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 - Mar 2018, Monthly, Millions of Pesos, Nominal Stocks

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Jan 2018 Feb 2018 Mar 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 /
Total outstanding amounts by instrument, underlying asset, counterparty and original term
24,719,016.20 25,438,586.74 24,834,597.65
Swaps 3/
19,288,000.06 19,724,730.71 19,327,251.07
Outstanding derivatives by underlying asset
Interest Rate Swaps (single currency) 3/
16,034,505.74 16,392,914.08 16,162,314.83
Standardized TIIE-28 days Vs Fixed Rate 4/
10,144,519.30 10,091,935.66 10,176,693.52
TIIE Vs Fixed Rate Non-Standardized 4/
813,127.69 1,064,965.50 824,704.45
LIBOR Vs Fixed Rate
3,819,391.69 3,905,360.97 3,841,873.53
other interest rates
1,257,467.07 1,330,651.95 1,319,043.34
Cross Currency Swap (Only over interest rates) 5/
3,245,029.00 3,324,297.91 3,157,626.90
TIIE Vs LIBOR
1,294,483.61 1,339,771.77 1,221,483.94
TIIE Vs Fixed Rate
871,139.57 874,032.77 848,733.73
Other cross interest rates
1,079,405.83 1,110,493.37 1,087,409.22
Underlying different to rates
8,465.32 7,518.72 7,309.34
Outstanding derivatives by counterparty (or exchange)
Domestic counterparties and markets
4,857,389.00 4,885,274.75 4,805,583.85
Financial entities
3,580,367.20 3,604,638.07 3,518,270.85
Commercial Banks
1,317,362.90 1,331,082.44 1,320,490.02
Development Banks
303,154.51 307,049.17 307,154.39
Brokerage Houses
805,713.15 825,919.11 805,025.25
Investment firms and funds
4,910.00 6,236.70 6,223.62
SIEFORES
538,769.77 511,437.46 418,275.21
SOFOMES
118,641.35 128,218.93 127,077.72
Other domestic financial entities
58,080.43 55,592.66 51,356.10
Mexican derivative exchange
433,735.10 439,101.60 482,668.55
Non-financial entities
1,277,021.80 1,280,636.68 1,287,312.99
Federal Government and Decentralized Entities
261,503.54 274,715.06 269,386.08
State and Municipal governments and their entities
151,876.37 140,742.50 140,553.77
Resident individuals in Mexico
1,024.43 956.97 819.88
Non-financial private entities
862,617.47 864,222.15 876,553.26
Foreign Counterparties
14,430,611.05 14,839,455.95 14,521,667.23
Financial entities
14,430,611.05 14,839,455.95 14,521,097.23
US commercial banks
2,172,480.12 2,175,718.98 2,179,366.58
EU commercial banks
3,998,035.00 4,070,954.29 3,956,905.09
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
683,169.90 677,059.66 647,537.76
Other US financial entities
89,290.08 88,345.43 85,495.12
Other EU financial entities
318,547.85 326,250.30 327,631.45
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
1,635.59 1,633.37 1,627.72
Chicago Mercantile Exchange
7,167,452.51 7,499,493.92 7,322,533.51
Other foreign derivative exchanges
0.00 0.00 0.00
Non-Financial entities
0.00 0.00 570.00
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
0.00 0.00 570.00
Foreign individuals
0.00 0.00 0.00
Outstanding derivatives by market and original term
Domestic and foreign organized exchanges
5,802,686.95 6,193,870.41 6,120,866.81
From 1 to 7 days
61,455.67 302,173.62 120,750.49
From 8 to 31 days
247,440.93 240,919.24 199,956.16
From 32 to 92 days
572,302.81 544,892.42 616,488.51
From 93 to 184 days
648,412.61 653,081.01 588,037.94
From 185 to 366 days
804,687.93 875,640.46 922,502.99
From 367 to 731 days
859,744.46 843,790.52 833,779.29
From 732 to 1,096 days
381,745.63 400,399.59 412,481.60
From 1,097 to 1,461 days
439,353.59 486,011.19 539,398.12
From 1,462 to 1,827 days
512,897.62 515,953.37 502,355.82
From 1,828 to 2,557 days
286,709.35 307,580.18 320,168.04
From 2,558 to 3,653 days
881,729.11 914,876.11 953,493.10
From 3,654 to 5,479 days
56,609.68 57,339.98 59,091.86
From 5,480 to 7,305 days
42,959.73 43,922.60 44,963.09
Over 7,306 days
6,637.83 7,290.13 7,399.80
Domestic and foreign OTC markets
13,485,313.10 13,530,860.29 13,206,384.26
From 1 to 7 days
77,039.79 79,470.39 159,467.90
From 8 to 31 days
296,632.00 342,112.55 205,510.27
From 32 to 92 days
812,883.05 614,530.64 671,088.98
From 93 to 184 days
841,230.81 910,820.40 820,600.39
From 185 to 366 days
1,140,504.11 1,114,948.43 1,110,899.31
From 367 to 731 days
1,559,684.36 1,597,305.12 1,516,072.65
From 732 to 1,096 days
1,276,410.06 1,321,810.71 1,326,990.36
From 1,097 to 1,461 days
1,105,313.76 1,100,100.02 1,091,027.90
From 1,462 to 1,827 days
1,169,492.75 1,176,352.26 1,206,054.89
