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

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Oct 2017 Nov 2017 Dec 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
24,838,595.60 25,043,181.45 24,929,151.06
Swaps 3/
18,725,324.31 18,613,754.55 19,502,617.34
Outstanding derivatives by underlying asset
Interest Rate Swaps (single currency) 3/
15,401,675.07 15,363,774.46 16,120,104.21
Standardized TIIE-28 days Vs Fixed Rate 4/
9,632,035.29 9,628,093.67 10,025,651.10
TIIE Vs Fixed Rate Non-Standardized 4/
831,442.32 828,668.17 821,364.74
LIBOR Vs Fixed Rate
3,837,516.33 3,741,997.48 3,998,756.06
other interest rates
1,100,681.14 1,165,015.14 1,274,332.31
Cross Currency Swap (Only over interest rates) 5/
3,308,535.69 3,235,814.13 3,373,463.11
TIIE Vs LIBOR
1,330,198.36 1,329,237.81 1,380,464.50
TIIE Vs Fixed Rate
864,137.42 855,772.98 883,690.85
Other cross interest rates
1,114,199.91 1,050,803.35 1,109,307.76
Underlying different to rates
15,113.55 14,165.97 9,050.02
Outstanding derivatives by counterparty (or exchange)
Domestic counterparties and markets
4,991,408.29 4,882,289.88 5,036,257.75
Financial entities
3,694,933.13 3,596,755.59 3,722,392.76
Commercial Banks
1,382,645.22 1,337,417.71 1,353,473.99
Development Banks
309,849.18 296,252.62 305,989.04
Brokerage Houses
798,369.36 786,038.92 830,697.61
Investment firms and funds
3,010.00 4,110.00 4,610.00
SIEFORES
645,649.89 612,883.96 621,522.07
SOFOMES
109,640.54 109,405.98 116,196.31
Other domestic financial entities
68,723.34 68,086.80 70,115.15
Mexican derivative exchange
377,045.60 382,559.60 419,788.60
Non-financial entities
1,296,475.16 1,285,534.29 1,313,864.98
Federal Government and Decentralized Entities
255,053.87 249,249.38 265,502.09
State and Municipal governments and their entities
175,923.48 182,006.08 170,671.23
Resident individuals in Mexico
998.94 1,026.98 1,015.53
Non-financial private entities
864,498.87 853,251.86 876,676.13
Foreign Counterparties
13,733,916.02 13,731,464.67 14,466,359.59
Financial entities
13,733,916.02 13,731,464.67 14,466,359.59
US commercial banks
2,254,980.27 2,185,448.54 2,234,455.85
EU commercial banks
4,100,507.01 4,030,467.82 4,157,331.96
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
703,546.52 699,088.69 707,397.33
Other US financial entities
100,275.79 98,491.13 94,346.86
Other EU financial entities
326,516.59 321,469.56 332,636.49
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
1,628.98 1,625.22 1,720.69
Chicago Mercantile Exchange
6,246,460.87 6,394,873.71 6,938,470.41
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
5,028,310.93 5,121,471.62 5,522,604.93
From 1 to 7 days
62,597.84 105,818.63 35,297.40
From 8 to 31 days
206,818.86 137,124.25 242,252.04
From 32 to 92 days
450,724.33 585,279.69 612,862.86
From 93 to 184 days
558,616.71 526,000.40 581,040.72
From 185 to 366 days
713,212.73 687,163.83 670,595.41
From 367 to 731 days
670,619.09 709,516.42 807,715.40
From 732 to 1,096 days
392,762.12 384,030.77 389,804.18
From 1,097 to 1,461 days
345,228.17 357,960.68 421,554.81
From 1,462 to 1,827 days
548,794.40 533,913.34 527,321.76
From 1,828 to 2,557 days
225,135.06 224,236.24 267,720.06
From 2,558 to 3,653 days
775,435.98 781,353.98 864,623.03
From 3,654 to 5,479 days
44,552.35 51,512.42 57,336.66
From 5,480 to 7,305 days
29,088.06 32,690.53 36,539.44
Over 7,306 days
4,725.22 4,870.43 7,941.16
Domestic and foreign OTC markets
13,697,013.39 13,492,282.93 13,980,012.41
From 1 to 7 days
123,995.42 66,652.97 85,529.14
From 8 to 31 days
294,760.59 258,060.72 371,027.16
From 32 to 92 days
767,115.34 829,493.69 852,210.09
From 93 to 184 days
814,228.18 731,342.83 834,021.19
From 185 to 366 days
1,286,430.04 1,259,020.87 1,169,304.50
From 367 to 731 days
1,555,498.87 1,578,186.91 1,654,593.21
From 732 to 1,096 days
1,338,744.87 1,350,164.02 1,388,212.99
From 1,097 to 1,461 days
1,149,014.50 1,107,447.73 1,113,641.31
From 1,462 to 1,827 days
1,137,472.57 1,141,603.05 1,194,413.18
From 1,828 to 2,557 days
1,795,817.75 1,784,595.28 1,875,585.52
From 2,558 to 3,653 days
2,532,191.35 2,489,332.73 2,527,206.37
From 3,654 to 5,479 days
522,424.89 520,714.72 521,088.45
From 5,480 to 7,305 days
260,686.02 247,924.17 258,453.35
