|
|
|
|
|
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
|
Structure observations of Total traded volume by instrument, underlying asset, counterparty and original term
02/27/2024
|
02/28/2024
|
02/29/2024
|
76,565.43
|
67,706.80
|
75,536.71
|
|
|
|
|
|
|
|
Swaps 3/
|
Structure observations of Swaps 3/
02/27/2024
|
02/28/2024
|
02/29/2024
|
51,752.23
|
36,820.32
|
71,963.94
|
|
|
|
|
|
|
Traded volume by underlying asset
|
|
|
|
|
|
|
Traded volume by counterparty (or exchange)
|
|
|
|
|
|
|
Traded volume by market and original term
|
|
|
|
|
|
|
Domestic and foreign organized exchanges
|
Structure observations of Domestic and foreign organized exchanges
02/27/2024
|
02/28/2024
|
02/29/2024
|
50,224.35
|
13,582.50
|
69,795.67
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
18,600.00
|
0.00
|
18,600.00
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
13,260.00
|
1,750.00
|
17,783.40
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
10,803.85
|
7,635.00
|
15,260.00
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
5,950.00
|
3,550.00
|
15,977.50
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
650.00
|
0.00
|
909.50
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
260.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
520.00
|
107.50
|
577.50
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
128.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
312.50
|
540.00
|
427.77
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
02/27/2024
|
02/28/2024
|
02/29/2024
|
1,527.88
|
23,237.82
|
2,168.27
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
94.35
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
498.37
|
1,880.00
|
0.00
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
3,044.86
|
194.34
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
57.50
|
7,101.84
|
540.81
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
508.34
|
1,040.00
|
293.71
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
421.34
|
0.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
1,056.32
|
500.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
199.34
|
307.77
|
587.41
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
149.51
|
741.10
|
0.00
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
20.48
|
7,644.59
|
52.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
|
Futures 6/
|
Structure observations of Futures 6/
02/27/2024
|
02/28/2024
|
02/29/2024
|
314.56
|
1,295.05
|
493.65
|
|
|
|
|
|
|
Traded volume by underlying asset
|
|
|
|
|
|
|
Interest rates
|
Structure observations of Interest rates
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Equities and equity indexes
|
Structure observations of Equities and equity indexes
02/27/2024
|
02/28/2024
|
02/29/2024
|
162.93
|
201.36
|
47.18
|
|
|
|
|
|
|
|
|
Debt securities
|
Structure observations of Debt securities
02/27/2024
|
02/28/2024
|
02/29/2024
|
151.63
|
1,093.69
|
446.47
|
|
|
|
|
|
|
|
|
Foreign currencies
|
Structure observations of Foreign currencies
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Commodities
|
Structure observations of Commodities
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
|
Structure observations of Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Traded volume by derivative exchange
|
|
|
|
|
|
|
Traded volume by original term
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
302.10
|
541.10
|
47.18
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
12.46
|
753.95
|
446.47
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
Forwards 5/
|
Structure observations of Forwards 5/
02/27/2024
|
02/28/2024
|
02/29/2024
|
19,961.47
|
29,487.49
|
1,048.16
|
|
|
|
|
|
|
Traded volume by underlying asset
|
|
|
|
|
|
|
Interest rates
|
Structure observations of Interest rates
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Equities and equity indexes
|
Structure observations of Equities and equity indexes
02/27/2024
|
02/28/2024
|
02/29/2024
|
130.81
|
10,573.68
|
30.98
|
|
|
|
|
|
|
|
|
Debt securities
|
Structure observations of Debt securities
02/27/2024
|
02/28/2024
|
02/29/2024
|
1,181.57
|
1,465.00
|
167.66
|
|
|
|
|
|
|
|
|
Foreign currencies
|
Structure observations of Foreign currencies
02/27/2024
|
02/28/2024
|
02/29/2024
|
18,641.06
|
17,448.80
|
849.52
|
|
|
|
|
|
|
|
|
Commodities
|
Structure observations of Commodities
02/27/2024
|
02/28/2024
|
02/29/2024
|
8.02
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
|
Structure observations of Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Traded volume by counterparty
|
|
|
|
|
|
|
Traded volume by original term
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
12,763.89
|
15,058.02
|
335.00
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
6,884.08
|
466.20
|
262.13
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
206.66
|
1,694.64
|
82.07
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
21.49
|
12,268.63
|
348.24
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
85.34
|
0.00
|
20.73
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
Options and Warrants 3/ 10/
|
Structure observations of Options and Warrants 3/ 10/
02/27/2024
|
02/28/2024
|
02/29/2024
|
4,537.17
|
103.94
|
2,030.96
|
|
|
|
|
|
|
|
Issued (Sold)
|
Structure observations of Issued (Sold)
02/27/2024
|
02/28/2024
|
02/29/2024
|
2,269.43
|
59.15
|
1,464.97
|
|
|
|
|
|
|
|
Plain vanilla sold options 3/ 8/ 10/
|
Structure observations of Plain vanilla sold options 3/ 8/ 10/
02/27/2024
|
02/28/2024
|
02/29/2024
|
443.14
|
10.80
|
667.42
|
|
|
|
|
|
|
Traded volume by underlying asset 10/
|
|
|
|
|
|
|
Interest rates
|
Structure observations of Interest rates
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Equities and equity indexes
