Sistema de Información Económica

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Outstanding derivatives at end of month from domestic brokerage houses, commercial and development Banks - (CF581)

Period: Jan 2007 - Mar 2019, Monthly, Millions of Pesos, Nominal Stocks

Jan 2007 - Mar 2019

Monthly

Millions of Pesos

Nominal Stocks

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Jan 2019 Feb 2019 Mar 2019
Outstanding derivatives at end of month from domestic brokerage houses, commercial and development Banks
In organized and OTC markets 1 /
- Total outstanding (nominal) amounts in millions of pesos 2 /
i
- Total outstanding amounts by instrument, underlying asset, counterparty and original term
33,038,201.75 33,653,469.25 35,796,230.08
i
+ Swaps 3/
27,030,931.85 27,231,089.16 27,732,886.38
+ Outstanding derivatives by underlying asset
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+ Interest Rate Swaps (single currency) 3/
21,196,912.36 21,340,767.67 21,825,531.85
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Standardized TIIE-28 days Vs Fixed Rate 4/
13,952,564.51 14,048,248.27 14,547,235.14
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TIIE Vs Fixed Rate Non-Standardized 4/
1,018,033.70 1,030,683.13 1,035,173.35
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LIBOR Vs Fixed Rate
4,605,548.26 4,630,813.27 4,549,588.60
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Other interest rates
1,620,765.89 1,631,023.01 1,693,534.76
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+ Cross Currency Swap (Only over interest rates) 5/
5,739,200.64 5,795,637.79 5,813,048.24
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TIIE Vs LIBOR
2,131,835.65 2,147,831.27 2,146,333.86
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TIIE Vs Fixed Rate
2,161,821.93 2,175,662.43 2,176,755.83
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Other cross interest rates
1,445,543.06 1,472,144.09 1,489,958.55
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Underlying different to rates
94,818.85 94,683.70 94,306.29
+ Outstanding derivatives by counterparty (or exchange)
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+ Domestic counterparties and markets
6,319,535.33 6,302,023.52 6,268,706.66
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+ Financial entities
4,527,294.15 4,503,948.20 4,491,973.96
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Commercial Banks
1,882,198.28 1,870,957.33 1,840,993.89
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Development Banks
325,515.48 326,189.69 332,330.48
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Brokerage Houses
618,804.47 596,787.66 597,293.82
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Investment firms and funds
3,579.94 4,780.66 3,696.50
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SIEFORES
516,208.13 520,388.98 519,571.42
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SOFOMES
156,516.38 160,018.00 162,354.74
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Other domestic financial entities
46,087.16 46,066.57 42,246.31
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Mexican derivative exchange
978,384.30 978,759.30 993,486.80
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+ Non-financial entities
1,792,241.18 1,798,075.32 1,776,732.69
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Federal Government and Decentralized Entities
460,849.96 466,597.73 455,599.20
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State and Municipal governments and their entities
124,339.33 124,176.29 124,017.72
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Resident individuals in Mexico
27,107.94 18,147.02 12,617.75
i
Non-financial private entities
1,179,943.96 1,189,154.27 1,184,498.03
i
+ Foreign Counterparties
20,711,396.53 20,929,065.64 21,464,179.72
i
+ Financial entities
20,710,819.93 20,928,493.12 21,463,608.80
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US commercial banks
1,829,223.60 1,806,608.46 1,738,144.05
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EU commercial banks
5,701,151.92 5,834,523.17 6,027,680.74
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Latin american commercial banks
0.00 0.00 0.00
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Other foreign commercial banks
633,526.18 639,018.76 636,276.22
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Other US financial entities
740,504.16 743,433.55 761,074.66
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Other EU financial entities
3,075,265.63 3,081,279.65 3,220,589.64
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Other latin american financial entities
0.00 0.00 0.00
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Other foreign financial entities
1,148.53 1,403.64 1,403.64
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Chicago Mercantile Exchange
8,729,999.90 8,822,225.89 9,078,439.86
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Other foreign derivative exchanges
0.00 0.00 0.00
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+ Non-Financial entities
576.60 572.52 570.92
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Federal and local US governments
0.00 0.00 0.00
