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Derivatives turnover traded by domestic brokerage houses
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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
06/28/2022
|
06/29/2022
|
06/30/2022
|
29,729.57
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47,893.20
|
46,532.54
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Swaps 3/
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Structure observations of Swaps 3/
06/28/2022
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06/29/2022
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06/30/2022
|
12,268.84
|
41,831.37
|
22,013.96
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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
06/28/2022
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06/29/2022
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06/30/2022
|
9,905.00
|
1,720.00
|
4,380.00
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From 1 to 7 days
|
Structure observations of From 1 to 7 days
06/28/2022
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06/29/2022
|
06/30/2022
|
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
06/28/2022
|
06/29/2022
|
06/30/2022
|
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
06/28/2022
|
06/29/2022
|
06/30/2022
|
2,200.00
|
0.00
|
2,200.00
|
|
|
|
|
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From 93 to 184 days
|
Structure observations of From 93 to 184 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
1,100.00
|
0.00
|
0.00
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|
|
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From 185 to 366 days
|
Structure observations of From 185 to 366 days
06/28/2022
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06/29/2022
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06/30/2022
|
4,025.00
|
0.00
|
2,000.00
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|
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From 367 to 731 days
|
Structure observations of From 367 to 731 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
1,575.00
|
1,120.00
|
0.00
|
|
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|
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From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
500.00
|
0.00
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0.00
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From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
06/28/2022
|
06/29/2022
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06/30/2022
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0.00
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0.00
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0.00
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From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
0.00
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250.00
|
0.00
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|
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From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
0.00
|
0.00
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0.00
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From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
505.00
|
350.00
|
180.00
|
|
|
|
|
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From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
0.00
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0.00
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0.00
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From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
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|
Over 7,306 days
|
Structure observations of Over 7,306 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
0.00
|
0.00
|
0.00
|
|
|
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|
Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
06/28/2022
|
06/29/2022
|
06/30/2022
|
2,363.84
|
40,111.37
|
17,633.96
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From 1 to 7 days
|
Structure observations of From 1 to 7 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
42.28
|
201.16
|
0.00
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
486.39
|
6,499.26
|
4,400.00
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
0.00
|
8,840.00
|
4,525.09
|
|
|
|
|
|
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|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
784.62
|
13,305.10
|
0.00
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
0.00
|
5,038.25
|
562.37
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
0.00
|
715.00
|
1,035.42
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
600.00
|
1,234.75
|
0.00
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
50.00
|
1,470.00
|
534.17
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
108.72
|
129.84
|
0.00
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
291.83
|
2,678.01
|
489.24
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
0.00
|
0.00
|
6,087.67
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
06/28/2022
|
06/29/2022
|
06/30/2022
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
|
Futures 6/
|
Structure observations of Futures 6/
06/28/2022
|
06/29/2022
|
06/30/2022
|
339.76
|
1,036.10
|
648.64
|
|
|
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|
|
Traded volume by underlying asset
|
| | | | |