Informe derivados financieros - Sistema Integrado de Información sobre transacciones de Derivados
Derivatives Market Report May 2026
This report has been prepared based on the data contained in the Financial Market Infrastructure "SIID-TR", which aims to contribute to the transparency of the financial derivatives market in Chile, for its Participants, regulators and the general public.
The document provides the summarized facts of the main markets of the banking sector, corresponding to Exchange Rate and Spot Derivatives, UF-Chilean Peso Derivatives and Derivatives on local interest rates (Swap Promedio Cámara).
This report is published on a monthly basis, with a 23-day lag from the month to be analyzed. In accordance with the established revision policy, together with the publication of a new month, the data for the three months prior to the month in question are reviewed.
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Overview by market
Spot and Derivative Foreign Exchange Markets
At the end of May 2026, banks recorded outstanding USD-CLP derivatives for a net amount of US$6,111 million (Apr: US$$5,608 million), highlighting an decrease in the selling position to Real sector to US$10,502 million (Apr: US$11,807 million).
In the USD-CLP spot market, banks made net purchases from third parties for US$612 million (Apr: US$1.732 million), mainly from companies in Non residents.
Swap promedio cámara nominal (Local IRS)
In Swap promedio cámara nominal (Local IRS)) of up to two years, the net outstanding amount of banks was a variable interest rate buyer of $14.543 billion (Apr: selling for $99 billion), composed mainly of a decrease position to non bank residents of $9,114 billion.
UF / CLP Derivatives
In the local inflation forward market, banks reached a net selling current amount with their non-bank resident counterparts of UF 615 million (Apr: UF 620 million).
On the other hand, the average price of twelve-month interbank UF-CLP forwards (operations maturing in May 2027) was $41,997 per Unidad de Fomento.
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