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

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Apr 2018 May 2018 Jun 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
25,592,402.63 26,572,248.11 26,398,004.64
Swaps 3/
19,900,934.31 20,824,557.02 20,823,213.17
Outstanding derivatives by underlying asset
Interest Rate Swaps (single currency) 3/
16,629,054.16 17,348,672.61 17,277,889.98
Standardized TIIE-28 days Vs Fixed Rate 4/
10,386,969.52 10,876,891.32 10,801,900.00
TIIE Vs Fixed Rate Non-Standardized 4/
828,480.11 831,201.87 863,186.30
LIBOR Vs Fixed Rate
4,046,731.70 4,214,334.57 4,217,870.03
other interest rates
1,366,872.84 1,426,244.84 1,394,933.65
Cross Currency Swap (Only over interest rates) 5/
3,264,952.87 3,459,732.02 3,529,254.53
TIIE Vs LIBOR
1,241,090.35 1,349,350.91 1,400,310.90
TIIE Vs Fixed Rate
867,287.65 900,434.26 903,656.97
Other cross interest rates
1,156,574.87 1,209,946.86 1,225,286.67
Underlying different to rates
6,927.28 16,152.38 16,068.66
Outstanding derivatives by counterparty (or exchange)
Domestic counterparties and markets
4,982,307.51 5,024,683.87 5,047,199.34
Financial entities
3,654,805.33 3,622,376.87 3,603,997.76
Commercial Banks
1,363,456.63 1,392,197.23 1,392,559.82
Development Banks
310,884.80 324,291.17 322,519.73
Brokerage Houses
832,492.16 751,754.59 748,770.04
Investment firms and funds
1,548.44 3,590.76 3,991.26
SIEFORES
428,366.45 422,616.07 417,191.06
SOFOMES
146,955.78 149,736.41 150,080.37
Other domestic financial entities
51,397.52 51,137.59 51,138.19
Mexican derivative exchange
519,703.55 527,053.05 517,747.30
Non-financial entities
1,327,502.19 1,402,306.99 1,443,201.58
Federal Government and Decentralized Entities
274,858.70 292,754.84 306,693.23
State and Municipal governments and their entities
140,068.07 126,989.42 137,576.72
Resident individuals in Mexico
919.24 1,122.08 1,441.11
Non-financial private entities
911,656.18 981,440.66 997,490.52
Foreign Counterparties
14,918,626.79 15,799,873.15 15,776,013.83
Financial entities
14,918,056.79 15,799,303.15 15,775,443.83
US commercial banks
2,151,640.46 2,192,306.26 2,137,020.10
EU commercial banks
4,101,653.38 4,309,768.77 4,428,815.57
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
668,168.31 684,781.45 672,772.88
Other US financial entities
82,971.83 79,035.18 75,512.34
Other EU financial entities
338,123.01 359,053.49 360,436.16
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
1,554.52 1,636.55 1,636.10
Chicago Mercantile Exchange
7,573,945.29 8,172,721.46 8,099,250.68
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
6,424,838.34 6,794,470.56 6,794,345.01
From 1 to 7 days
77,197.38 139,540.60 82,833.63
From 8 to 31 days
163,529.67 265,298.64 252,068.75
From 32 to 92 days
699,568.90 635,201.24 702,198.40
From 93 to 184 days
761,661.57 850,296.33 837,823.72
From 185 to 366 days
840,048.77 784,308.24 806,081.33
From 367 to 731 days
866,488.39 878,547.73 933,191.77
From 732 to 1,096 days
440,891.97 476,213.86 468,672.57
From 1,097 to 1,461 days
604,434.83 694,890.81 730,350.93
From 1,462 to 1,827 days
494,422.08 496,716.82 443,834.64
From 1,828 to 2,557 days
372,780.95 397,906.77 401,019.52
From 2,558 to 3,653 days
982,050.43 1,038,482.32 993,820.99
From 3,654 to 5,479 days
66,853.12 71,557.09 76,809.08
From 5,480 to 7,305 days
46,928.46 52,914.32 51,551.02
Over 7,306 days
7,981.84 12,595.80 14,088.66
Domestic and foreign OTC markets
13,476,095.96 14,030,086.45 14,028,868.15
From 1 to 7 days
41,488.13 100,146.78 196,803.78
From 8 to 31 days
180,422.93 356,857.59 271,830.40
From 32 to 92 days
816,431.62 805,748.87 653,670.21
From 93 to 184 days
782,613.07 763,681.62 732,218.92
From 185 to 366 days
1,106,265.74 1,189,387.47 1,225,763.74
From 367 to 731 days
1,593,155.35 1,614,472.77 1,693,627.31
From 732 to 1,096 days
1,394,860.61 1,501,623.38 1,483,610.77
From 1,097 to 1,461 days
1,132,752.28 1,197,409.65 1,268,490.24
From 1,462 to 1,827 days
1,251,424.16 1,341,828.70 1,364,898.95
From 1,828 to 2,557 days
1,900,655.30 1,964,125.97 1,979,512.35
From 2,558 to 3,653 days
2,359,521.34 2,238,014.67 2,200,705.08
From 3,654 to 5,479 days
510,000.39 531,162.68 536,011.47
