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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
07/27/2023
|
07/28/2023
|
07/31/2023
|
420,126.17
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413,282.15
|
97,980.56
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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
|
324,505.16
|
316,876.62
|
60,404.42
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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
|
292,411.75
|
291,044.59
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39,149.52
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From 1 to 7 days
|
Structure observations of From 1 to 7 days
07/27/2023
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07/28/2023
|
07/31/2023
|
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
07/27/2023
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07/28/2023
|
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
|
07/28/2023
|
07/31/2023
|
94,104.88
|
200,000.00
|
0.00
|
|
|
|
|
|
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From 93 to 184 days
|
Structure observations of From 93 to 184 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
38,957.76
|
34,462.86
|
11,711.78
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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
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39,742.64
|
1,400.00
|
16,632.00
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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
|
41,551.13
|
26,967.20
|
6,172.19
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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
|
63,575.19
|
1,165.00
|
797.00
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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
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07/31/2023
|
9,420.37
|
533.37
|
120.56
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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
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07/31/2023
|
1,957.50
|
24,462.53
|
911.46
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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
|
1,415.16
|
500.00
|
1,893.96
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|
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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
|
1,375.00
|
1,145.26
|
910.58
|
|
|
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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
07/27/2023
|
07/28/2023
|
07/31/2023
|
312.12
|
408.38
|
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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|
Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
07/27/2023
|
07/28/2023
|
07/31/2023
|
32,093.41
|
25,832.02
|
21,254.90
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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
|
134.97
|
10,846.55
|
6,697.80
|
|
|
|
|
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|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
11,050.83
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
107.86
|
2,455.47
|
837.23
|
|
|
|
|
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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
|
5,495.12
|
1,164.01
|
4,235.86
|
|
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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
|
8,263.79
|
4,885.59
|
996.50
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
1,182.99
|
193.96
|
523.35
|
|
|
|
|
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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
|
6,000.00
|
5.00
|
|
|
|
|
|
|
|
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
|
210.00
|
0.00
|
1,598.39
|
|
|
|
|
|
|
|
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
|
625.93
|
236.44
|
1,037.41
|
|
|
|
|
|
|
|
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
|
1,242.69
|
50.00
|
2,989.17
|
|
|
|
|
|
|
|
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
|
3,779.22
|
0.00
|
885.78
|
|
|
|
|
|
|
|
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
|
242.80
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
07/27/2023
|
07/28/2023
|
07/31/2023
|
0.00
|
0.00
|
1,205.60
|
|
|
|
|
|
|
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|
|
Futures 6/
|
Structure observations of Futures 6/
07/27/2023
|
07/28/2023
|
07/31/2023
|
177.93
|
172.75
|
207.28
|
|
|
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|
|
Traded volume by underlying asset
|
| | | | |