|
Structure observations of Equities and equity indexes
02/27/2024
|
02/28/2024
|
02/29/2024
|
39.35
|
10.80
|
0.00
|
|
|
|
|
|
|
|
|
Foreign currencies
|
Structure observations of Foreign currencies
02/27/2024
|
02/28/2024
|
02/29/2024
|
403.80
|
0.00
|
667.42
|
|
|
|
|
|
|
|
|
Commodities
|
Structure observations of Commodities
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
|
Structure observations of Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Traded volume by counterparty (or exchange) 10/
|
|
|
|
|
|
|
Traded volume by market and original term 10/
|
|
|
|
|
|
|
Domestic and foreign organized exchanges
|
Structure observations of Domestic and foreign organized exchanges
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
02/27/2024
|
02/28/2024
|
02/29/2024
|
443.14
|
10.80
|
667.42
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
4.27
|
0.00
|
255.72
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
13.96
|
0.00
|
259.13
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
421.50
|
0.00
|
42.62
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
85.24
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
3.41
|
10.80
|
24.72
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
|
Exotic sold options (Including "Caps" and "Floors") 5/ 9/ 10/
|
Structure observations of Exotic sold options (Including "Caps" and "Floors") 5/ 9/ 10/
02/27/2024
|
02/28/2024
|
02/29/2024
|
1,826.29
|
0.00
|
0.00
|
|
|
|
|
|
|
Traded volume by underlying asset 10/
|
|
|
|
|
|
|
Interest rates
|
Structure observations of Interest rates
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
US dollar
|
Structure observations of US dollar
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
S&P 500
|
Structure observations of S&P 500
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
EURO STOXX
|
Structure observations of EURO STOXX
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Swaptions
|
Structure observations of Swaptions
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Underlyings other than interest rates, US dollar, S&P 500, Euro Stoxx and swaps.
|
Structure observations of Underlyings other than interest rates, US dollar, S&P 500, Euro Stoxx and swaps.
02/27/2024
|
02/28/2024
|
02/29/2024
|
1,826.29
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Traded volume by counterparty 10/
|
|
|
|
|
|
|
Traded volume by market and original term 10/
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
1,826.29
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
Sold warrants 5/ 10/
|
Structure observations of Sold warrants 5/ 10/
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
48.35
|
797.55
|
|
|
|
|
|
|
Traded volume by underlying asset 10/
|
|
|
|
|
|
|
Traded volume by counterparty 10/
|
|
|
|
|
|
|
Traded volume by market and original term 10/
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
48.35
|
120.52
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
197.14
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
479.89
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
|
Acquired (Bought)
|
Structure observations of Acquired (Bought)
02/27/2024
|
02/28/2024
|
02/29/2024
|
2,267.74
|
44.79
|
565.99
|
|
|
|
|
|
|
|
Plain vanilla bought options 3/ 9/ 10/
|
Structure observations of Plain vanilla bought options 3/ 9/ 10/
02/27/2024
|
02/28/2024
|
02/29/2024
|
441.45
|
44.79
|
565.99
|
|
|
|
|
|
|
Traded volume by underlying asset 10/
|
|
|
|
|
|
|
Interest rates
|
Structure observations of Interest rates
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Equities and equity indexes
|
Structure observations of Equities and equity indexes
02/27/2024
|
02/28/2024
|
02/29/2024
|
39.35
|
44.79
|
0.00
|
|
|
|
|
|
|
|
|
Foreign currencies
|
Structure observations of Foreign currencies
02/27/2024
|
02/28/2024
|
02/29/2024
|
402.11
|
0.00
|
565.99
|
|
|
|
|
|
|
|
|
Commodities
|
Structure observations of Commodities
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
|
Structure observations of Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Traded volume by counterparty 10/
|
|
|
|
|
|
|
Traded volume by market and original term 10/
|
|
|
|
|
|
|
Domestic and foreign organized exchanges
|
Structure observations of Domestic and foreign organized exchanges
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
02/27/2024
|
02/28/2024
|
02/29/2024
|
441.45
|
44.79
|
565.99
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
8.53
|
0.00
|
85.24
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
9.71
|
0.00
|
86.94
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
421.50
|
0.00
|
34.10
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
26.79
|
340.96
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
1.71
|
18.00
|
18.75
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
|
Exotic bought options (Including "Caps" and "Floors") 5/ 9/ 10/
|
Structure observations of Exotic bought options (Including "Caps" and "Floors") 5/ 9/ 10/
02/27/2024
|
02/28/2024
|
02/29/2024
|
1,826.29
|
0.00
|
0.00
|
|
|
|
|
|
|
Traded volume by underlying asset 10/
|
|
|
|
|
|
|
Interest rates
|
Structure observations of Interest rates
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
US dollar
|
Structure observations of US dollar
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
S&P 500
|
Structure observations of S&P 500
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
EURO STOXX
|
Structure observations of EURO STOXX
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Swaptions
|
Structure observations of Swaptions
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Underlyings other than interest rates, US dollar, S&P 500, Euro Stoxx and swaps.
