SISTEMA DE INFORMACIÓN ECONÓMICA

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

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

Jan 2007 - Nov 2018

Monthly

Millions of Pesos

Nominal Stocks

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Sep 2018 Oct 2018 Nov 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 /
i
- Total outstanding amounts by instrument, underlying asset, counterparty and original term
6,273,723.00 6,826,715.80 6,235,857.34
i
+ Swaps 3/
5,775,858.93 6,310,444.79 5,728,655.07
+ Outstanding derivatives by underlying asset
i
+ Interest Rate Swaps (single currency) 3/
2,661,331.52 2,920,301.08 3,054,310.45
i
Standardized TIIE-28 days Vs Fixed Rate 4/
1,928,006.22 2,116,988.57 2,387,195.80
i
TIIE Vs Fixed Rate Non-Standardized 4/
46,043.22 45,420.75 83,641.46
i
LIBOR Vs Fixed Rate
609,150.46 670,761.48 508,174.36
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other interest rates
78,131.62 87,130.29 75,298.83
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+ Cross Currency Swap (Only over interest rates) 5/
3,043,483.36 3,319,099.65 2,603,300.56
i
TIIE Vs LIBOR
1,164,470.01 1,263,200.72 936,787.65
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TIIE Vs Fixed Rate
1,556,814.72 1,712,878.47 1,340,978.33
i
Other cross interest rates
322,198.62 343,020.46 325,534.58
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Underlying different to rates
71,044.06 71,044.06 71,044.06
+ Outstanding derivatives by counterparty (or exchange)
i
+ Domestic counterparties and markets
1,560,265.23 1,621,821.87 1,453,247.39
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+ Financial entities
1,328,271.65 1,379,618.01 1,191,227.45
i
Commercial Banks
677,922.12 732,044.85 549,751.96
i
Development Banks
1,396.37 1,469.69 1,508.76
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Brokerage Houses
75,760.31 83,572.82 85,951.51
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Investment firms and funds
136.50 136.50 136.50
i
SIEFORES
145,584.90 135,504.47 129,656.46
i
SOFOMES
9,324.00 10,036.89 10,077.40
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Other domestic financial entities
1,799.15 1,763.88 1,722.15
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Mexican derivative exchange
416,348.30 415,088.90 412,422.70
i
+ Non-financial entities
231,993.58 242,203.86 262,019.94
i
Federal Government and Decentralized Entities
137,878.59 147,233.31 147,885.41
i
State and Municipal governments and their entities
0.00 0.00 0.00
i
Resident individuals in Mexico
17,137.00 14,697.00 14,254.23
i
Non-financial private entities
76,977.99 80,273.54 99,880.30
i
+ Foreign Counterparties
4,215,593.70 4,688,622.91 4,275,407.68
i
+ Financial entities
4,215,582.47 4,688,622.45 4,275,405.43
i
US commercial banks
254,506.80 277,127.20 207,613.70
i
EU commercial banks
15,805.67 50,323.20 16,551.70
i
Latin american commercial banks
0.00 0.00 0.00
i
Other foreign commercial banks
0.00 0.00 0.00
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Other US financial entities
599,692.95 648,815.91 682,703.67
i
Other EU financial entities
2,977,165.26 3,238,301.66 2,764,508.63
i
Other latin american financial entities
0.00 0.00 0.00
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Other foreign financial entities
0.00 0.00 0.00
i
Chicago Mercantile Exchange
368,411.78 474,054.48 604,027.73
i
Other foreign derivative exchanges
0.00 0.00 0.00
i
+ Non-Financial entities
11.23 0.47 2.25
i
Federal and local US governments
0.00 0.00 0.00
i
Federal and local EU governments
0.00 0.00 0.00
i
Federal and local LA governments
0.00 0.00 0.00
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Other foreign federal and local governments
