00
From 5,480 to 7,305 days
3,900.00 0.00 0.00
Over 7,306 days
0.00 0.00 0.00
+ Futures 6/
3,063.52 4,455.38 1,338.23
+ 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
140.04 194.87 48.87
IPC Index
47.97 56.64 7.46
S&P 500
92.07 138.14 41.10
NASDAQ 100
0.00 0.00 0.00
Other equities and equity indexes
0.00 0.08 0.31
+ Debt securities
2,923.47 4,250.57 1,289.36
Mexican Govt Bonds
87.48 0.00 105.56
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
2,220.09 4,250.57 1,183.80
Other debt securities
615.91 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
0.00 9.95 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
135.45 56.72 113.33
Mexican derivative exchange
135.45 56.72 113.33
+ US derivative exchanges
2,312.16 4,398.66 1,224.90
Chicago Mercantile Exchange
92.07 138.14 41.10
Chicago Board of Trade
2,220.09 4,250.57 1,183.80
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
0.00 9.95 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
615.91 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
615.91 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
351.49 194.87 810.32
From 32 to 92 days
1,777.25 3,730.70 0.00
From 93 to 184 days
922.87 529.81 527.91
From 185 to 366 days
11.91 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/
9,248.04 2,659.87 9,015.87
+ 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
21.96 13.17 43.47
IPC Index
16.17 4.07 10.66
S&P500
5.79 8.84 32.29
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 0.26 0.51
+ Debt securities
116.42 1,105.87 8,452.78
Mexican Govt Bonds
104.51 1,105.87 7,470.72
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
0.00 0.00 0.00
Other debt securities
11.91 0.00 982.06
+ Foreign currencies
9,109.67 1,532.86 519.62
FX swaps on US dollar 7/
0.00 62.42 0.00
Non-FX swaps on US dollar 7/
9,109.67 1,403.64 435.01
FX swaps on EURO 7/
0.00 0.00 0.00
Non-FX swaps on EURO 7/
0.00 66.80 84.61
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 7.97 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
9,036.01 2,232.87 8,777.32
+ Financial entities
8,616.85 0.00 47.15
Commercial Banks
8,616.85 0.00 47.15
Development Banks
0.00 0.00 0.00
Brokerage Houses
0.00 0.00 0.00
Investment firms and funds
0.00 0.00 0.00
SIEFORES
0.00 0.00 0.00
SOFOMES
0.00 0.00 0.00
Other domestic financial entities
0.00 0.00 0.00
+ Non-Financial entities
419.16 2,232.87 8,730.17
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
243.71 1,698.06 7,202.06
Non-financial private entities
175.45 534.80 1,528.11
+ Foreign Counterparties
212.04 427.01 238.55
+ Financial entities
212.04 426.73 234.48