SISTEMA DE INFORMACIÓN ECONÓMICA

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

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

Jan 2007 - Dec 2018

Monthly

Millions of Pesos

Nominal Stocks

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Oct 2018 Nov 2018 Dec 2018
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 /
i
- Total outstanding amounts by instrument, underlying asset, counterparty and original term
28,413,604.96 28,858,052.88 27,043,569.32
i
+ Swaps 3/
21,965,908.66 22,203,685.44 21,155,469.03
+ Outstanding derivatives by underlying asset
i
+ Interest Rate Swaps (single currency) 3/
18,567,036.99 18,752,752.38 17,832,211.31
i
Standardized TIIE-28 days Vs Fixed Rate 4/
11,615,638.20 11,945,962.34 11,139,604.00
i
TIIE Vs Fixed Rate Non-Standardized 4/
879,887.17 893,162.80 899,098.37
i
LIBOR Vs Fixed Rate
4,494,077.34 4,347,620.84 4,232,875.45
i
other interest rates
1,577,434.28 1,566,006.40 1,560,633.49
i
+ Cross Currency Swap (Only over interest rates) 5/
3,379,431.25 3,431,607.66 3,304,045.68
i
TIIE Vs LIBOR
1,300,296.03 1,324,937.42 1,261,827.20
i
TIIE Vs Fixed Rate
895,914.81 906,515.95 884,094.80
i
Other cross interest rates
1,183,220.42 1,200,154.29 1,158,123.68
i
Underlying different to rates
19,440.42 19,325.39 19,212.03
+ Outstanding derivatives by counterparty (or exchange)
i
+ Domestic counterparties and markets
5,087,926.47 4,959,362.46 4,910,540.81
i
+ Financial entities
3,604,208.51 3,447,475.07 3,399,558.21
i
Commercial Banks
1,340,148.75 1,363,756.85 1,358,885.99
i
Development Banks
327,104.61 329,723.82 325,056.01
i
Brokerage Houses
737,336.67 559,517.96 556,305.06
i
Investment firms and funds
5,893.44 5,993.44 5,893.44
i
SIEFORES
416,452.92 417,839.95 401,455.69
i
SOFOMES
148,474.55 141,912.21 147,080.55
i
Other domestic financial entities
49,758.47 49,183.23 46,078.87
i
Mexican derivative exchange
579,039.10 579,547.60 558,802.60
i
+ Non-financial entities
1,483,717.97 1,511,887.39 1,510,982.61
i
Federal Government and Decentralized Entities
316,550.69 312,529.52 305,051.46
i
State and Municipal governments and their entities
130,266.17 127,444.09 125,493.81
i
Resident individuals in Mexico
2,067.47 2,527.95 2,590.32
i
Non-financial private entities
1,034,833.64 1,069,385.84 1,077,847.01
i
+ Foreign Counterparties
16,877,982.19 17,244,322.98 16,244,928.21
i
+ Financial entities
16,877,412.19 17,243,752.98 16,244,358.21
i
US commercial banks
1,810,660.18 1,775,462.66 1,672,013.19
i
EU commercial banks
5,286,347.52 5,625,095.20 5,638,816.67
i
Latin american commercial banks
0.00 0.00 0.00
i
Other foreign commercial banks
677,226.37 683,831.56 666,142.89
i
Other US financial entities
60,811.56 59,476.25 59,025.44
i
Other EU financial entities
346,360.34 344,781.82 330,154.68
i
Other latin american financial entities
0.00 0.00 0.00
i
Other foreign financial entities
1,485.17 1,403.64 1,403.64
i
Chicago Mercantile Exchange
8,694,446.05 8,753,626.86 7,876,726.70
i
Other foreign derivative exchanges
75.00 75.00 75.00
i
