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Outstanding derivatives at end of month from domestic brokerage houses, commercial and development Banks - (CF581)

Period: Jan 2007 - May 2019, Monthly, Millions of Pesos, Nominal Stocks

Jan 2007 - May 2019

Monthly

Millions of Pesos

Nominal Stocks

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Mar 2019 Apr 2019 May 2019
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
35,796,230.08 35,379,738.67 37,107,846.58
+ Swaps 3/
27,732,886.38 27,421,063.84 28,005,701.73
+ Outstanding derivatives by underlying asset
+ Interest Rate Swaps (single currency) 3/
21,825,531.85 21,614,767.10 21,974,752.34
Standardized TIIE-28 days Vs Fixed Rate 4/
14,547,235.14 14,503,542.77 14,521,498.80
TIIE Vs Fixed Rate Non-Standardized 4/
1,035,173.35 1,048,880.73 1,055,766.46
LIBOR Vs Fixed Rate
4,549,588.60 4,406,140.79 4,616,708.35
Other interest rates
1,693,534.76 1,656,202.80 1,780,778.73
+ Cross Currency Swap (Only over interest rates) 5/
5,813,048.24 5,712,098.44 5,936,731.93
TIIE Vs LIBOR
2,146,333.86 2,075,673.10 2,171,018.44
TIIE Vs Fixed Rate
2,176,755.83 2,155,153.99 2,241,838.99
Other cross interest rates
1,489,958.55 1,481,271.35 1,523,874.50
Underlying different to rates
94,306.29 94,198.31 94,217.46
+ Outstanding derivatives by counterparty (or exchange)
+ Domestic counterparties and markets
6,268,706.66 6,234,221.11 6,359,865.58
+ Financial entities
4,491,973.96 4,453,455.12 4,540,975.72
Commercial Banks
1,840,993.89 1,809,201.90 1,845,080.14
Development Banks
332,330.48 332,737.84 333,719.72
Brokerage Houses
597,293.82 578,519.47 616,049.85
Investment firms and funds
3,696.50 4,895.41 6,173.63
SIEFORES
519,571.42 506,861.51 530,434.14
SOFOMES
162,354.74 157,690.13 163,815.71
Other domestic financial entities
42,246.31 38,200.81 38,835.19
Mexican derivative exchange
993,486.80 1,025,348.05 1,006,867.35
+ Non-financial entities
1,776,732.69 1,780,765.99 1,818,889.86
Federal Government and Decentralized Entities
455,599.20 442,952.90 460,538.35
State and Municipal governments and their entities
124,017.72 129,845.59 121,494.87
Resident individuals in Mexico
12,617.75 13,828.19 15,266.56
Non-financial private entities
1,184,498.03 1,194,139.31 1,221,590.09
+ Foreign Counterparties
21,464,179.72 21,186,842.73 21,645,836.15
+ Financial entities
21,463,608.80 21,186,271.24 21,645,264.30
US commercial banks
1,738,144.05 1,700,291.26 1,710,327.98
EU commercial banks
6,027,680.74 5,890,618.28 5,997,573.89
Latin american commercial banks
0.00 1,517.89 1,570.27
Other foreign commercial banks
636,276.22 619,279.48 605,119.02
Other US financial entities
761,074.66 790,549.13 881,506.39
Other EU financial entities
3,220,589.64 3,142,470.81 3,194,704.44
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
1,403.64 1,069.86 1,403.64
Chicago Mercantile Exchange
9,078,439.86 9,040,474.53 9,253,058.66
Other foreign derivative exchanges
0.00 0.00 0.00
+ Non-Financial entities
570.92 571.49 571.85
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
0.00 0.00 0.00
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
570.00 570.00 570.00
Foreign individuals
0.92 1.49 1.85
+ Outstanding derivatives by market and original term
+ Domestic and foreign organized exchanges
8,242,051.25 8,210,192.91 8,320,582.38
From 1 to 7 days
68,995.36 64,255.99 75,993.21
From 8 to 31 days
300,316.30 266,545.66 349,661.53
From 32 to 92 days
757,176.83 658,117.37 479,705.56
From 93 to 184 days
522,605.78 618,727.19 599,731.84
From 185 to 366 days
923,079.85 920,681.95 906,935.76
From 367 to 731 days
1,027,942.20 1,026,210.97 1,083,300.66
From 732 to 1,096 days
1,078,715.45 1,120,226.10 1,197,501.62
From 1,097 to 1,461 days
929,700.95 915,856.87 916,247.86
From 1,462 to 1,827 days
695,032.43 688,744.17 668,729.62
From 1,828 to 2,557 days
503,932.33 491,048.33 517,879.18
From 2,558 to 3,653 days
1,241,833.51 1,246,196.40 1,298,736.33
From 3,654 to 5,479 days
101,356.05 103,044.69 108,767.57
From 5,480 to 7,305 days
69,821.03 71,482.79 84,762.61
Over 7,306 days
21,543.19 19,054.43 32,629.03
+ Domestic and foreign OTC markets
19,490,835.13 19,210,870.94 19,685,119.36
From 1 to 7 days
68,876.29 49,399.70 140,359.24
From 8 to 31 days
452,032.16 370,146.50 427,182.08
From 32 to 92 days
984,177.64 998,718.22 796,041.00
From 93 to 184 days
1,116,047.21 1,063,202.08 1,071,805.59
From 185 to 366 days
1,572,461.24 1,541,487.74 1,640,672.44
From 367 to 731 days
