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

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Jun 2018 Jul 2018 Aug 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
32,951,368.79 31,827,024.44 32,886,345.39
Swaps 3/
26,901,005.73 26,197,212.12 26,464,446.61
Outstanding derivatives by underlying asset
Interest Rate Swaps (single currency) 3/
20,051,983.53 19,734,583.01 19,964,482.05
Standardized TIIE-28 days Vs Fixed Rate 4/
12,806,492.88 12,858,653.30 12,748,701.19
TIIE Vs Fixed Rate Non-Standardized 4/
907,005.79 913,479.43 916,338.66
LIBOR Vs Fixed Rate
4,859,817.67 4,591,958.24 4,772,514.12
Other interest rates
1,478,667.19 1,370,492.04 1,526,928.08
Cross Currency Swap (Only over interest rates) 5/
6,754,341.56 6,368,137.45 6,405,540.53
TIIE Vs LIBOR
2,633,536.07 2,472,336.26 2,486,545.77
TIIE Vs Fixed Rate
2,544,002.30 2,411,379.72 2,433,258.24
Other cross interest rates
1,576,803.18 1,484,421.46 1,485,736.53
Underlying different to rates
94,680.64 94,491.67 94,424.03
Outstanding derivatives by counterparty (or exchange)
Domestic counterparties and markets
6,776,737.62 6,565,175.72 6,498,810.57
Financial entities
5,085,729.90 4,912,779.69 4,828,716.87
Commercial Banks
2,138,767.01 2,039,951.61 1,990,818.68
Development Banks
323,805.73 312,668.83 316,860.08
Brokerage Houses
830,609.30 777,506.64 773,946.42
Investment firms and funds
4,127.76 4,029.94 5,920.75
SIEFORES
597,476.55 577,753.08 570,642.96
SOFOMES
160,097.96 152,355.91 153,601.43
Other domestic financial entities
53,071.20 50,764.28 51,334.65
Mexican derivative exchange
977,774.40 997,749.40 965,591.90
Non-financial entities
1,691,007.72 1,652,396.03 1,670,093.71
Federal Government and Decentralized Entities
453,819.72 437,329.52 445,004.02
State and Municipal governments and their entities
137,576.72 137,405.19 133,974.24
Resident individuals in Mexico
21,861.63 16,764.18 17,127.64
Non-financial private entities
1,077,749.65 1,060,897.14 1,073,987.82
Foreign Counterparties
20,124,268.12 19,632,036.40 19,965,636.04
Financial entities
20,123,680.68 19,631,452.44 19,965,051.59
US commercial banks
2,436,707.43 2,301,279.85 2,104,287.32
EU commercial banks
4,448,346.08 4,350,871.33 4,747,906.82
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
672,772.88 661,094.77 668,684.65
Other US financial entities
701,960.22 710,429.84 646,696.43
Other EU financial entities
3,420,193.57 3,231,450.80 3,293,506.23
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
1,636.10 1,454.86 1,625.12
Chicago Mercantile Exchange
8,442,064.41 8,374,871.00 8,501,645.03
Other foreign derivative exchanges
0.00 0.00 700.00
Non-Financial entities
587.43 583.96 584.45
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
13.43 11.19 11.45
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
4.01 2.77 3.00
Outstanding derivatives by market and original term
Domestic and foreign organized exchanges
7,597,185.84 7,603,901.99 7,614,329.59
From 1 to 7 days
82,833.63 37,033.21 58,571.63
From 8 to 31 days
252,318.75 377,926.34 308,323.49
From 32 to 92 days
752,518.40 859,211.44 822,718.98
From 93 to 184 days
899,324.21 764,093.97 683,365.41
From 185 to 366 days
846,186.39 787,344.04 813,898.23
From 367 to 731 days
998,943.62 972,142.82 956,403.87
From 732 to 1,096 days
559,017.55 593,664.16 657,776.71
From 1,097 to 1,461 days
934,492.51 914,364.00 941,290.63
From 1,462 to 1,827 days
513,484.84 522,704.73 551,358.56
From 1,828 to 2,557 days
449,948.94 457,101.39 493,767.76
From 2,558 to 3,653 days
1,127,486.73 1,132,914.93 1,129,298.32
From 3,654 to 5,479 days
100,230.58 101,841.87 109,276.34
From 5,480 to 7,305 days
66,311.02 66,274.77 70,695.90
Over 7,306 days
14,088.66 17,284.33 17,583.75
Domestic and foreign OTC markets
19,303,819.89 18,593,310.13 18,850,117.02
From 1 to 7 days
228,196.72 73,620.18 65,402.12
From 8 to 31 days
337,552.11 386,022.51 288,566.02
From 32 to 92 days
814,919.89 741,535.88 684,623.38
From 93 to 184 days
867,048.28 933,654.79 1,105,125.76
From 185 to 366 days
1,738,725.92 1,605,187.09 1,586,632.94
From 367 to 731 days
2,145,488.55 2,101,654.96 2,239,814.84
From 732 to 1,096 days
1,888,517.24 1,831,734.57 1,964,677.89
From 1,097 to 1,461 days
1,731,630.89 1,679,695.22 1,617,949.81
From 1,462 to 1,827 days
1,808,810.33 1,784,363.34 1,765,806.90
From 1,828 to 2,557 days
2,621,321.98 2,547,205.91 2,585,984.74
From 2,558 to 3,653 days
3,837,107.02 3,665,329.77 3,695,211.66
