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 - Mar 2018, Monthly, Millions of Pesos, Nominal Stocks

            (0)
Period: - Orientation:
See all
Jan 2018 Feb 2018 Mar 2018
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
31,547,315.22 32,408,978.01 31,632,821.95
Swaps 3/
25,692,133.44 26,239,949.97 25,642,136.81
Outstanding derivatives by underlying asset
Interest Rate Swaps (single currency) 3/
19,151,629.16 19,466,247.02 18,988,545.53
Standardized TIIE-28 days Vs Fixed Rate 4/
12,401,988.54 12,319,708.42 12,185,178.72
TIIE Vs Fixed Rate Non-Standardized 4/
853,043.19 1,103,782.36 864,355.28
LIBOR Vs Fixed Rate
4,555,541.93 4,629,293.08 4,540,406.33
Other interest rates
1,341,055.50 1,413,463.17 1,398,605.20
Cross Currency Swap (Only over interest rates) 5/
6,477,112.44 6,692,195.31 6,572,496.86
TIIE Vs LIBOR
2,621,834.28 2,718,872.54 2,571,972.32
TIIE Vs Fixed Rate
2,496,472.24 2,567,667.29 2,585,303.70
Other cross interest rates
1,358,805.92 1,405,655.48 1,415,220.84
Underlying different to rates
63,391.84 81,507.63 81,094.41
Outstanding derivatives by counterparty (or exchange)
Domestic counterparties and markets
6,664,056.74 6,713,752.51 6,647,680.14
Financial entities
5,220,257.15 5,253,849.24 5,138,463.09
Commercial Banks
2,120,532.13 2,154,482.74 2,122,228.97
Development Banks
303,154.51 307,049.17 307,926.90
Brokerage Houses
890,291.43 914,774.44 895,648.09
Investment firms and funds
5,046.50 6,373.20 6,360.12
SIEFORES
779,967.00 730,506.96 623,578.19
SOFOMES
125,456.21 136,040.27 134,767.51
Other domestic financial entities
60,239.68 57,711.26 53,431.65
Mexican derivative exchange
935,569.70 946,911.20 994,521.65
Non-financial entities
1,443,799.59 1,459,903.28 1,509,217.05
Federal Government and Decentralized Entities
338,710.34 368,573.66 403,554.95
State and Municipal governments and their entities
151,876.37 140,742.50 140,553.77
Resident individuals in Mexico
17,038.14 11,687.70 11,968.37
Non-financial private entities
936,174.75 938,899.42 953,139.96
Foreign Counterparties
19,028,076.70 19,526,197.45 18,994,456.67
Financial entities
19,028,064.15 19,526,184.74 18,993,874.40
US commercial banks
2,479,671.73 2,480,334.36 2,455,938.17
EU commercial banks
4,024,071.79 4,089,275.24 3,973,632.09
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
683,169.90 677,059.66 647,537.76
Other US financial entities
824,217.47 791,710.90 835,013.61
Other EU financial entities
3,484,010.82 3,606,091.41 3,561,481.24
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
1,635.59 1,633.37 1,627.72
Chicago Mercantile Exchange
7,531,286.86 7,880,079.80 7,518,643.82
Other foreign derivative exchanges
0.00 0.00 0.00
Non-Financial entities
12.55 12.71 582.27
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
12.55 12.71 12.27
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 0.00 570.00
Foreign individuals
0.00 0.00 0.00
Outstanding derivatives by market and original term
Domestic and foreign organized exchanges
6,668,355.90 7,082,265.88 6,828,830.23
From 1 to 7 days
61,455.67 302,673.62 202,650.49
From 8 to 31 days
267,196.90 241,169.24 203,668.66
From 32 to 92 days
658,790.31 637,344.38 636,352.98
From 93 to 184 days
677,407.07 687,916.01 601,007.94
From 185 to 366 days
890,135.22 959,167.75 997,712.44
From 367 to 731 days
937,283.73 917,544.79 885,440.82
From 732 to 1,096 days
460,387.89 493,261.85 472,526.25
From 1,097 to 1,461 days
509,074.93 643,280.03 676,950.44
From 1,462 to 1,827 days
702,122.21 646,847.96 583,345.31
From 1,828 to 2,557 days
336,066.35 346,382.18 359,308.59
From 2,558 to 3,653 days
1,031,803.38 1,067,700.38 1,064,389.85
From 3,654 to 5,479 days
74,599.68 75,329.98 79,353.58
From 5,480 to 7,305 days
55,394.73 56,357.60 58,723.09
Over 7,306 days
6,637.83 7,290.13 7,399.80
Domestic and foreign OTC markets
19,023,777.54 19,157,684.08 18,813,306.58
From 1 to 7 days
104,364.87 125,547.71 336,681.77
From 8 to 31 days
336,400.84 389,884.51 246,121.15
From 32 to 92 days
1,126,929.50 880,395.41 785,785.02
From 93 to 184 days
1,055,523.91 1,172,665.70 1,033,249.54
From 185 to 366 days
1,487,757.24 1,482,402.79 1,571,653.67
From 367 to 731 days
2,189,670.70 2,139,247.38 1,981,744.14
From 732 to 1,096 days
1,634,215.39 1,701,104.95 1,707,692.61
From 1,097 to 1,461 days
1,469,867.85 1,546,710.28 1,467,473.40
From 1,462 to 1,827 days
1,552,866.16 1,508,948.86 1,582,726.32
From 1,828 to 2,557 days
2,576,247.83 2,537,773.70 2,465,032.53
From 2,558 to 3,653 days
4,246,212.36 4,422,198.60 4,409,794.19
