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

            (0)
Period: - Orientation:
See all
Aug 2017 Sep 2017 Oct 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
29,933,709.85 30,396,045.98 32,263,303.16
Swaps 3/
24,190,191.21 24,517,037.27 25,739,962.59
Outstanding derivatives by underlying asset
Interest Rate Swaps (single currency) 3/
17,934,565.00 18,095,677.21 18,938,698.16
Standardized TIIE-28 days Vs Fixed Rate 4/
11,886,015.98 11,830,293.50 12,208,611.84
TIIE Vs Fixed Rate Non-Standardized 4/
826,921.17 872,031.43 867,800.70
LIBOR Vs Fixed Rate
4,151,925.22 4,290,800.77 4,670,451.36
Other interest rates
1,069,702.63 1,102,551.51 1,191,834.26
Cross Currency Swap (Only over interest rates) 5/
6,200,744.75 6,363,116.19 6,738,308.71
TIIE Vs LIBOR
2,565,733.65 2,636,574.18 2,758,620.57
TIIE Vs Fixed Rate
2,317,011.21 2,389,525.02 2,576,392.25
Other cross interest rates
1,317,999.89 1,337,016.99 1,403,295.88
Underlying different to rates
54,881.47 58,243.88 62,955.72
Outstanding derivatives by counterparty (or exchange)
Domestic counterparties and markets
6,794,199.11 6,753,733.88 6,945,695.36
Financial entities
5,390,276.82 5,317,615.19 5,493,560.76
Commercial Banks
2,124,532.63 2,126,652.43 2,180,386.27
Development Banks
299,108.08 301,542.13 309,849.18
Brokerage Houses
794,920.70 814,975.33 878,748.52
Investment firms and funds
2,021.50 2,096.50 3,146.50
SIEFORES
1,220,979.20 1,138,443.18 1,076,489.58
SOFOMES
97,169.26 104,772.21 114,634.90
Other domestic financial entities
72,624.26 69,054.21 71,013.29
Mexican derivative exchange
778,921.20 760,079.20 859,292.50
Non-financial entities
1,403,922.28 1,436,118.69 1,452,134.60
Federal Government and Decentralized Entities
310,969.77 311,430.62 323,450.39
State and Municipal governments and their entities
169,250.54 176,120.25 175,923.48
Resident individuals in Mexico
19,232.62 21,164.24 16,105.20
Non-financial private entities
904,469.36 927,403.58 936,655.53
Foreign Counterparties
17,395,992.11 17,763,303.40 18,794,267.22
Financial entities
17,395,980.04 17,763,291.09 18,794,254.29
US commercial banks
2,659,196.26 2,604,421.73 2,629,429.70
EU commercial banks
4,024,019.02 4,044,851.58 4,120,520.80
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
691,197.24 682,311.37 703,546.52
Other US financial entities
902,515.08 952,806.67 1,007,469.98
Other EU financial entities
3,188,568.82 3,305,345.56 3,594,080.43
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
1,616.57 1,619.25 1,628.98
Chicago Mercantile Exchange
5,928,867.06 6,171,934.92 6,737,577.87
Other foreign derivative exchanges
0.00 0.00 0.00
Non-Financial entities
12.07 12.31 12.94
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
12.07 12.31 12.94
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
5,342,634.94 5,486,478.92 6,001,674.83
From 1 to 7 days
6,105.56 58,530.86 70,847.84
From 8 to 31 days
238,814.96 203,363.72 210,318.86
From 32 to 92 days
535,906.24 477,636.30 474,374.33
From 93 to 184 days
629,943.50 732,204.61 687,579.21
From 185 to 366 days
674,583.01 602,618.28 809,333.53
From 367 to 731 days
694,337.86 713,041.65 773,268.09
From 732 to 1,096 days
423,072.18 433,757.75 495,233.72
From 1,097 to 1,461 days
296,437.18 319,686.25 395,455.67
From 1,462 to 1,827 days
715,551.48 745,145.10 762,894.40
From 1,828 to 2,557 days
219,610.62 258,802.74 273,332.06
From 2,558 to 3,653 days
808,247.63 837,208.22 941,396.48
From 3,654 to 5,479 days
55,170.52 59,596.97 61,392.35
From 5,480 to 7,305 days
40,392.57 40,360.38 41,523.06
Over 7,306 days
4,461.64 4,526.10 4,725.22
Domestic and foreign OTC markets
18,847,556.28 19,030,558.36 19,738,287.76
From 1 to 7 days
76,477.79 191,077.73 135,355.27
From 8 to 31 days
299,380.76 324,211.99 305,290.29
From 32 to 92 days
955,192.51 817,016.61 871,876.24
From 93 to 184 days
1,099,343.59 1,299,628.11 1,199,658.36
From 185 to 366 days
1,776,256.90 1,574,227.00 1,693,643.46
From 367 to 731 days
2,229,806.45 2,221,092.45 2,281,798.73
From 732 to 1,096 days
1,649,335.10 1,639,991.44 1,724,398.91
From 1,097 to 1,461 days
1,524,791.99 1,531,129.93 1,582,406.77
From 1,462 to 1,827 days
1,533,058.47 1,642,902.71 1,726,456.60
From 1,828 to 2,557 days
2,422,892.24 2,422,042.02 2,543,908.10
From 2,558 to 3,653 days
4,018,320.53 4,102,023.73 4,375,310.28
From 3,654 to 5,479 days
722,893.66 713,872.17 726,420.10
From 5,480 to 7,305 days
382,694.60 383,704.61 389,894.41
Over 7,306 days
157,111.69 167,637.85 181,870.24
