Financing and financial information of financial intermediaries   >   (CF581) - Outstanding derivatives at end of month from domestic brokerage houses, commercial and development Banks
  Financing and financial information of financial intermediaries     (CF581) - Outstanding derivatives at end of month from domestic brokerage houses, commercial and development Banks

Period: Jan 2007 - Aug 2017, Monthly, Millions of Pesos, Nominal Stocks

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Jun 2017 Jul 2017 Aug 2017
Outstanding derivatives at end of month from domestic brokerage houses, commercial and development Banks
In organized and OTC markets 1 /
Total outstanding (nominal) amounts in millions of pesos 2 /
Total outstanding amounts by instrument, underlying asset, counterparty and original term
29,912,268.50 29,881,000.60 29,933,709.85
Swaps 3/
24,412,229.37 24,444,612.50 24,190,191.21
Outstanding derivatives by underlying asset
Interest Rate Swaps (single currency) 3/
18,263,054.64 18,301,467.59 17,934,565.00
Standardized TIIE-28 days Vs Fixed Rate 4/
12,492,820.36 12,510,633.69 11,886,015.98
TIIE Vs Fixed Rate Non-Standardized 4/
785,814.67 796,040.65 826,921.17
LIBOR Vs Fixed Rate
3,959,041.44 3,950,626.36 4,151,925.22
Other interest rates
1,025,378.16 1,044,166.89 1,069,702.63
Cross Currency Swap (Only over interest rates) 5/
6,095,109.81 6,088,715.13 6,200,744.75
TIIE Vs LIBOR
2,527,122.70 2,516,992.84 2,565,733.65
TIIE Vs Fixed Rate
2,282,065.56 2,279,418.62 2,317,011.21
Other cross interest rates
1,285,921.55 1,292,303.67 1,317,999.89
Underlying different to rates
54,064.93 54,429.78 54,881.47
Outstanding derivatives by counterparty (or exchange)
Domestic counterparties and markets
6,815,250.64 6,750,212.18 6,794,199.11
Financial entities
5,408,210.77 5,323,530.10 5,390,276.82
Commercial Banks
2,135,414.23 2,099,426.80 2,124,532.63
Development Banks
298,825.04 297,277.45 299,108.08
Brokerage Houses
784,128.52 777,091.13 794,920.70
Investment firms and funds
3,306.50 2,921.50 2,021.50
SIEFORES
1,241,593.19 1,199,509.53 1,220,979.20
SOFOMES
94,560.37 97,245.15 97,169.26
Other domestic financial entities
67,867.57 71,878.69 72,624.26
Mexican derivative exchange
782,515.35 778,179.85 778,921.20
Non-financial entities
1,407,039.87 1,426,682.08 1,403,922.28
Federal Government and Decentralized Entities
304,311.55 307,334.83 310,969.77
State and Municipal governments and their entities
162,735.32 169,427.97 169,250.54
Resident individuals in Mexico
22,458.47 22,323.17 19,232.62
Non-financial private entities
917,534.52 927,596.11 904,469.36
Foreign Counterparties
17,596,978.73 17,694,400.31 17,395,992.11
Financial entities
17,596,965.14 17,694,388.30 17,395,980.04
US commercial banks
2,854,927.26 2,783,170.66 2,659,196.26
EU commercial banks
4,126,306.90 4,032,772.01 4,024,019.02
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
709,234.69 693,744.83 691,197.24
Other US financial entities
784,693.19 867,748.67 902,515.08
Other EU financial entities
3,183,224.70 3,097,746.53 3,188,568.82
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
1,980.11 1,582.67 1,616.57
Chicago Mercantile Exchange
5,936,598.29 6,217,622.93 5,928,867.06
Other foreign derivative exchanges
0.00 0.00 0.00
Non-Financial entities
13.59 12.02 12.07
Federal and local US governments
0.00 0.00 0.00
Federal and local EU governments
0.00 0.00 0.00
Federal and local LA governments
0.00 0.00 0.00
Other foreign federal and local governments
0.00 0.00 0.00
Non-financial US private entities
