INDICADORES DEL MERCADO DE PRODUCTOS DERIVADOS BOLETÍN DE FUTUROS / FUTURES BULLETIN Vencimiento Número de Operaciones Volumen Operado Importe Nocional Último Precio Precio de Liquidación Interés Abierto Maturity Number of Trades Volume Nocional Amount Last Price Settlement Price Open Interest FUTUROS SOBRE DOLAR DE LOS ESTADOS UNIDOS DE AMERICA / U.S. DOLLAR FUTURES 2017/FEB/13 5 109 22,227,174.00 20.4174 20.4174 16,975 2017/MAR/13 29 6,867 1,403,595,393.00 20.54 20.5056 639,390 2017/JUN/19 4 35 7,255,800.00 20.703 20.7927 102,146 2017/SEP/18 1 7 1,472,772.00 21.0396 21.0727 30,336 2017/NOV/13 1 7 1,485,400.00 21.22 21.2509 7 2017/DIC/18 1 7 1,493,100.00 21.33 21.3989 107 Total 41 7,032 1,437,529,639.00 788,961 FUTUROS SOBRE EL IPC / MEXICAN STOCK EXCHANGE IPC FUTURES 2017/MAR/17 1,002 1,971 928,817,500.00 47,210 47,232.0000 36,147 2017/JUN/16 2 5 2,370,750.00 47,415 47,425.0000 148 Total 1,004 1,976 931,188,250.00 36,295 MINI CONTRATO DE FUTUROS SOBRE EL IPC / MINI MEXICAN STOCK EXCHANGE IPC FUTURES 2017/MAR/17 128 1,253 118,144,880.00 47,260 47,232.0000 4,136 2017/JUN/16 11 154 14,596,640.00 47,490 47,425.0000 190 Total 139 1,407 132,741,520.00 4,326 BONO DE DESARROLLO DEL GOBIERNO FEDERAL M241205 / M241205 BOND FUTURES 2017/MAR/31 2 200 23,600,000.00 118 118.0000 39,449 Total 2 200 23,600,000.00 39,449 BONO DE DESARROLLO DEL GOBIERNO FEDERAL M260305 / M260305 BOND FUTURES 2017/MAR/31 1 100 8,930,000.00 89.3 89.2000 1,400 Total 1 100 8,930,000.00 1,400 TOTAL FUTUROS 1,187 10,715 2,533,989,409.00 870,431 La información operativa mostrada corresponde únicamente a lo operado en el día Los precios derivados de estrategias no reflejan precios de cierre. La información contenida en los Indicadores del Mercado de Productos Derivados, ha sido preparada con técnicas confiables, utilizando la información más oportuna disponible, con fines de carácter informativo. No obstante lo anterior, Mexder, Mercado Mexicano de Derivados, S.A. de C.V., no se hace responsable por eventuales errores tipográficos o de captura que puedan ser publicados, ni se hace responsable por el uso o interpretación que terceros pudieran hacer por la información publicada. Las decisiones de compra o venta de productos derivados basadas en la información contenida en las gráficas, textos y cuadros de los Indicadores del Mercado de Productos Derivados, son responsabilidad exclusiva del lector, por lo que dicha información no debe ser considerada como recomendación de compra o venta de alguno de los instrumentos que aquí se publican. Así mismo, MexDer, Mercado Mexicano de Derivados, S.A. de C.V. no es ni será responsable y, por lo tanto, no se encuentra obligado ni asume ningún compromiso de garantizar