Sistema de Información Económica

Outstanding derivatives at end of month from domestic brokerage houses - (CF582)

Period: Jan 2007 - May 2019, Monthly, Millions of Pesos, Nominal Stocks

Jan 2007 - May 2019

Monthly

Millions of Pesos

Nominal Stocks

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Mar 2019 Apr 2019 May 2019
Outstanding derivatives at end of month from domestic brokerage houses
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
6,777,393.18 6,747,937.72 7,035,824.38
+ Swaps 3/
5,982,129.94 5,945,548.25 6,162,916.42
+ Outstanding derivatives by underlying asset
+ Interest Rate Swaps (single currency) 3/
3,327,704.34 3,342,479.23 3,395,738.03
Standardized TIIE-28 days Vs Fixed Rate 4/
2,672,867.64 2,696,256.76 2,700,266.82
TIIE Vs Fixed Rate Non-Standardized 4/
87,909.40 96,869.84 92,562.03
LIBOR Vs Fixed Rate
479,217.16 460,930.27 506,702.85
other interest rates
87,710.14 88,422.36 96,206.33
+ Cross Currency Swap (Only over interest rates) 5/
2,583,381.54 2,532,024.96 2,696,134.34
TIIE Vs LIBOR
900,120.20 864,999.28 933,451.74
TIIE Vs Fixed Rate
1,338,827.73 1,313,183.26 1,390,975.61
Other cross interest rates
344,433.61 353,842.42 371,706.99
Underlying different to rates
71,044.06 71,044.06 71,044.06
+ Outstanding derivatives by counterparty (or exchange)
+ Domestic counterparties and markets
1,420,246.64 1,417,595.76 1,474,511.46
+ Financial entities
1,164,976.75 1,154,238.05 1,197,874.38
Commercial Banks
523,998.40 508,115.17 539,253.98
Development Banks
1,775.06 1,765.11 1,804.88
Brokerage Houses
63,699.13 61,013.20 67,111.55
Investment firms and funds
536.50 1,235.41 1,784.78
SIEFORES
124,903.97 122,184.76 131,020.58
SOFOMES
10,544.45 10,282.09 10,625.14
Other domestic financial entities
2,427.53 2,375.61 2,331.77
Mexican derivative exchange
437,091.70 447,266.70 443,941.70
+ Non-financial entities
255,269.89 263,357.71 276,637.07
Federal Government and Decentralized Entities
144,487.98 139,090.12 149,406.73
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
10,119.98 11,360.38 12,651.72
Non-financial private entities
100,661.92 112,907.20 114,578.62
+ Foreign Counterparties
4,561,883.30 4,527,952.50 4,688,404.96
+ Financial entities
4,561,882.37 4,527,951.01 4,688,403.10
US commercial banks
176,879.59 171,309.35 177,279.53
EU commercial banks
12,133.10 12,017.73 12,290.52
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
704,513.03 734,438.03 824,887.87
Other EU financial entities
2,907,146.78 2,836,452.77 2,880,404.70
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
761,209.87 773,733.12 793,540.48
Other foreign derivative exchanges
0.00 0.00 0.00
+ Non-Financial entities
0.92 1.49 1.85
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
0.00 0.00 0.00
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
0.92 1.49 1.85
+ Outstanding derivatives by market and original term
+ Domestic and foreign organized exchanges
1,198,301.57 1,220,999.82 1,237,482.18
From 1 to 7 days
0.00 0.00 0.00
From 8 to 31 days
6,187.50 19,575.00 11,095.32
From 32 to 92 days
30,920.32 11,095.32 6,115.91
From 93 to 184 days
17,705.00 28,669.41 35,361.01
From 185 to 366 days
85,727.74 108,858.04 97,736.05
From 367 to 731 days
200,849.31 190,152.61 203,040.33
From 732 to 1,096 days
263,531.46 267,919.48 273,798.88
From 1,097 to 1,461 days
166,700.79 180,149.67 186,753.79
From 1,462 to 1,827 days
147,300.23 136,220.98 136,097.43
From 1,828 to 2,557 days
67,910.26 68,011.27 71,900.46
From 2,558 to 3,653 days
168,426.68 165,512.55 169,982.51
From 3,654 to 5,479 days
28,307.27 30,100.49 30,865.48
From 5,480 to 7,305 days
14,735.00 14,735.00 14,735.00
Over 7,306 days
0.00 0.00 0.00
+ Domestic and foreign OTC markets
4,783,828.36 4,724,548.43 4,925,434.23
From 1 to 7 days
8,674.45 2,210.26 10,190.29
From 8 to 31 days
78,144.06 57,680.59 39,711.48
From 32 to 92 days
110,171.99 111,557.26 114,465.32
From 93 to 184 days
169,247.60 157,173.70 163,716.66
From 185 to 366 days
242,172.42 253,408.79 228,041.74
From 367 to 731 days
