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Derivatives turnover traded by domestic commercial and development banks - (CF580)

Period: 01/02/2007 - 07/31/2019, Daily, Millions of Pesos, Nominal Flows

01/02/2007 - 07/31/2019

Daily

Millions of Pesos

Nominal Flows

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07/29/2019 07/30/2019 07/31/2019
- Derivatives turnover traded by domestic 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
135,425.67 254,563.23 214,485.72
+ Swaps 3/
49,546.12 191,422.70 107,891.84
+ Traded volume by underlying asset
+ Interest Rate Swaps (single currency) 3/
45,286.38 190,258.68 92,222.85
Standardized TIIE-28 days Vs Fixed Rate 4/
7,615.00 178,200.10 84,653.40
TIIE Vs Fixed Rate Non-Standardized 4/
7,312.88 364.79 1,482.70
LIBOR Vs Fixed Rate
8,079.83 11,213.30 4,745.58
other interest rates
22,278.67 480.49 1,341.17
+ Cross Currency Swap (Only over interest rates) 5/
4,259.75 1,164.02 15,648.99
TIIE Vs LIBOR
4,160.53 1,164.02 13,789.16
TIIE Vs Fixed Rate
0.00 0.00 403.70
Other cross interest rates
99.22 0.00 1,456.13
Underlying different to rates
0.00 0.00 20.00
+ Traded volume by counterparty (or exchange)
+ Domestic counterparties and markets
2,507.45 8,671.05 21,213.77
+ Financial entities
1,232.97 7,123.80 19,174.11
Commercial Banks
651.19 0.00 2,452.14
Development Banks
11.19 0.00 130.00
Brokerage Houses
20.98 250.00 354.45
Investment firms and funds
0.00 0.00 0.00
SIEFORES
0.00 763.40 0.00
SOFOMES
549.61 40.00 19.16
Other domestic financial entities
0.00 0.00 0.00
Mexican derivative exchange
0.00 6,070.40 16,218.35
+ Non-financial entities
1,274.48 1,547.25 2,039.67
Federal Government and Decentralized Entities
0.00 0.00 1,436.97
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
0.00 0.00 55.00
Non-financial private entities
1,274.48 1,547.25 547.70
+ Foreign Counterparties
47,038.67 182,751.65 86,678.07
+ Financial entities
47,038.67 182,751.65 86,678.07
US commercial banks
0.00 0.00 143.70
EU commercial banks
12,718.50 24,909.51 18,928.19
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
49.61 0.00 85.97
Other US financial entities
0.00 0.00 0.00
Other EU financial entities
0.00 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
34,270.56 157,842.14 67,520.22
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
34,270.56 41,022.54 52,433.57
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 10,200.00 0.00
From 185 to 366 days
5,000.00 7,830.00 2,352.50
From 367 to 731 days
11,978.60 9,937.30 2,975.00
From 732 to 1,096 days
6,485.23 3,733.79 2,953.99
From 1,097 to 1,461 days
140.00 450.00 10,259.71
From 1,462 to 1,827 days
0.00 75.00 5,020.00
From 1,828 to 2,557 days
2,990.83 360.00 1,600.56
From 2,558 to 3,653 days
7,618.68 3,226.13 18,827.45
From 3,654 to 5,479 days
0.00 3,285.45 5,551.10
From 5,480 to 7,305 days
57.22 1,924.87 2,893.25
Over 7,306 days
0.00 0.00 0.00
+ Domestic and foreign OTC markets
15,275.56 150,400.16 55,458.28
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 50,500.00 2,322.14
From 93 to 184 days
2,481.05 35,700.00 6,600.00
From 185 to 366 days
6,588.46 44,311.00 24,050.28
From 367 to 731 days
3,322.97 8,723.00 12,252.41
From 732 to 1,096 days
1,304.72 2,800.00 7,903.32
From 1,097 to 1,461 days
1,000.00 2,463.81 984.07
From 1,462 to 1,827 days
320.00 5,206.00 658.92
From 1,828 to 2,557 days
80.00 270.00 370.99
From 2,558 to 3,653 days
135.00 342.45 105.38
From 3,654 to 5,479 days
20.98 83.89 210.76
From 5,480 to 7,305 days
22.38 0.00 0.00
Over 7,306 days
0.00 0.00 0.00
+ Futures 6/
1,803.85 2,071.06 2,661.22
+ 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
1,043.69 122.54 488.86
IPC  Index
949.07 89.83 88.15
S&P 500
60.54 14.35 385.57
NASDAQ 100
21.36 0.00 15.13
Other equities and equity indexes
12.72 18.36 0.00
+ Debt securities
682.30 808.55 1,499.18
Mexican Govt Bonds
0.00 0.00 0.00
US Treasury Bonds
354.08 589.96 1,010.70
US Treasury Notes
328.22 218.59 488.47
Other debt securities
0.00 0.00 0.00
+ Foreign currencies
77.86 1,139.98 673.18
US dollar
77.86 1,139.98 673.18
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
951.93 1,189.80 111.33
Mexican derivative exchange
951.93 1,189.80 111.33
+ US derivative exchanges
839.20 862.89 2,549.88
Chicago Mercantile Exchange
156.91 54.35 1,050.71
Chicago Board of Trade
682.30 808.55 1,499.18
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
12.72 18.36 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
12.72 18.36 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
1,803.85 1,646.25 2,411.22
From 93 to 184 days
0.00 0.00 250.00
From 185 to 366 days
0.00 424.81 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/  11/
56,593.98 49,270.27 70,150.82
+ 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
0.00 7,638.35 48.74
IPC  Index
0.00 0.00 19.98
S&P500
0.00 7,638.35 28.76
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 0.00
+ Debt securities
0.00 0.00 0.00
Mexican Govt Bonds
0.00 0.00 0.00
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
0.00 0.00 0.00
Other debt securities
0.00 0.00 0.00
+ Foreign currencies
56,593.98 41,631.92 70,102.08
FX swaps on US dollar 7/
31,507.79 13,896.56 60,223.37
Non-FX swaps on US dollar 7/
21,008.77 17,477.23 9,638.95
FX swaps on EURO 7/
2,097.80 1,678.72 17.40
Non-FX swaps on EURO 7/
1,630.49 8,574.60 149.25
FX swaps on other foreign currencies  7/
349.12 2.40 73.11
Non-FX swaps on other foreign currencies  7/
0.00 2.40 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
19,490.74 20,982.58 9,594.25
+ Financial entities
9,902.13 8,909.86 5,298.57
Commercial Banks
465.41 2,109.13 3,967.67
Development Banks
0.00 953.35 0.00
Brokerage Houses
7,861.54 491.15 47.90
Investment firms and funds
0.00 0.00 0.00
SIEFORES
1,548.93 5,325.55 1,149.58
SOFOMES
26.24 30.68 133.29
Other domestic financial entities
0.00 0.00 0.13
+ Non-Financial entities
9,588.62 12,072.72 4,295.68
Federal Government and Decentralized Entities
1,907.42 3,813.40 0.00
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
2.44 4.82 60.24
Non-financial private entities
7,678.76 8,254.50 4,235.45
+ Foreign Counterparties
37,103.23 28,287.70 60,556.57
+ Financial entities