Futures 6/
91,885.87 93,396.03 107,047.74
Outstanding derivatives by underlying asset
Interest rates
11,260.00 9,991.40 7,394.30
TIIE
11,260.00 9,991.40 7,394.30
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
9,071.72 9,846.17 11,483.98
Index IPC
1,538.27 1,240.66 1,408.62
S&P 500
7,320.25 7,910.03 9,026.29
NASDAQ Composite
178.25 350.91 708.51
Other equities and equity indexes
34.96 344.58 340.56
Debt securities
8,533.86 2,872.13 5,561.64
Mexican Govt Bonds
4,469.02 1,714.50 3,642.38
US Treasury Bonds
0.00 0.00 146.01
US Treasury Notes
3,439.03 875.91 562.25
Other debt securities
625.81 281.72 1,211.00
Foreign currencies
62,904.43 70,543.25 82,458.36
US dollar
62,901.34 70,540.12 82,455.13
EURO
3.09 3.13 3.24
Other foreign currencies
0.00 0.00 0.00
Commodities
115.86 143.08 149.46
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
47,917.11 53,802.02 64,664.71
Mexican derivative exchange
47,917.11 53,802.02 64,664.71
US derivative exchanges
43,468.37 39,468.17 41,272.71
Chicago Mercantile Exchange
39,754.00 38,274.94 40,307.80
Chicago Board of Trade
3,629.58 1,050.15 815.46
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
84.79 143.08 149.46
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
500.40 125.85 1,110.32
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
500.40 125.85 1,110.32
Other foreign derivative exchanges
0.00 0.00 0.00
Outstanding derivatives by original term
From 1 to 7 days
466.33 0.00 0.00
From 8 to 31 days
51,469.53 6,683.50 3,345.01
From 32 to 92 days
4,224.85 77,333.50 87,862.92
From 93 to 184 days
31,668.84 6,303.98 10,933.30
From 185 to 366 days
4,056.32 2,371.85 4,249.80
From 367 to 731 days
0.00 448.80 430.10
From 732 to 1,096 days
0.00 224.40 206.60
From 1,097 to 1,461 days
0.00 30.00 20.00
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/
3,100,422.14 3,237,890.54 3,705,100.46
Outstanding derivatives by underlying asset
Interest rates
312,312.61 306,509.27 300,045.50
TIIE
312,312.61 306,509.27 300,045.50
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
110,963.90 128,284.44 165,076.23
Index IPC
6,586.41 6,882.03 8,561.00
S&P500
45,327.22 44,832.78 51,267.77
ETF's (Exchange Traded Funds)
552.63 563.67 4,441.78
NASDAQ 100
14.50 23.78 28.13
NIKKEI-225
20,370.80 19,794.32 25,608.56
Russell 2000
246.41 252.98 265.82
Other equities and equity indexes
37,865.93 55,934.88 74,903.17
Debt securities
21,577.80 22,635.17 53,933.11
Mexican Govt Bonds
15,758.23 19,943.18 43,583.14
US Treasury Bonds
153.78 109.70 112.66
US Treasury Notes
2,730.63 93.47 364.89
Other debt securities
2,935.17 2,488.83 9,872.42
Foreign currencies
2,655,371.59 2,780,316.48 3,185,839.40
FX swaps on US dollar 7/
1,359,903.82 1,472,167.36 1,705,698.94
Non-FX swaps on US dollar 7/
923,315.59 911,894.67 1,107,366.46
FX swaps on EURO 7/
60,211.22 67,907.80 69,916.39
Non-FX swaps on EURO 7/
208,064.75 202,309.35 195,707.13
FX swaps on other foreign currencies  7/
15,068.71 29,391.67 29,663.96
Non-FX swaps on other foreign currencies  7/
88,807.48 96,645.63 77,486.53
Commodities
196.27 145.17 206.22
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Outstanding derivatives by counterparty
Domestic Counterparties
1,138,736.83 1,183,731.08 1,218,457.34
Financial entities
841,799.19 895,415.58 924,200.57
Commercial Banks
121,016.54 162,614.76 142,878.99
Development Banks
11,697.83 31,402.63 21,815.71
Brokerage Houses
13,792.50 12,909.22 16,107.55
Investment firms and funds
0.00 0.00 0.00
SIEFORES
674,292.73 667,684.85 723,074.18
SOFOMES
1,342.27 1,485.16 1,496.36
Other domestic financial entities
19,657.36 19,318.97 18,827.77
Non-Financial entities
296,937.66 288,315.50 294,256.76
Federal Government and Decentralized Entities
27,207.95 18,548.02 38,600.17
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
15,081.77 12,225.73 12,620.85
Non-financial private entities
254,647.93 257,541.75 243,035.75
Foreign Counterparties
1,961,685.25 2,054,159.46 2,486,643.12
Financial entities
1,961,614.01 2,054,123.55 2,486,562.79
US commercial banks
378,679.74 359,082.92 390,389.44
EU commercial banks
1,364,916.25 1,485,667.96 1,850,715.43
Latin american commercial banks
15,082.09 14,900.28 13,774.31
Other foreign commercial banks
69,574.94 63,711.15 68,919.81
Other US financial entities
72,564.39 75,317.31 75,851.80
Other EU financial entities
60,671.46 55,143.00 86,749.11
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
125.14 300.92 162.89
Non-Financial entities
71.24 35.91 80.33