2,781,711.95 2,731,394.90 2,861,226.81
From 732 to 1,096 days
2,001,352.86 2,044,551.11 2,063,942.34
From 1,097 to 1,461 days
1,804,252.69 1,845,698.77 1,960,003.08
From 1,462 to 1,827 days
1,956,289.47 1,896,402.47 1,859,240.30
From 1,828 to 2,557 days
2,491,075.54 2,504,468.69 2,583,261.24
From 2,558 to 3,653 days
2,995,876.30 2,894,866.56 2,975,186.18
From 3,654 to 5,479 days
656,818.62 635,332.57 659,791.84
From 5,480 to 7,305 days
390,201.77 383,805.11 387,616.58
Over 7,306 days
219,661.42 251,396.52 258,790.63
+ Futures 6/
82,470.70 84,319.42 92,819.06
+ Outstanding derivatives by underlying asset
+ Interest rates
4,950.75 4,413.10 3,875.45
TIIE
4,950.75 4,413.10 3,875.45
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
+ Equities and equity indexes
2,251.75 2,903.42 2,430.94
Index IPC
1,976.05 2,521.03 2,142.17
S&P 500
232.94 270.17 199.93
NASDAQ Composite
19.99 50.29 68.35
Other equities and equity indexes
22.77 61.94 20.49
+ Debt securities
2,479.29 3,185.45 6,087.76
Mexican Govt Bonds
1,296.24 2,239.85 2,342.35
US Treasury Bonds
0.00 0.00 448.82
US Treasury Notes
327.55 644.03 1,241.42
Other debt securities
855.50 301.56 2,055.17
+ Foreign currencies
72,759.65 73,797.58 80,399.19
US dollar
72,726.96 73,765.74 80,399.19
EURO
32.69 31.84 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
29.26 19.87 25.71
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
46,922.13 48,882.00 54,685.62
Mexican derivative exchange
46,922.13 48,882.00 54,685.62
+ US derivative exchanges
34,694.60 35,130.15 36,348.80
Chicago Mercantile Exchange
34,338.66 34,431.84 34,370.47
Chicago Board of Trade
348.91 698.31 1,975.30
Intercontinental Futures and Options Exchange
7.03 0.00 3.02
New York Mercantile Exchange
0.00 0.00 0.00
+ 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
853.98 307.27 1,784.64
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
853.98 307.27 1,784.64
Other foreign derivative exchanges
0.00 0.00 0.00
+ Outstanding derivatives by original term
From 1 to 7 days
0.00 0.00 0.00
From 8 to 31 days
8,584.98 8,416.34 67,107.56
From 32 to 92 days
67,526.51 67,418.43 1,058.72
From 93 to 184 days
3,970.43 4,508.67 21,101.80
From 185 to 366 days
2,273.28 3,878.99 3,472.48
From 367 to 731 days
115.50 97.00 78.50
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/
3,329,790.30 3,296,614.57 3,952,414.83
+ Outstanding derivatives by underlying asset
+ Interest rates
96.00 71.00 60.00
TIIE
96.00 71.00 60.00
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
130,903.60 129,519.15 136,310.09
Index IPC
272.81 286.47 304.56
S&P500
32,597.67 35,079.73 40,369.32
ETF's (Exchange Traded Funds)
21,105.52 15,819.69 12,825.79
NASDAQ 100
11.44 39.98 0.00
NIKKEI-225
29,688.33 28,840.09 32,237.87
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
47,227.83 49,453.19 50,572.55
+ Debt securities
39,038.40 42,350.75 42,123.24
Mexican Govt Bonds
37,018.97 41,018.34 38,457.08
US Treasury Bonds
15.70 15.29 16.82
US Treasury Notes
337.19 0.00 0.00
Other debt securities
1,666.54 1,317.12 3,649.34
+ Foreign currencies
3,159,089.44 3,123,922.23 3,773,144.71
FX swaps on US dollar 7/
1,722,253.24 527,608.63 848,946.36
Non-FX swaps on US dollar 7/
1,162,377.53 2,318,564.10 2,662,223.28
FX swaps on EURO 7/
63,525.91 43,440.92 35,286.87
Non-FX swaps on EURO 7/
145,222.92 166,312.14 171,208.30
FX swaps on other foreign currencies  7/
15,897.91 15,256.79 14,322.16
Non-FX swaps on other foreign currencies  7/
49,811.93 52,739.65 41,157.74
Commodities
662.86 751.44 776.79
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Outstanding derivatives by counterparty
+ Domestic Counterparties
881,116.45 866,159.66 906,380.74
+ Financial entities
462,176.76 458,025.46 500,191.87
Commercial Banks
188,810.49 187,381.22 227,807.16
Development Banks
10,707.08 9,153.68 7,796.36
Brokerage Houses
14,434.89 14,669.85 16,501.43
Investment firms and funds
517.02 473.19 490.71
SIEFORES
230,194.41 228,701.79 231,139.31
SOFOMES
3,342.97 3,371.91 3,580.39
Other domestic financial entities
14,169.91 14,273.81 12,876.51
+ Non-Financial entities
418,939.69 408,134.20 406,188.87
Federal Government and Decentralized Entities
112,857.55 109,951.28 114,018.69
State and Municipal governments and their entities
0.00 0.00 0.98
Resident individuals in Mexico
15,223.85 18,205.63 19,261.77
Non-financial private entities
290,858.29 279,977.29 272,907.43
+ Foreign Counterparties
2,448,673.85 2,430,454.91 3,046,034.09