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 2018, Monthly, Millions of Pesos, Nominal Stocks

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Jun 2018 Jul 2018 Aug 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
6,553,364.15 6,289,322.41 6,347,293.01
Swaps 3/
6,077,792.57 5,859,437.17 5,796,437.43
Outstanding derivatives by underlying asset
Interest Rate Swaps (single currency) 3/
2,774,093.56 2,784,341.58 2,686,358.06
Standardized TIIE-28 days Vs Fixed Rate 4/
2,004,592.88 2,064,628.19 1,954,881.77
TIIE Vs Fixed Rate Non-Standardized 4/
43,819.49 45,903.36 45,571.61
LIBOR Vs Fixed Rate
641,947.64 596,340.26 607,122.80
other interest rates
83,733.55 77,469.77 78,781.89
Cross Currency Swap (Only over interest rates) 5/
3,225,087.03 2,996,483.61 3,031,467.38
TIIE Vs LIBOR
1,233,225.18 1,138,439.29 1,150,647.66
TIIE Vs Fixed Rate
1,640,345.33 1,532,568.62 1,551,914.20
Other cross interest rates
351,516.51 325,475.70 328,905.52
Underlying different to rates
78,611.98 78,611.98 78,611.98
Outstanding derivatives by counterparty (or exchange)
Domestic counterparties and markets
1,729,538.28 1,647,829.76 1,593,452.86
Financial entities
1,481,732.14 1,413,943.17 1,357,817.07
Commercial Banks
746,207.19 694,523.98 694,857.40
Development Banks
1,285.99 1,238.05 1,252.60
Brokerage Houses
81,839.26 78,249.35 74,283.57
Investment firms and funds
136.50 136.50 136.50
SIEFORES
180,285.49 162,730.99 158,657.37
SOFOMES
10,017.59 9,410.74 9,520.62
Other domestic financial entities
1,933.01 1,881.44 1,839.40
Mexican derivative exchange
460,027.10 465,772.10 417,269.60
Non-financial entities
247,806.14 233,886.60 235,635.78
Federal Government and Decentralized Entities
147,126.49 138,660.78 140,688.66
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
20,420.52 15,348.28 15,315.90
Non-financial private entities
80,259.13 79,877.54 79,631.22
Foreign Counterparties
4,348,254.29 4,211,607.41 4,202,984.57
Financial entities
4,348,236.85 4,211,593.45 4,202,970.12
US commercial banks
299,687.32 283,246.33 259,851.15
EU commercial banks
19,530.51 12,258.60 14,322.63
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
626,447.88 642,328.67 583,415.97
Other EU financial entities
3,059,757.42 2,889,090.31 2,949,842.24
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
342,813.73 384,669.53 394,838.13
Other foreign derivative exchanges
0.00 0.00 700.00
Non-Financial entities
17.43 13.96 14.45
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
13.43 11.19 11.45
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
4.01 2.77 3.00
Outstanding derivatives by market and original term
Domestic and foreign organized exchanges
802,840.83 850,441.63 812,807.73
From 1 to 7 days
0.00 3,400.00 0.00
From 8 to 31 days
250.00 43,720.00 3,200.00
From 32 to 92 days
50,320.00 47,408.20 31,668.20
From 93 to 184 days
61,500.49 24,542.29 19,818.24
From 185 to 366 days
40,105.06 40,828.68 38,722.73
From 367 to 731 days
65,751.85 80,075.45 84,840.20
From 732 to 1,096 days
90,344.98 110,408.88 123,261.56
From 1,097 to 1,461 days
204,141.59 181,501.51 182,233.69
From 1,462 to 1,827 days
69,650.21 84,143.07 95,368.07
From 1,828 to 2,557 days
48,929.43 63,409.70 72,278.06
From 2,558 to 3,653 days
133,665.74 133,797.35 121,410.48
From 3,654 to 5,479 days
23,421.50 23,446.50 25,781.50
From 5,480 to 7,305 days
14,760.00 13,760.00 14,225.00
Over 7,306 days
0.00 0.00 0.00
Domestic and foreign OTC markets
5,274,951.74 5,008,995.54 4,983,629.70
From 1 to 7 days
31,392.94 3,113.47 4,106.25
From 8 to 31 days
65,721.71 125,527.03 23,948.65
From 32 to 92 days
161,249.68 111,778.88 80,222.27
From 93 to 184 days
134,829.36 161,316.76 255,976.38
From 185 to 366 days
512,962.18 444,547.22 365,994.16
From 367 to 731 days
451,861.24 414,822.37 414,028.92
From 732 to 1,096 days
404,906.46 404,904.86 452,275.67
From 1,097 to 1,461 days
463,140.66 415,687.81 385,901.95
From 1,462 to 1,827 days
443,911.38 446,474.76 463,330.70
From 1,828 to 2,557 days