0.00 0.00 0.00
i
Non-financial US private entities
11.23 0.00 0.00
i
Non-financial EU private entities
0.00 0.00 0.00
i
Non-financial LA private entities
0.00 0.00 0.00
i
Other foreign non-financial private entities
0.00 0.00 0.00
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Foreign individuals
0.00 0.47 2.25
+ Outstanding derivatives by market and original term
i
+ Domestic and foreign organized exchanges
784,760.08 889,143.38 1,016,450.43
i
From 1 to 7 days
500.00 6,750.00 4,450.00
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From 8 to 31 days
9,188.20 7,230.00 8,850.00
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From 32 to 92 days
23,180.00 32,850.00 31,305.95
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From 93 to 184 days
22,800.95 16,750.95 30,751.23
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From 185 to 366 days
29,587.85 36,761.76 40,610.55
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From 367 to 731 days
66,695.76 89,957.06 90,840.74
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From 732 to 1,096 days
89,650.08 117,753.33 147,373.28
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From 1,097 to 1,461 days
185,911.07 183,692.94 198,889.50
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From 1,462 to 1,827 days
117,464.07 131,756.41 168,097.42
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From 1,828 to 2,557 days
76,146.79 85,268.70 92,750.64
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From 2,558 to 3,653 days
124,784.29 137,081.21 142,469.62
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From 3,654 to 5,479 days
24,146.00 28,586.00 45,356.50
i
From 5,480 to 7,305 days
14,705.00 14,705.00 14,705.00
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Over 7,306 days
0.00 0.00 0.00
i
+ Domestic and foreign OTC markets
4,991,098.85 5,421,301.41 4,712,204.64
i
From 1 to 7 days
5,307.50 13,138.14 9,450.00
i
From 8 to 31 days
38,831.73 18,772.94 28,976.64
i
From 32 to 92 days
64,544.13 159,973.36 266,258.22
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From 93 to 184 days
346,369.14 352,670.05 280,762.70
i
From 185 to 366 days
272,460.36 302,295.29 279,597.90
i
From 367 to 731 days
390,485.13 446,955.09 456,581.24
i
From 732 to 1,096 days
449,091.63 478,365.20 437,592.78
i
From 1,097 to 1,461 days
401,172.65 418,584.03 398,566.93
i
From 1,462 to 1,827 days
514,860.33 557,602.21 555,053.08
i
From 1,828 to 2,557 days
624,456.29 669,157.74 506,725.45
i
From 2,558 to 3,653 days
1,566,326.70 1,679,133.15 1,161,157.08
i
From 3,654 to 5,479 days
161,585.49 163,939.92 172,110.35
i
From 5,480 to 7,305 days
103,315.16 104,574.82 104,299.87
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Over 7,306 days
52,292.62 56,139.45 55,072.42
i
+ Futures 6/
2,155.62 2,177.62 2,786.73
+ Outstanding derivatives by underlying asset
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+ Interest rates
0.00 0.00 0.00
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TIIE
0.00 0.00 0.00
i
CETES rate
0.00 0.00 0.00
i
Other interest rates
0.00 0.00 0.00
i
+ Equities and equity indexes
293.13 212.93 241.91
i
Index IPC
90.53 183.32 118.55
i
S&P 500
161.27 24.54 95.30
i
NASDAQ Composite
14.32 0.00 11.29
i
Other equities and equity indexes
27.01 5.06 16.77
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+ Debt securities
1,691.31 1,808.66 2,320.41
i
Mexican Govt Bonds
530.92 1,233.49 1,739.55
i
US Treasury Bonds
0.00 0.00 0.00
i
US Treasury Notes
1,042.32 287.09 289.33
i
Other debt securities
118.07 288.08 291.53
i
+ Foreign currencies
145.44 137.50 150.88
i
US dollar
131.86 137.50 150.88
i
EURO
13.58 0.00 0.00
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Other foreign currencies