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Federal and local EU governments
0.00 0.00 0.00
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Federal and local LA governments
0.00 0.00 0.00
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Other foreign federal and local governments
0.00 0.00 0.00
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Non-financial US private entities
0.00 0.00 0.00
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Non-financial EU private entities
0.00 0.00 0.00
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Non-financial LA private entities
0.00 0.00 0.00
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Other foreign non-financial private entities
570.00 570.00 570.00
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Foreign individuals
6.60 2.52 0.92
+ Outstanding derivatives by market and original term
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+ Domestic and foreign organized exchanges
7,837,460.32 8,008,372.26 8,242,051.25
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From 1 to 7 days
69,799.62 54,493.93 68,995.36
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From 8 to 31 days
216,163.41 233,060.23 300,316.30
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From 32 to 92 days
653,537.96 663,656.75 757,176.83
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From 93 to 184 days
645,745.38 656,271.76 522,605.78
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From 185 to 366 days
784,143.74 831,307.74 923,079.85
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From 367 to 731 days
867,147.84 937,512.18 1,027,942.20
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From 732 to 1,096 days
871,556.05 999,853.16 1,078,715.45
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From 1,097 to 1,461 days
1,067,151.36 968,157.36 929,700.95
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From 1,462 to 1,827 days
656,707.17 666,332.01 695,032.43
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From 1,828 to 2,557 days
531,602.94 537,946.51 503,932.33
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From 2,558 to 3,653 days
1,266,355.84 1,245,250.21 1,241,833.51
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From 3,654 to 5,479 days
110,951.66 116,479.35 101,356.05
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From 5,480 to 7,305 days
77,207.72 78,562.75 69,821.03
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Over 7,306 days
19,389.61 19,488.32 21,543.19
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+ Domestic and foreign OTC markets
19,193,471.53 19,222,716.90 19,490,835.13
i
From 1 to 7 days
209,855.13 137,007.57 68,876.29
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From 8 to 31 days
373,916.73 398,490.81 452,032.16
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From 32 to 92 days
1,071,662.24 939,523.03 984,177.64
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From 93 to 184 days
1,234,009.21 1,197,014.71 1,116,047.21
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From 185 to 366 days
1,560,795.57 1,577,235.35 1,572,461.24
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From 367 to 731 days
2,451,212.35 2,564,077.09 2,781,711.95
i
From 732 to 1,096 days
1,919,059.43 2,001,852.17 2,001,352.86
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From 1,097 to 1,461 days
1,767,292.11 1,725,524.12 1,804,252.69
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From 1,462 to 1,827 days
1,872,357.27 1,938,729.92 1,956,289.47
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From 1,828 to 2,557 days
2,536,059.54 2,508,020.36 2,491,075.54
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From 2,558 to 3,653 days
2,921,009.91 2,973,846.27 2,995,876.30
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From 3,654 to 5,479 days
708,223.18 662,089.30 656,818.62
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From 5,480 to 7,305 days
360,036.55 381,798.49 390,201.77
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Over 7,306 days
207,982.31 217,507.70 219,661.42
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+ Futures 6/
62,915.60 66,935.62 82,470.70
+ Outstanding derivatives by underlying asset
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+ Interest rates
6,026.05 5,488.40 4,950.75
i
TIIE
6,026.05 5,488.40 4,950.75
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CETES rate
0.00 0.00 0.00
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Other interest rates
0.00 0.00 0.00
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+ Equities and equity indexes
2,509.18 3,323.26 2,251.75
i
Index IPC
1,957.54 2,074.27 1,976.05
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S&P 500
302.46 945.64 232.94
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NASDAQ Composite
188.16 238.88 19.99
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Other equities and equity indexes
61.03 64.47 22.77
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+ Debt securities
2,805.56 3,092.79 2,479.29
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Mexican Govt Bonds
1,858.60 1,883.73 1,296.24
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US Treasury Bonds
0.00 279.34 0.00