13.59 12.02 12.07
Non-financial EU private entities
0.00 0.00 0.00
Non-financial LA private entities
0.00 0.00 0.00
Other foreign non-financial private entities
0.00 0.00 0.00
Foreign individuals
0.00 0.00 0.00
Outstanding derivatives by market and original term
Domestic and foreign organized exchanges
5,537,992.37 5,652,374.77 5,342,634.94
From 1 to 7 days
81,710.00 135,520.05 6,105.56
From 8 to 31 days
310,392.27 241,105.41 238,814.96
From 32 to 92 days
601,932.73 506,623.05 535,906.24
From 93 to 184 days
611,840.34 692,748.82 629,943.50
From 185 to 366 days
923,599.56 854,331.83 674,583.01
From 367 to 731 days
647,043.59 690,942.15 694,337.86
From 732 to 1,096 days
403,720.07 440,964.91 423,072.18
From 1,097 to 1,461 days
249,821.84 283,301.66 296,437.18
From 1,462 to 1,827 days
668,408.06 704,754.90 715,551.48
From 1,828 to 2,557 days
199,688.09 215,564.20 219,610.62
From 2,558 to 3,653 days
753,281.80 793,185.66 808,247.63
From 3,654 to 5,479 days
45,823.66 50,885.94 55,170.52
From 5,480 to 7,305 days
37,715.25 38,051.84 40,392.57
Over 7,306 days
3,015.12 4,394.35 4,461.64
Domestic and foreign OTC markets
18,874,237.00 18,792,237.73 18,847,556.28
From 1 to 7 days
165,170.44 61,507.99 76,477.79
From 8 to 31 days
335,216.54 394,017.35 299,380.76
From 32 to 92 days
830,612.42 891,665.61 955,192.51
From 93 to 184 days
1,078,176.97 1,073,095.42 1,099,343.59
From 185 to 366 days
1,822,030.11 1,811,193.66 1,776,256.90
From 367 to 731 days
2,408,097.31 2,342,768.18 2,229,806.45
From 732 to 1,096 days
1,550,165.71 1,628,116.92 1,649,335.10
From 1,097 to 1,461 days
1,527,093.04 1,429,542.53 1,524,791.99
From 1,462 to 1,827 days
1,568,506.86 1,590,482.16 1,533,058.47
From 1,828 to 2,557 days
2,460,065.03 2,460,548.96 2,422,892.24
From 2,558 to 3,653 days
3,839,434.58 3,857,160.55 4,018,320.53
From 3,654 to 5,479 days
746,648.18 711,745.09 722,893.66
From 5,480 to 7,305 days
379,160.13 384,288.95 382,694.60
Over 7,306 days
163,859.67 156,104.36 157,111.69
Futures 6/
87,033.56 89,129.60 91,885.87
Outstanding derivatives by underlying asset
Interest rates
16,350.00 13,800.00 11,260.00
TIIE
16,350.00 13,800.00 11,260.00
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
5,145.99 8,033.28 9,071.72
Index IPC
1,311.03 1,351.05 1,538.27
S&P 500
3,760.23 6,590.16 7,320.25
NASDAQ Composite
24.59 33.67 178.25
Other equities and equity indexes
50.14 58.41 34.96
Debt securities
2,884.80 5,647.18 8,533.86
Mexican Govt Bonds
1,806.14 2,912.77 4,469.02
US Treasury Bonds
0.00 272.73 0.00
US Treasury Notes
813.18 2,177.40 3,439.03
Other debt securities
265.47 284.28 625.81
Foreign currencies
62,517.70 61,521.04 62,904.43
US dollar
62,515.53 61,518.20 62,901.34
EURO
2.17 2.85 3.09
Other foreign currencies
0.00 0.00 0.00
Commodities
135.07 128.09 115.86
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Outstanding derivatives by derivative exchange
Domestic derivative exchanges
45,811.12 46,957.24 47,917.11
Mexican derivative exchange
45,811.12 46,957.24 47,917.11
US derivative exchanges
41,067.54 42,009.29 43,468.37
Chicago Mercantile Exchange
39,959.32 39,252.32 39,754.00
Chicago Board of Trade
973.15 2,628.87 3,629.58
Intercontinental Futures and Options Exchange
0.00 4.29 0.00
New York Mercantile Exchange
135.07 123.80 84.79
Latin America (LA) derivative exchanges
0.00 0.00 0.00
Bolsa de Mercaderias y Futuros (Brazil)
0.00 0.00 0.00
European Union (EU) derivative exchanges
126.30 163.07 500.40
London International Financial Futures and Options Exchange
