Sistema de Información Económica

Outstanding derivatives at end of month from domestic commercial and development Banks - (CF583)

Period: Jan 2007 - May 2019, Monthly, Millions of Pesos, Nominal Stocks

Jan 2007 - May 2019

Monthly

Millions of Pesos

Nominal Stocks

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Mar 2019 Apr 2019 May 2019
Outstanding derivatives at end of month from domestic commercial and development Banks
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
29,018,836.91 28,631,800.94 30,072,022.20
+ Swaps 3/
21,750,756.45 21,475,515.59 21,842,785.31
+ Outstanding derivatives by underlying asset
+ Interest Rate Swaps (single currency) 3/
18,497,827.51 18,272,287.87 18,579,014.32
Standardized TIIE-28 days Vs Fixed Rate 4/
11,874,367.50 11,807,286.02 11,821,231.98
TIIE Vs Fixed Rate Non-Standardized 4/
947,263.95 952,010.89 963,204.43
LIBOR Vs Fixed Rate
4,070,371.44 3,945,210.52 4,110,005.51
other interest rates
1,605,824.62 1,567,780.44 1,684,572.40
+ Cross Currency Swap (Only over interest rates) 5/
3,229,666.70 3,180,073.47 3,240,597.60
TIIE Vs LIBOR
1,246,213.66 1,210,673.82 1,237,566.71
TIIE Vs Fixed Rate
837,928.10 841,970.73 850,863.38
Other cross interest rates
1,145,524.94 1,127,428.92 1,152,167.51
Underlying different to rates
23,262.24 23,154.25 23,173.40
+ Outstanding derivatives by counterparty (or exchange)
+ Domestic counterparties and markets
4,848,460.02 4,816,625.36 4,885,354.12
+ Financial entities
3,326,997.21 3,299,217.07 3,343,101.33
Commercial Banks
1,316,995.49 1,301,086.72 1,305,826.16
Development Banks
330,555.42 330,972.73 331,914.84
Brokerage Houses
533,594.69 517,506.27 548,938.29
Investment firms and funds
3,160.00 3,660.00 4,388.85
SIEFORES
394,667.45 384,676.75 399,413.56
SOFOMES
151,810.29 147,408.04 153,190.57
Other domestic financial entities
39,818.78 35,825.20 36,503.42
Mexican derivative exchange
556,395.10 578,081.35 562,925.65
+ Non-financial entities
1,521,462.81 1,517,408.29 1,542,252.79
Federal Government and Decentralized Entities
311,111.22 303,862.77 311,131.62
State and Municipal governments and their entities
124,017.72 129,845.59 121,494.87
Resident individuals in Mexico
2,497.77 2,467.81 2,614.84
Non-financial private entities
1,083,836.10 1,081,232.11 1,107,011.46
+ Foreign Counterparties
16,902,296.43 16,658,890.23 16,957,431.19
+ Financial entities
16,901,726.43 16,658,320.23 16,956,861.19
US commercial banks
1,561,264.46 1,528,981.90 1,533,048.45
EU commercial banks
6,015,547.64 5,878,600.55 5,985,283.37
Latin american commercial banks
0.00 1,517.89 1,570.27
Other foreign commercial banks
636,276.22 619,279.48 605,119.02
Other US financial entities
56,561.63 56,111.10 56,618.52
Other EU financial entities
313,442.86 306,018.04 314,299.74
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
1,403.64 1,069.86 1,403.64
Chicago Mercantile Exchange
8,317,229.98 8,266,741.41 8,459,518.18
Other foreign derivative exchanges
0.00 0.00 0.00
+ Non-Financial entities
570.00 570.00 570.00
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
0.00 0.00 0.00
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
570.00 570.00 570.00
Foreign individuals
0.00 0.00 0.00
+ Outstanding derivatives by market and original term
+ Domestic and foreign organized exchanges
7,043,749.68 6,989,193.08 7,083,100.19
From 1 to 7 days
68,995.36 64,255.99 75,993.21
From 8 to 31 days
294,128.80 246,970.66 338,566.21
From 32 to 92 days
726,256.51 647,022.05 473,589.65
From 93 to 184 days
504,900.77 590,057.78 564,370.83
From 185 to 366 days
837,352.11 811,823.91 809,199.71
From 367 to 731 days
827,092.89 836,058.36 880,260.33
From 732 to 1,096 days
815,183.98 852,306.63 923,702.74
From 1,097 to 1,461 days
763,000.16 735,707.19 729,494.07
From 1,462 to 1,827 days
547,732.20 552,523.19 532,632.19
From 1,828 to 2,557 days
436,022.07 423,037.05 445,978.72
From 2,558 to 3,653 days
1,073,406.83 1,080,683.85 1,128,753.82
From 3,654 to 5,479 days
73,048.78 72,944.20 77,902.09
From 5,480 to 7,305 days
55,086.03 56,747.79 70,027.61
Over 7,306 days
21,543.19 19,054.43 32,629.03
+ Domestic and foreign OTC markets
14,707,006.77 14,486,322.51 14,759,685.12
From 1 to 7 days
60,201.84 47,189.44 130,168.95
From 8 to 31 days
373,888.10 312,465.91 387,470.61
From 32 to 92 days
874,005.65 887,160.96 681,575.68
From 93 to 184 days
946,799.61 906,028.38 908,088.93
