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

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Apr 2018 May 2018 Jun 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
32,428,592.88 33,144,415.80 32,951,368.79
Swaps 3/
26,224,924.70 26,840,296.07 26,901,005.73
Outstanding derivatives by underlying asset
Interest Rate Swaps (single currency) 3/
19,351,783.84 20,044,477.66 20,051,983.53
Standardized TIIE-28 days Vs Fixed Rate 4/
12,262,091.04 12,798,763.49 12,806,492.88
TIIE Vs Fixed Rate Non-Standardized 4/
869,156.17 876,304.43 907,005.79
LIBOR Vs Fixed Rate
4,773,188.15 4,858,954.09 4,859,817.67
Other interest rates
1,447,348.48 1,510,455.65 1,478,667.19
Cross Currency Swap (Only over interest rates) 5/
6,792,384.19 6,701,054.05 6,754,341.56
TIIE Vs LIBOR
2,639,185.12 2,588,396.12 2,633,536.07
TIIE Vs Fixed Rate
2,658,839.88 2,547,494.79 2,544,002.30
Other cross interest rates
1,494,359.19 1,565,163.14 1,576,803.18
Underlying different to rates
80,756.67 94,764.37 94,680.64
Outstanding derivatives by counterparty (or exchange)
Domestic counterparties and markets
6,785,457.24 6,761,328.25 6,776,737.62
Financial entities
5,219,502.53 5,113,206.85 5,085,729.90
Commercial Banks
2,192,510.99 2,139,456.49 2,138,767.01
Development Banks
311,808.48 325,497.98 323,805.73
Brokerage Houses
921,448.77 840,848.73 830,609.30
Investment firms and funds
1,684.94 3,727.26 4,127.76
SIEFORES
626,283.72 615,526.77 597,476.55
SOFOMES
156,497.17 159,792.67 160,097.96
Other domestic financial entities
53,417.82 53,112.29 53,071.20
Mexican derivative exchange
955,850.65 975,244.65 977,774.40
Non-financial entities
1,565,954.71 1,648,121.40 1,691,007.72
Federal Government and Decentralized Entities
415,595.67 440,254.21 453,819.72
State and Municipal governments and their entities
140,068.07 126,989.42 137,576.72
Resident individuals in Mexico
20,794.55 19,860.56 21,861.63
Non-financial private entities
989,496.42 1,061,017.21 1,077,749.65
Foreign Counterparties
19,439,467.46 20,078,967.82 20,124,268.12
Financial entities
19,438,884.83 20,078,384.38 20,123,680.68
US commercial banks
2,434,526.62 2,491,912.16 2,436,707.43
EU commercial banks
4,119,528.34 4,327,552.73 4,448,346.08
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
668,168.31 684,781.45 672,772.88
Other US financial entities
703,996.66 685,581.92 701,960.22
Other EU financial entities
3,686,548.65 3,402,442.45 3,420,193.57
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
1,554.52 1,636.55 1,636.10
Chicago Mercantile Exchange
7,824,561.73 8,484,477.13 8,442,064.41
Other foreign derivative exchanges
0.00 0.00 0.00
Non-Financial entities
582.63 583.44 587.43
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
12.63 13.44 13.43
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
0.00 0.00 4.01
Outstanding derivatives by market and original term
Domestic and foreign organized exchanges
7,111,601.89 7,554,417.83 7,597,185.84
From 1 to 7 days
77,322.38 147,630.60 82,833.63
From 8 to 31 days
167,839.67 272,818.11 252,318.75
From 32 to 92 days
715,428.37 661,171.24 752,518.40
From 93 to 184 days
818,589.77 907,484.53 899,324.21
From 185 to 366 days
876,373.60 816,873.99 846,186.39
From 367 to 731 days
927,106.52 946,779.52 998,943.62
From 732 to 1,096 days
511,913.55 553,344.28 559,017.55
From 1,097 to 1,461 days
757,933.66 865,731.82 934,492.51
From 1,462 to 1,827 days
587,481.56 601,952.39 513,484.84
From 1,828 to 2,557 days
414,841.50 440,424.75 449,948.94
From 2,558 to 3,653 days
1,099,007.18 1,164,508.67 1,127,486.73
From 3,654 to 5,479 days
89,093.84 95,427.81 100,230.58
From 5,480 to 7,305 days
60,688.46 67,674.32 66,311.02
Over 7,306 days
7,981.84 12,595.80 14,088.66
Domestic and foreign OTC markets
19,113,322.81 19,285,878.24 19,303,819.89
From 1 to 7 days
46,689.08 114,183.75 228,196.72
From 8 to 31 days
221,706.08 415,026.79 337,552.11
From 32 to 92 days
980,677.95 1,002,243.56 814,919.89
From 93 to 184 days
988,779.55 907,697.55 867,048.28
From 185 to 366 days
1,569,694.42 1,688,539.51 1,738,725.92
From 367 to 731 days
2,051,838.75 2,037,054.98 2,145,488.55
From 732 to 1,096 days
1,767,106.47 1,906,220.12 1,888,517.24
From 1,097 to 1,461 days
1,584,376.98 1,655,398.15 1,731,630.89
From 1,462 to 1,827 days
1,657,747.90 1,800,614.92 1,808,810.33
From 1,828 to 2,557 days
2,517,004.76 2,579,523.06 2,621,321.98
From 2,558 to 3,653 days
4,490,119.56 3,887,955.98 3,837,107.02
From 3,654 to 5,479 days
678,408.76 703,803.23 701,716.44
From 5,480 to 7,305 days