641,809.63 633,480.39 640,095.53
From 2,558 to 3,653 days
1,636,401.95 1,534,480.77 1,583,594.37
From 3,654 to 5,479 days
165,704.97 157,072.17 156,459.00
From 5,480 to 7,305 days
105,330.66 103,461.31 104,325.18
Over 7,306 days
55,728.92 52,327.74 53,370.68
Futures 6/
1,683.74 2,520.20 4,621.05
Outstanding derivatives by underlying asset
Interest rates
0.00 0.00 0.00
TIIE
0.00 0.00 0.00
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
151.82 186.20 233.64
Index IPC
126.30 93.63 126.84
S&P 500
16.23 83.63 91.36
NASDAQ Composite
8.43 8.06 14.60
Other equities and equity indexes
0.85 0.88 0.84
Debt securities
1,295.51 2,186.91 4,283.07
Mexican Govt Bonds
819.72 1,399.31 1,590.03
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
49.81 449.47 2,417.61
Other debt securities
425.98 338.14 275.42
Foreign currencies
150.75 134.82 97.51
US dollar
150.75 134.82 97.51
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
85.67 12.27 6.83
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
1,047.62 1,588.63 1,815.22
Mexican derivative exchange
1,047.62 1,588.63 1,815.22
US derivative exchanges
286.34 605.08 2,542.58
Chicago Mercantile Exchange
74.66 131.69 105.96
Chicago Board of Trade
142.12 466.45 2,429.79
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
69.56 6.94 6.83
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
349.78 326.48 263.25
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
349.78 326.48 263.25
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
0.00 0.00 1,679.60
From 32 to 92 days
1,613.01 2,514.86 6.83
From 93 to 184 days
60.15 5.33 2,934.62
From 185 to 366 days
0.00 0.00 0.00
From 367 to 731 days
10.58 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/
233,741.83 216,387.90 255,632.83
Outstanding derivatives by underlying asset
Interest rates
63.25 52.50 47.50
TIIE
63.25 52.50 47.50
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
81,925.68 83,111.36 87,153.17
Index IPC
40.14 32.09 10.22
S&P500
51,120.23 55,481.82 56,881.20
ETF's (Exchange Traded Funds)
12.35 12.35 7.26
NASDAQ 100
8.59 18.81 13.74
NIKKEI-225
26,170.50 24,280.41 26,908.48
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
4,573.87 3,285.89 3,332.27
Debt securities
11,375.42 7,573.38 15,968.07
Mexican Govt Bonds
8,845.36 3,196.72 12,416.80
US Treasury Bonds
81.61 17.66 18.15
US Treasury Notes
106.89 323.28 1,443.24
Other debt securities
2,341.55 4,035.72 2,089.89
Foreign currencies
140,288.57 125,618.25 152,441.61
FX swaps on US dollar 7/
278.91 416.81 623.25
Non-FX swaps on US dollar 7/
104,531.10 95,167.41 131,307.40
FX swaps on EURO 7/
0.00 0.00 0.00
Non-FX swaps on EURO 7/
28,721.57 23,727.81 14,124.32
FX swaps on other foreign currencies  7/
0.00 0.00 0.00
Non-FX swaps on other foreign currencies  7/
6,757.00 6,306.23 6,386.63
Commodities
88.91 32.41 22.48
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Outstanding derivatives by counterparty
Domestic Counterparties
127,724.08 115,257.27 139,619.41
Financial entities
95,327.37 88,548.46 109,867.28
Commercial Banks
9,654.45 8,449.65 11,579.29
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
85,480.93 79,888.16 98,091.88
SOFOMES
191.99 210.66 196.12
Other domestic financial entities
0.00 0.00 0.00
Non-Financial entities
32,396.71 26,708.81 29,752.12
Federal Government and Decentralized Entities
11,644.57 10,920.77 6,277.88
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
10,823.32 6,090.36 13,199.39
Non-financial private entities
9,928.83 9,697.68 10,274.86
Foreign Counterparties
106,017.75 101,130.63 116,013.42
Financial entities
106,007.41 101,126.54 116,004.90
US commercial banks
42,201.60 48,762.17 70,468.72
EU commercial banks
2,228.69 2,203.25 2,523.75
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
8.91 8.71 19.51
Other EU financial entities
61,568.21 50,152.40 42,992.91
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Non-Financial entities
10.35 4.09 8.53
Federal and local US governments
0.00 0.00 0.00