SISTEMA DE INFORMACIÓN ECONÓMICA

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

Period: Jan 2007 - Dec 2018, Monthly, Millions of Pesos, Nominal Stocks

Jan 2007 - Dec 2018

Monthly

Millions of Pesos

Nominal Stocks

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Oct 2018 Nov 2018 Dec 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 /
i
- Total outstanding amounts by instrument, underlying asset, counterparty and original term
35,240,320.76 35,093,910.22 33,289,422.02
i
+ Swaps 3/
28,276,353.45 27,932,340.51 26,955,635.47
+ Outstanding derivatives by underlying asset
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+ Interest Rate Swaps (single currency) 3/
21,487,338.07 21,807,062.83 20,972,596.58
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Standardized TIIE-28 days Vs Fixed Rate 4/
13,732,626.76 14,333,158.14 13,624,970.09
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TIIE Vs Fixed Rate Non-Standardized 4/
925,307.92 976,804.26 983,897.40
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LIBOR Vs Fixed Rate
5,164,838.82 4,855,795.20 4,728,323.99
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Other interest rates
1,664,564.57 1,641,305.23 1,635,405.10
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+ Cross Currency Swap (Only over interest rates) 5/
6,698,530.91 6,034,908.23 5,892,782.80
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TIIE Vs LIBOR
2,563,496.75 2,261,725.07 2,195,405.38
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TIIE Vs Fixed Rate
2,608,793.28 2,247,494.28 2,219,055.68
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Other cross interest rates
1,526,240.88 1,525,688.88 1,478,321.74
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Underlying different to rates
90,484.47 90,369.45 90,256.09
+ Outstanding derivatives by counterparty (or exchange)
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+ Domestic counterparties and markets
6,709,748.35 6,412,609.85 6,344,767.84
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+ Financial entities
4,983,826.52 4,638,702.52 4,574,610.96
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Commercial Banks
2,072,193.60 1,913,508.82 1,905,485.13
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Development Banks
328,574.30 331,232.58 326,787.81
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Brokerage Houses
820,909.49 645,469.48 631,212.78
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Investment firms and funds
6,029.94 6,129.94 6,226.40
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SIEFORES
551,957.39 547,496.42 527,719.79
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SOFOMES
158,511.44 151,989.62 156,779.24
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Other domestic financial entities
51,522.35 50,905.38 47,759.52
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Mexican derivative exchange
994,128.00 991,970.30 972,640.30
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+ Non-financial entities
1,725,921.83 1,773,907.33 1,770,156.88
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Federal Government and Decentralized Entities
463,784.00 460,414.93 448,486.84
i
State and Municipal governments and their entities
130,266.17 127,444.09 125,493.81
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Resident individuals in Mexico
16,764.48 16,782.18 16,931.55
i
Non-financial private entities
1,115,107.18 1,169,266.13 1,179,244.67
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+ Foreign Counterparties
21,566,605.10 21,519,730.66 20,610,867.63
i
+ Financial entities
21,566,034.63 21,519,158.41 20,610,297.63
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US commercial banks
2,087,787.38 1,983,076.36 1,862,513.73
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EU commercial banks
5,336,670.72 5,641,646.90 5,653,615.91
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Latin american commercial banks
0.00 0.00 0.00
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Other foreign commercial banks
677,226.37 683,831.56 666,142.89
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Other US financial entities
709,627.47 742,179.91 735,374.86
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Other EU financial entities
3,584,662.00 3,109,290.45 3,153,597.76
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Other latin american financial entities
0.00 0.00 0.00
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Other foreign financial entities
1,485.17 1,403.64 1,403.64
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Chicago Mercantile Exchange
9,168,500.52 9,357,654.59 8,537,573.82
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Other foreign derivative exchanges
75.00 75.00 75.00
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+ Non-Financial entities
570.47 572.25 570.00
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Federal and local US governments
0.00 0.00 0.00
