Sneaky bankers were trying to circumvent the protest by claiming to be architects or engineers, the sex-workers said.
But this was 'not fooling anyone' because, as one escort revealed: 'It has been many years since these professionals could afford rates that start from €300 per hour.'
The capital's largest luxury prostitute trade association, which is reportedly initiating the strike, said: 'We are the only ones with a real ability to pressure the sector.
'We have been on strike for three days now and we don't think they can withstand much more,' added the woman, known as Ana MG.
It said the move came after one of its members, Lucia, pressured a bank employee client to grant a loan by halting her 'sexual services'.
Mexican website SDPnoticias.com, who was joined by Russia Today in breaking the news which some have claimed is a 'hoax', reported that the bankers became so desperate they called in the government for mediation.
The sex-worker strike comes as Spain is set to be hit by a general strike on Thursday in protest at high unemployment and changes to labour laws that make it cheaper for firms to lay off workers.
Train, bus and air traffic will be severely limited as unions, which represent one in five Spanish workers, agreed to retain minimum transport services. It will mean only 20 per cent of flights between Spanish and other European airports.
The government's labour market reform is just the latest in a series of measures Spain has taken in the last two years to try to make its economy more competitive.
Doubts about Spain's public finances have pushed up the state's borrowing costs, forcing the government to drastically cut spending to reduce the public deficit.
At the same time, unemployment has soared to a staggering 23 per cent and the economy is heading into its second recession in three years.
A general strike in 2010 had limited impact - mostly on transport and manufacturing - but this week's walkout could bring a bigger turnout because the jobless rate has increased significantly.
Also, in 2010 the Socialists were in power, and now the centre-right People's Party is in office.
Traditionally, the unions have had a political alliance with the Socialists so protests have been more muted during periods of Socialist rule.
In a country where people depend heavily on public transport to get to work, the unions depend on cutting transport services to obtain maximum impact from a strike.