From 5,480 to 7,305 days
255,862.36 269,355.72 272,838.93
Over 7,306 days
150,642.69 156,270.58 148,886.02
Futures 6/
90,612.39 94,827.56 85,134.83
Outstanding derivatives by underlying asset
Interest rates
11,195.20 10,693.95 10,092.70
TIIE
11,195.20 10,693.95 10,092.70
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
2,673.65 4,332.88 3,471.04
Index IPC
1,236.33 2,147.46 2,650.23
S&P 500
1,161.76 1,952.89 554.46
NASDAQ Composite
254.49 230.95 249.99
Other equities and equity indexes
21.08 1.58 16.36
Debt securities
4,816.69 4,700.33 2,320.14
Mexican Govt Bonds
2,702.75 3,739.51 1,325.78
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
1,396.96 395.21 239.07
Other debt securities
716.98 565.61 755.30
Foreign currencies
71,926.86 75,100.39 69,250.94
US dollar
71,922.45 75,095.85 69,250.94
EURO
4.41 4.54 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
67,002.64 71,663.81 70,233.15
Mexican derivative exchange
67,002.64 71,663.81 70,233.15
US derivative exchanges
22,871.70 22,596.55 14,130.02
Chicago Mercantile Exchange
21,474.74 22,201.34 13,890.95
Chicago Board of Trade
1,396.96 395.21 239.07
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
738.06 567.20 771.66
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
738.06 567.20 771.66
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
2,387.88 57,314.95 3,578.04
From 32 to 92 days
58,819.89 2,037.59 66,174.26
From 93 to 184 days
18,055.30 21,715.51 7,744.71
From 185 to 366 days
6,936.22 9,884.06 4,300.01
From 367 to 731 days
4,316.10 3,796.95 3,277.80
From 732 to 1,096 days
97.00 78.50 60.00
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/
3,093,632.00 3,226,013.39 3,163,637.20
Outstanding derivatives by underlying asset
Interest rates
312.00 244.75 194.75
TIIE
312.00 244.75 194.75
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
62,902.83 61,880.59 48,933.84
Index IPC
496.56 446.58 200.00
S&P500
21,387.67 14,998.79 9,912.47
ETF's (Exchange Traded Funds)
2,497.16 5,056.15 689.10
NASDAQ 100
0.00 0.00 0.00
NIKKEI-225
0.00 0.00 0.00
Russell 2000
289.69 308.38 308.07
Other equities and equity indexes
38,231.75 41,070.70 37,824.20
Debt securities
27,509.71 26,465.75 27,910.92
Mexican Govt Bonds
27,509.71 26,465.75 27,910.92
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
3,002,853.56 3,137,363.24 3,086,476.75
FX swaps on US dollar 7/
1,736,756.75 1,707,447.45 1,688,168.34
Non-FX swaps on US dollar 7/
924,194.72 1,045,204.95 1,061,058.87
FX swaps on EURO 7/
99,717.93 122,051.53 102,963.53
Non-FX swaps on EURO 7/
132,313.74 152,133.02 145,764.37
FX swaps on other foreign currencies  7/
28,528.52 29,805.57 19,065.70
Non-FX swaps on other foreign currencies  7/
81,341.89 80,720.71 69,455.95
Commodities
53.90 59.06 120.94
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Outstanding derivatives by counterparty
Domestic Counterparties
857,486.76 858,561.35 848,076.32
Financial entities
480,554.95 475,520.19 455,908.36
Commercial Banks
179,477.05 187,347.36 173,775.14
Development Banks
45,309.19 42,327.55 35,681.58
Brokerage Houses
9,185.51 10,862.54 9,709.80
Investment firms and funds
0.00 0.00 0.00
SIEFORES
227,167.93 214,255.84 219,686.27
SOFOMES
1,731.56 1,909.90 2,039.57
Other domestic financial entities
17,683.72 18,817.00 15,015.99
Non-Financial entities
376,931.81 383,041.17 392,167.96
Federal Government and Decentralized Entities
118,773.32 121,154.70 121,102.52
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
5,015.53 8,101.10 7,462.16
Non-financial private entities
253,142.97 253,785.37 263,603.29
Foreign Counterparties
2,236,145.23 2,367,452.03 2,315,560.88
Financial entities
2,235,678.73 2,366,871.80 2,315,048.21
US commercial banks
351,288.67 389,138.61 388,253.45
EU commercial banks
1,683,626.61 1,751,308.81 1,684,097.23
Latin american commercial banks
5,591.90 7,668.56 5,817.07
Other foreign commercial banks
73,593.37 69,752.89 75,092.97
Other US financial entities
42,044.53 44,666.58 43,480.90
Other EU financial entities
79,477.53 104,276.61 118,246.91
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
56.11 59.73 59.67
Non-Financial entities
466.50 580.23 512.67