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Federal and local EU governments
0.00 0.00 0.00
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Federal and local LA governments
0.00 0.00 0.00
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Other foreign federal and local governments
0.00 0.00 0.00
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Non-financial US private entities
0.00 0.00 0.00
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Non-financial EU private entities
0.00 0.00 0.00
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Non-financial LA private entities
0.00 0.00 0.00
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Other foreign non-financial private entities
570.00 570.00 570.00
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Foreign individuals
0.47 2.25 0.00
+ Outstanding derivatives by market and original term
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+ Domestic and foreign organized exchanges
8,012,830.11 8,290,842.26 7,571,369.93
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From 1 to 7 days
99,000.51 114,454.44 69,374.38
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From 8 to 31 days
241,537.68 281,036.02 345,031.48
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From 32 to 92 days
804,030.26 700,570.90 564,059.84
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From 93 to 184 days
741,285.63 764,900.70 564,273.59
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From 185 to 366 days
785,301.66 815,946.25 681,975.29
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From 367 to 731 days
997,506.97 982,426.05 871,075.95
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From 732 to 1,096 days
765,361.93 831,739.78 817,571.83
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From 1,097 to 1,461 days
987,280.62 1,017,782.92 1,052,814.63
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From 1,462 to 1,827 days
618,747.49 699,381.75 638,297.65
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From 1,828 to 2,557 days
523,310.31 551,893.89 522,822.68
i
From 2,558 to 3,653 days
1,247,022.03 1,305,861.38 1,235,533.60
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From 3,654 to 5,479 days
108,545.93 128,124.90 110,879.27
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From 5,480 to 7,305 days
73,927.88 77,181.96 77,475.54
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Over 7,306 days
19,971.21 19,541.30 20,184.18
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+ Domestic and foreign OTC markets
20,263,523.34 19,641,498.25 19,384,265.54
i
From 1 to 7 days
67,731.29 71,216.53 71,359.42
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From 8 to 31 days
329,765.70 430,353.57 422,948.58
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From 32 to 92 days
993,804.48 1,071,791.81 1,122,255.53
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From 93 to 184 days
1,320,947.53 1,265,644.10 1,300,279.59
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From 185 to 366 days
1,722,417.24 1,783,162.34 1,616,413.61
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From 367 to 731 days
2,433,008.66 2,496,608.61 2,521,778.72
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From 732 to 1,096 days
1,987,168.65 1,906,317.08 1,888,491.01
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From 1,097 to 1,461 days
1,772,632.27 1,779,577.18 1,786,063.02
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From 1,462 to 1,827 days
1,811,441.21 1,816,096.62 1,778,774.99
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From 1,828 to 2,557 days
2,770,145.78 2,589,184.21 2,541,573.49
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From 2,558 to 3,653 days
3,749,276.63 3,097,276.06 3,040,166.03
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From 3,654 to 5,479 days
698,389.15 727,374.97 714,374.63
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From 5,480 to 7,305 days
386,942.12 386,126.84 363,337.21
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Over 7,306 days
219,852.64 220,768.34 216,449.72
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+ Futures 6/
98,960.43 95,675.18 54,305.08
+ Outstanding derivatives by underlying asset
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+ Interest rates
7,656.70 7,110.20 6,563.70
i
TIIE
7,656.70 7,110.20 6,563.70
i
CETES rate
0.00 0.00 0.00
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Other interest rates
0.00 0.00 0.00
i
+ Equities and equity indexes
3,793.89 5,132.50 1,640.32
i
Index IPC
935.28 2,954.80 1,138.58
i
S&P 500
2,725.19 1,938.20 273.83
i
NASDAQ Composite
116.32 203.20 212.67
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Other equities and equity indexes
17.10 36.30 15.25
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+ Debt securities
3,553.79 4,005.83 2,373.79
i
Mexican Govt Bonds
2,240.91 2,675.37 1,041.20
i
US Treasury Bonds
0.00 0.00 0.00
i
US Treasury Notes
287.09 289.33 492.88