Over 7,306 days
118,632.99 127,743.25 134,725.94
Futures 6/
93,619.79 90,730.86 94,235.70
Outstanding derivatives by underlying asset
Interest rates
6,994.30 5,946.85 4,900.20
TIIE
6,994.30 5,946.85 4,900.20
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
11,150.81 11,217.36 1,789.79
Index IPC
1,348.80 1,696.52 1,430.24
S&P 500
8,777.74 8,927.09 147.95
NASDAQ Composite
684.65 250.97 199.69
Other equities and equity indexes
339.62 342.78 11.90
Debt securities
1,359.27 1,468.87 776.03
Mexican Govt Bonds
668.63 1,327.35 776.03
US Treasury Bonds
146.01 141.52 0.00
US Treasury Notes
0.00 0.00 0.00
Other debt securities
544.64 0.00 0.00
Foreign currencies
74,115.41 72,097.78 86,769.69
US dollar
74,112.17 72,093.46 86,765.09
EURO
3.24 4.32 4.60
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
52,918.74 50,980.65 68,572.66
Mexican derivative exchange
52,918.74 50,980.65 68,572.66
US derivative exchanges
40,149.89 39,739.08 25,651.14
Chicago Mercantile Exchange
40,003.89 39,597.56 25,651.14
Chicago Board of Trade
146.01 141.52 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
551.15 11.12 11.90
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
551.15 11.12 11.90
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
2,814.89 56,104.34 5,393.08
From 32 to 92 days
78,249.23 3,316.66 56,530.27
From 93 to 184 days
7,749.16 22,283.59 20,068.54
From 185 to 366 days
4,149.80 8,416.08 11,680.11
From 367 to 731 days
430.10 411.40 392.70
From 732 to 1,096 days
206.60 188.80 171.00
From 1,097 to 1,461 days
20.00 10.00 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/
3,489,050.51 3,819,928.26 2,997,271.70
Outstanding derivatives by underlying asset
Interest rates
297,635.36 292,211.94 167,112.00
TIIE
297,635.36 292,211.94 167,112.00
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
128,854.95 133,746.50 131,973.20
Index IPC
6,976.52 8,874.65 741.97
S&P500
32,004.79 32,086.46 26,808.43
ETF's (Exchange Traded Funds)
4,429.49 4,379.14 4,709.25
NASDAQ 100
0.00 0.00 0.00
NIKKEI-225
15,284.08 17,346.76 28,525.39
Russell 2000
265.82 257.98 290.84
Other equities and equity indexes
69,894.26 70,801.50 70,897.32
Debt securities
42,091.04 33,201.95 33,201.95
Mexican Govt Bonds
33,306.44 33,201.95 33,201.95
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
0.00 0.00 0.00
Other debt securities
8,784.60 0.00 0.00
Foreign currencies
3,020,410.34 3,360,679.41 2,664,891.10
FX swaps on US dollar 7/
1,702,186.71 1,882,512.54 1,447,569.86
Non-FX swaps on US dollar 7/
963,875.15 1,091,038.61 860,074.15
FX swaps on EURO 7/
69,916.39 77,458.51 90,112.22
Non-FX swaps on EURO 7/
179,396.52 177,738.77 179,718.33
FX swaps on other foreign currencies  7/
29,663.96 58,053.46 31,963.45
Non-FX swaps on other foreign currencies  7/
75,371.61 73,877.53 55,453.08
Commodities
58.83 88.46 93.45
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Outstanding derivatives by counterparty
Domestic Counterparties
1,096,660.86 1,193,928.83 972,398.71
Financial entities
821,284.64 860,223.09 574,133.62
Commercial Banks
126,880.94 108,401.65 68,921.12
Development Banks
21,815.71 16,153.91 6,347.57
Brokerage Houses
16,040.61 9,753.68 8,972.47
Investment firms and funds
0.00 0.00 0.00
SIEFORES
636,332.38 705,315.35 470,245.08
SOFOMES
1,387.23 1,633.63 2,985.52
Other domestic financial entities
18,827.77 18,964.88 16,661.85
Non-Financial entities
275,376.22 333,705.74 398,265.09
Federal Government and Decentralized Entities
38,600.17 97,034.98 172,882.73
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
649.26 806.73 617.21
Non-financial private entities
236,126.79 235,864.02 224,765.15
Foreign Counterparties
2,392,389.65 2,625,999.43 2,024,873.00
Financial entities
2,392,309.80 2,625,902.90 2,024,795.60
US commercial banks
343,745.85 374,039.46 315,173.44
EU commercial banks
1,849,443.15 2,058,160.35 1,535,482.28
Latin american commercial banks
13,774.31 8,472.14 9,598.70
Other foreign commercial banks
68,919.81 69,705.69 60,543.23
Other US financial entities
75,817.91 76,410.05 64,593.00
Other EU financial entities
40,445.89 39,012.91 39,296.88
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
162.89 102.29 108.07
Non-Financial entities
79.85 96.53 77.40