0.00 0.00 0.00
i
Commodities
25.74 18.53 73.52
i
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Outstanding derivatives by derivative exchange
i
+ Domestic derivative exchanges
716.64 1,519.31 1,967.89
i
Mexican derivative exchange
716.64 1,519.31 1,967.89
i
+ US derivative exchanges
1,332.50 385.50 542.83
i
Chicago Mercantile Exchange
226.67 59.54 154.09
i
Chicago Board of Trade
1,080.09 307.43 315.22
i
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
i
New York Mercantile Exchange
25.74 18.53 73.52
i
+ Latin America (LA) derivative exchanges
0.00 0.00 0.00
i
Bolsa de Mercaderias y Futuros (Brazil)
0.00 0.00 0.00
i
+ European Union (EU) derivative exchanges
106.48 272.80 276.02
i
London International Financial Futures and Options Exchange
0.00 0.00 0.00
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Athens Stock Exchange (Greece)
0.00 0.00 0.00
i
Sociedad Rectora del Mercado de Productos Derivados (Spain)
0.00 0.00 0.00
i
Europe Global Financial Marketplace
106.48 272.80 276.02
i
Other foreign derivative exchanges
0.00 0.00 0.00
+ Outstanding derivatives by original term
i
From 1 to 7 days
0.00 0.00 0.00
i
From 8 to 31 days
26.17 0.00 1,602.59
i
From 32 to 92 days
2,119.57 2,173.39 57.74
i
From 93 to 184 days
6.10 4.23 1,126.39
i
From 185 to 366 days
3.78 0.00 0.00
i
From 367 to 731 days
0.00 0.00 0.00
i
From 732 to 1,096 days
0.00 0.00 0.00
i
From 1,097 to 1,461 days
0.00 0.00 0.00
i
From 1,462 to 1,827 days
0.00 0.00 0.00
i
From 1,828 to 2,557 days
0.00 0.00 0.00
i
From 2,558 to 3,653 days
0.00 0.00 0.00
i
From 3,654 to 5,479 days
0.00 0.00 0.00
i
From 5,480 to 7,305 days
0.00 0.00 0.00
i
Over 7,306 days
0.00 0.00 0.00
i
+ Forwards 5/
207,157.67 207,253.57 196,498.38
+ Outstanding derivatives by underlying asset
i
+ Interest rates
47.50 38.25 34.00
i
TIIE
47.50 38.25 34.00
i
CETES rate
0.00 0.00 0.00
i
Other interest rates
0.00 0.00 0.00
i
+ Equities and equity indexes
81,265.32 75,794.24 77,646.84
i
Index IPC
10.09 35.77 72.86
i
S&P500
55,785.27 72,322.31 72,705.49
i
ETF's (Exchange Traded Funds)
7.26 7.26 1,419.37
i
NASDAQ 100
13.99 0.00 11.29
i
NIKKEI-225
22,185.85 0.00 0.00
i
Russell 2000
0.00 0.00 0.00
i
Other equities and equity indexes
3,262.85 3,428.90 3,437.84
i
+ Debt securities
16,189.80 20,615.91 19,097.76
i
Mexican Govt Bonds
13,839.34 15,261.92 17,272.82
i
US Treasury Bonds
17.34 15.24 15.43
i
US Treasury Notes
603.11 397.09 302.89
i
Other debt securities
1,730.02 4,941.66 1,506.62
i
+ Foreign currencies
109,629.77 110,786.96 99,647.55
i
FX swaps on US dollar 7/
478.66 830.33 892.65
i
Non-FX swaps on US dollar 7/
97,658.70 99,851.45 84,631.80
i
FX swaps on EURO 7/
0.00 0.00 0.00
i
Non-FX swaps on EURO 7/
5,237.06 3,405.03 1,667.66
i
FX swaps on other foreign currencies  7/
0.00 0.00 0.00
i
Non-FX swaps on other foreign currencies  7/
6,255.35 6,700.15 12,455.44
i
Commodities
25.27 18.20 72.22
i
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Outstanding derivatives by counterparty
i
+ Domestic Counterparties
115,688.54 118,880.04 111,383.60
i
+ Financial entities
86,845.03 82,104.12 76,847.51
i
Commercial Banks
10,943.16 13,209.16 10,494.76
i
Development Banks
0.00 0.00 0.00
i
Brokerage Houses
0.00 0.00 0.00
i
Investment firms and funds
0.00 0.00 510.29
i
SIEFORES
75,768.25 68,758.06 65,608.50
i
SOFOMES
133.62 136.89 119.81
i
Other domestic financial entities
0.00 0.00 114.14
i
+ Non-Financial entities
28,843.51 36,775.93 34,536.09
i
Federal Government and Decentralized Entities
5,947.20 6,454.15 6,483.95
i
State and Municipal governments and their entities
0.00 0.00 0.00
i
Resident individuals in Mexico
14,815.87 17,556.10 17,704.68
i
Non-financial private entities
8,080.44 12,765.68 10,347.46
i
+ Foreign Counterparties