Financing and financial information of financial intermediaries   >   (CF582) - Outstanding derivatives at end of month from domestic brokerage houses
  Financing and financial information of financial intermediaries     (CF582) - Outstanding derivatives at end of month from domestic brokerage houses

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

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Mar 2018 Apr 2018 May 2018
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
6,798,224.31 6,836,190.24 6,572,167.70
Swaps 3/
6,314,885.74 6,323,990.39 6,015,739.06
Outstanding derivatives by underlying asset
Interest Rate Swaps (single currency) 3/
2,826,230.70 2,722,729.68 2,695,805.05
Standardized TIIE-28 days Vs Fixed Rate 4/
2,008,485.21 1,875,121.52 1,921,872.17
TIIE Vs Fixed Rate Non-Standardized 4/
39,650.84 40,676.06 45,102.55
LIBOR Vs Fixed Rate
698,532.80 726,456.46 644,619.52
other interest rates
79,561.86 80,475.64 84,210.81
Cross Currency Swap (Only over interest rates) 5/
3,414,869.97 3,527,431.32 3,241,322.03
TIIE Vs LIBOR
1,350,488.38 1,398,094.77 1,239,045.21
TIIE Vs Fixed Rate
1,736,569.97 1,791,552.23 1,647,060.53
Other cross interest rates
327,811.62 337,784.32 355,216.29
Underlying different to rates
73,785.07 73,829.39 78,611.98
Outstanding derivatives by counterparty (or exchange)
Domestic counterparties and markets
1,842,096.29 1,803,149.73 1,736,644.38
Financial entities
1,620,192.24 1,564,697.20 1,490,829.98
Commercial Banks
801,738.95 829,054.36 747,259.26
Development Banks
772.51 923.68 1,206.81
Brokerage Houses
90,622.84 88,956.61 89,094.14
Investment firms and funds
136.50 136.50 136.50
SIEFORES
205,302.98 197,917.27 192,910.70
SOFOMES
7,689.80 9,541.39 10,056.26
Other domestic financial entities
2,075.55 2,020.30 1,974.70
Mexican derivative exchange
511,853.10 436,147.10 448,191.60
Non-financial entities
221,904.06 238,452.53 245,814.41
Federal Government and Decentralized Entities
134,168.87 140,736.97 147,499.37
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
11,148.48 19,875.32 18,738.48
Non-financial private entities
76,586.70 77,840.23 79,576.56
Foreign Counterparties
4,472,789.44 4,520,840.67 4,279,094.67
Financial entities
4,472,777.17 4,520,828.04 4,279,081.23
US commercial banks
276,571.59 282,886.16 299,605.90
EU commercial banks
16,727.00 17,874.96 17,783.96
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
749,518.48 621,024.83 606,546.74
Other EU financial entities
3,233,849.79 3,348,425.64 3,043,388.96
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
196,110.31 250,616.45 311,755.67
Other foreign derivative exchanges
0.00 0.00 0.00
Non-Financial entities
12.27 12.63 13.44
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
12.27 12.63 13.44
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
707,963.41 686,763.55 759,947.27
From 1 to 7 days
81,900.00 125.00 8,090.00
From 8 to 31 days
3,712.50 4,310.00 7,519.47
From 32 to 92 days
19,864.47 15,859.47 25,970.00
From 93 to 184 days
12,970.00 56,928.20 57,188.20
From 185 to 366 days
75,209.45 36,324.83 32,565.75
From 367 to 731 days
51,661.53 60,618.14 68,231.79
From 732 to 1,096 days
60,044.65 71,021.58 77,130.42
From 1,097 to 1,461 days
137,552.32 153,498.83 170,841.01
From 1,462 to 1,827 days
80,989.48 93,059.48 105,235.58
From 1,828 to 2,557 days
39,140.55 42,060.55 42,517.98
From 2,558 to 3,653 days
110,896.75 116,956.75 126,026.35
From 3,654 to 5,479 days
20,261.72 22,240.72 23,870.72
From 5,480 to 7,305 days
13,760.00 13,760.00 14,760.00
Over 7,306 days
0.00 0.00 0.00
Domestic and foreign OTC markets
5,606,922.32 5,637,226.84 5,255,791.79
From 1 to 7 days
177,213.88 5,200.95 14,036.97
From 8 to 31 days
40,610.88 41,283.15 58,169.20
From 32 to 92 days
114,696.04 164,246.33 196,494.70
From 93 to 184 days
212,649.15 206,166.48 144,015.93
From 185 to 366 days
460,754.36 463,428.68 499,152.04
From 367 to 731 days
465,671.49 458,683.40 422,582.21
From 732 to 1,096 days
380,702.25 372,245.87 404,596.74
From 1,097 to 1,461 days
376,445.50 451,624.70 457,988.50
From 1,462 to 1,827 days
376,671.43 406,323.74 458,786.21
From 1,828 to 2,557 days
625,602.67 616,349.46 615,397.08
