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

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Jul 2018 Aug 2018 Sep 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
25,537,702.03 26,539,052.38 26,708,619.90
Swaps 3/
20,337,774.95 20,668,009.18 20,726,651.04
Outstanding derivatives by underlying asset
Interest Rate Swaps (single currency) 3/
16,950,241.43 17,278,123.98 17,389,643.57
Standardized TIIE-28 days Vs Fixed Rate 4/
10,794,025.11 10,793,819.42 11,004,601.60
TIIE Vs Fixed Rate Non-Standardized 4/
867,576.07 870,767.05 875,757.06
LIBOR Vs Fixed Rate
3,995,617.98 4,165,391.32 4,095,856.68
other interest rates
1,293,022.27 1,448,146.19 1,413,428.23
Cross Currency Swap (Only over interest rates) 5/
3,371,653.84 3,374,073.15 3,317,551.46
TIIE Vs LIBOR
1,333,896.97 1,335,898.11 1,326,989.28
TIIE Vs Fixed Rate
878,811.10 881,344.04 873,262.30
Other cross interest rates
1,158,945.76 1,156,831.01 1,117,299.88
Underlying different to rates
15,879.68 15,812.05 19,456.00
Outstanding derivatives by counterparty (or exchange)
Domestic counterparties and markets
4,917,345.96 4,905,357.72 4,906,380.79
Financial entities
3,498,836.53 3,470,899.79 3,476,599.51
Commercial Banks
1,345,427.63 1,295,961.27 1,278,962.78
Development Banks
311,430.77 315,607.48 314,309.07
Brokerage Houses
699,257.29 699,662.85 683,531.89
Investment firms and funds
3,893.44 5,784.25 6,080.66
SIEFORES
415,022.09 411,985.59 418,635.18
SOFOMES
142,945.17 144,080.81 143,128.50
Other domestic financial entities
48,882.84 49,495.25 46,969.14
Mexican derivative exchange
531,977.30 548,322.30 584,982.30
Non-financial entities
1,418,509.43 1,434,457.92 1,429,781.27
Federal Government and Decentralized Entities
298,668.74 304,315.36 301,010.22
State and Municipal governments and their entities
137,405.19 133,974.24 133,788.23
Resident individuals in Mexico
1,415.90 1,811.74 2,100.10
Non-financial private entities
981,019.60 994,356.60 992,882.73
Foreign Counterparties
15,420,429.00 15,762,651.47 15,820,270.25
Financial entities
15,419,859.00 15,762,081.47 15,819,700.25
US commercial banks
2,018,033.52 1,844,436.17 1,782,796.93
EU commercial banks
4,338,612.73 4,733,584.19 4,720,477.38
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
661,094.77 668,684.65 661,350.13
Other US financial entities
68,101.17 63,280.46 61,623.63
Other EU financial entities
342,360.49 343,663.99 333,395.31
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
1,454.86 1,625.12 1,620.96
Chicago Mercantile Exchange
7,990,201.47 8,106,806.90 8,258,435.92
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
6,753,460.36 6,801,521.86 6,832,960.58
From 1 to 7 days
33,633.21 58,571.63 106,342.84
From 8 to 31 days
334,206.34 305,123.49 389,926.19
From 32 to 92 days
811,803.24 791,050.78 658,922.62
From 93 to 184 days
739,551.69 663,547.18 737,574.96
From 185 to 366 days
746,515.36 775,175.50 668,941.08
From 367 to 731 days
892,067.37 871,563.67 882,436.26
From 732 to 1,096 days
483,255.27 534,515.15 558,377.83
From 1,097 to 1,461 days
732,862.49 759,056.94 777,724.36
From 1,462 to 1,827 days
438,561.66 455,990.49 450,180.74
From 1,828 to 2,557 days
393,691.69 421,489.70 425,038.17
From 2,558 to 3,653 days
999,117.58 1,007,887.84 1,026,833.94
From 3,654 to 5,479 days
78,395.37 83,494.84 76,003.81
From 5,480 to 7,305 days
52,514.77 56,470.90 56,437.23
Over 7,306 days
17,284.33 17,583.75 18,220.55
Domestic and foreign OTC markets
13,584,314.59 13,866,487.32 13,893,690.46
From 1 to 7 days
70,506.71 61,295.87 131,786.18
From 8 to 31 days
260,495.48 264,617.36 196,557.28
From 32 to 92 days
629,757.01 604,401.11 804,933.81
From 93 to 184 days
772,338.03 849,149.38 844,672.53
From 185 to 366 days
1,160,639.87 1,220,638.78 1,163,883.06
From 367 to 731 days
1,686,832.58 1,825,785.92 1,850,126.99
From 732 to 1,096 days
1,426,829.71 1,512,402.22 1,462,213.22
From 1,097 to 1,461 days
1,264,007.41 1,232,047.87 1,296,569.14
From 1,462 to 1,827 days
1,337,888.58 1,302,476.19 1,218,791.74
From 1,828 to 2,557 days
1,913,725.52 1,945,889.22 1,971,418.48
From 2,558 to 3,653 days
2,130,849.01 2,111,617.29 2,026,382.18
From 3,654 to 5,479 days
