Financing and financial information of financial intermediaries   >   (CF583) - Outstanding derivatives at end of month from domestic commercial and development Banks
  Financing and financial information of financial intermediaries     (CF583) - Outstanding derivatives at end of month from domestic commercial and development Banks

Period: Jan 2007 - Aug 2017, Monthly, Millions of Pesos, Nominal Stocks

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Jun 2017 Jul 2017 Aug 2017
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
23,255,015.68 23,219,758.65 23,172,614.30
Swaps 3/
18,119,150.30 18,167,280.36 17,818,794.33
Outstanding derivatives by underlying asset
Interest Rate Swaps (single currency) 3/
14,946,189.97 14,981,395.89 14,627,111.76
Standardized TIIE-28 days Vs Fixed Rate 4/
10,035,535.04 10,016,214.93 9,431,385.12
TIIE Vs Fixed Rate Non-Standardized 4/
751,735.18 762,185.08 792,983.18
LIBOR Vs Fixed Rate
3,222,910.70 3,246,512.13 3,421,998.62
other interest rates
936,009.06 956,483.75 980,744.84
Cross Currency Swap (Only over interest rates) 5/
3,160,425.62 3,172,984.92 3,178,830.86
TIIE Vs LIBOR
1,333,098.44 1,329,861.94 1,325,225.61
TIIE Vs Fixed Rate
821,263.18 828,484.37 813,191.90
Other cross interest rates
1,006,064.00 1,014,638.61 1,040,413.34
Underlying different to rates
12,534.70 12,899.56 12,851.71
Outstanding derivatives by counterparty (or exchange)
Domestic counterparties and markets
4,884,417.27 4,841,712.77 4,903,163.49
Financial entities
3,629,099.88 3,566,513.68 3,648,861.69
Commercial Banks
1,429,154.69 1,404,314.07 1,409,457.00
Development Banks
298,825.04 297,277.45 299,108.08
Brokerage Houses
706,783.18 695,680.04 715,657.52
Investment firms and funds
3,120.00 2,735.00 1,835.00
SIEFORES
670,295.41 659,050.84 715,741.10
SOFOMES
89,263.96 92,055.46 92,017.75
Other domestic financial entities
65,408.35 69,464.57 70,255.14
Mexican derivative exchange
366,249.25 345,936.25 344,790.10
Non-financial entities
1,255,317.39 1,275,199.09 1,254,301.80
Federal Government and Decentralized Entities
239,164.94 242,006.82 245,233.98
State and Municipal governments and their entities
162,735.32 169,427.97 169,250.54
Resident individuals in Mexico
933.78 1,014.69 1,002.06
Non-financial private entities
852,483.35 862,749.61 838,815.22
Foreign Counterparties
13,234,733.02 13,325,567.60 12,915,630.84
Financial entities
13,234,733.02 13,325,567.60 12,915,630.84
US commercial banks
2,480,622.28 2,419,163.91 2,304,981.28
EU commercial banks
4,103,201.49 4,011,271.83 4,001,478.92
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
709,234.69 693,744.83 691,197.24
Other US financial entities
111,787.46 109,961.13 105,334.15
Other EU financial entities
324,997.59 320,973.79 312,630.12
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
1,610.72 1,582.67 1,616.57
Chicago Mercantile Exchange
5,503,278.79 5,768,869.43 5,498,392.56
Other foreign derivative exchanges
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
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
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
4,688,406.77 4,771,377.67 4,478,029.34
From 1 to 7 days
70,475.00 135,520.05 6,105.56
From 8 to 31 days
293,267.27 233,910.41 229,889.96
From 32 to 92 days
585,812.73 484,198.05 510,656.24
From 93 to 184 days
586,090.34 657,348.82 565,918.50
From 185 to 366 days
770,992.06 698,599.33 542,368.01
From 367 to 731 days
539,797.09 586,280.65 600,021.36
From 732 to 1,096 days
320,908.07 344,085.91 337,200.68
From 1,097 to 1,461 days
197,989.74 230,931.56 245,747.08
From 1,462 to 1,827 days
492,880.56 517,007.40 524,581.48
From 1,828 to 2,557 days
177,603.09 193,002.20 197,068.62
From 2,558 to 3,653 days
591,861.80 623,926.16 645,212.13
From 3,654 to 5,479 days
32,433.66 36,555.94 40,840.52
From 5,480 to 7,305 days
25,280.25 25,616.84 27,957.57
Over 7,306 days
3,015.12 4,394.35 4,461.64
Domestic and foreign OTC markets
13,430,743.52 13,395,902.69 13,340,764.99
From 1 to 7 days
102,804.31 61,036.78 63,186.83
From 8 to 31 days
295,067.21 350,541.74 269,051.21
From 32 to 92 days
737,893.69 787,554.20 876,342.93
From 93 to 184 days
960,825.58 949,777.37 932,216.36
From 185 to 366 days
1,304,972.76 1,245,307.96 1,187,973.54
From 367 to 731 days
1,634,775.48 1,609,530.67 1,549,351.78
From 732 to 1,096 days
1,228,754.86 1,269,776.69 1,281,838.98
From 1,097 to 1,461 days
1,090,011.60 1,039,666.38 1,099,836.60
From 1,462 to 1,827 days