686,112.21 642,555.47 725,619.03
From 732 to 1,096 days
517,189.23 568,106.13 569,173.79
From 1,097 to 1,461 days
437,823.14 446,340.29 496,809.32
From 1,462 to 1,827 days
570,902.96 508,938.89 493,256.16
From 1,828 to 2,557 days
479,139.70 515,585.78 558,082.78
From 2,558 to 3,653 days
1,179,202.18 1,124,301.07 1,184,196.87
From 3,654 to 5,479 days
140,056.54 139,370.37 142,250.39
From 5,480 to 7,305 days
110,550.18 108,785.28 108,657.21
Over 7,306 days
54,441.70 88,534.55 91,263.19
+ Futures 6/
2,372.05 3,206.89 4,243.17
+ Outstanding derivatives by underlying asset
+ Interest rates
0.00 0.00 0.00
TIIE
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
302.94 463.30 310.51
Index IPC
149.32 124.89 143.52
S&P 500
134.27 256.24 104.07
NASDAQ Composite
11.42 41.41 56.96
Other equities and equity indexes
7.93 40.75 5.96
+ Debt securities
1,902.42 2,598.23 3,781.94
Mexican Govt Bonds
1,263.26 2,014.55 2,144.41
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
327.55 282.12 796.19
Other debt securities
311.61 301.56 841.35
+ Foreign currencies
137.43 125.49 125.01
US dollar
137.43 125.49 125.01
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
29.26 19.87 25.71
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
1,512.95 2,236.88 2,393.89
Mexican derivative exchange
1,512.95 2,236.88 2,393.89
+ US derivative exchanges
563.85 683.93 1,292.99
Chicago Mercantile Exchange
207.92 347.53 208.72
Chicago Board of Trade
348.91 336.40 1,081.25
Intercontinental Futures and Options Exchange
7.03 0.00 3.02
New York Mercantile Exchange
0.00 0.00 0.00
+ 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
295.25 286.08 556.29
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
295.25 286.08 556.29
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
0.00 38.50 2,058.06
From 32 to 92 days
2,228.85 3,038.16 3.02
From 93 to 184 days
131.98 120.15 2,170.63
From 185 to 366 days
11.23 10.09 11.46
From 367 to 731 days
0.00 0.00 0.00
From 732 to 1,096 days
0.00 0.00 0.00
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/
125,930.79 134,479.50 128,374.26
+ Outstanding derivatives by underlying asset
+ Interest rates
22.75 16.50 13.75
TIIE
22.75 16.50 13.75
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
+ Equities and equity indexes
16,442.42 16,228.26 16,548.84
Index IPC
44.61 58.27 21.34
S&P500
11,683.76 11,517.56 11,823.91
ETF's (Exchange Traded Funds)
1,520.90 1,481.86 1,531.45
NASDAQ 100
11.44 39.98 0.00
NIKKEI-225
0.00 0.00 0.00
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
3,181.71 3,130.59 3,172.14
+ Debt securities
15,891.60 20,310.04 21,181.77
Mexican Govt Bonds
13,872.17 18,977.63 17,515.61
US Treasury Bonds
15.70 15.29 16.82
US Treasury Notes
337.19 0.00 0.00
Other debt securities
1,666.54 1,317.12 3,649.34
+ Foreign currencies
93,544.46 97,902.61 90,604.41
FX swaps on US dollar 7/
425.55 1,418.64 457.81
Non-FX swaps on US dollar 7/
78,723.52 82,774.90 89,174.43
FX swaps on EURO 7/
0.00 0.00 0.00
Non-FX swaps on EURO 7/
1,612.95 1,254.03 966.46
FX swaps on other foreign currencies  7/
0.00 0.00 0.00
Non-FX swaps on other foreign currencies  7/
12,782.44 12,455.04 5.70
Commodities
29.55 22.09 25.50
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Outstanding derivatives by counterparty
+ Domestic Counterparties
72,286.82 78,736.32 74,746.19
+ Financial entities
42,335.44 44,183.97 39,991.97
Commercial Banks
14,379.61 14,615.99 16,445.58
Development Banks
0.00 0.00 0.00
Brokerage Houses
0.00 0.00 0.00
Investment firms and funds
485.70 473.19 490.71
SIEFORES
27,074.34 28,701.06 22,651.52
SOFOMES
395.79 393.72 404.16
Other domestic financial entities
0.00 0.00 0.00
+ Non-Financial entities
29,951.39 34,552.35 34,754.21
Federal Government and Decentralized Entities
5,951.06 5,797.81 6,012.47
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
13,460.89 16,537.95 16,850.22
Non-financial private entities
10,539.44 12,216.59 11,891.52
+ Foreign Counterparties
53,643.96 55,743.18 53,628.08
+ Financial entities
53,639.35 55,738.57 53,624.15