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 - Jan 2019, Monthly, Millions of Pesos, Nominal Stocks

Jan 2007 - Jan 2019

Monthly

Millions of Pesos

Nominal Stocks

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Nov 2018 Dec 2018 Jan 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
35,093,910.22 33,289,422.02 33,038,201.75
i
+ Swaps 3/
27,932,340.51 26,955,635.47 27,030,931.85
+ Outstanding derivatives by underlying asset
i
+ Interest Rate Swaps (single currency) 3/
21,807,062.83 20,972,596.58 21,196,912.36
i
Standardized TIIE-28 days Vs Fixed Rate 4/
14,333,158.14 13,624,970.09 13,952,564.51
i
TIIE Vs Fixed Rate Non-Standardized 4/
976,804.26 983,897.40 1,018,033.70
i
LIBOR Vs Fixed Rate
4,855,795.20 4,728,323.99 4,605,548.26
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Other interest rates
1,641,305.23 1,635,405.10 1,620,765.89
i
+ Cross Currency Swap (Only over interest rates) 5/
6,034,908.23 5,892,782.80 5,739,200.64
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TIIE Vs LIBOR
2,261,725.07 2,195,405.38 2,131,835.65
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TIIE Vs Fixed Rate
2,247,494.28 2,219,055.68 2,161,821.93
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Other cross interest rates
1,525,688.88 1,478,321.74 1,445,543.06
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Underlying different to rates
90,369.45 90,256.09 94,818.85
+ Outstanding derivatives by counterparty (or exchange)
i
+ Domestic counterparties and markets
6,412,609.85 6,344,767.84 6,319,535.33
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+ Financial entities
4,638,702.52 4,574,610.96 4,527,294.15
i
Commercial Banks
1,913,508.82 1,905,485.13 1,882,198.28
i
Development Banks
331,232.58 326,787.81 325,515.48
i
Brokerage Houses
645,469.48 631,212.78 618,804.47
i
Investment firms and funds
6,129.94 6,226.40 3,579.94
i
SIEFORES
547,496.42 527,719.79 516,208.13
i
SOFOMES
151,989.62 156,779.24 156,516.38
i
Other domestic financial entities
50,905.38 47,759.52 46,087.16
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Mexican derivative exchange
991,970.30 972,640.30 978,384.30
i
+ Non-financial entities
1,773,907.33 1,770,156.88 1,792,241.18
i
Federal Government and Decentralized Entities
460,414.93 448,486.84 460,849.96
i
State and Municipal governments and their entities
127,444.09 125,493.81 124,339.33
i
Resident individuals in Mexico
16,782.18 16,931.55 27,107.94
i
Non-financial private entities
1,169,266.13 1,179,244.67 1,179,943.96
i
+ Foreign Counterparties
21,519,730.66 20,610,867.63 20,711,396.53
i
+ Financial entities
21,519,158.41 20,610,297.63 20,710,819.93
i
US commercial banks
1,983,076.36 1,862,513.73 1,829,223.60
i
EU commercial banks
5,641,646.90 5,653,615.91 5,701,151.92
i
Latin american commercial banks
0.00 0.00 0.00
i
Other foreign commercial banks
683,831.56 666,142.89 633,526.18
i
Other US financial entities
742,179.91 735,374.86 740,504.16
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Other EU financial entities
3,109,290.45 3,153,597.76 3,075,265.63
i
Other latin american financial entities
0.00 0.00 0.00
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Other foreign financial entities
1,403.64 1,403.64 1,148.53
i
Chicago Mercantile Exchange
9,357,654.59 8,537,573.82 8,729,999.90
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Other foreign derivative exchanges
75.00 75.00 0.00
i
+ Non-Financial entities
572.25 570.00 576.60
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Federal and local US governments