o indemnizar a ninguna de las partes (y/o cualquier otro tercero) involucradas en las operaciones derivadas, a quienes se les pudiera causar daños y/o perjuicios directos o indirectos, que resulten de (incluyendo sin limitar): (i) la comisión de cualquier error, omisión o retraso en el cálculo y difusión de los productos derivados; (ii) la suspensión del cálculo, utilización y/o difusión de los productos derivados; (iii) los ajustes, cambios o modificaciones a la metodología de los productos derivados; (iv) el comportamiento y rendimiento de los productos derivados, y (v) la suspensión de operaciones o incrementos en los gastos de operación de los productos derivados. Indicadores del Mercado de Productos Derivados, es una publicación diaria, editada por Mexder, Mercado Mexicano de Derivados, S.A. de C.V., Paseo de la Reforma número 255, Colonia Cuauhtémoc, C.P. 06500, México, D.F. Tel. (55) 53429900. Editor Responsable: Mexder. MexDer, Mercado Mexicano de Derivados, S.A. de C.V. are not responsible for any errors included herein, nor for the use or interpretation of this information by third parties. Any decision to buy or sell derivatives products, whether futures contracts, options, or their underlying assets
FUTUROS SOBRE DOLAR DE LOS ESTADOS UNIDOS DE AMERICA / U.S. DOLLAR FUTURES 2017/FEB/3 20.4983 20.4037 0 2017/FEB/7 20.5096 20.442 0 2017/FEB/8 20.5126 20.4406 0 2017/FEB/9 20.5155 20.4378 0 2017/FEB/10 20.5184 20.436 0 2017/FEB/13 20.5256 20.4174 16,975 2017/FEB/14 20.5301 20.4335 0 2017/FEB/15 20.533 20.4334 0 2017/FEB/16 20.536 20.4339 0 2017/FEB/17 20.5389 20.435 0 2017/FEB/20 20.5475 20.4422 0 2017/FEB/21 20.5504 20.446 0 2017/FEB/22 20.5533 20.4504 0 2017/FEB/23 20.5562 20.4554 0 2017/FEB/24 0 20.4608 0 2017/MAR/13 20.6 20.5056 639,390 2017/ABR/17 20.7108 20.6053 12,780 2017/MAY/15 20.7941 20.688 3,016 2017/JUN/19 20.8997 20.7927 102,146 2017/JUL/17 20.9856 20.8763 0 2017/AGO/14 21.0732 20.9615 21 2017/SEP/18 21.1857 21.0727 30,336 2017/OCT/16 21.2769 21.1615 0 2017/NOV/13 21.368 21.2509 7 2017/DIC/18 21.4821 21.3989 107 2018/ENE/15 21.5735 21.4918 0 2018/FEB/19 21.6876 21.6053 0 2018/MAR/16 21.7691 21.6852 0 2018/ABR/16 21.8702 21.7836 0 2018/MAY/14 21.9619 21.8721 0 2018/JUN/18 22.0772 21.9827 0 2018/JUL/16 22.1704 22.0718 0 2018/AGO/13 22.2648 22.162 0 2018/SEP/17 22.385 22.2759 0 2018/OCT/15 22.4824 22.3674 0 2018/NOV/16 22.5942 22.4724 0 2018/DIC/17 22.7022 22.5739 0 2019/ENE/14 22.7993 22.6661 0 2019/FEB/18 22.9199 22.7827 0 2019/MAR/15 23.0063 22.8667 0 2019/ABR/15 23.1137 22.9714 0 2019/MAY/13 23.2105 23.0661 0 2019/JUN/17 23.3315 23.1847 0 2019/JUL/15 23.4281 23.2798 0 2019/AGO/19 23.5486 23.3988 0 2019/SEP/13 23.6344 23.4838 0 2019/OCT/14 23.7403 23.5893 0 2019/NOV/15 23.8488 23.6977 0 2019/DIC/16 23.9529 23.8024 0 2020/ENE/13 24.047 23.8974 0 2020/FEB/17 24.165 24.0176 0 2020/MAR/13 24.2491 24.1039 0