+ Non-Financial entities
570.00 570.00 570.00
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
i
Other foreign federal and local governments
0.00 0.00 0.00
i
Non-financial US private entities
0.00 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
570.00 570.00 570.00
i
Foreign individuals
0.00 0.00 0.00
+ Outstanding derivatives by market and original term
i
+ Domestic and foreign organized exchanges
7,123,686.73 7,274,391.83 6,496,685.10
i
From 1 to 7 days
92,250.51 110,004.44 64,374.38
i
From 8 to 31 days
234,307.68 272,186.02 330,481.48
i
From 32 to 92 days
771,180.26 669,264.94 537,358.89
i
From 93 to 184 days
724,534.68 734,149.48 535,508.27
i
From 185 to 366 days
748,539.90 775,335.70 649,748.67
i
From 367 to 731 days
907,549.91 891,585.30 747,166.60
i
From 732 to 1,096 days
647,608.60 684,366.50 662,440.12
i
From 1,097 to 1,461 days
803,587.68 818,893.43 787,826.82
i
From 1,462 to 1,827 days
486,991.08 531,284.33 508,324.99
i
From 1,828 to 2,557 days
438,041.61 459,143.25 448,826.31
i
From 2,558 to 3,653 days
1,109,940.82 1,163,391.76 1,064,982.38
i
From 3,654 to 5,479 days
79,959.93 82,768.40 77,201.47
i
From 5,480 to 7,305 days
59,222.88 62,476.96 62,260.54
i
Over 7,306 days
19,971.21 19,541.30 20,184.18
i
+ Domestic and foreign OTC markets
14,842,221.93 14,929,293.61 14,658,783.92
i
From 1 to 7 days
54,593.14 61,766.53 59,409.42
i
From 8 to 31 days
310,992.76 401,376.93 315,910.59
i
From 32 to 92 days
833,831.13 805,533.59 837,061.96
i
From 93 to 184 days
968,277.48 984,881.40 1,119,349.10
i
From 185 to 366 days
1,420,121.95 1,503,564.44 1,338,243.39
i
From 367 to 731 days
1,986,053.57 2,040,027.37 2,044,958.98
i
From 732 to 1,096 days
1,508,803.46 1,468,724.30 1,433,498.44
i
From 1,097 to 1,461 days
1,354,048.24 1,381,010.26 1,348,175.21
i
From 1,462 to 1,827 days
1,253,839.00 1,261,043.53 1,238,349.70
i
From 1,828 to 2,557 days
2,100,988.03 2,082,458.76 2,049,445.67
i
From 2,558 to 3,653 days
2,070,143.48 1,936,118.98 1,897,966.50
i
From 3,654 to 5,479 days
534,449.22 555,264.62 555,486.47
i
From 5,480 to 7,305 days
282,367.30 281,826.97 257,785.85
i
Over 7,306 days
163,713.18 165,695.92 163,142.64
i
+ Futures 6/
96,782.81 92,888.45 52,590.27
+ Outstanding derivatives by underlying asset
i
+ Interest rates
7,656.70 7,110.20 6,563.70
i
TIIE
7,656.70 7,110.20 6,563.70
i
CETES rate
0.00 0.00 0.00
i
Other interest rates
0.00 0.00 0.00
i
+ Equities and equity indexes
3,580.96 4,890.59 1,567.63
i
Index IPC
751.96 2,836.25 1,098.31
i
S&P 500
2,700.64 1,842.90 261.61
i
NASDAQ Composite
116.32 191.91 207.72
i
Other equities and equity indexes
12.04 19.53 0.00
i
+ Debt securities
1,745.13 1,685.42 932.49
i
Mexican Govt Bonds
1,007.43 935.82 332.15
i
US Treasury Bonds
0.00 0.00 0.00
i
US Treasury Notes
0.00 0.00 47.80
i
Other debt securities
737.71 749.61 552.55
i
+ Foreign currencies
83,800.01 79,202.24 43,526.45
i
US dollar
83,800.01 79,202.24 43,526.45
i
EURO
0.00 0.00 0.00
i
Other foreign currencies
0.00 0.00 0.00
i
Commodities
0.00 0.00 0.00