|
Structure observations of Underlyings other than interest rates, US dollar, S&P 500, Euro Stoxx and swaps.
02/27/2024
|
02/28/2024
|
02/29/2024
|
1,826.29
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Traded volume by counterparty 10/
|
|
|
|
|
|
|
Traded volume by market and original term 10/
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
1,826.29
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
Sold warrants 5/ 10/
|
Structure observations of Sold warrants 5/ 10/
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
Traded volume by underlying asset 10/
|
|
|
|
|
|
|
Traded volume by counterparty 10/
|
|
|
|
|
|
|
Traded volume by market and original term 10/
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
02/27/2024
|
02/28/2024
|
02/29/2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
|
|
|
Notes:
|
|
|
|
|
|
1/ According to the international convention used by the Bank for International Settlements (BIS), double-counting on derivatives turnover is eliminated in OTC transactions by deducting half of the amount reported when both counterparties are domestic banks, brokerage houses and/or regulated multiple-purpose financial institutions. OTC transactions include implicit derivatives in structured contracts (mainly debt securities). View note about methodology and definitions.
|
|
|
|
|
|
2/ Nominal amounts denominated in other currencies are converted into Mexican pesos at the exchange rates prevailing at the traded date. Totals may not add up exactly, due to rounding off.
|
|
|
|
|
|
3 / These contracts are traded both on organized and OTC markets.
|
|
|
|
|
|
4/ "Standardized swaps" are interest rate swaps that complies with the definition mentioned in Banco de México's Circular 4/2012 on derivative operations; i.e. contracts that exchange 28-days streams calculated with a fixed interest rate and the 28 days TIIE on a fixed notional amount in pesos, and a maturity between 56 days and 30 years.
|
|
|
|
|
|
5 / These contracts are traded only on OTC markets.
|
|
|
|
|
|
6 / These contracts are traded only on organized markets.
|
|
|
|
|
|
7/ Foreign Exchange Swaps (FX swaps) are single transactions (anyone of the following pair: spot/forward or forward/forward) involving the actual exchange of two currencies on a specific date at a rate agreed at the trade date of the contract and a reverse exchange of the same two currencies at a date further in the future at a rate agreed on such trade date.
|
|
|
|
|
|
8 / Only plain vanilla options are included; i.e. option contracts that give the right to deliver or receive a specific asset at an agreed price at an agreed time in the future.
|
|
|
|
|
|
9 / Only non-plain vanilla option contracts are included. In the case of interest rate option contracts, known as "Caps" or "Floors" (where exists several possible dates of exercises), the nominal or notional amount considered is the one corresponding to the first "Caplet" or "Floorlet" at the trading date.
|
|
|
|
|
|
10/ Information regarding to Options is subject to change due to the entry into force of new sections added to the respective template. The revised data from January 2020 will be disseminated in future statistics publications.
|
|
|
|
|
|
11/ Data published in this table contemplate historical information series taking into account the United Kingdom as part of the economic bloc of the European Union, even though as of January 31 2020, the United Kingdom is no longer part of such bloc.
|
|
|
|
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12/ As of July 1, the data shown considers derivative transactions on synthetic LIBOR. As the UK Financial Conduct Authority (FCA) requested the LIBOR administrator (ICE Benchmark Administration Limited) to continue publishing USD LIBOR settings at 1, 3 and 6 months after the cessation date (June 30, 2023), using a non-representative synthetic methodology (synthetic LIBOR).
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Source: Information requested directly by Banco de Mexico to domestic banking institutions, brokerage houses and regulated multiple-purpose financial institutions (SOFOMES).
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