1,020,476.88 1,060,938.92 1,013,410.08
From 1,828 to 2,557 days
1,726,674.53 1,735,020.76 1,724,216.26
From 2,558 to 3,653 days
2,434,832.34 2,426,508.27 2,473,582.51
From 3,654 to 5,479 days
538,589.76 507,455.73 517,850.32
From 5,480 to 7,305 days
250,722.88 255,816.80 254,285.03
Over 7,306 days
104,341.63 96,970.44 97,622.55
Futures 6/
83,555.92 84,199.11 85,141.60
Outstanding derivatives by underlying asset
Interest rates
15,750.00 13,250.00 10,750.00
TIIE
15,750.00 13,250.00 10,750.00
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
4,541.29 7,757.28 8,664.23
Index IPC
1,277.09 1,297.54 1,495.53
S&P 500
3,220.87 6,379.06 6,971.24
NASDAQ Composite
22.54 23.14 163.39
Other equities and equity indexes
20.79 57.53 34.07
Debt securities
874.29 1,768.61 2,954.92
Mexican Govt Bonds
872.01 1,493.64 2,779.11
US Treasury Bonds
0.00 272.73 0.00
US Treasury Notes
2.28 2.24 0.00
Other debt securities
0.00 0.00 175.81
Foreign currencies
62,390.34 61,423.22 62,772.45
US dollar
62,388.17 61,420.37 62,769.36
EURO
2.17 2.85 3.09
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
44,147.44 44,839.90 45,544.59
Mexican derivative exchange
44,147.44 44,839.90 45,544.59
US derivative exchanges
39,387.69 39,301.68 39,387.13
Chicago Mercantile Exchange
39,385.41 39,026.71 39,387.13
Chicago Board of Trade
2.28 274.97 0.00
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
20.79 57.53 209.88
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
20.79 57.53 209.88
Other foreign derivative exchanges
0.00 0.00 0.00
Outstanding derivatives by original term
From 1 to 7 days
0.00 0.00 175.81
From 8 to 31 days
3,841.81 4,069.89 49,219.23
From 32 to 92 days
51,105.38 52,966.01 4,040.06
From 93 to 184 days
24,858.73 24,413.21 27,850.27
From 185 to 366 days
3,500.00 2,750.00 3,856.23
From 367 to 731 days
250.00 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/  10/
2,676,138.58 2,593,110.30 2,890,079.09
Outstanding derivatives by underlying asset
Interest rates
319,640.69 314,212.61 308,785.69
TIIE
319,640.69 314,212.61 308,785.69
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
58,976.54 71,084.72 79,067.80
Index IPC
257.63 6,581.42 6,581.42
S&P500
10,004.49 13,390.91 18,728.54
ETF's (Exchange Traded Funds)
560.33 544.83 547.08
NASDAQ 100
0.00 0.00 0.00
NIKKEI-225
17,363.22 17,363.22 17,578.91
Russell 2000
249.77 245.40 246.41
Other equities and equity indexes
30,541.10 32,958.95 35,385.43
Debt securities
1,267.88 1,274.94 6,503.15
Mexican Govt Bonds
0.00 0.00 5,224.36
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
0.00 0.00 0.00
Other debt securities
1,267.88 1,274.94 1,278.79
Foreign currencies
2,296,181.46 2,206,500.69 2,495,613.83
FX swaps on US dollar 7/
1,219,774.73 1,130,118.73 1,356,104.62
Non-FX swaps on US dollar 7/
768,397.28 742,503.64 780,217.93
FX swaps on EURO 7/
52,102.63 60,955.10 60,211.22
Non-FX swaps on EURO 7/
192,885.59 207,113.11 195,224.06
FX swaps on other foreign currencies  7/
12,338.98 15,073.53 15,068.71
Non-FX swaps on other foreign currencies  7/
50,682.25 50,736.57 88,787.29
Commodities
72.01 37.35 108.62
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Outstanding derivatives by counterparty
Domestic Counterparties
952,252.16 959,822.59 1,020,672.19
Financial entities
703,574.70 702,090.29 745,665.24
Commercial Banks
94,177.78 97,836.90 107,701.55
Development Banks
11,983.71 12,155.60 11,697.83
Brokerage Houses
15,895.44 13,514.17 13,329.97
Investment firms and funds
0.00 205.63 0.00
SIEFORES
558,874.40 559,802.34 591,995.00
SOFOMES
1,381.13 1,398.14 1,283.53
Other domestic financial entities
21,262.24 17,177.52 19,657.36
Non-Financial entities
248,677.46 257,732.30 275,006.94
Federal Government and Decentralized Entities
27,678.03 27,144.81 27,207.95
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
880.14 765.05 702.34
Non-financial private entities
220,119.29 229,822.44 247,096.65
Foreign Counterparties
1,723,886.42 1,633,287.71 1,869,406.90
Financial entities
1,722,962.39 1,633,193.37 1,869,337.70
US commercial banks
342,580.53 332,071.39 329,795.00
EU commercial banks
1,195,831.35 1,138,936.79 1,364,229.28
Latin american commercial banks
7,803.84 11,216.77 15,082.09
Other foreign commercial banks
93,116.31 61,138.65 69,574.94
Other US financial entities
68,067.17 74,959.97 72,524.16
Other EU financial entities
15,363.87 14,745.18 18,007.08
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
199.32 124.62 125.14
Non-Financial entities
924.03 94.34