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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
05/27/2022
|
05/30/2022
|
05/31/2022
|
305,916.06
|
25,522.10
|
127,795.39
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|
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Swaps 3/
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Structure observations of Swaps 3/
05/27/2022
|
05/30/2022
|
05/31/2022
|
190,737.55
|
225.05
|
44,720.08
|
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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
|
Structure observations of Domestic and foreign organized exchanges
05/27/2022
|
05/30/2022
|
05/31/2022
|
143,985.78
|
0.00
|
20,681.44
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|
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From 1 to 7 days
|
Structure observations of From 1 to 7 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
0.00
|
0.00
|
0.00
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|
|
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From 8 to 31 days
|
Structure observations of From 8 to 31 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
0.00
|
0.00
|
0.00
|
|
|
|
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|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
85,500.00
|
0.00
|
8,540.00
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
43,000.00
|
0.00
|
0.00
|
|
|
|
|
|
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|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
2,085.00
|
0.00
|
5,990.00
|
|
|
|
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From 367 to 731 days
|
Structure observations of From 367 to 731 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
6,449.11
|
0.00
|
2,482.95
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
999.35
|
0.00
|
1,569.58
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|
|
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From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
1,135.07
|
0.00
|
182.59
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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
05/27/2022
|
05/30/2022
|
05/31/2022
|
740.00
|
0.00
|
50.00
|
|
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From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
834.75
|
0.00
|
375.00
|
|
|
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From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
3,242.50
|
0.00
|
1,267.50
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
0.00
|
0.00
|
223.82
|
|
|
|
|
|
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|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
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|
Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
05/27/2022
|
05/30/2022
|
05/31/2022
|
46,751.77
|
225.05
|
24,038.64
|
|
|
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From 1 to 7 days
|
Structure observations of From 1 to 7 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
12,547.36
|
0.00
|
689.06
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
4,250.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
5,147.40
|
5.00
|
8,139.07
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
7,580.00
|
220.05
|
9,014.97
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
987.80
|
0.00
|
908.64
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
3,457.70
|
0.00
|
492.50
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
6,381.91
|
0.00
|
3,023.35
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
1,743.80
|
0.00
|
648.81
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
3,107.78
|
0.00
|
307.50
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
901.37
|
0.00
|
314.73
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
646.64
|
0.00
|
500.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
05/27/2022
|
05/30/2022
|
05/31/2022
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
|
Futures 6/
|
Structure observations of Futures 6/
05/27/2022
|
05/30/2022
|
05/31/2022
|
3,615.23
|
130.00
|
5,942.51
|
|
|
|
|
|
|
Traded volume by underlying asset
|
| | | | |