From 185 to 366 days
1,330,288.81 1,288,078.95 1,412,630.70
From 367 to 731 days
2,095,599.73 2,088,839.43 2,135,607.78
From 732 to 1,096 days
1,484,163.62 1,476,444.98 1,494,768.55
From 1,097 to 1,461 days
1,366,429.55 1,399,358.48 1,463,193.76
From 1,462 to 1,827 days
1,385,386.51 1,387,463.57 1,365,984.15
From 1,828 to 2,557 days
2,011,935.83 1,988,882.91 2,025,178.46
From 2,558 to 3,653 days
1,816,674.12 1,770,565.49 1,790,989.31
From 3,654 to 5,479 days
516,762.07 495,962.20 517,541.45
From 5,480 to 7,305 days
279,651.59 275,019.83 278,959.37
Over 7,306 days
165,219.72 162,861.97 167,527.43
+ Futures 6/
80,098.65 81,112.53 88,575.89
+ Outstanding derivatives by underlying asset
+ Interest rates
4,950.75 4,413.10 3,875.45
TIIE
4,950.75 4,413.10 3,875.45
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
+ Equities and equity indexes
1,948.81 2,440.13 2,120.43
Index IPC
1,826.73 2,396.13 1,998.65
S&P 500
98.67 13.93 95.87
NASDAQ Composite
8.57 8.88 11.38
Other equities and equity indexes
14.84 21.18 14.53
+ Debt securities
576.87 587.22 2,305.82
Mexican Govt Bonds
32.98 225.30 197.95
US Treasury Bonds
0.00 0.00 448.82
US Treasury Notes
0.00 361.91 445.23
Other debt securities
543.89 0.00 1,213.82
+ Foreign currencies
72,622.22 73,672.09 80,274.18
US dollar
72,589.53 73,640.25 80,274.18
EURO
32.69 31.84 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
0.00 0.00 0.00
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
45,409.18 46,645.12 52,291.73
Mexican derivative exchange
45,409.18 46,645.12 52,291.73
+ US derivative exchanges
34,130.74 34,446.22 35,055.80
Chicago Mercantile Exchange
34,130.74 34,084.31 34,161.75
Chicago Board of Trade
0.00 361.91 894.05
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
0.00 0.00 0.00
+ 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
558.73 21.18 1,228.35
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
558.73 21.18 1,228.35
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
8,584.98 8,377.84 65,049.50
From 32 to 92 days
65,297.67 64,380.27 1,055.70
From 93 to 184 days
3,838.45 4,388.53 18,931.17
From 185 to 366 days
2,262.05 3,868.90 3,461.02
From 367 to 731 days
115.50 97.00 78.50
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/  10/
3,203,859.52 3,162,135.07 3,824,040.57
+ Outstanding derivatives by underlying asset
+ Interest rates
73.25 54.50 46.25
TIIE
73.25 54.50 46.25
LIBOR
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
114,461.18 113,290.89 119,761.25
Index IPC
228.21 228.21 283.22
S&P500
20,913.90 23,562.17 28,545.41
ETF's (Exchange Traded Funds)
19,584.62 14,337.83 11,294.34
NASDAQ 100
0.00 0.00 0.00
NIKKEI-225
29,688.33 28,840.09 32,237.87
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
44,046.12 46,322.59 47,400.41
+ Debt securities
23,146.80 22,040.71 20,941.47
Mexican Govt Bonds
23,146.80 22,040.71 20,941.47
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
0.00 0.00 0.00
Other debt securities
0.00 0.00 0.00
+ Foreign currencies
3,065,544.97 3,026,019.61 3,682,540.30
FX swaps on US dollar 7/
1,721,827.69 526,189.99 848,488.55
Non-FX swaps on US dollar 7/
1,083,654.01 2,235,789.20 2,573,048.85
FX swaps on EURO 7/
63,525.91 43,440.92 35,286.87
Non-FX swaps on EURO 7/
143,609.97 165,058.11 170,241.84
FX swaps on other foreign currencies  7/
15,897.91 15,256.79 14,322.16
Non-FX swaps on other foreign currencies  7/
37,029.48 40,284.61 41,152.04
Commodities
633.31 729.36 751.30
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Outstanding derivatives by counterparty
+ Domestic Counterparties
808,829.63 787,423.34 831,634.56
+ Financial entities
419,841.33 413,841.49 460,199.90
Commercial Banks
174,430.88 172,765.23 211,361.58
Development Banks
10,707.08 9,153.68 7,796.36
Brokerage Houses
14,434.89 14,669.85 16,501.43
Investment firms and funds
31.32 0.00 0.00
SIEFORES
203,120.07 200,000.73 208,487.78
SOFOMES
2,947.17 2,978.19 3,176.23
Other domestic financial entities
14,169.91 14,273.81 12,876.51
+ Non-Financial entities
388,988.30 373,581.85 371,434.66
Federal Government and Decentralized Entities
106,906.49 104,153.47 108,006.21
State and Municipal governments and their entities
0.00 0.00 0.98
Resident individuals in Mexico
1,762.96 1,667.68 2,411.55
Non-financial private entities
280,318.85 267,760.70 261,015.91
+ Foreign Counterparties
2,395,029.89 2,374,711.74 2,992,406.01