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 - Oct 2017, Monthly, Millions of Pesos, Nominal Stocks

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Aug 2017 Sep 2017 Oct 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
23,172,614.30 23,501,696.85 24,838,595.60
Swaps 3/
17,818,794.33 17,979,010.14 18,725,324.31
Outstanding derivatives by underlying asset
Interest Rate Swaps (single currency) 3/
14,627,111.76 14,742,477.77 15,401,675.07
Standardized TIIE-28 days Vs Fixed Rate 4/
9,431,385.12 9,361,210.31 9,632,035.29
TIIE Vs Fixed Rate Non-Standardized 4/
792,983.18 833,233.38 831,442.32
LIBOR Vs Fixed Rate
3,421,998.62 3,534,418.93 3,837,516.33
other interest rates
980,744.84 1,013,615.15 1,100,681.14
Cross Currency Swap (Only over interest rates) 5/
3,178,830.86 3,221,741.18 3,308,535.69
TIIE Vs LIBOR
1,325,225.61 1,340,552.41 1,330,198.36
TIIE Vs Fixed Rate
813,191.90 825,275.15 864,137.42
Other cross interest rates
1,040,413.34 1,055,913.61 1,114,199.91
Underlying different to rates
12,851.71 14,791.19 15,113.55
Outstanding derivatives by counterparty (or exchange)
Domestic counterparties and markets
4,903,163.49 4,899,098.08 4,991,408.29
Financial entities
3,648,861.69 3,618,561.96 3,694,933.13
Commercial Banks
1,409,457.00 1,394,746.91 1,382,645.22
Development Banks
299,108.08 301,542.13 309,849.18
Brokerage Houses
715,657.52 732,500.52 798,369.36
Investment firms and funds
1,835.00 1,960.00 3,010.00
SIEFORES
715,741.10 694,825.72 645,649.89
SOFOMES
92,017.75 99,693.05 109,640.54
Other domestic financial entities
70,255.14 66,725.53 68,723.34
Mexican derivative exchange
344,790.10 326,568.10 377,045.60
Non-financial entities
1,254,301.80 1,280,536.13 1,296,475.16
Federal Government and Decentralized Entities
245,233.98 245,296.33 255,053.87
State and Municipal governments and their entities
169,250.54 176,120.25 175,923.48
Resident individuals in Mexico
1,002.06 990.97 998.94
Non-financial private entities
838,815.22 858,128.58 864,498.87
Foreign Counterparties
12,915,630.84 13,079,912.06 13,733,916.02
Financial entities
12,915,630.84 13,079,912.06 13,733,916.02
US commercial banks
2,304,981.28 2,243,639.29 2,254,980.27
EU commercial banks
4,001,478.92 4,021,743.49 4,100,507.01
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
691,197.24 682,311.37 703,546.52
Other US financial entities
105,334.15 101,181.09 100,275.79
Other EU financial entities
312,630.12 312,252.15 326,516.59
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
1,616.57 1,619.25 1,628.98
Chicago Mercantile Exchange
5,498,392.56 5,717,165.42 6,246,460.87
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
4,478,029.34 4,598,198.32 5,028,310.93
From 1 to 7 days
6,105.56 58,530.86 62,597.84
From 8 to 31 days
229,889.96 189,863.72 206,818.86
From 32 to 92 days
510,656.24 445,386.30 450,724.33
From 93 to 184 days
565,918.50 606,329.61 558,616.71
From 185 to 366 days
542,368.01 546,673.28 713,212.73
From 367 to 731 days
600,021.36 608,620.15 670,619.09
From 732 to 1,096 days
337,200.68 348,531.25 392,762.12
From 1,097 to 1,461 days
245,747.08 272,271.15 345,228.17
From 1,462 to 1,827 days
524,581.48 545,780.10 548,794.40
From 1,828 to 2,557 days
197,068.62 211,530.74 225,135.06
From 2,558 to 3,653 days
645,212.13 689,472.72 775,435.98
From 3,654 to 5,479 days
40,840.52 42,756.97 44,552.35
From 5,480 to 7,305 days
27,957.57 27,925.38 29,088.06
Over 7,306 days
4,461.64 4,526.10 4,725.22
Domestic and foreign OTC markets
13,340,764.99 13,380,811.82 13,697,013.39
From 1 to 7 days
63,186.83 177,960.54 123,995.42
From 8 to 31 days
269,051.21 280,119.28 294,760.59
From 32 to 92 days
876,342.93 738,388.14 767,115.34
From 93 to 184 days
932,216.36 932,359.81 814,228.18
From 185 to 366 days
1,187,973.54 1,198,985.82 1,286,430.04
From 367 to 731 days
1,549,351.78 1,514,764.08 1,555,498.87
From 732 to 1,096 days
1,281,838.98 1,297,123.38 1,338,744.87
From 1,097 to 1,461 days
1,099,836.60 1,100,192.93 1,149,014.50
From 1,462 to 1,827 days
1,013,410.08 1,074,970.48 1,137,472.57
From 1,828 to 2,557 days
1,724,216.26 1,698,933.77 1,795,817.75
From 2,558 to 3,653 days
2,473,582.51 2,488,431.25 2,532,191.35
From 3,654 to 5,479 days
517,850.32 516,243.45 522,424.89
From 5,480 to 7,305 days
254,285.03 255,228.20 260,686.02
Over 7,306 days
