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Derivatives turnover traded by domestic commercial and development banks
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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
11/27/2024
|
11/28/2024
|
11/29/2024
|
399,765.11
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59,197.06
|
353,199.20
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Swaps 3/
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Structure observations of Swaps 3/
11/27/2024
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11/28/2024
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11/29/2024
|
183,002.44
|
44,897.62
|
231,324.84
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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
11/27/2024
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11/28/2024
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11/29/2024
|
77,434.79
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8,960.00
|
34,969.11
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From 1 to 7 days
|
Structure observations of From 1 to 7 days
11/27/2024
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11/28/2024
|
11/29/2024
|
0.00
|
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
11/27/2024
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11/28/2024
|
11/29/2024
|
0.00
|
0.00
|
7,873.52
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From 32 to 92 days
|
Structure observations of From 32 to 92 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
1,100.00
|
0.00
|
10,667.68
|
|
|
|
|
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From 93 to 184 days
|
Structure observations of From 93 to 184 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
46,600.00
|
0.00
|
900.00
|
|
|
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From 185 to 366 days
|
Structure observations of From 185 to 366 days
11/27/2024
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11/28/2024
|
11/29/2024
|
4,397.10
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0.00
|
1,360.00
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|
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From 367 to 731 days
|
Structure observations of From 367 to 731 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
3,152.56
|
8,500.00
|
4,085.41
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|
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From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
2,359.71
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0.00
|
6,035.00
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From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
6,589.60
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0.00
|
2,567.50
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|
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From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
11/27/2024
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11/28/2024
|
11/29/2024
|
6,100.00
|
0.00
|
0.00
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From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
11/27/2024
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11/28/2024
|
11/29/2024
|
3,980.00
|
0.00
|
425.00
|
|
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From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
2,055.00
|
460.00
|
955.00
|
|
|
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|
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From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
1,100.82
|
0.00
|
100.00
|
|
|
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|
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From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
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|
Over 7,306 days
|
Structure observations of Over 7,306 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
0.00
|
0.00
|
0.00
|
|
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|
Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
11/27/2024
|
11/28/2024
|
11/29/2024
|
105,567.65
|
35,937.62
|
196,355.73
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From 1 to 7 days
|
Structure observations of From 1 to 7 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
0.00
|
0.00
|
14,568.15
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
12,150.00
|
7,400.00
|
9,365.97
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
13,755.59
|
2,682.50
|
1,832.47
|
|
|
|
|
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|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
9,721.36
|
1,900.00
|
6,237.57
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
9,800.80
|
200.00
|
29,294.83
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
9,628.22
|
5,781.73
|
40,755.11
|
|
|
|
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|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
7,411.50
|
3,863.22
|
18,924.18
|
|
|
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|
|
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|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
1,982.93
|
4,614.12
|
15,100.94
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
6,353.53
|
8,098.78
|
11,853.77
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
992.32
|
1,397.28
|
15,233.43
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
6,718.68
|
0.00
|
4,275.77
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
37.11
|
0.00
|
11,592.04
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
11/27/2024
|
11/28/2024
|
11/29/2024
|
27,015.62
|
0.00
|
17,321.50
|
|
|
|
|
|
|
|
|
|
|
Futures 6/
|
Structure observations of Futures 6/
11/27/2024
|
11/28/2024
|
11/29/2024
|
6,308.74
|
7.77
|
3,728.98
|
|
|
|
|
|
|
Traded volume by underlying asset
|
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