Sistema de Información Económica

 Main indicators on US Dollar and Euro Options traded by domestic brokerage houses, commercial and development banks - (CF775)

Period: 09/01/2015 - 10/11/2019, Daily, Different Units or Measures, N-Homogeneous

09/01/2015 - 10/11/2019

Daily

Different Units or Measures

N-Homogeneous

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10/09/2019 10/10/2019 10/11/2019
- Main indicators on US Dollar and Euro Options traded by domestic brokerage houses, commercial and development banks 5/
- OTC Options on US Dollar Vs Mexican Peso, by maturity at trading date
+ Average strike exchange rates (Mexican pesos per US Dollar) 1/
From 1 to 7 days
19.6500 19.6500 19.3600
From 8 to 30 days
19.6500 19.5500 19.4200
From 31 to 60 days
19.6600 19.0300 19.5800
From 61 to 90 days
19.5800 19.7700 19.7300
From 91 to 120 days
20.5000 18.0000 19.2800
From 121 to 150 days
0.0000 0.0000 20.0700
From 151 to 180 days
0.0000 0.0000 20.0700
From 181 to 210 days
20.1200 0.0000 19.4900
From 211 to 240 days
0.0000 0.0000 0.0000
From 241 to 270 days
0.0000 0.0000 0.0000
From 271 to 300 days
0.0000 0.0000 0.0000
From 301 to 330 days
0.0000 0.0000 0.0000
From 331 to 360 days
0.0000 0.0000 21.3000
From 361 to 731 days
20.9600 21.3000 0.0000
From 732 to 1096 days
0.0000 0.0000 0.0000
From 1097 to 1461 days
0.0000 0.0000 0.0000
From 1462 to 1827 days
0.0000 0.0000 0.0000
From 1828 to 2557 days
0.0000 0.0000 0.0000
From 2558 to 3653 days
0.0000 0.0000 0.0000
From 3654 to 5479 days
0.0000 0.0000 0.0000
From 5480 to 7305 days
0.0000 0.0000 0.0000
Over 7,306 days
0.0000 0.0000 0.0000
+ Turnover in OTC options by maturity at trading date (Millions of US Dollar) 2/ 4/
155.1500 80.2100 565.2900
From 1 to 7 days
15.0000 0.3300 41.0000
From 8 to 30 days
15.0000 41.3600 36.6000
From 31 to 60 days
20.9000 6.4000 160.7000
From 61 to 90 days
55.2000 30.0000 2.3600
From 91 to 120 days
0.0600 0.1200 142.6300
From 121 to 150 days
0.0000 0.0000 2.1800
From 151 to 180 days
0.0000 0.0000 2.2100
From 181 to 210 days
25.0000 0.0000 167.6000
From 211 to 240 days
0.0000 0.0000 0.0000
From 241 to 270 days
0.0000 0.0000 0.0000
From 271 to 300 days
0.0000 0.0000 0.0000
From 301 to 330 days
0.0000 0.0000 0.0000
From 331 to 360 days
0.0000 0.0000 10.0000
From 361 to 731 days
24.0000 2.0000 0.0000
From 732 to 1096 days
0.0000 0.0000 0.0000
From 1097 to 1461 days
0.0000 0.0000 0.0000
From 1462 to 1827 days
0.0000 0.0000 0.0000
From 1828 to 2557 days
0.0000 0.0000 0.0000
From 2558 to 3653 days
0.0000 0.0000 0.0000
From 3654 to 5479 days
0.0000 0.0000 0.0000
From 5480 to 7305 days
0.0000 0.0000 0.0000
Over 7,306 days
0.0000 0.0000 0.0000
+ Number of traded options by maturity at trading date (Units)  3/ 4/
34.0000 33.0000 80.0000
From 1 to 7 days
2.0000 3.0000 2.0000
From 8 to 30 days
2.0000 12.0000 11.0000
From 31 to 60 days
4.0000 12.0000 26.0000
From 61 to 90 days
15.0000 3.0000 11.0000
From 91 to 120 days
1.0000 1.0000 10.0000
From 121 to 150 days
0.0000 0.0000 6.0000
From 151 to 180 days
0.0000 0.0000 6.0000
From 181 to 210 days
2.0000 0.0000 6.0000
From 211 to 240 days
0.0000 0.0000 0.0000
From 241 to 270 days
0.0000 0.0000 0.0000
From 271 to 300 days
0.0000 0.0000 0.0000
From 301 to 330 days
0.0000 0.0000 0.0000
From 331 to 360 days
0.0000 0.0000 2.0000
From 361 to 731 days
8.0000 2.0000 0.0000
From 732 to 1096 days
0.0000 0.0000 0.0000
From 1097 to 1461 days
0.0000 0.0000 0.0000
From 1462 to 1827 days
0.0000 0.0000 0.0000
From 1828 to 2557 days
0.0000 0.0000 0.0000
From 2558 to 3653 days
0.0000 0.0000 0.0000
From 3654 to 5479 days
0.0000 0.0000 0.0000
From 5480 to 7305 days
0.0000 0.0000 0.0000
Over 7,306 days
0.0000 0.0000 0.0000
- OTC Options on Euro Vs Mexican Peso, by maturity at trading date
+ Average strike exchange rates (Mexican pesos per Euro) 1/
From 1 to 7 days
0.0000 0.0000 0.0000
From 8 to 30 days
0.0000 0.0000 0.0000