97,622.55 107,110.69 118,632.99
Futures 6/
85,141.60 85,967.35 93,619.79
Outstanding derivatives by underlying asset
Interest rates
10,750.00 9,541.40 6,994.30
TIIE
10,750.00 9,541.40 6,994.30
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
8,664.23 9,629.82 11,150.81
Index IPC
1,495.53 1,223.51 1,348.80
S&P 500
6,971.24 7,722.50 8,777.74
NASDAQ Composite
163.39 340.08 684.65
Other equities and equity indexes
34.07 343.72 339.62
Debt securities
2,954.92 347.96 1,359.27
Mexican Govt Bonds
2,779.11 347.96 668.63
US Treasury Bonds
0.00 0.00 146.01
US Treasury Notes
0.00 0.00 0.00
Other debt securities
175.81 0.00 544.64
Foreign currencies
62,772.45 66,448.17 74,115.41
US dollar
62,769.36 66,445.04 74,112.17
EURO
3.09 3.13 3.24
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
45,544.59 47,898.89 52,918.74
Mexican derivative exchange
45,544.59 47,898.89 52,918.74
US derivative exchanges
39,387.13 38,050.08 40,149.89
Chicago Mercantile Exchange
39,387.13 38,050.08 40,003.89
Chicago Board of Trade
0.00 0.00 146.01
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
209.88 18.37 551.15
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
209.88 18.37 551.15
Other foreign derivative exchanges
0.00 0.00 0.00
Outstanding derivatives by original term
From 1 to 7 days
175.81 0.00 0.00
From 8 to 31 days
49,219.23 4,991.15 2,814.89
From 32 to 92 days
4,040.06 72,040.57 78,249.23
From 93 to 184 days
27,850.27 6,152.71 7,749.16
From 185 to 366 days
3,856.23 2,079.73 4,149.80
From 367 to 731 days
0.00 448.80 430.10
From 732 to 1,096 days
0.00 224.40 206.60
From 1,097 to 1,461 days
0.00 30.00 20.00
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/
2,890,079.09 3,064,763.80 3,489,050.51
Outstanding derivatives by underlying asset
Interest rates
308,785.69 303,383.19 297,635.36
TIIE
308,785.69 303,383.19 297,635.36
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
79,067.80 103,298.30 128,854.95
Index IPC
6,581.42 6,882.03 6,976.52
S&P500
18,728.54 30,389.72 32,004.79
ETF's (Exchange Traded Funds)
547.08 558.13 4,429.49
NASDAQ 100
0.00 0.00 0.00
NIKKEI-225
17,578.91 9,897.48 15,284.08
Russell 2000
246.41 252.98 265.82
Other equities and equity indexes
35,385.43 55,317.96 69,894.26
Debt securities
6,503.15 10,691.09 42,091.04
Mexican Govt Bonds
5,224.36 9,402.74 33,306.44
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
0.00 0.00 0.00
Other debt securities
1,278.79 1,288.35 8,784.60
Foreign currencies
2,495,613.83 2,647,335.23 3,020,410.34
FX swaps on US dollar 7/
1,356,104.62 1,470,162.53 1,702,186.71
Non-FX swaps on US dollar 7/
780,217.93 783,582.12 963,875.15
FX swaps on EURO 7/
60,211.22 67,905.65 69,916.39
Non-FX swaps on EURO 7/
195,224.06 199,662.40 179,396.52
FX swaps on other foreign currencies  7/
15,068.71 29,391.67 29,663.96
Non-FX swaps on other foreign currencies  7/
88,787.29 96,630.87 75,371.61
Commodities
108.62 55.99 58.83
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Outstanding derivatives by counterparty
Domestic Counterparties
1,020,672.19 1,084,671.29 1,096,660.86
Financial entities
745,665.24 814,702.78 821,284.64
Commercial Banks
107,701.55 149,774.11 126,880.94
Development Banks
11,697.83 31,402.63 21,815.71
Brokerage Houses
13,329.97 12,844.53 16,040.61
Investment firms and funds
0.00 0.00 0.00
SIEFORES
591,995.00 599,945.62 636,332.38
SOFOMES
1,283.53 1,416.91 1,387.23
Other domestic financial entities
19,657.36 19,318.97 18,827.77
Non-Financial entities
275,006.94 269,968.51 275,376.22
Federal Government and Decentralized Entities
27,207.95 18,548.02 38,600.17
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
702.34 701.54 649.26
Non-financial private entities
247,096.65 250,718.95 236,126.79
Foreign Counterparties
1,869,406.90 1,980,092.52 2,392,389.65
Financial entities
1,869,337.70 1,980,059.34 2,392,309.80
US commercial banks
329,795.00 319,376.53 343,745.85
EU commercial banks
1,364,229.28 1,484,809.38 1,849,443.15
Latin american commercial banks
15,082.09 14,900.28 13,774.31
Other foreign commercial banks
69,574.94 63,711.15 68,919.81
Other US financial entities
72,524.16 75,294.74 75,817.91
Other EU financial entities
18,007.08 21,666.33 40,445.89
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
125.14 300.92 162.89
Non-Financial entities
69.20 33.17 79.85