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

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Dec 2017 Jan 2018 Feb 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
6,772,705.50 6,828,299.02 6,970,391.28
Swaps 3/
6,418,997.37 6,404,133.38 6,515,219.26
Outstanding derivatives by underlying asset
Interest Rate Swaps (single currency) 3/
3,057,903.74 3,117,123.42 3,073,332.94
Standardized TIIE-28 days Vs Fixed Rate 4/
2,172,807.85 2,257,469.24 2,227,772.77
TIIE Vs Fixed Rate Non-Standardized 4/
40,351.68 39,915.50 38,816.85
LIBOR Vs Fixed Rate
753,936.57 736,150.24 723,932.10
other interest rates
90,807.63 83,588.43 82,811.22
Cross Currency Swap (Only over interest rates) 5/
3,313,251.47 3,232,083.44 3,367,897.41
TIIE Vs LIBOR
1,365,302.09 1,327,350.67 1,379,100.77
TIIE Vs Fixed Rate
1,659,535.35 1,625,332.67 1,693,634.52
Other cross interest rates
288,414.03 279,400.10 295,162.11
Underlying different to rates
47,842.16 54,926.53 73,988.91
Outstanding derivatives by counterparty (or exchange)
Domestic counterparties and markets
1,844,980.65 1,806,667.73 1,828,477.76
Financial entities
1,685,767.04 1,639,889.95 1,649,211.16
Commercial Banks
828,092.65 803,169.23 823,400.30
Development Banks
0.00 0.00 0.00
Brokerage Houses
81,766.49 84,578.27 88,855.33
Investment firms and funds
136.50 136.50 136.50
SIEFORES
275,376.40 241,197.23 219,069.51
SOFOMES
6,312.98 6,814.86 7,821.33
Other domestic financial entities
2,205.91 2,159.25 2,118.60
Mexican derivative exchange
491,876.10 501,834.60 507,809.60
Non-financial entities
159,213.62 166,777.79 179,266.60
Federal Government and Decentralized Entities
73,517.34 77,206.80 93,858.60
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
11,290.00 16,013.71 10,730.73
Non-financial private entities
74,406.28 73,557.28 74,677.27
Foreign Counterparties
4,574,016.72 4,597,465.65 4,686,741.50
Financial entities
4,574,003.46 4,597,453.10 4,686,728.79
US commercial banks
324,207.68 307,191.61 304,615.38
EU commercial banks
23,002.18 26,036.79 18,320.96
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
690,487.50 734,927.39 703,365.47
Other EU financial entities
3,201,715.25 3,165,462.97 3,279,841.11
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
334,590.85 363,834.35 380,585.87
Other foreign derivative exchanges
0.00 0.00 0.00
Non-Financial entities
13.26 12.55 12.71
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
13.26 12.55 12.71
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
826,466.95 865,668.95 888,395.47
From 1 to 7 days
0.00 0.00 500.00
From 8 to 31 days
2,050.00 19,755.97 250.00
From 32 to 92 days
100,450.00 86,487.50 92,451.97
From 93 to 184 days
31,147.50 28,994.47 34,835.00
From 185 to 366 days
87,047.50 85,447.29 83,527.29
From 367 to 731 days
71,928.14 77,539.27 73,754.27
From 732 to 1,096 days
69,479.60 78,642.26 92,862.26
From 1,097 to 1,461 days
66,979.50 69,721.33 157,268.83
From 1,462 to 1,827 days
184,107.50 189,224.59 130,894.59
From 1,828 to 2,557 days
48,292.00 49,357.00 38,802.00
From 2,558 to 3,653 days
135,710.21 150,074.27 152,824.27
From 3,654 to 5,479 days
16,840.00 17,990.00 17,990.00
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
5,592,530.43 5,538,464.43 5,626,823.79
From 1 to 7 days
9,463.87 27,325.08 46,077.32
From 8 to 31 days
34,489.33 39,768.84 47,771.96
From 32 to 92 days
328,800.76 314,046.45 265,864.77
From 93 to 184 days
195,647.20 214,293.10 261,845.29
From 185 to 366 days
333,153.37 347,253.13 367,454.36
From 367 to 731 days
733,404.17 629,986.33 541,942.26
From 732 to 1,096 days
372,216.03 357,805.32 379,294.25
From 1,097 to 1,461 days
368,256.30 364,554.09 446,610.26
From 1,462 to 1,827 days
386,513.40 383,373.41 332,596.60
From 1,828 to 2,557 days
676,565.84 683,592.88 622,909.39
From 2,558 to 3,653 days