From 2,558 to 3,653 days
2,054,346.45 2,130,598.22 1,649,941.30
From 3,654 to 5,479 days
168,673.74 168,408.37 172,640.55
From 5,480 to 7,305 days
104,764.42 103,595.27 106,187.67
Over 7,306 days
48,120.08 49,072.23 55,802.68
Futures 6/
6,085.28 6,545.33 6,782.60
Outstanding derivatives by underlying asset
Interest rates
150.00 100.00 100.00
TIIE
150.00 100.00 100.00
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
133.21 170.14 110.44
Index IPC
81.83 151.71 95.82
S&P 500
43.25 15.00 2.71
NASDAQ Composite
7.20 2.49 11.13
Other equities and equity indexes
0.92 0.95 0.78
Debt securities
1,997.66 3,307.64 4,324.91
Mexican Govt Bonds
1,756.97 2,851.98 4,094.13
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
45.63 274.37 37.95
Other debt securities
195.05 181.30 192.83
Foreign currencies
3,729.60 2,902.38 2,092.13
US dollar
3,729.60 2,902.38 2,092.13
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
74.82 65.16 155.13
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
5,719.33 6,007.01 6,382.85
Mexican derivative exchange
5,719.33 6,007.01 6,382.85
US derivative exchanges
240.92 427.20 282.75
Chicago Mercantile Exchange
50.45 17.49 13.84
Chicago Board of Trade
120.52 349.86 125.46
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
69.94 59.85 143.46
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
125.03 111.12 116.99
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
125.03 111.12 116.99
Other foreign derivative exchanges
0.00 0.00 0.00
Outstanding derivatives by original term
From 1 to 7 days
0.00 0.00 116.99
From 8 to 31 days
50.00 50.00 5,710.76
From 32 to 92 days
5,051.40 5,499.08 85.84
From 93 to 184 days
912.46 990.93 857.34
From 185 to 366 days
66.54 0.00 0.00
From 367 to 731 days
4.87 5.31 11.67
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/
245,225.33 269,043.45 309,336.99
Outstanding derivatives by underlying asset
Interest rates
381.25 169.00 113.25
TIIE
381.25 169.00 113.25
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
82,185.47 83,704.65 94,960.66
Index IPC
1,500.48 33.30 83.52
S&P500
50,030.03 52,972.42 58,929.68
ETF's (Exchange Traded Funds)
14.05 13.92 19.00
NASDAQ 100
7.76 12.98 11.25
NIKKEI-225
26,579.75 26,579.75 31,711.14
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
4,053.41 4,092.28 4,206.08
Debt securities
13,287.70 15,010.28 10,538.45
Mexican Govt Bonds
11,616.87 13,249.12 8,441.18
US Treasury Bonds
73.54 75.51 237.85
US Treasury Notes
84.91 271.49 191.06
Other debt securities
1,512.38 1,414.16 1,668.36
Foreign currencies
149,295.36 170,092.45 203,571.71
FX swaps on US dollar 7/
1,265.74 1,384.43 786.72
Non-FX swaps on US dollar 7/
108,376.33 124,808.80 156,132.59
FX swaps on EURO 7/
0.00 0.00 0.00
Non-FX swaps on EURO 7/
33,062.09 37,222.89 39,861.62
FX swaps on other foreign currencies  7/
0.00 0.00 0.00
Non-FX swaps on other foreign currencies  7/
6,591.20 6,676.34 6,790.79
Commodities
75.56 67.07 152.91
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Outstanding derivatives by counterparty
Domestic Counterparties
134,220.07 145,447.05 164,913.35
Financial entities
106,193.85 115,811.53 136,617.84
Commercial Banks
8,664.39 9,139.90 10,813.98
Development Banks
0.00 0.00 0.00
Brokerage Houses
0.00 0.00 0.00
Investment firms and funds
0.00 0.00 0.00
SIEFORES
97,392.19 106,511.59 125,634.70
SOFOMES
137.27 160.05 169.16
Other domestic financial entities
0.00 0.00 0.00
Non-Financial entities
28,026.22 29,635.52 28,295.51
Federal Government and Decentralized Entities
5,981.71 6,153.68 6,550.75
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
12,858.57 13,923.02 10,470.98
Non-financial private entities
9,185.94 9,558.82 11,273.78
Foreign Counterparties
111,005.26 123,596.40 144,423.64
Financial entities
111,005.26 123,596.40 144,423.64
US commercial banks
34,303.15 36,974.86 45,863.44
EU commercial banks
1,919.11 2,261.24 2,360.45
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
19.39 22.42 14.50
Other EU financial entities
74,763.62 84,337.89 96,185.25
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Non-Financial entities
0.00 0.00 0.00
Federal and local US governments
0.00 0.00 0.00