From 3,654 to 5,479 days
701,716.44 673,135.72 672,752.04
From 5,480 to 7,305 days
378,169.59 367,411.02 369,727.83
Over 7,306 days
204,614.93 202,759.16 207,841.09
Futures 6/
86,818.57 81,254.68 82,272.03
Outstanding derivatives by underlying asset
Interest rates
10,092.70 9,296.20 8,749.70
TIIE
10,092.70 9,296.20 8,749.70
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
3,622.86 3,964.17 3,709.33
Index IPC
2,776.53 2,911.51 2,372.53
S&P 500
570.69 899.08 1,065.94
NASDAQ Composite
258.42 32.22 154.71
Other equities and equity indexes
17.22 121.35 116.14
Debt securities
3,615.65 4,041.91 6,771.91
Mexican Govt Bonds
2,145.50 2,688.68 3,287.86
US Treasury Bonds
0.00 0.00 137.60
US Treasury Notes
288.88 839.02 2,474.93
Other debt securities
1,181.27 514.20 871.52
Foreign currencies
69,401.69 63,940.14 63,034.26
US dollar
69,401.69 63,940.14 63,034.26
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
85.67 12.27 6.83
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
71,280.77 65,805.92 64,643.20
Mexican derivative exchange
71,280.77 65,805.92 64,643.20
US derivative exchanges
14,416.36 14,858.16 16,688.96
Chicago Mercantile Exchange
13,965.61 13,995.21 14,057.42
Chicago Board of Trade
381.19 856.01 2,624.70
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
69.56 6.94 6.83
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
1,121.44 590.60 939.87
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
1,121.44 590.60 939.87
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
3,578.04 1,890.48 61,892.06
From 32 to 92 days
67,787.27 65,425.01 1,119.29
From 93 to 184 days
7,804.86 6,867.05 13,510.96
From 185 to 366 days
4,300.01 4,262.15 3,467.52
From 367 to 731 days
3,288.38 2,760.00 2,242.20
From 732 to 1,096 days
60.00 50.00 40.00
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/
3,397,379.03 3,135,138.13 3,423,017.62
Outstanding derivatives by underlying asset
Interest rates
258.00 215.00 195.00
TIIE
258.00 215.00 195.00
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
130,859.52 128,245.07 132,859.78
Index IPC
240.14 232.09 210.22
S&P500
61,032.70 63,209.28 64,788.68
ETF's (Exchange Traded Funds)
701.45 658.35 668.32
NASDAQ 100
8.59 18.81 13.74
NIKKEI-225
26,170.50 24,280.41 26,908.48
Russell 2000
308.07 288.80 295.53
Other equities and equity indexes
42,398.07 39,557.32 39,974.81
Debt securities
39,286.34 32,360.85 39,499.79
Mexican Govt Bonds
36,756.29 27,984.19 35,948.52
US Treasury Bonds
81.61 17.66 18.15
US Treasury Notes
106.89 323.28 1,443.24
Other debt securities
2,341.55 4,035.72 2,089.89
Foreign currencies
3,226,765.33 2,974,226.73 3,250,381.15
FX swaps on US dollar 7/
1,688,447.25 1,583,257.03 1,730,743.33
Non-FX swaps on US dollar 7/
1,165,589.96 1,052,429.94 1,182,076.49
FX swaps on EURO 7/
102,963.53 96,328.75 77,298.61
Non-FX swaps on EURO 7/
174,485.93 159,148.06 174,853.85
FX swaps on other foreign currencies  7/
19,065.70 14,624.04 15,703.54
Non-FX swaps on other foreign currencies  7/
76,212.95 68,438.91 69,705.32
Commodities
209.85 90.48 81.90
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Outstanding derivatives by counterparty
Domestic Counterparties
975,800.39 873,655.20 913,320.85
Financial entities
551,235.72 508,838.78 567,047.60
Commercial Banks
183,429.59 160,904.01 179,588.16
Development Banks
35,681.58 36,467.23 30,300.78
Brokerage Houses
9,709.80 7,659.74 11,638.10
Investment firms and funds
0.00 0.00 0.00
SIEFORES
305,167.20 286,224.99 328,468.55
SOFOMES
2,231.56 3,424.22 2,630.15
Other domestic financial entities
15,015.99 14,158.60 14,421.86
Non-Financial entities
424,564.67 364,816.41 346,273.24
Federal Government and Decentralized Entities
132,747.09 124,455.03 111,225.58
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
18,285.47 6,708.53 13,806.54
Non-financial private entities
273,532.11 233,652.86 221,241.12
Foreign Counterparties
2,421,578.64 2,261,482.93 2,509,696.78
Financial entities
2,421,055.62 2,260,016.67 2,508,180.93
US commercial banks
430,455.05 420,426.20 469,990.08
EU commercial banks
1,686,325.92 1,590,636.20 1,784,205.25
Latin american commercial banks
5,817.07 7,016.81 6,775.82
Other foreign commercial banks
75,092.97 67,583.99 86,636.65
Other US financial entities
43,489.81 37,708.07 40,389.27
Other EU financial entities
179,815.12 136,570.81 120,107.53
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
59.67 74.59 76.33
Non-Financial entities
523.02 1,466.26 1,515.85