1,845,237.53 1,850,942.37 1,990,651.03
From 3,654 to 5,479 days
155,015.47 173,600.23 143,128.64
From 5,480 to 7,305 days
103,185.79 102,864.99 131,076.17
Over 7,306 days
50,581.35 49,058.21 49,601.50
Futures 6/
7,517.20 5,324.07 8,895.61
Outstanding derivatives by underlying asset
Interest rates
301.00 250.00 200.00
TIIE
301.00 250.00 200.00
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
399.15 302.83 258.57
Index IPC
86.33 101.93 107.40
S&P 500
295.89 194.25 134.56
NASDAQ Composite
15.97 5.17 15.63
Other equities and equity indexes
0.96 1.49 0.99
Debt securities
2,151.15 3,188.17 3,977.42
Mexican Govt Bonds
1,493.28 2,061.18 2,260.45
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
154.97 417.66 1,519.07
Other debt securities
502.90 709.34 197.90
Foreign currencies
4,576.36 1,517.73 4,385.32
US dollar
4,576.36 1,517.73 4,385.32
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
89.54 65.34 74.30
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
6,433.93 3,931.83 6,923.64
Mexican derivative exchange
6,433.93 3,931.83 6,923.64
US derivative exchanges
690.22 739.71 1,843.96
Chicago Mercantile Exchange
335.86 199.91 180.69
Chicago Board of Trade
264.82 474.46 1,588.97
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
89.54 65.34 74.30
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
393.05 652.53 128.01
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
393.05 652.53 128.01
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
3,000.14 50.00 5,403.49
From 32 to 92 days
3,765.97 4,690.59 126.01
From 93 to 184 days
751.09 583.48 2,846.95
From 185 to 366 days
0.00 0.00 519.17
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/
175,822.31 184,005.53 210,778.73
Outstanding derivatives by underlying asset
Interest rates
1,602.33 1,187.89 781.25
TIIE
1,602.33 1,187.89 781.25
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
45,152.72 47,264.39 50,316.03
Index IPC
1,582.15 1,573.51 1,594.24
S&P500
37,736.06 39,999.28 43,011.34
ETF's (Exchange Traded Funds)
6.23 7.45 14.29
NASDAQ 100
20.34 20.61 15.65
NIKKEI-225
0.00 54.71 0.00
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
5,807.95 5,608.83 5,680.51
Debt securities
6,834.15 8,395.88 8,416.21
Mexican Govt Bonds
5,522.20 6,564.61 6,449.18
US Treasury Bonds
116.65 63.46 76.19
US Treasury Notes
154.79 191.50 703.16
Other debt securities
1,040.51 1,576.32 1,187.68
Foreign currencies
122,079.73 127,103.72 151,200.79
FX swaps on US dollar 7/
244.99 5,304.60 1,283.26
Non-FX swaps on US dollar 7/
98,194.59 94,241.05 112,724.15
FX swaps on EURO 7/
0.00 0.00 0.00
Non-FX swaps on EURO 7/
23,593.15 27,459.94 30,369.59
FX swaps on other foreign currencies  7/
0.00 0.00 0.00
Non-FX swaps on other foreign currencies  7/
47.00 98.13 6,823.79
Commodities
153.38 53.65 64.45
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Outstanding derivatives by counterparty
Domestic Counterparties
95,000.91 101,572.10 112,328.54
Financial entities
81,905.91 79,138.81 90,849.59
Commercial Banks
8,924.55 12,095.79 7,568.50
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
72,886.93 66,931.40 83,137.70
SOFOMES
94.43 111.62 143.39
Other domestic financial entities
0.00 0.00 0.00
Non-Financial entities
13,095.00 22,433.29 21,478.94
Federal Government and Decentralized Entities
0.00 6,326.49 6,410.46
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
7,919.03 9,719.68 9,158.79
Non-financial private entities
5,175.96 6,387.11 5,909.70
Foreign Counterparties
80,821.40 82,433.43 98,450.20
Financial entities
80,821.40 82,433.43 98,450.20
US commercial banks
33,004.78 33,790.19 31,237.01
EU commercial banks
989.29 2,143.30 2,804.75
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
11.55 8.98 10.52
Other EU financial entities
46,815.77 46,490.96 64,397.92
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