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 - Dec 2017, Monthly, Millions of Pesos, Nominal Stocks

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Oct 2017 Nov 2017 Dec 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
32,263,303.16 31,922,453.07 31,701,856.57
Swaps 3/
25,739,962.59 25,075,746.39 25,921,614.71
Outstanding derivatives by underlying asset
Interest Rate Swaps (single currency) 3/
18,938,698.16 18,665,150.46 19,178,007.95
Standardized TIIE-28 days Vs Fixed Rate 4/
12,208,611.84 12,097,494.18 12,198,458.96
TIIE Vs Fixed Rate Non-Standardized 4/
867,800.70 868,878.64 861,716.42
LIBOR Vs Fixed Rate
4,670,451.36 4,446,404.81 4,752,692.63
Other interest rates
1,191,834.26 1,252,372.84 1,365,139.94
Cross Currency Swap (Only over interest rates) 5/
6,738,308.71 6,348,587.79 6,686,714.58
TIIE Vs LIBOR
2,758,620.57 2,611,145.50 2,745,766.58
TIIE Vs Fixed Rate
2,576,392.25 2,410,848.78 2,543,226.20
Other cross interest rates
1,403,295.88 1,326,593.52 1,397,721.79
Underlying different to rates
62,955.72 62,008.13 56,892.18
Outstanding derivatives by counterparty (or exchange)
Domestic counterparties and markets
6,945,695.36 6,695,747.97 6,881,238.40
Financial entities
5,493,560.76 5,250,811.72 5,408,159.80
Commercial Banks
2,180,386.27 2,122,829.97 2,181,566.64
Development Banks
309,849.18 296,252.62 305,989.04
Brokerage Houses
878,748.52 864,511.02 912,464.10
Investment firms and funds
3,146.50 4,246.50 4,746.50
SIEFORES
1,076,489.58 884,107.39 896,898.47
SOFOMES
114,634.90 114,245.08 122,509.29
Other domestic financial entities
71,013.29 70,333.43 72,321.06
Mexican derivative exchange
859,292.50 894,285.70 911,664.70
Non-financial entities
1,452,134.60 1,444,936.24 1,473,078.60
Federal Government and Decentralized Entities
323,450.39 319,223.40 339,019.43
State and Municipal governments and their entities
175,923.48 182,006.08 170,671.23
Resident individuals in Mexico
16,105.20 16,546.82 12,305.53
Non-financial private entities
936,655.53 927,159.95 951,082.42
Foreign Counterparties
18,794,267.22 18,379,998.42 19,040,376.31
Financial entities
18,794,254.29 18,379,985.87 19,040,363.05
US commercial banks
2,629,429.70 2,497,876.03 2,558,663.53
EU commercial banks
4,120,520.80 4,052,467.14 4,180,334.14
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
703,546.52 699,088.69 707,397.33
Other US financial entities
1,007,469.98 1,077,262.14 784,834.36
Other EU financial entities
3,594,080.43 3,329,883.44 3,534,351.74
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
1,628.98 1,625.22 1,720.69
Chicago Mercantile Exchange
6,737,577.87 6,721,783.21 7,273,061.26
Other foreign derivative exchanges
0.00 0.00 0.00
Non-Financial entities
12.94 12.55 13.26
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
12.94 12.55 13.26
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
6,001,674.83 5,960,107.22 6,349,071.88
From 1 to 7 days
70,847.84 105,818.63 35,297.40
From 8 to 31 days
210,318.86 157,624.25 244,302.04
From 32 to 92 days
474,374.33 606,129.69 713,312.86
From 93 to 184 days
687,579.21 620,732.90 612,188.22
From 185 to 366 days
809,333.53 788,771.33 757,642.91
From 367 to 731 days
773,268.09 779,787.92 879,643.54
From 732 to 1,096 days
495,233.72 453,007.87 459,283.78
From 1,097 to 1,461 days
395,455.67 414,690.18 488,534.31
From 1,462 to 1,827 days
762,894.40 712,655.84 711,429.26
From 1,828 to 2,557 days
273,332.06 272,238.24 316,012.06
From 2,558 to 3,653 days
941,396.48 930,301.98 1,000,333.24
From 3,654 to 5,479 days
61,392.35 68,352.42 74,176.66
From 5,480 to 7,305 days
41,523.06 45,125.53 48,974.44
Over 7,306 days
4,725.22 4,870.43 7,941.16
Domestic and foreign OTC markets
19,738,287.76 19,115,639.17 19,572,542.83
From 1 to 7 days
135,355.27 79,523.47 94,993.01
From 8 to 31 days
305,290.29 299,145.10 405,516.49
From 32 to 92 days
871,876.24 937,290.50 1,181,010.85
From 93 to 184 days
1,199,658.36 1,096,722.70 1,029,668.40
From 185 to 366 days
1,693,643.46 1,639,253.88 1,502,457.86
From 367 to 731 days
2,281,798.73 2,285,340.93 2,387,997.38
From 732 to 1,096 days
1,724,398.91 1,761,420.02 1,760,429.02
From 1,097 to 1,461 days
1,582,406.77 1,456,890.39 1,481,897.61
From 1,462 to 1,827 days
1,726,456.60 1,607,052.87 1,580,926.59
From 1,828 to 2,557 days
2,543,908.10 2,462,780.69 2,552,151.36
From 2,558 to 3,653 days
4,375,310.28 4,219,423.00 4,372,443.90
From 3,654 to 5,479 days
726,420.10 718,568.48 676,103.92
From 5,480 to 7,305 days
389,894.41 376,683.36 361,639.14
Over 7,306 days