2020/ABR/13 24.3526 24.2112 0 2020/MAY/18 24.4683 24.3322 0 2020/JUN/15 24.5603 24.429 0 2020/JUL/13 24.6518 24.5257 0 2020/AGO/17 24.7659 24.6466 0 2020/SEP/11 24.8472 24.7328 0 2020/OCT/19 24.9709 24.8635 0 2020/NOV/13 25.0521 24.9489 0 2021/ENE/18 25.2698 25.1747 0 2021/JUL/19 25.8999 25.8049 0 2022/ENE/17 26.5304 26.4261 0 2022/JUL/18 27.0628 26.9103 0 2023/ENE/16 27.7641 27.5984 0 2023/JUL/17 28.4875 28.3073 0 2024/ENE/15 29.2348 29.0387 0 FUTUROS SOBRE EL EURO / EURO FUTURES 2017/FEB/13 22.1193 22.0297 0 2017/MAR/13 22.2334 22.1447 11 2017/ABR/17 22.3814 22.2934 0 2017/MAY/15 22.5034 22.416 0 2017/JUN/19 22.6595 22.5725 0 2017/JUL/17 22.7879 22.7013 0 2017/AGO/14 22.918 22.83 0 2017/SEP/18 23.0865 22.9957 0 2017/OCT/16 23.2251 23.1317 0 2017/NOV/13 23.3618 23.2671 0 2017/DIC/18 23.5363 23.4397 0 2018/ENE/15 23.6786 23.5804 0 FUTUROS SOBRE EL IPC / MEXICAN STOCK EXCHANGE IPC FUTURES 2017/MAR/17 47,056 47,232 36,147 2017/JUN/16 47,385 47,425 148 2017/SEP/15 47,758 47,825 0 2017/DIC/15 49,430 49,556 0 MINI CONTRATO DE FUTUROS SOBRE EL IPC / MINI MEXICAN STOCK EXCHANGE IPC FUTURES 2017/MAR/17 47,056 47,232 4,136 2017/JUN/16 47,385 47,425 190 2017/SEP/15 47,758 47,825 0 2017/DIC/15 49,430 49,556 0 FUTUROS SOBRE TIIE 28 DIAS / 28 DAY INTERBANK EQUILIBRIUM INTEREST RATE FUTURES 2017/FEB/15 6.28 6.35 48,691 2017/MAR/15 6.5 6.56 48,691 2017/ABR/19 6.76 6.82 48,691 2017/MAY/17 6.97 7.03 48,391 2017/JUN/21 7.16 7.18 48,391 2017/JUL/19 7.29 7.23 48,000 2017/AGO/16 7.41 7.3 48,000 2017/SEP/20 7.44 7.35 48,000 2017/OCT/18 7.46 7.4 48,000 2017/NOV/15 7.51 7.46 18,000 2017/DIC/20 7.5 7.46 18,000 2018/ENE/17 7.5 7.46 18,000
2018/FEB/21 7.49 7.46 8,000 2018/MAR/21 7.49 7.46 8,000 2018/ABR/18 7.49 7.46 8,000 2018/MAY/16 7.49 7.46 8,000 2018/JUN/20 7.49 7.46 8,000 2018/JUL/18 7.51 7.49 5,000 2018/AGO/15 7.54 7.52 0 2018/SEP/19 7.56 7.54 0 2018/OCT/17 7.58 7.57 0 2018/NOV/21 7.61 7.6 0 2018/DIC/19 7.63 7.63 0 2019/ENE/16 7.63 7.63 0 2019/FEB/20 7.63 7.63 0 2019/MAR/20 7.62 7.63 0 2019/ABR/16 7.62 7.64 0 2019/MAY/15 7.62 7.64 0 2019/JUN/19 7.61 7.64 0 2019/JUL/17 7.63 7.65 0 2019/AGO/21 7.64 7.67 0 2019/SEP/18 7.66 7.68 0 2019/OCT/16 7.67 7.69 0 2019/NOV/20 7.68 7.7 0 2019/DIC/18 7.7 7.71 0 2020/ENE/15 7.7 7.71 0 2020/FEB/19 7.71 7.71 0 2020/MAR/18 7.72 7.7 0 2020/ABR/15 7.73 7.7 0 2020/MAY/20 7.73 7.7 0 2020/JUN/17 7.74 7.69 0 2020/JUL/15 7.76 7.72 0 2020/AGO/19 7.78 7.74 0 2020/SEP/15 7.8 7.76 0 2020/OCT/21 7.82 7.78 0 2020/NOV/18 7.84 7.81 0 2020/DIC/16 7.85 7.83 0 2021/ENE/20 7.88 7.86 0 2021/FEB/17 7.91 7.89 0 2021/MAR/17 7.94 7.92 0 2021/ABR/21 7.97 7.96 0 2021/MAY/19 8 7.99 0 2021/JUN/16 8.02 8.02 0 2021/JUL/21 8.04 8.03 0 2021/AGO/18 8.05 8.04 0 2021/SEP/15 8.07 8.06 0 2021/OCT/20 8.08 8.07 0 2021/NOV/17 8.09 8.08 0 2021/DIC/15 8.11 8.1 0 2022/ENE/19 8.14 8.12 0 2022/FEB/16 8.16 8.15 0 2022/MAR/16 8.19 8.18 0 2022/ABR/20 8.22 8.2 0 2022/MAY/18 8.24 8.23 0 2022/JUN/15 8.27 8.26 0