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US Treasury Notes
123.15 567.85 327.55
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Other debt securities
823.81 361.87 855.50
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+ Foreign currencies
51,536.07 54,999.00 72,759.65
i
US dollar
51,536.07 54,966.12 72,726.96
i
EURO
0.00 32.88 32.69
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Other foreign currencies
0.00 0.00 0.00
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Commodities
38.74 32.17 29.26
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Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Outstanding derivatives by derivative exchange
i
+ Domestic derivative exchanges
42,055.00 45,109.00 46,922.13
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Mexican derivative exchange
42,055.00 45,109.00 46,922.13
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+ US derivative exchanges
19,996.27 21,419.84 34,694.60
i
Chicago Mercantile Exchange
19,841.82 20,547.13 34,338.66
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Chicago Board of Trade
138.42 862.65 348.91
i
Intercontinental Futures and Options Exchange
0.00 0.00 7.03
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New York Mercantile Exchange
16.03 10.06 0.00
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+ Latin America (LA) derivative exchanges
0.00 0.00 0.00
i
Bolsa de Mercaderias y Futuros (Brazil)
0.00 0.00 0.00
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+ European Union (EU) derivative exchanges
864.33 406.77 853.98
i
London International Financial Futures and Options Exchange
0.00 0.00 0.00
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Athens Stock Exchange (Greece)
0.00 0.00 0.00
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Sociedad Rectora del Mercado de Productos Derivados (Spain)
0.00 0.00 0.00
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Europe Global Financial Marketplace
864.33 406.77 853.98
i
Other foreign derivative exchanges
0.00 0.00 0.00
+ Outstanding derivatives by original term
i
From 1 to 7 days
0.00 203.37 0.00
i
From 8 to 31 days
6,739.71 44,378.41 8,584.98
i
From 32 to 92 days
36,725.60 1,104.54 67,526.51
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From 93 to 184 days
16,134.69 18,338.61 3,970.43
i
From 185 to 366 days
3,163.10 2,776.69 2,273.28
i
From 367 to 731 days
152.50 134.00 115.50
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From 732 to 1,096 days
0.00 0.00 0.00
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From 1,097 to 1,461 days
0.00 0.00 0.00
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From 1,462 to 1,827 days
0.00 0.00 0.00
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From 1,828 to 2,557 days
0.00 0.00 0.00
i
From 2,558 to 3,653 days
0.00 0.00 0.00
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From 3,654 to 5,479 days
0.00 0.00 0.00
i
From 5,480 to 7,305 days
0.00 0.00 0.00
i
Over 7,306 days
0.00 0.00 0.00
i
+ Forwards 5/  10/
3,421,449.19 3,416,091.16 3,329,790.30
+ Outstanding derivatives by underlying asset
i
+ Interest rates
110.00 96.00 96.00
i
TIIE
110.00 96.00 96.00
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LIBOR
0.00 0.00 0.00
i
CETES rate
0.00 0.00 0.00
i
Other interest rates
0.00 0.00 0.00
i
+ Equities and equity indexes
134,049.76 166,647.23 130,903.60
i
Index IPC
446.23 438.96 272.81
i
S&P500
39,819.73 57,283.70 32,597.67
i
ETF's (Exchange Traded Funds)
14,430.83 16,867.74 21,105.52
i
NASDAQ 100
2.56 0.00 11.44
i
NIKKEI-225
27,096.49 28,411.45 29,688.33
i
Russell 2000
0.00 0.00 0.00
i
Other equities and equity indexes
52,253.91 63,645.39 47,227.83
i
+ Debt securities
47,833.86 47,187.07 39,038.40
i
Mexican Govt Bonds
45,719.96 45,653.95 37,018.97
i
US Treasury Bonds
14.45 15.58 15.70
i
US Treasury Notes
121.66 579.30 337.19
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Other debt securities
1,977.79 938.24 1,666.54
i
+ Foreign currencies
3,238,739.76 3,201,510.44 3,159,089.44
i
FX swaps on US dollar 7/
1,707,377.29 1,725,645.80 1,722,253.24
i
Non-FX swaps on US dollar 7/
1,209,234.46 1,194,462.71 1,162,377.53
i
FX swaps on EURO 7/
81,509.94 60,552.85 63,525.91
i
Non-FX swaps on EURO 7/
171,609.26 153,395.86 145,222.92
i
FX swaps on other foreign currencies  7/
17,228.16 16,465.69 15,897.91
i
Non-FX swaps on other foreign currencies  7/
51,780.64 50,987.53 49,811.93
i
Commodities
715.81 650.43 662.86
i
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Outstanding derivatives by counterparty
i
+ Domestic Counterparties
902,774.92 851,596.57 881,116.45
i
+ Financial entities
496,779.33 439,725.78 462,176.76
i
Commercial Banks
172,655.76 169,624.31 188,810.49
i
Development Banks
21,649.04 12,871.13 10,707.08
i
Brokerage Houses
9,558.54 11,029.35 14,434.89
i
Investment firms and funds
477.76 494.46 517.02
i
SIEFORES
275,752.30 227,476.24 230,194.41
i
SOFOMES
3,166.63 3,105.57 3,342.97
i
Other domestic financial entities
13,519.30 15,124.72 14,169.91
i
+ Non-Financial entities
405,995.60 411,870.79 418,939.69
i
Federal Government and Decentralized Entities
111,176.65 112,147.61 112,857.55
i
State and Municipal governments and their entities
0.00 0.00 0.00
i
Resident individuals in Mexico
15,126.97 16,309.35 15,223.85
i