181,870.24 175,543.77 185,307.29
Futures 6/
107,047.74 104,406.41 101,752.90
Outstanding derivatives by underlying asset
Interest rates
7,394.30 6,296.85 5,201.20
TIIE
7,394.30 6,296.85 5,201.20
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
11,483.98 11,518.35 2,188.94
Index IPC
1,408.62 1,753.14 1,516.58
S&P 500
9,026.29 9,154.12 443.84
NASDAQ Composite
708.51 267.39 215.66
Other equities and equity indexes
340.56 343.69 12.86
Debt securities
5,561.64 6,250.07 2,927.18
Mexican Govt Bonds
3,642.38 4,702.58 2,269.31
US Treasury Bonds
146.01 141.52 0.00
US Treasury Notes
562.25 747.00 154.97
Other debt securities
1,211.00 658.97 502.90
Foreign currencies
82,458.36 80,194.50 91,346.05
US dollar
82,455.13 80,190.18 91,341.45
EURO
3.24 4.32 4.60
Other foreign currencies
0.00 0.00 0.00
Commodities
149.46 146.63 89.54
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
64,664.71 62,828.14 75,006.59
Mexican derivative exchange
64,664.71 62,828.14 75,006.59
US derivative exchanges
41,272.71 41,012.72 26,341.36
Chicago Mercantile Exchange
40,307.80 39,873.02 25,987.00
Chicago Board of Trade
815.46 993.06 264.82
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
149.46 146.63 89.54
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
1,110.32 565.55 404.95
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
1,110.32 565.55 404.95
Other foreign derivative exchanges
0.00 0.00 0.00
Outstanding derivatives by original term
From 1 to 7 days
0.00 554.43 0.00
From 8 to 31 days
3,345.01 64,132.45 8,393.22
From 32 to 92 days
87,862.92 3,416.66 60,296.24
From 93 to 184 days
10,933.30 26,761.62 20,819.63
From 185 to 366 days
4,249.80 8,931.05 11,680.11
From 367 to 731 days
430.10 411.40 392.70
From 732 to 1,096 days
206.60 188.80 171.00
From 1,097 to 1,461 days
20.00 10.00 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/
3,705,100.46 4,047,141.05 3,173,094.01
Outstanding derivatives by underlying asset
Interest rates
300,045.50 294,214.28 168,714.33
TIIE
300,045.50 294,214.28 168,714.33
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
165,076.23 173,923.80 177,125.92
Index IPC
8,561.00 10,454.21 2,324.11
S&P500
51,267.77 55,622.82 64,544.50
ETF's (Exchange Traded Funds)
4,441.78 4,379.14 4,715.48
NASDAQ 100
28.13 20.55 20.34
NIKKEI-225
25,608.56 27,426.87 28,525.39
Russell 2000
265.82 257.98 290.84
Other equities and equity indexes
74,903.17 75,762.22 76,705.27
Debt securities
53,933.11 42,025.99 40,036.10
Mexican Govt Bonds
43,583.14 40,554.02 38,724.15
US Treasury Bonds
112.66 110.42 116.65
US Treasury Notes
364.89 274.70 154.79
Other debt securities
9,872.42 1,086.85 1,040.51
Foreign currencies
3,185,839.40 3,536,742.20 2,786,970.83
FX swaps on US dollar 7/
1,705,698.94 1,883,527.69 1,447,814.85
Non-FX swaps on US dollar 7/
1,107,366.46 1,242,946.48 958,268.74
FX swaps on EURO 7/
69,916.39 77,458.51 90,112.22
Non-FX swaps on EURO 7/
195,707.13 198,768.30 203,311.48
FX swaps on other foreign currencies  7/
29,663.96 58,053.46 31,963.45
Non-FX swaps on other foreign currencies  7/
77,486.53 75,987.78 55,500.09
Commodities
206.22 234.77 246.82
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Outstanding derivatives by counterparty
Domestic Counterparties
1,218,457.34 1,315,817.31 1,067,399.61
Financial entities
924,200.57 965,737.07 656,039.53
Commercial Banks
142,878.99 118,113.87 77,845.67
Development Banks
21,815.71 16,153.91 6,347.57
Brokerage Houses
16,107.55 9,820.16 8,972.47
Investment firms and funds
0.00 0.00 0.00
SIEFORES
723,074.18 800,953.95 543,132.02
SOFOMES
1,496.36 1,730.30 3,079.95
Other domestic financial entities
18,827.77 18,964.88 16,661.85
Non-Financial entities
294,256.76 350,080.24 411,360.09
Federal Government and Decentralized Entities
38,600.17 97,034.98 172,882.73
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
12,620.85 10,379.01 8,536.24
Non-financial private entities
243,035.75 242,666.25 229,941.12
Foreign Counterparties
2,486,643.12 2,731,323.74 2,105,694.40
Financial entities
2,486,562.79 2,731,221.63 2,105,617.00
US commercial banks
390,389.44 425,956.43 348,178.23
EU commercial banks
1,850,715.43 2,059,697.22 1,536,471.57
Latin american commercial banks
13,774.31 8,472.14 9,598.70
Other foreign commercial banks
68,919.81 69,705.69 60,543.23
Other US financial entities
75,851.80 76,486.94 64,604.56
Other EU financial entities
86,749.11 90,800.91 86,112.65
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
162.89 102.29 108.07
Non-Financial entities
80.33 102.11 77.40