Informe derivados financieros - Sistema Integrado de Información sobre transacciones de Derivados
Derivatives Market Report August 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 August 2026, banks registered outstanding USD-CLP derivatives for a net amount of US$5,446 million (Jul: US$4,047 million). On the other hand, the selling position with Non-Residents decreased to US$23,474 million (Jul: US$26,387 million).
In the USD-CLP spot market, banks made net purchases from third parties for US$1,223 million (Jul: US$3,339 million).
Swap promedio cámara nominal (Local IRS)
In Swap promedio cámara nominal (Local IRS) of up to two years, in net terms, banks maintained their variable interest rate buying position up to 2 years at $13.668 billion (Jul: $13.688 billion). The increase in the buying position to Non-Resident Banks to $17.933 billion (Jul: $15.818 billion) was partially offset by an increase in the selling position to Non-Residents to $4.265 billion (Jul: $2.130 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 664 million (Jul: UF 667 million).
On the other hand, the average price of twelve-month interbank UF-CLP forwards (operations maturing in August 2027) was $42,051 per Unidad de fomento.
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