2022/JUL/20 8.3 8.28 0 2022/AGO/17 8.32 8.31 0 2022/SEP/21 8.35 8.33 0 2022/OCT/19 8.38 8.36 0 2022/NOV/16 8.4 8.39 0 2022/DIC/21 8.43 8.41 0 2023/ENE/18 8.43 8.41 0 2023/FEB/15 8.43 8.42 0 2023/MAR/15 8.43 8.42 0 2023/ABR/19 8.43 8.42 0 2023/MAY/17 8.43 8.42 0 2023/JUN/21 8.43 8.43 0 2023/JUL/19 8.43 8.43 0 2023/AGO/16 8.43 8.43 0 2023/SEP/20 8.44 8.43 0 2023/OCT/18 8.44 8.44 0 2023/NOV/15 8.44 8.44 0 2023/DIC/20 8.44 8.44 0 2024/ENE/17 8.43 8.44 0 2024/FEB/21 8.43 8.44 0 2024/MAR/20 8.42 8.44 0 2024/ABR/17 8.42 8.44 0 2024/MAY/15 8.42 8.44 0 2024/JUN/19 8.41 8.44 0 2024/JUL/17 8.41 8.43 0 2024/AGO/21 8.4 8.43 0 2024/SEP/18 8.4 8.43 0 2024/OCT/16 8.39 8.43 0 2024/NOV/20 8.39 8.43 0 2024/DIC/18 8.39 8.43 0 2025/ENE/15 8.4 8.44 0 2025/FEB/19 8.42 8.46 0 2025/MAR/19 8.43 8.47 0 2025/ABR/15 8.45 8.49 0 2025/MAY/21 8.46 8.5 0 2025/JUN/18 8.48 8.52 0 2025/JUL/16 8.49 8.54 0 2025/AGO/20 8.5 8.55 0 2025/SEP/17 8.52 8.57 0 2025/OCT/15 8.53 8.58 0 2025/NOV/19 8.55 8.6 0 2025/DIC/17 8.56 8.61 0 2026/ENE/21 8.57 8.61 0 2026/FEB/18 8.57 8.62 0 2026/MAR/18 8.58 8.62 0 2026/ABR/15 8.58 8.62 0 2026/MAY/20 8.58 8.62 0 2026/JUN/17 8.59 8.63 0 2026/JUL/15 8.59 8.63 0 2026/AGO/19 8.6 8.63 0 2026/SEP/15 8.6 8.63 0 2026/OCT/21 8.6 8.64 0 2026/NOV/18 8.61 8.64 0
2026/DIC/16 8.61 8.64 0 2027/ENE/20 8.67 8.69 0 FUTURO SOBRE SWAP DE TIIE ENTREGABLE A 2 A&OS / 2 YEAR CENTRALLY CLEARED TIIE SWAP FUTURES 2017/FEB/15 7.335 7.315 0 2017/MAR/15 7.385 7.37 0 2017/ABR/19 7.445 7.425 0 2017/MAY/17 7.475 7.455 0 2017/JUN/21 7.505 7.485 0 2017/JUL/19 7.53 7.505 0 2017/AGO/16 7.545 7.52 0 FUTURO SOBRE SWAP DE TIIE ENTREGABLE A 10 A&OS / 10 YEAR CENTRALLY CLEARED TIIE SWAP FUTURES 2017/FEB/15 7.93 7.93 0 2017/MAR/15 7.955 7.955 0 2017/ABR/19 7.98 7.98 0 2017/MAY/17 8 7.995 0 2017/JUN/21 8.02 8.015 0 2017/JUL/19 8.035 8.03 0 2017/AGO/16 8.05 8.045 0 FUTUROS SOBRE CETE 91 DIAS / 91 DAY TREASURY BILL CERTIFICATE FUTURES 2017/FEB/14 6.39 6.38 0 2017/MAR/14 6.54 6.54 0 2017/ABR/18 6.68 6.63 0 2017/MAY/16 6.88 6.84 0 2017/JUN/20 6.81 6.78 0 2017/JUL/18 6.78 6.75 0 2017/AGO/15 6.69 6.6 0 2017/SEP/19 6.87 6.74 0 2017/OCT/17 6.84 6.74 0 2017/NOV/14 6.7 6.63 0 2017/DIC/19 6.53 6.49 0 2018/ENE/16 6.57 6.57 0 BONO DE DESARROLLO DEL GOBIERNO FEDERAL A 3 A&OS / 3 YEARS BOND FUTURES 2017/MAR/31 94.5 94.5 0 2017/JUN/30 94.825 94.825 0 