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

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Jun 2017 Jul 2017 Aug 2017
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
6,657,252.82 6,661,241.96 6,761,095.55
Swaps 3/
6,293,079.07 6,277,332.13 6,371,396.89
Outstanding derivatives by underlying asset
Interest Rate Swaps (single currency) 3/
3,316,864.66 3,320,071.70 3,307,453.24
Standardized TIIE-28 days Vs Fixed Rate 4/
2,457,285.32 2,494,418.76 2,454,630.86
TIIE Vs Fixed Rate Non-Standardized 4/
34,079.49 33,855.57 33,937.98
LIBOR Vs Fixed Rate
736,130.75 704,114.23 729,926.60
other interest rates
89,369.10 87,683.14 88,957.80
Cross Currency Swap (Only over interest rates) 5/
2,934,684.18 2,915,730.21 3,021,913.89
TIIE Vs LIBOR
1,194,024.26 1,187,130.90 1,240,508.03
TIIE Vs Fixed Rate
1,460,802.38 1,450,934.25 1,503,819.31
Other cross interest rates
279,857.55 277,665.05 277,586.55
Underlying different to rates
41,530.23 41,530.23 42,029.75
Outstanding derivatives by counterparty (or exchange)
Domestic counterparties and markets
1,930,833.37 1,908,499.42 1,891,035.62
Financial entities
1,779,110.89 1,757,016.42 1,741,415.13
Commercial Banks
706,259.55 695,112.73 715,075.62
Development Banks
0.00 0.00 0.00
Brokerage Houses
77,345.34 81,411.09 79,263.18
Investment firms and funds
186.50 186.50 186.50
SIEFORES
571,297.78 540,458.69 505,238.09
SOFOMES
5,296.41 5,189.69 5,151.52
Other domestic financial entities
2,459.22 2,414.12 2,369.12
Mexican derivative exchange
416,266.10 432,243.60 434,131.10
Non-financial entities
151,722.48 151,483.00 149,620.48
Federal Government and Decentralized Entities
65,146.61 65,328.01 65,735.79
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
21,524.69 21,308.48 18,230.55
Non-financial private entities
65,051.18 64,846.51 65,654.14
Foreign Counterparties
4,362,245.70 4,368,832.71 4,480,361.27
Financial entities
4,362,232.11 4,368,820.70 4,480,349.20
US commercial banks
374,304.98 364,006.75 354,214.97
EU commercial banks
23,105.41 21,500.18 22,540.10
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
672,905.73 757,787.53 797,180.93
Other EU financial entities
2,858,227.10 2,776,772.73 2,875,938.70
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
369.40 0.00 0.00
Chicago Mercantile Exchange
433,319.50 448,753.50 430,474.50
Other foreign derivative exchanges
0.00 0.00 0.00
Non-Financial entities
13.59 12.02 12.07
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
13.59 12.02 12.07
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
849,585.60 880,997.10 864,605.60
From 1 to 7 days
11,235.00 0.00 0.00
From 8 to 31 days
17,125.00 7,195.00 8,925.00
From 32 to 92 days
16,120.00 22,425.00 25,250.00
From 93 to 184 days
25,750.00 35,400.00 64,025.00
From 185 to 366 days
152,607.50 155,732.50 132,215.00
From 367 to 731 days
107,246.50 104,661.50 94,316.50
From 732 to 1,096 days
82,812.00 96,879.00 85,871.50
From 1,097 to 1,461 days
51,832.10 52,370.10 50,690.10
From 1,462 to 1,827 days
175,527.50 187,747.50 190,970.00
From 1,828 to 2,557 days
22,085.00 22,562.00 22,542.00
From 2,558 to 3,653 days
161,420.00 169,259.50 163,035.50
From 3,654 to 5,479 days
13,390.00 14,330.00 14,330.00
From 5,480 to 7,305 days
12,435.00 12,435.00 12,435.00
Over 7,306 days
0.00 0.00 0.00
Domestic and foreign OTC markets
5,443,493.47 5,396,335.03 5,506,791.29
From 1 to 7 days
62,366.13 471.21 13,290.96
From 8 to 31 days
40,149.33 43,475.61 30,329.55
From 32 to 92 days
92,718.73 104,111.42 78,849.57
From 93 to 184 days
117,351.39 123,318.05 167,127.23
From 185 to 366 days
517,057.35 565,885.70 588,283.37
From 367 to 731 days
773,321.83 733,237.50 680,454.67
From 732 to 1,096 days
321,410.86 358,340.23 367,496.12
From 1,097 to 1,461 days
437,081.44 389,876.15 424,955.39
From 1,462 to 1,827 days
548,029.98 529,543.25 519,648.38
From 1,828 to 2,557 days
733,390.50 725,528.20 698,675.98
From 2,558 to 3,653 days
1,404,602.24 1,430,652.27 1,544,738.02
From 3,654 to 5,479 days
208,058.42 204,289.36 205,043.35
From 5,480 to 7,305 days