516,063.55 516,293.04 511,712.24
From 5,480 to 7,305 days
263,949.71 265,402.66 260,864.82
Over 7,306 days
150,431.43 154,470.41 153,778.80
Futures 6/
78,734.49 77,650.98 83,247.91
Outstanding derivatives by underlying asset
Interest rates
9,296.20 8,749.70 8,203.20
TIIE
9,296.20 8,749.70 8,203.20
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
3,777.97 3,475.68 2,068.86
Index IPC
2,817.89 2,245.69 845.31
S&P 500
815.45 974.58 1,107.03
NASDAQ Composite
24.17 140.11 106.08
Other equities and equity indexes
120.46 115.29 10.45
Debt securities
1,855.00 2,488.84 1,628.17
Mexican Govt Bonds
1,289.38 1,697.83 1,294.67
US Treasury Bonds
0.00 137.60 0.00
US Treasury Notes
389.55 57.32 333.49
Other debt securities
176.07 596.10 0.00
Foreign currencies
63,805.32 62,936.76 71,347.68
US dollar
63,805.32 62,936.76 71,347.68
EURO
0.00 0.00 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
64,217.29 62,827.97 48,613.36
Mexican derivative exchange
64,217.29 62,827.97 48,613.36
US derivative exchanges
14,253.08 14,146.38 34,624.10
Chicago Mercantile Exchange
13,863.53 13,951.46 34,290.60
Chicago Board of Trade
389.55 194.92 333.49
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
264.12 676.63 10.45
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
264.12 676.63 10.45
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
1,890.48 60,212.46 2,048.18
From 32 to 92 days
62,910.15 1,112.46 70,709.58
From 93 to 184 days
6,861.71 10,576.34 5,530.04
From 185 to 366 days
4,262.15 3,467.52 3,205.71
From 367 to 731 days
2,760.00 2,242.20 1,724.40
From 732 to 1,096 days
50.00 40.00 30.00
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/
2,918,750.23 3,167,384.79 3,229,908.15
Outstanding derivatives by underlying asset
Interest rates
162.50 147.50 147.50
TIIE
162.50 147.50 147.50
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
45,133.71 45,706.61 58,292.70
Index IPC
200.00 200.00 368.21
S&P500
7,727.47 7,907.48 11,955.77
ETF's (Exchange Traded Funds)
646.01 661.06 9,283.72
NASDAQ 100
0.00 0.00 0.00
NIKKEI-225
0.00 0.00 0.00
Russell 2000
288.80 295.53 289.96
Other equities and equity indexes
36,271.43 36,642.54 36,395.03
Debt securities
24,787.47 23,531.72 23,531.72
Mexican Govt Bonds
24,787.47 23,531.72 23,531.72
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
2,848,608.48 3,097,939.54 3,147,877.94
FX swaps on US dollar 7/
1,582,840.22 1,730,120.09 1,918,047.33
Non-FX swaps on US dollar 7/
957,262.53 1,050,769.09 941,780.05
FX swaps on EURO 7/
96,328.75 77,298.61 69,845.65
Non-FX swaps on EURO 7/
135,420.25 160,729.53 145,902.79
FX swaps on other foreign currencies  7/
14,624.04 15,703.54 18,106.75
Non-FX swaps on other foreign currencies  7/
62,132.69 63,318.69 54,195.37
Commodities
58.07 59.42 58.30
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Outstanding derivatives by counterparty
Domestic Counterparties
758,397.92 773,701.44 727,263.14
Financial entities
420,290.32 457,180.32 426,575.27
Commercial Banks
152,454.36 168,008.87 171,976.46
Development Banks
36,467.23 30,300.78 28,430.80
Brokerage Houses
7,659.74 11,638.10 11,000.86
Investment firms and funds
0.00 0.00 0.00
SIEFORES
206,336.83 230,376.67 198,784.18
SOFOMES
3,213.57 2,434.04 2,206.21
Other domestic financial entities
14,158.60 14,421.86 14,176.76
Non-Financial entities
338,107.60 316,521.12 300,687.87
Federal Government and Decentralized Entities
113,534.26 104,947.70 102,970.45
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
618.17 607.15 729.74
Non-financial private entities
223,955.18 210,966.26 196,987.68
Foreign Counterparties
2,160,352.31 2,393,683.35 2,502,645.01
Financial entities
2,158,890.14 2,392,176.03 2,501,281.89
US commercial banks
371,664.03 399,521.36 388,837.48
EU commercial banks
1,588,432.95 1,781,681.50 1,956,182.69
Latin american commercial banks
7,016.81 6,775.82 5,009.64
Other foreign commercial banks
67,583.99 86,636.65 50,175.50
Other US financial entities
37,699.36 40,369.76 38,746.03
Other EU financial entities
86,418.41 77,114.62 62,255.66
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
74.59 76.33 74.89
Non-Financial entities
1,462.17 1,507.32 1,363.12