From 31 to 60 days
0.0000 0.0000 0.0000
From 61 to 90 days
0.0000 0.0000 0.0000
From 91 to 120 days
0.0000 0.0000 0.0000
From 121 to 150 days
0.0000 0.0000 0.0000
From 151 to 180 days
0.0000 0.0000 0.0000
From 181 to 210 days
0.0000 0.0000 0.0000
From 211 to 240 days
0.0000 0.0000 0.0000
From 241 to 270 days
0.0000 0.0000 0.0000
From 271 to 300 days
0.0000 0.0000 0.0000
From 301 to 330 days
0.0000 0.0000 0.0000
From 331 to 360 days
0.0000 0.0000 0.0000
From 361 to 731 days
0.0000 0.0000 0.0000
From 732 to 1096 days
0.0000 0.0000 0.0000
From 1097 to 1461 days
0.0000 0.0000 0.0000
From 1462 to 1827 days
0.0000 0.0000 0.0000
From 1828 to 2557 days
0.0000 0.0000 0.0000
From 2558 to 3653 days
0.0000 0.0000 0.0000
From 3654 to 5479 days
0.0000 0.0000 0.0000
From 5480 to 7305 days
0.0000 0.0000 0.0000
Over 7,306 days
0.0000 0.0000 0.0000
+ Turnover in OTC options by maturity at trading date (Millions of US Dollar) 2/ 4/
0.0000 0.0000 0.0000
From 1 to 7 days
0.0000 0.0000 0.0000
From 8 to 30 days
0.0000 0.0000 0.0000
From 31 to 60 days
0.0000 0.0000 0.0000
From 61 to 90 days
0.0000 0.0000 0.0000
From 91 to 120 days
0.0000 0.0000 0.0000
From 121 to 150 days
0.0000 0.0000 0.0000
From 151 to 180 days
0.0000 0.0000 0.0000
From 181 to 210 days
0.0000 0.0000 0.0000
From 211 to 240 days
0.0000 0.0000 0.0000
From 241 to 270 days
0.0000 0.0000 0.0000
From 271 to 300 days
0.0000 0.0000 0.0000
From 301 to 330 days
0.0000 0.0000 0.0000
From 331 to 360 days
0.0000 0.0000 0.0000
From 361 to 731 days
0.0000 0.0000 0.0000
From 732 to 1096 days
0.0000 0.0000 0.0000
From 1097 to 1461 days
0.0000 0.0000 0.0000
From 1462 to 1827 days
0.0000 0.0000 0.0000
From 1828 to 2557 days
0.0000 0.0000 0.0000
From 2558 to 3653 days
0.0000 0.0000 0.0000
From 3654 to 5479 days
0.0000 0.0000 0.0000
From 5480 to 7305 days
0.0000 0.0000 0.0000
Over 7,306 days
0.0000 0.0000 0.0000
+ Number of traded options by maturity at trading date (Units)  3/ 4/
0.0000 0.0000 0.0000
From 1 to 7 days
0.0000 0.0000 0.0000
From 8 to 30 days
0.0000 0.0000 0.0000
From 31 to 60 days
0.0000 0.0000 0.0000
From 61 to 90 days
0.0000 0.0000 0.0000
From 91 to 120 days
0.0000 0.0000 0.0000
From 121 to 150 days
0.0000 0.0000 0.0000
From 151 to 180 days
0.0000 0.0000 0.0000
From 181 to 210 days
0.0000 0.0000 0.0000
From 211 to 240 days
0.0000 0.0000 0.0000
From 241 to 270 days
0.0000 0.0000 0.0000
From 271 to 300 days
0.0000 0.0000 0.0000
From 301 to 330 days
0.0000 0.0000 0.0000
From 331 to 360 days
0.0000 0.0000 0.0000
From 361 to 731 days
0.0000 0.0000 0.0000
From 732 to 1096 days
0.0000 0.0000 0.0000
From 1097 to 1461 days
0.0000 0.0000 0.0000
From 1462 to 1827 days
0.0000 0.0000 0.0000
From 1828 to 2557 days
0.0000 0.0000 0.0000
From 2558 to 3653 days
0.0000 0.0000 0.0000
From 3654 to 5479 days
0.0000 0.0000 0.0000
From 5480 to 7305 days
0.0000 0.0000 0.0000
Over 7,306 days
0.0000 0.0000 0.0000
Notes:
1/ The exchange rates are calculated as the average of the contractual strike rates (weighted using the corresponding notional amount) traded on plain vainilla OTC options.
2/ According to the international convention used by the Bank for International Settlements (BIS), double-counting on OTC options turnover is eliminated by deducting half of the notional amount reported when both counterparties are domestic banks, brokerage houses and/or regulated SOFOMES.
3/ According to the BIS international convention, double-counting is eliminated by considering  only one of each pair of transactions when both counterparties are domestic banks, brokerage houses and/or regulated SOFOMES.
4/ Totals may not add up exactly, due to rounding off.
5/ From 01/10/2017 figures include OTC options traded by regulated multiple-purpose financial institutions (SOFOMES).
Source: Information requested directly by Banco de Mexico to domestic banking institutions, brokerage houses and regulated SOFOMES.