359,457.63 375,543.39 378,169.59
Over 7,306 days
199,714.92 212,073.26 204,614.93
Futures 6/
97,157.72 101,610.15 86,818.57
Outstanding derivatives by underlying asset
Interest rates
11,295.20 10,793.95 10,092.70
TIIE
11,295.20 10,793.95 10,092.70
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
2,843.79 4,443.32 3,622.86
Index IPC
1,388.04 2,243.28 2,776.53
S&P 500
1,176.76 1,955.60 570.69
NASDAQ Composite
256.97 242.08 258.42
Other equities and equity indexes
22.03 2.36 17.22
Debt securities
8,124.33 9,025.24 3,615.65
Mexican Govt Bonds
5,554.73 7,833.64 2,145.50
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
1,671.32 433.16 288.88
Other debt securities
898.27 758.44 1,181.27
Foreign currencies
74,829.23 77,192.52 69,401.69
US dollar
74,824.83 77,187.98 69,401.69
EURO
4.41 4.54 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
65.16 155.13 85.67
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
73,009.65 78,046.67 71,280.77
Mexican derivative exchange
73,009.65 78,046.67 71,280.77
US derivative exchanges
23,298.89 22,879.30 14,416.36
Chicago Mercantile Exchange
21,492.23 22,215.17 13,965.61
Chicago Board of Trade
1,746.81 520.67 381.19
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
59.85 143.46 69.56
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
849.18 684.18 1,121.44
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
849.18 684.18 1,121.44
Other foreign derivative exchanges
0.00 0.00 0.00
Outstanding derivatives by original term
From 1 to 7 days
0.00 116.99 0.00
From 8 to 31 days
2,437.88 63,025.71 3,578.04
From 32 to 92 days
64,318.98 2,123.42 67,787.27
From 93 to 184 days
19,046.23 22,572.85 7,804.86
From 185 to 366 days
6,936.22 9,884.06 4,300.01
From 367 to 731 days
4,321.41 3,808.62 3,288.38
From 732 to 1,096 days
97.00 78.50 60.00
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/
3,362,675.44 3,535,350.37 3,397,379.03
Outstanding derivatives by underlying asset
Interest rates
481.00 358.00 258.00
TIIE
481.00 358.00 258.00
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
146,607.47 156,841.25 130,859.52
Index IPC
529.86 530.10 240.14
S&P500
74,360.09 73,928.46 61,032.70
ETF's (Exchange Traded Funds)
2,511.07 5,075.15 701.45
NASDAQ 100
12.98 11.25 8.59
NIKKEI-225
26,579.75 31,711.14 26,170.50
Russell 2000
289.69 308.38 308.07
Other equities and equity indexes
42,324.03 45,276.78 42,398.07
Debt securities
42,519.99 37,004.20 39,286.34
Mexican Govt Bonds
40,758.83 34,906.93 36,756.29
US Treasury Bonds
75.51 237.85 81.61
US Treasury Notes
271.49 191.06 106.89
Other debt securities
1,414.16 1,668.36 2,341.55
Foreign currencies
3,172,946.01 3,340,934.95 3,226,765.33
FX swaps on US dollar 7/
1,738,141.18 1,708,234.16 1,688,447.25
Non-FX swaps on US dollar 7/
1,049,003.52 1,201,337.54 1,165,589.96
FX swaps on EURO 7/
99,717.93 122,051.53 102,963.53
Non-FX swaps on EURO 7/
169,536.63 191,994.64 174,485.93
FX swaps on other foreign currencies  7/
28,528.52 29,805.57 19,065.70
Non-FX swaps on other foreign currencies  7/
88,018.23 87,511.51 76,212.95
Commodities
120.98 211.97 209.85
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Outstanding derivatives by counterparty
Domestic Counterparties
1,002,933.81 1,023,474.71 975,800.39
Financial entities
596,366.48 612,138.03 551,235.72
Commercial Banks
188,616.94 198,161.33 183,429.59
Development Banks
45,309.19 42,327.55 35,681.58
Brokerage Houses
9,185.51 10,862.54 9,709.80
Investment firms and funds
0.00 0.00 0.00
SIEFORES
333,679.51 339,890.55 305,167.20
SOFOMES
1,891.61 2,079.06 2,231.56
Other domestic financial entities
17,683.72 18,817.00 15,015.99
Non-Financial entities
406,567.33 411,336.68 424,564.67
Federal Government and Decentralized Entities
124,927.00 127,705.45 132,747.09
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
18,938.55 18,572.08 18,285.47
Non-financial private entities
262,701.78 265,059.15 273,532.11
Foreign Counterparties
2,359,741.63 2,511,875.67 2,421,578.64
Financial entities
2,359,275.13 2,511,295.44 2,421,055.62
US commercial banks
388,263.52 435,002.05 430,455.05
EU commercial banks
1,685,887.85 1,753,669.26 1,686,325.92
Latin american commercial banks
5,591.90 7,668.56 5,817.07
Other foreign commercial banks
73,593.37 69,752.89 75,092.97
Other US financial entities
42,066.95 44,681.09 43,489.81
Other EU financial entities
163,815.41 200,461.86 179,815.12
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
56.11 59.73 59.67
Non-Financial entities
466.50 580.23 523.02