0.00 0.00 0.00
Athens Stock Exchange (Greece)
0.00 0.00 0.00
Sociedad Rectora del Mercado de Productos Derivados (Spain)
0.00 0.00 0.00
Europe Global Financial Marketplace
126.30 163.07 500.40
Other foreign derivative exchanges
28.59 0.00 0.00
Outstanding derivatives by original term
From 1 to 7 days
0.00 0.00 466.33
From 8 to 31 days
3,892.62 4,148.83 51,469.53
From 32 to 92 days
53,985.11 57,416.66 4,224.85
From 93 to 184 days
25,105.82 24,564.10 31,668.84
From 185 to 366 days
3,800.00 3,000.00 4,056.32
From 367 to 731 days
250.00 0.00 0.00
From 732 to 1,096 days
0.00 0.00 0.00
From 1,097 to 1,461 days
0.00 0.00 0.00
From 1,462 to 1,827 days
0.00 0.00 0.00
From 1,828 to 2,557 days
0.00 0.00 0.00
From 2,558 to 3,653 days
0.00 0.00 0.00
From 3,654 to 5,479 days
0.00 0.00 0.00
From 5,480 to 7,305 days
0.00 0.00 0.00
Over 7,306 days
0.00 0.00 0.00
Forwards 5/  10/
2,867,037.08 2,801,653.60 3,100,422.14
Outstanding derivatives by underlying asset
Interest rates
323,985.94 318,148.49 312,312.61
TIIE
323,985.94 318,148.49 312,312.61
LIBOR
0.00 0.00 0.00
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
78,734.69 95,205.11 110,963.90
Index IPC
273.09 6,596.73 6,586.41
S&P500
29,209.67 32,309.12 45,327.22
ETF's (Exchange Traded Funds)
583.15 550.37 552.63
NASDAQ 100
14.42 18.57 14.50
NIKKEI-225
17,363.22 20,120.85 20,370.80
Russell 2000
249.77 245.40 246.41
Other equities and equity indexes
31,041.36 35,364.06 37,865.93
Debt securities
13,164.55 15,972.98 21,577.80
Mexican Govt Bonds
9,390.03 11,799.17 15,758.23
US Treasury Bonds
92.76 114.53 153.78
US Treasury Notes
125.94 572.37 2,730.63
Other debt securities
3,555.83 3,486.91 2,935.17
Foreign currencies
2,450,937.89 2,372,172.85 2,655,371.59
FX swaps on US dollar 7/
1,222,651.35 1,131,173.25 1,359,903.82
Non-FX swaps on US dollar 7/
907,882.82 894,587.95 923,315.59
FX swaps on EURO 7/
52,102.63 60,955.10 60,211.22
Non-FX swaps on EURO 7/
204,368.24 219,640.74 208,064.75
FX swaps on other foreign currencies  7/
12,338.98 15,073.53 15,068.71
Non-FX swaps on other foreign currencies  7/
51,593.86 50,742.28 88,807.48
Commodities
214.02 154.16 196.27
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Outstanding derivatives by counterparty
Domestic Counterparties
1,061,765.24 1,077,211.25 1,138,736.83
Financial entities
793,705.13 798,079.07 841,799.19
Commercial Banks
110,073.22 111,351.07 121,016.54
Development Banks
11,983.71 12,155.60 11,697.83
Brokerage Houses
16,524.73 14,063.42 13,792.50
Investment firms and funds
70.13 205.63 0.00
SIEFORES
632,333.08 641,622.88 674,292.73
SOFOMES
1,458.03 1,502.96 1,342.27
Other domestic financial entities
21,262.24 17,177.52 19,657.36
Non-Financial entities
268,060.11 279,132.18 296,937.66
Federal Government and Decentralized Entities
27,678.03 27,144.81 27,207.95
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
12,183.24 14,986.85 15,081.77
Non-financial private entities
228,198.84 237,000.52 254,647.93
Foreign Counterparties
1,805,271.85 1,724,442.34 1,961,685.25
Financial entities
1,804,342.57 1,724,343.91 1,961,614.01
US commercial banks
384,894.95 380,683.75 378,679.74
EU commercial banks
1,196,621.65 1,140,066.05 1,364,916.25
Latin american commercial banks
7,803.84 11,216.77 15,082.09
Other foreign commercial banks
93,116.31 61,138.65 69,574.94
Other US financial entities
68,140.06 75,018.17 72,564.39
Other EU financial entities
53,431.62 56,095.90 60,671.46
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
334.13 124.62 125.14
Non-Financial entities
929.28