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Other debt securities
1,025.79 1,041.13 839.71
i
+ Foreign currencies
83,937.52 79,353.13 43,676.84
i
US dollar
83,937.52 79,353.13 43,676.84
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EURO
0.00 0.00 0.00
i
Other foreign currencies
0.00 0.00 0.00
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Commodities
18.53 73.52 50.43
i
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Outstanding derivatives by derivative exchange
i
+ Domestic derivative exchanges
60,264.51 57,632.91 35,724.07
i
Mexican derivative exchange
60,264.51 57,632.91 35,724.07
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+ US derivative exchanges
37,683.96 37,007.14 17,757.01
i
Chicago Mercantile Exchange
37,358.01 36,618.40 17,211.24
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Chicago Board of Trade
307.43 315.22 518.08
i
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
i
New York Mercantile Exchange
18.53 73.52 27.68
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+ Latin America (LA) derivative exchanges
0.00 0.00 0.00
i
Bolsa de Mercaderias y Futuros (Brazil)
0.00 0.00 0.00
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+ European Union (EU) derivative exchanges
1,011.96 1,035.14 823.99
i
London International Financial Futures and Options Exchange
0.00 0.00 0.00
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Athens Stock Exchange (Greece)
0.00 0.00 0.00
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Sociedad Rectora del Mercado de Productos Derivados (Spain)
0.00 0.00 0.00
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Europe Global Financial Marketplace
1,011.96 1,035.14 823.99
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Other foreign derivative exchanges
0.00 0.00 0.00
+ Outstanding derivatives by original term
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From 1 to 7 days
0.00 0.00 0.00
i
From 8 to 31 days
2,195.29 72,362.69 2,149.25
i
From 32 to 92 days
79,226.60 3,925.66 34,765.35
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From 93 to 184 days
12,515.91 14,902.82 13,907.52
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From 185 to 366 days
3,796.03 3,785.22 3,311.96
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From 367 to 731 days
1,206.60 688.80 171.00
i
From 732 to 1,096 days
20.00 10.00 0.00
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From 1,097 to 1,461 days
0.00 0.00 0.00
i
From 1,462 to 1,827 days
0.00 0.00 0.00
i
From 1,828 to 2,557 days
0.00 0.00 0.00
i
From 2,558 to 3,653 days
0.00 0.00 0.00
i
From 3,654 to 5,479 days
0.00 0.00 0.00
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From 5,480 to 7,305 days
0.00 0.00 0.00
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Over 7,306 days
0.00 0.00 0.00
i
+ Forwards 5/  10/
3,857,032.27 3,953,683.63 3,306,688.48
+ Outstanding derivatives by underlying asset
i
+ Interest rates
158.00 141.00 125.00
i
TIIE
158.00 141.00 125.00
i
LIBOR
0.00 0.00 0.00
i
CETES rate
0.00 0.00 0.00
i
Other interest rates
0.00 0.00 0.00
i
+ Equities and equity indexes
171,036.37 246,256.45 125,279.57
i
Index IPC
426.90 443.99 446.19
i
S&P500
84,926.49 114,330.13 40,551.29
i
ETF's (Exchange Traded Funds)
10,082.35 5,836.95 5,316.24
i
NASDAQ 100
0.00 11.29 5.21
i
NIKKEI-225
22,965.57 24,416.65 26,880.95
i
Russell 2000
314.68 316.13 0.00
i
Other equities and equity indexes
52,320.38 100,901.31 52,079.69
i
+ Debt securities
52,745.15 56,683.31 50,469.70
i
Mexican Govt Bonds
47,391.16 54,858.37 49,249.44
i
US Treasury Bonds
15.24 15.43 14.85
i
US Treasury Notes
397.09 302.89 453.12
i
Other debt securities
4,941.66 1,506.62 752.29
i
+ Foreign currencies
3,633,024.27 3,650,498.03 3,130,101.67
i
FX swaps on US dollar 7/
2,185,474.91 2,122,231.17 1,731,638.71
i
Non-FX swaps on US dollar 7/
1,153,639.00 1,193,062.06 1,057,702.15
i
FX swaps on EURO 7/
58,361.57 73,219.84 99,402.56
i
Non-FX swaps on EURO 7/
151,368.76 172,756.78 172,799.99
i
FX swaps on other foreign currencies  7/
16,467.60 19,557.39 17,870.36
i
Non-FX swaps on other foreign currencies  7/
67,712.43 69,670.79 50,687.90
i
Commodities
68.47 104.83 712.54
i
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Outstanding derivatives by counterparty
i
+ Domestic Counterparties
908,990.90 938,916.47 816,202.83
i
+ Financial entities
528,057.98 563,904.57 444,656.31
i
Commercial Banks
184,599.21 175,672.31 163,710.12
i
Development Banks
32,292.89 18,388.79 2,088.36
i
Brokerage Houses
13,271.99 10,557.89 8,360.83
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Investment firms and funds
0.00 510.29 491.15
i
SIEFORES
280,501.94 342,597.09 253,694.93
i
SOFOMES
3,490.31 2,816.29 2,953.63
i
Other domestic financial entities
13,901.63 13,361.92 13,357.30
i
+ Non-Financial entities
380,932.92 375,011.90 371,546.53
i
Federal Government and Decentralized Entities
118,202.05 118,747.75 114,195.52
i
State and Municipal governments and their entities
0.00 0.00 0.00
i
Resident individuals in Mexico
18,466.58 19,148.67 15,334.41
i