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

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Sep 2017 Oct 2017 Nov 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
6,894,349.13 7,424,707.56 6,879,271.62
Swaps 3/
6,538,027.13 7,014,638.27 6,461,991.83
Outstanding derivatives by underlying asset
Interest Rate Swaps (single currency) 3/
3,353,199.44 3,537,023.09 3,301,376.01
Standardized TIIE-28 days Vs Fixed Rate 4/
2,469,083.19 2,576,576.55 2,469,400.52
TIIE Vs Fixed Rate Non-Standardized 4/
38,798.05 36,358.38 40,210.47
LIBOR Vs Fixed Rate
756,381.84 832,935.03 704,407.32
other interest rates
88,936.35 91,153.12 87,357.70
Cross Currency Swap (Only over interest rates) 5/
3,141,375.01 3,429,773.02 3,112,773.66
TIIE Vs LIBOR
1,296,021.76 1,428,422.21 1,281,907.69
TIIE Vs Fixed Rate
1,564,249.87 1,712,254.84 1,555,075.80
Other cross interest rates
281,103.38 289,095.97 275,790.17
Underlying different to rates
43,452.69 47,842.16 47,842.16
Outstanding derivatives by counterparty (or exchange)
Domestic counterparties and markets
1,854,635.79 1,954,287.07 1,813,458.08
Financial entities
1,699,053.23 1,798,627.63 1,654,056.13
Commercial Banks
731,905.52 797,741.06 785,412.26
Development Banks
0.00 0.00 0.00
Brokerage Houses
82,474.82 80,379.17 78,472.11
Investment firms and funds
136.50 136.50 136.50
SIEFORES
443,617.45 430,839.69 271,223.44
SOFOMES
5,079.16 4,994.37 4,839.10
Other domestic financial entities
2,328.68 2,289.95 2,246.63
Mexican derivative exchange
433,511.10 482,246.90 511,726.10
Non-financial entities
155,582.56 155,659.44 159,401.95
Federal Government and Decentralized Entities
66,134.29 68,396.52 69,974.02
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
20,173.27 15,106.26 15,519.84
Non-financial private entities
69,275.00 72,156.66 73,908.09
Foreign Counterparties
4,683,391.34 5,060,351.20 4,648,533.75
Financial entities
4,683,379.03 5,060,338.27 4,648,521.20
US commercial banks
360,782.44 374,449.43 312,427.49
EU commercial banks
23,108.09 20,013.79 21,999.32
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
851,625.58 907,194.19 978,771.01
Other EU financial entities
2,993,093.41 3,267,563.85 3,008,413.87
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
454,769.50 491,117.00 326,909.50
Other foreign derivative exchanges
0.00 0.00 0.00
Non-Financial entities
12.31 12.94 12.55
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
12.31 12.94 12.55
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
888,280.60 973,363.90 838,635.60
From 1 to 7 days
0.00 8,250.00 0.00
From 8 to 31 days
13,500.00 3,500.00 20,500.00
From 32 to 92 days
32,250.00 23,650.00 20,850.00
From 93 to 184 days
125,875.00 128,962.50 94,732.50
From 185 to 366 days
55,945.00 96,120.80 101,607.50
From 367 to 731 days
104,421.50 102,649.00 70,271.50
From 732 to 1,096 days
85,226.50 102,471.60 68,977.10
From 1,097 to 1,461 days
47,415.10 50,227.50 56,729.50
From 1,462 to 1,827 days
199,365.00 214,100.00 178,742.50
From 1,828 to 2,557 days
47,272.00 48,197.00 48,002.00
From 2,558 to 3,653 days
147,735.50 165,960.50 148,948.00
From 3,654 to 5,479 days
16,840.00 16,840.00 16,840.00
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
5,649,746.53 6,041,274.37 5,623,356.23
From 1 to 7 days
13,117.19 11,359.85 12,870.50
From 8 to 31 days
44,092.71 10,529.70 41,084.37
From 32 to 92 days
78,628.47 104,760.91 107,796.80
From 93 to 184 days
367,268.30 385,430.18 365,379.87
From 185 to 366 days
375,241.18 407,213.42 380,233.02
From 367 to 731 days
706,328.37 726,299.86 707,154.03
From 732 to 1,096 days
342,868.06 385,654.04 411,256.00
From 1,097 to 1,461 days
430,937.00 433,392.27 349,442.66
From 1,462 to 1,827 days
567,932.23 588,984.03 465,449.82
From 1,828 to 2,557 days
723,108.25 748,090.35 678,185.41
From 2,558 to 3,653 days
1,613,592.47 1,843,118.93 1,730,090.26
From 3,654 to 5,479 days
197,628.72 203,995.21 197,853.76
From 5,480 to 7,305 days
