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2021 MexDer Highlights And 2022 MexDer New Products

Attached kindly find the MEXDER 2021 ANNUAL VERSUS 2020 ANNUAL which summarizes MexDer's listed currency, indices, interest rates, single stock products by: 

  • Annual Number of Transactions 
  • Annual Volumes 
  • Annual Notional Values Transacted (MXN Pesos) 
  • Year-End Open Interest 


Trading volume and open interest are two metrics used to describe activity and liquidity.

VOLUMES: MexDer Total Futures and Options 2021 Volume was 7,865,886 Contracts Traded or up +14.9% over 2020 Volume highlighted by the following 3 most actively traded MexDer products: 

  • MexDer 2021 MXN Peso / US Dollar Futures Contract (Physically Delivered) 2021 Volume was 6,679,704 versus 2020 volume of 5,917,076, a +12.89% year-over-year increase; 
  • The newly launched MexDer 30-Day Overnight TIIE de Fondeo Futures Contract (Cash Settlement) Volume was 426,806 in 2021; and,  
  • MexDer 2021 S&P/BMV Mexican Equity Index Futures (Cash Settlement)  2021 Volume was 368,115 versus 2020 volume of 590,791, a -37.7%  year-over-year decrease. 

OPEN INTEREST: MexDer Total Futures and Options End of Year 2021 Open Interest was 820,390 Open Contracts, a +65.9% year-over-year increase.   

  • This in part reflects the marketplace’s confidence in the nationally rated, Triple A Mexican derivatives clearinghouse or Central Counterparty (CCP), ASIGNA.  

Additional benchmark measurements include Annual Number of Transactions and Annual Notional Value Traded. 

ANNUAL TRANSACTIONS: MexDer Total Futures and Options 2021 Annual Number of Transactions was 152,801 transactions versus 202,897 annual transactions in 2020, a -24.7% year-over-year decrease. 

  • This combined with higher trading volumes reflects in part larger ticket sizes per transaction in 2021 

ANNUAL NOTIONAL VALUE: MexDer Total Futures and Options 2021 Annual Notional Values Transacted was $1,609,320,743,247 MXN Pesos (an equivalent of approximately $80,466,037,162 USD Dollars, a +7.5% year-over-year increase.  

NEW PRODUCTS FOR 2022: MexDer plans to file for approval from local regulators and offer new Single Stock Futures and Individual Equity Options on Netflix Inc (BMV: NFLX), Apple Inc. (BMV: AAPL*, Meta Platforms Inc., formerly Facebook Inc. (BMV: FB*) Tesla Inc. (BMV: TSLA*) to trade in MXN Pesos in 2022

  • NFLX*, AAPL*, FB* and TSLA* are among the 3,000 listed names on the International Quotation System (SIC) platform of the Mexican Stock Exchange (BMV), which allows investors in Mexico access to foreign instruments from any local brokerage and in MXN Pesos. 
  • The BMV Global Market (SIC) where securities ​​listed in foreign markets are registered(whether Shares or ETF's) is also actively traded by HFT prop firms and quantitative hedge funds employing arbitrage strategies
  • MexDer’s Futures and Options on BMV Global Market (SIC) Shares and ETFs will provide investors in Mexico access to local hedging instruments in MXN Pesos.  

 

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