From 3,654 to 5,479 days
696,365.06 654,618.90 666,944.08
From 5,480 to 7,305 days
358,975.00 399,738.84 366,054.18
Over 7,306 days
188,380.83 196,446.46 192,353.98
Futures 6/
99,919.11 109,157.46 81,675.26
Outstanding derivatives by underlying asset
Interest rates
4,098.95 3,497.70 2,896.45
TIIE
4,098.95 3,497.70 2,896.45
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
4,167.24 4,200.31 2,794.64
Index IPC
2,662.90 2,296.96 737.18
S&P 500
1,147.34 1,414.63 1,924.52
NASDAQ Composite
289.03 448.08 115.11
Other equities and equity indexes
67.97 40.64 17.84
Debt securities
4,850.63 7,938.85 6,878.32
Mexican Govt Bonds
3,271.42 4,144.27 4,381.42
US Treasury Bonds
0.00 134.26 0.00
US Treasury Notes
869.87 2,743.23 1,587.36
Other debt securities
709.34 917.09 909.54
Foreign currencies
86,736.96 93,446.29 69,031.03
US dollar
86,732.46 93,441.81 69,026.66
EURO
4.50 4.48 4.37
Other foreign currencies
0.00 0.00 0.00
Commodities
65.34 74.30 74.82
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
71,358.72 79,459.21 58,065.00
Mexican derivative exchange
71,358.72 79,459.21 58,065.00
US derivative exchanges
27,841.37 28,811.40 22,753.82
Chicago Mercantile Exchange
26,849.36 25,789.72 21,021.62
Chicago Board of Trade
926.68 2,947.38 1,662.25
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
65.34 74.30 69.94
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
719.01 886.85 856.44
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
719.01 886.85 856.44
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
1,826.58 63,751.51 2,223.10
From 32 to 92 days
65,264.88 1,848.74 58,824.92
From 93 to 184 days
20,181.10 25,340.31 16,761.81
From 185 to 366 days
12,120.50 17,728.48 3,409.80
From 367 to 731 days
373.55 354.40 340.12
From 732 to 1,096 days
152.50 134.00 115.50
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/
3,121,369.32 3,426,198.66 3,282,558.19
Outstanding derivatives by underlying asset
Interest rates
164,956.56 161,230.00 930.00
TIIE
164,956.56 161,230.00 930.00
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
185,411.42 196,570.54 135,132.79
Index IPC
2,565.47 2,480.73 1,997.04
S&P500
67,158.96 72,889.24 64,951.65
ETF's (Exchange Traded Funds)
4,462.57 2,516.23 2,475.53
NASDAQ 100
20.61 15.65 7.76
NIKKEI-225
29,482.90 27,903.88 26,579.75
Russell 2000
275.14 278.79 281.59
Other equities and equity indexes
81,445.76 90,486.01 38,839.48
Debt securities
39,298.77 39,358.15 44,229.64
Mexican Govt Bonds
37,467.49 37,391.12 42,558.81
US Treasury Bonds
63.46 76.19 73.54
US Treasury Notes
191.50 703.16 84.91
Other debt securities
1,576.32 1,187.68 1,512.38
Foreign currencies
2,731,562.35 3,028,924.63 3,102,141.07
FX swaps on US dollar 7/
1,488,475.67 1,707,685.80 1,785,300.55
Non-FX swaps on US dollar 7/
897,408.48 946,199.38 939,471.06
FX swaps on EURO 7/
62,105.10 94,027.89 95,327.04
Non-FX swaps on EURO 7/
186,355.20 161,841.31 169,964.59
FX swaps on other foreign currencies  7/
33,679.96 30,397.34 31,439.80
Non-FX swaps on other foreign currencies  7/
63,537.94 88,772.92 80,638.03
Commodities
140.23 115.34 124.69
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Outstanding derivatives by counterparty
Domestic Counterparties
1,063,288.31 1,136,667.00 1,005,484.26
Financial entities
670,746.54 724,283.05 586,537.17
Commercial Banks
121,378.42 170,853.57 204,866.04
Development Banks
20,815.92 37,081.73 53,105.97
Brokerage Houses
12,141.12 7,614.44 8,708.74
Investment firms and funds
230.69 0.00 0.00
SIEFORES
498,454.99 491,192.38 300,653.10
SOFOMES
1,385.68 1,315.65 1,435.64
Other domestic financial entities
16,339.72 16,225.28 17,767.68
Non-Financial entities
392,541.77 412,383.95 418,947.09
Federal Government and Decentralized Entities
167,970.04 166,568.98 160,531.72
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
12,040.66 11,049.59 16,216.08
Non-financial private entities
212,531.07 234,765.38 242,199.29
Foreign Counterparties
2,058,081.00 2,289,531.67 2,277,073.93
Financial entities
2,057,994.18 2,289,365.61 2,276,967.39
US commercial banks
330,674.28 356,282.80 367,000.44
EU commercial banks
1,528,001.64 1,716,603.68 1,650,319.71
Latin american commercial banks
9,751.70 12,283.39 7,548.54
Other foreign commercial banks
57,088.60 54,030.71 68,374.50
Other US financial entities
42,962.42 38,103.90 39,505.82
Other EU financial entities
89,441.18 111,985.79 144,163.84
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
74.35 75.34 54.54
Non-Financial entities
86.83 166.06 106.54