From 1,828 to 2,557 days
1,892,654.95 1,914,864.31 1,839,429.86
From 2,558 to 3,653 days
2,395,269.99 2,431,547.57 2,355,447.74
From 3,654 to 5,479 days
522,764.83 511,490.26 498,270.34
From 5,480 to 7,305 days
256,110.01 268,662.67 261,289.76
Over 7,306 days
139,322.63 146,844.97 144,233.90
Futures 6/
94,595.05 100,261.84 75,589.98
Outstanding derivatives by underlying asset
Interest rates
3,848.95 3,297.70 2,746.45
TIIE
3,848.95 3,297.70 2,746.45
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
3,864.40 3,941.74 2,661.43
Index IPC
2,560.97 2,189.56 655.35
S&P 500
953.09 1,280.08 1,881.26
NASDAQ Composite
283.86 432.45 107.91
Other equities and equity indexes
66.48 39.65 16.92
Debt securities
1,662.46 3,961.43 4,880.66
Mexican Govt Bonds
1,210.24 1,883.83 2,624.45
US Treasury Bonds
0.00 134.26 0.00
US Treasury Notes
452.21 1,224.16 1,541.73
Other debt securities
0.00 719.19 714.49
Foreign currencies
85,219.23 89,060.98 65,301.43
US dollar
85,214.74 89,056.50 65,297.06
EURO
4.50 4.48 4.37
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
67,426.90 72,535.56 52,345.68
Mexican derivative exchange
67,426.90 72,535.56 52,345.68
US derivative exchanges
27,101.67 26,967.44 22,512.90
Chicago Mercantile Exchange
26,649.45 25,609.03 20,971.17
Chicago Board of Trade
452.21 1,358.41 1,541.73
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
66.48 758.84 731.40
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
66.48 758.84 731.40
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
1,776.58 58,348.02 2,173.10
From 32 to 92 days
60,574.29 1,722.73 53,773.51
From 93 to 184 days
19,597.62 22,493.37 15,849.35
From 185 to 366 days
12,120.50 17,209.32 3,343.25
From 367 to 731 days
373.55 354.40 335.25
From 732 to 1,096 days
152.50 134.00 115.50
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/
2,937,363.79 3,215,419.93 3,037,332.86
Outstanding derivatives by underlying asset
Interest rates
163,768.67 160,448.75 548.75
TIIE
163,768.67 160,448.75 548.75
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
138,147.03 146,254.51 52,947.32
Index IPC
991.95 886.49 496.56
S&P500
27,159.68 29,877.90 14,921.62
ETF's (Exchange Traded Funds)
4,455.13 2,501.93 2,461.48
NASDAQ 100
0.00 0.00 0.00
NIKKEI-225
29,428.20 27,903.88 0.00
Russell 2000
275.14 278.79 281.59
Other equities and equity indexes
75,836.93 84,805.51 34,786.07
Debt securities
30,902.88 30,941.94 30,941.94
Mexican Govt Bonds
30,902.88 30,941.94 30,941.94
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
2,604,458.62 2,877,723.84 2,952,845.72
FX swaps on US dollar 7/
1,483,171.08 1,706,402.54 1,784,034.81
Non-FX swaps on US dollar 7/
803,167.43 833,475.23 831,094.72
FX swaps on EURO 7/
62,105.10 94,027.89 95,327.04
Non-FX swaps on EURO 7/
158,895.26 131,471.72 136,902.51
FX swaps on other foreign currencies  7/
33,679.96 30,397.34 31,439.80
Non-FX swaps on other foreign currencies  7/
63,439.81 81,949.13 74,046.83
Commodities
86.58 50.89 49.13
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Outstanding derivatives by counterparty
Domestic Counterparties
961,716.21 1,024,338.46 871,264.19
Financial entities
591,607.73 633,433.45 480,343.32
Commercial Banks
109,282.64 163,285.07 196,201.64
Development Banks
20,815.92 37,081.73 53,105.97
Brokerage Houses
12,141.12 7,614.44 8,708.74
Investment firms and funds
230.69 0.00 0.00
SIEFORES
431,523.58 408,054.68 203,260.91
SOFOMES
1,274.05 1,172.26 1,298.37
Other domestic financial entities
16,339.72 16,225.28 17,767.68
Non-Financial entities
370,108.48 390,905.01 390,920.87
Federal Government and Decentralized Entities
161,643.54 160,158.52 154,550.02
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
2,320.98 1,890.81 3,357.51
Non-financial private entities
206,143.96 228,855.68 233,013.34
Foreign Counterparties
1,975,647.57 2,191,081.47 2,166,068.67
Financial entities
1,975,560.75 2,190,915.41 2,165,962.13
US commercial banks
296,884.09 325,045.79 332,697.29
EU commercial banks
1,525,858.35 1,713,798.93 1,648,400.60
Latin american commercial banks
9,751.70 12,283.39 7,548.54
Other foreign commercial banks
57,088.60 54,030.71 68,374.50
Other US financial entities
42,953.44 38,093.38 39,486.44
Other EU financial entities
42,950.22 47,587.88 69,400.22
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
74.35 75.34 54.54
Non-Financial entities
86.83 166.06 106.54