128,476.41 129,208.39 128,759.19
Over 7,306 days
60,527.16 63,237.24 47,800.52
Futures 6/
7,428.68 13,427.95 13,675.55
Outstanding derivatives by underlying asset
Interest rates
450.00 400.00 350.00
TIIE
450.00 400.00 350.00
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
216.35 333.17 300.99
Index IPC
17.14 59.82 56.62
S&P 500
187.52 248.55 227.04
NASDAQ Composite
10.83 23.86 16.42
Other equities and equity indexes
0.85 0.94 0.91
Debt securities
2,524.18 4,202.37 4,781.21
Mexican Govt Bonds
1,366.54 2,973.75 3,375.23
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
875.91 562.25 747.00
Other debt securities
281.72 666.36 658.97
Foreign currencies
4,095.08 8,342.95 8,096.72
US dollar
4,095.08 8,342.95 8,096.72
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
143.08 149.46 146.63
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
5,903.12 11,745.97 11,847.48
Mexican derivative exchange
5,903.12 11,745.97 11,847.48
US derivative exchanges
1,418.08 1,122.82 1,273.64
Chicago Mercantile Exchange
224.85 303.91 275.46
Chicago Board of Trade
1,050.15 669.45 851.55
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
143.08 149.46 146.63
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
107.48 559.16 554.43
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
107.48 559.16 554.43
Other foreign derivative exchanges
0.00 0.00 0.00
Outstanding derivatives by original term
From 1 to 7 days
0.00 0.00 554.43
From 8 to 31 days
1,692.35 530.12 8,028.12
From 32 to 92 days
5,292.93 9,613.69 100.00
From 93 to 184 days
151.28 3,184.14 4,478.03
From 185 to 366 days
292.13 100.00 514.97
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/
173,126.74 216,049.95 227,212.79
Outstanding derivatives by underlying asset
Interest rates
3,126.08 2,410.14 2,002.33
TIIE
3,126.08 2,410.14 2,002.33
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
24,986.14 36,221.28 40,177.30
Index IPC
0.00 1,584.48 1,579.56
S&P500
14,443.06 19,262.97 23,536.35
ETF's (Exchange Traded Funds)
5.54 12.30 0.00
NASDAQ 100
23.78 28.13 20.55
NIKKEI-225
9,896.83 10,324.47 10,080.11
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
616.92 5,008.92 4,960.72
Debt securities
11,944.09 11,842.08 8,824.04
Mexican Govt Bonds
10,540.45 10,276.70 7,352.07
US Treasury Bonds
109.70 112.66 110.42
US Treasury Notes
93.47 364.89 274.70
Other debt securities
1,200.47 1,087.83 1,086.85
Foreign currencies
132,981.25 165,429.07 176,062.79
FX swaps on US dollar 7/
2,004.84 3,512.22 1,015.15
Non-FX swaps on US dollar 7/
128,312.55 143,491.31 151,907.87
FX swaps on EURO 7/
2.16 0.00 0.00
Non-FX swaps on EURO 7/
2,646.94 16,310.61 21,029.53
FX swaps on other foreign currencies  7/
0.00 0.00 0.00
Non-FX swaps on other foreign currencies  7/
14.76 2,114.92 2,110.25
Commodities
89.18 147.39 146.32
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Outstanding derivatives by counterparty
Domestic Counterparties
99,059.80 121,796.48 121,888.48
Financial entities
80,712.80 102,915.94 105,513.98
Commercial Banks
12,840.65 15,998.05 9,712.23
Development Banks
0.00 0.00 0.00
Brokerage Houses
64.68 66.94 66.47
Investment firms and funds
0.00 0.00 0.00
SIEFORES
67,739.23 86,741.81 95,638.60
SOFOMES
68.25 109.14 96.68
Other domestic financial entities
0.00 0.00 0.00
Non-Financial entities
18,346.99 18,880.54 16,374.50
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
11,524.19 11,971.59 9,572.28
Non-financial private entities
6,822.80 6,908.96 6,802.23
Foreign Counterparties
74,066.94 94,253.47 105,324.31
Financial entities
74,064.21 94,252.99 105,318.73
US commercial banks
39,706.39 46,643.59 51,916.97
EU commercial banks
858.58 1,272.29 1,536.87
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
22.57 33.89 76.89
Other EU financial entities
33,476.67 46,303.22 51,788.00
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Non-Financial entities
2.74 0.48 5.58
Federal and local US governments
0.00 0.00 0.00