2017/SEP/29 95.2 95.175 0 2017/DIC/29 93.525 93.55 0 BONO DE DESARROLLO DEL GOBIERNO FEDERAL A 10 A&OS / 10 YEARS BOND FUTURES 2017/MAR/31 80.5 80.2 0 2017/JUN/30 80.55 80.25 0 2017/SEP/29 80.625 80.3 0 2017/DIC/29 80.7 80.325 0 BONO DE DESARROLLO DEL GOBIERNO FEDERAL A 20 A&OS / 20 YEARS BOND FUTURES 2017/MAR/31 71.8 71.525 0 2017/JUN/30 71.725 71.425 0 2017/SEP/29 71.65 71.35 0 2017/DIC/29 71.575 71.225 0 BONO DE DESARROLLO DEL GOBIERNO FEDERAL M181213 / M181213 BOND FUTURES 2017/MAR/31 105.15 105.175 32,700 2017/JUN/30 102.625 102.65 0 2017/SEP/29 104.4 104.45 0
2017/DIC/29 101.875 101.875 0 BONO DE DESARROLLO DEL GOBIERNO FEDERAL M241205 / M241205 BOND FUTURES 2017/MAR/31 118.15 118 39,449 2017/JUN/30 115.25 115.05 100 2017/SEP/29 117.25 117.05 0 2017/DIC/29 114.2 113.95 0 BONO DE DESARROLLO DEL GOBIERNO FEDERAL M260305 / M260305 BOND FUTURES 2017/MAR/31 89.15 89.2 1,400 2017/JUN/30 90.85 90.75 0 2017/SEP/29 89.5 89.4 0 2017/DIC/29 91.05 90.9 0 BONO DE DESARROLLO DEL GOBIERNO FEDERAL M310529 / M310529 BOND FUTURES 2017/MAR/31 101.6 101.25 0 2017/JUN/30 99.4 99.05 0 2017/SEP/29 101.15 100.8 0 2017/DIC/29 98.95 98.55 0 BONO DE DESARROLLO DEL GOBIERNO FEDERAL M421113 / M421113 BOND FUTURES 2017/MAR/31 99.1 98.9 13,376 2017/JUN/30 97.15 96.85 0 2017/SEP/29 98.85 98.5 0 2017/DIC/29 96.6 96.25 0 AMERICA MOVIL L / INDIVIDUAL EQUITY FUTURES 2017/MAR/17 13.32 12.95 0 2017/JUN/16 13.55 13.18 0 2017/SEP/15 13.8 13.42 0 2017/DIC/15 14.06 13.67 0 CEMEX CPO / INDIVIDUAL EQUITY FUTURES 2017/MAR/17 19.06 18.91 0 2017/JUN/16 19.39 19.23 0 2017/SEP/15 19.75 19.59 0 2017/DIC/15 20.12 19.96 0 FEMSA UBD / INDIVIDUAL EQUITY FUTURES 2017/MAR/17 161.24 161.86 0 2017/JUN/16 163.98 164.64 0 2017/SEP/15 167.02 167.7 0 2017/DIC/15 170.19 170.85 0 GCARSO A1 / INDIVIDUAL EQUITY FUTURES 2017/MAR/17 83.69 84.55 0 2017/JUN/16 85.12 86 0 2017/SEP/15 86.7 87.6 0 2017/DIC/15 88.34 89.24 0 GMEXICO B / INDIVIDUAL EQUITY FUTURES 2017/MAR/17 63.79 64.35 300 2017/JUN/16 64.87 65.46 0 2017/SEP/15 66.07 66.67 0 2017/DIC/15 67.33 67.93 0 FUTURO SOBRE MEXTRAC / MEXTRAC ETF FUTURES 2017/MAR/17 36.07 36.11 0 2017/JUN/16 36.68 36.71 0
2017/SEP/15 37.36 37.39 0 2017/DIC/15 38.07 38.09 0 WALMEX V / INDIVIDUAL EQUITY FUTURES 2017/MAR/17 38.13 38.67 0 2017/JUN/16 38.78 39.33 0 2017/SEP/15 39.5 40.06 0 2017/DIC/15 40.25 40.81 0 FUTURO SOBRE MAIZ AMARILLO / YELLOW CORN FUTURES 2017/FEB/24 2,975 2,945 0 2017/ABR/21 3,060 3,030 0 2017/JUN/23 3,145 3,115 0 2017/AGO/25 3,225 3,195 0 2017/NOV/24 3,325 3,300 0 BONO DE DESARROLLO DEL GOBIERNO FEDERAL M210610 / M210610 BOND FUTURES 2017/MAR/31 99.725 99.8 0 2017/JUN/30 98.125 98.2 0 2017/SEP/29 99.825 99.9 0 2017/DIC/29 98.225 98.275 0 TOTAL DE INTERÉS ABIERTO 1,466,590