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
58,745.19 55,665.02 34,868.60
i
Mexican derivative exchange
58,745.19 55,665.02 34,868.60
i
+ US derivative exchanges
37,298.46 36,464.31 17,169.12
i
Chicago Mercantile Exchange
37,298.46 36,464.31 17,121.32
i
Chicago Board of Trade
0.00 0.00 47.80
i
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
i
New York Mercantile Exchange
0.00 0.00 0.00
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
739.16 759.12 552.55
i
London International Financial Futures and Options Exchange
0.00 0.00 0.00
i
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
739.16 759.12 552.55
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
2,195.29 70,760.09 2,133.59
i
From 32 to 92 days
77,053.21 3,867.91 33,105.95
i
From 93 to 184 days
12,511.68 13,776.43 13,890.52
i
From 185 to 366 days
3,796.03 3,785.22 3,289.21
i
From 367 to 731 days
1,206.60 688.80 171.00
i
From 732 to 1,096 days
20.00 10.00 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/  10/
3,649,778.70 3,757,185.25 3,165,704.70
+ Outstanding derivatives by underlying asset
i
+ Interest rates
119.75 107.00 95.00
i
TIIE
119.75 107.00 95.00
i
LIBOR
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
95,242.13 168,609.61 98,607.33
i
Index IPC
391.12 371.13 428.21
i
S&P500
12,604.19 41,624.64 19,005.13
i
ETF's (Exchange Traded Funds)
10,075.09 4,417.58 3,944.25
i
NASDAQ 100
0.00 0.00 0.00
i
NIKKEI-225
22,965.57 24,416.65 26,880.95
i
Russell 2000
314.68 316.13 0.00
i
Other equities and equity indexes
48,891.48 97,463.47 48,348.80
i
+ Debt securities
32,129.25 37,585.55 34,607.36
i
Mexican Govt Bonds
32,129.25 37,585.55 34,607.36
i
US Treasury Bonds
0.00 0.00 0.00
i
US Treasury Notes
0.00 0.00 0.00
i
Other debt securities
0.00 0.00 0.00
i
+ Foreign currencies
3,522,237.31 3,550,850.48 3,031,734.43
i
FX swaps on US dollar 7/
2,184,644.58 2,121,338.52 1,731,098.33
i
Non-FX swaps on US dollar 7/
1,053,787.54 1,108,430.26 974,000.26
i
FX swaps on EURO 7/
58,361.57 73,219.84 99,402.56
i
Non-FX swaps on EURO 7/
147,963.73 171,089.12 170,703.49
i
FX swaps on other foreign currencies  7/
16,467.60 19,557.39 17,870.36
i
Non-FX swaps on other foreign currencies  7/
61,012.28 57,215.35 38,659.43
i
Commodities
50.27 32.62 660.58
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
790,110.86 827,532.87 734,040.26
i
+ Financial entities
445,953.86 487,057.06 393,303.35
i
Commercial Banks
171,390.05 165,177.54 155,402.98
i
Development Banks
32,292.89 18,388.79 2,088.36
i
Brokerage Houses
13,271.99 10,557.89 8,360.83
i
Investment firms and funds
0.00 0.00 0.00
i
SIEFORES
211,743.87 276,988.58 211,580.47
i
SOFOMES
3,353.42 2,696.48 2,650.91
i
Other domestic financial entities
13,901.63 13,247.78 13,219.82
i
+ Non-Financial entities
344,157.00 340,475.81 340,736.91
i
Federal Government and Decentralized Entities
111,747.90 112,263.80 107,954.77
i
State and Municipal governments and their entities
0.00 0.00 0.00
i
Resident individuals in Mexico
910.48 1,443.98 1,003.63
i
Non-financial private entities