128,437.25 128,472.15 128,409.57
Over 7,306 days
59,518.03 59,133.92 59,489.14
Futures 6/
3,477.64 4,930.49 6,744.27
Outstanding derivatives by underlying asset
Interest rates
600.00 550.00 510.00
TIIE
600.00 550.00 510.00
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
604.71 276.00 407.49
Index IPC
33.94 53.51 42.73
S&P 500
539.37 211.09 349.01
NASDAQ Composite
2.05 10.52 14.86
Other equities and equity indexes
29.35 0.88 0.89
Debt securities
2,010.50 3,878.57 5,578.94
Mexican Govt Bonds
934.13 1,419.13 1,689.91
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
810.90 2,175.16 3,439.03
Other debt securities
265.47 284.28 450.00
Foreign currencies
127.36 97.82 131.98
US dollar
127.36 97.82 131.98
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
135.07 128.09 115.86
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
1,663.68 2,117.34 2,372.52
Mexican derivative exchange
1,663.68 2,117.34 2,372.52
US derivative exchanges
1,679.85 2,707.61 4,081.23
Chicago Mercantile Exchange
573.92 225.61 366.86
Chicago Board of Trade
970.87 2,353.90 3,629.58
Intercontinental Futures and Options Exchange
0.00 4.29 0.00
New York Mercantile Exchange
135.07 123.80 84.79
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
105.51 105.54 290.52
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
105.51 105.54 290.52
Other foreign derivative exchanges
28.59 0.00 0.00
Outstanding derivatives by original term
From 1 to 7 days
0.00 0.00 290.52
From 8 to 31 days
50.82 78.95 2,250.30
From 32 to 92 days
2,879.73 4,450.65 184.79
From 93 to 184 days
247.09 150.89 3,818.57
From 185 to 366 days
300.00 250.00 200.09
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/
190,898.51 208,543.29 210,343.05
Outstanding derivatives by underlying asset
Interest rates
4,345.25 3,935.89 3,526.92
TIIE
4,345.25 3,935.89 3,526.92
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
19,758.14 24,120.39 31,896.10
Index IPC
15.46 15.32 5.00
S&P500
19,205.18 18,918.21 26,598.68
ETF's (Exchange Traded Funds)
22.83 5.54 5.54
NASDAQ 100
14.42 18.57 14.50
NIKKEI-225
0.00 2,757.63 2,791.89
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
500.26 2,405.11 2,480.50
Debt securities
11,896.68 14,698.04 15,074.65
Mexican Govt Bonds
9,390.03 11,799.17 10,533.87
US Treasury Bonds
92.76 114.53 153.78
US Treasury Notes
125.94 572.37 2,730.63
Other debt securities
2,287.96 2,211.97 1,656.37
Foreign currencies
154,756.43 165,672.17 159,757.76
FX swaps on US dollar 7/
2,876.62 1,054.52 3,799.20
Non-FX swaps on US dollar 7/
139,485.54 152,084.31 143,097.66
FX swaps on EURO 7/
0.00 0.00 0.00
Non-FX swaps on EURO 7/
11,482.65 12,527.63 12,840.69
FX swaps on other foreign currencies  7/
0.00 0.00 0.00
Non-FX swaps on other foreign currencies  7/
911.61 5.71 20.19
Commodities
142.01 116.81 87.65
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Outstanding derivatives by counterparty
Domestic Counterparties
109,513.08 117,388.66 118,064.64
Financial entities
90,130.43 95,988.78 96,133.94
Commercial Banks
15,895.44 13,514.17 13,314.99
Development Banks
0.00 0.00 0.00
Brokerage Houses
629.29 549.25 462.53
Investment firms and funds
70.13 0.00 0.00
SIEFORES
73,458.67 81,820.54 82,297.73
SOFOMES
76.90 104.83 58.74
Other domestic financial entities
0.00 0.00 0.00
Non-Financial entities
19,382.64 21,399.88 21,930.71
Federal Government and Decentralized Entities
0.00 0.00 0.00
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
11,303.10 14,221.79 14,379.43
Non-financial private entities
8,079.54 7,178.08 7,551.28
Foreign Counterparties
81,385.43 91,154.63 92,278.35
Financial entities
81,380.18 91,150.54 92,276.31
US commercial banks
42,314.42 48,612.36 48,884.74
EU commercial banks
790.30 1,129.26 686.96
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
72.89 58.20 40.23
Other EU financial entities
38,067.75 41,350.71 42,664.38
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
134.80 0.00 0.00
Non-Financial entities
5.25 4.09 2.04
Federal and local US governments
0.00 0.00 0.00