0.00 0.00 0.00
i
Federal and local EU governments
0.00 0.00 0.00
i
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
i
Non-financial EU private entities
0.00 0.00 0.00
i
Non-financial LA private entities
0.00 0.00 0.00
i
Other foreign non-financial private entities
570.00 570.00 570.00
i
Foreign individuals
2.25 0.00 6.60
+ Outstanding derivatives by market and original term
i
+ Domestic and foreign organized exchanges
8,290,842.26 7,571,369.93 7,837,460.32
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From 1 to 7 days
114,454.44 69,374.38 69,799.62
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From 8 to 31 days
281,036.02 345,031.48 216,163.41
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From 32 to 92 days
700,570.90 564,059.84 653,537.96
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From 93 to 184 days
764,900.70 564,273.59 645,745.38
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From 185 to 366 days
815,946.25 681,975.29 784,143.74
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From 367 to 731 days
982,426.05 871,075.95 867,147.84
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From 732 to 1,096 days
831,739.78 817,571.83 871,556.05
i
From 1,097 to 1,461 days
1,017,782.92 1,052,814.63 1,067,151.36
i
From 1,462 to 1,827 days
699,381.75 638,297.65 656,707.17
i
From 1,828 to 2,557 days
551,893.89 522,822.68 531,602.94
i
From 2,558 to 3,653 days
1,305,861.38 1,235,533.60 1,266,355.84
i
From 3,654 to 5,479 days
128,124.90 110,879.27 110,951.66
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From 5,480 to 7,305 days
77,181.96 77,475.54 77,207.72
i
Over 7,306 days
19,541.30 20,184.18 19,389.61
i
+ Domestic and foreign OTC markets
19,641,498.25 19,384,265.54 19,193,471.53
i
From 1 to 7 days
71,216.53 71,359.42 209,855.13
i
From 8 to 31 days
430,353.57 422,948.58 373,916.73
i
From 32 to 92 days
1,071,791.81 1,122,255.53 1,071,662.24
i
From 93 to 184 days
1,265,644.10 1,300,279.59 1,234,009.21
i
From 185 to 366 days
1,783,162.34 1,616,413.61 1,560,795.57
i
From 367 to 731 days
2,496,608.61 2,521,778.72 2,451,212.35
i
From 732 to 1,096 days
1,906,317.08 1,888,491.01 1,919,059.43
i
From 1,097 to 1,461 days
1,779,577.18 1,786,063.02 1,767,292.11
i
From 1,462 to 1,827 days
1,816,096.62 1,778,774.99 1,872,357.27
i
From 1,828 to 2,557 days
2,589,184.21 2,541,573.49 2,536,059.54
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From 2,558 to 3,653 days
3,097,276.06 3,040,166.03 2,921,009.91
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From 3,654 to 5,479 days
727,374.97 714,374.63 708,223.18
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From 5,480 to 7,305 days
386,126.84 363,337.21 360,036.55
i
Over 7,306 days
220,768.34 216,449.72 207,982.31
i
+ Futures 6/
95,675.18 54,305.08 62,915.60
+ Outstanding derivatives by underlying asset
i
+ Interest rates
7,110.20 6,563.70 6,026.05
i
TIIE
7,110.20 6,563.70 6,026.05
i
CETES rate
0.00 0.00 0.00
i
Other interest rates
0.00 0.00 0.00
i
+ Equities and equity indexes
5,132.50 1,640.32 2,509.18
i
Index IPC
2,954.80 1,138.58 1,957.54
i
S&P 500
1,938.20 273.83 302.46
i
NASDAQ Composite
203.20 212.67 188.16
i
Other equities and equity indexes
36.30 15.25 61.03
i
+ Debt securities
4,005.83 2,373.79 2,805.56
i
Mexican Govt Bonds
2,675.37 1,041.20 1,858.60
i
US Treasury Bonds
0.00 0.00 0.00
i
US Treasury Notes
289.33 492.88 123.15
i
Other debt securities
1,041.13 839.71 823.81
i
+ Foreign currencies
79,353.13 43,676.84 51,536.07
i
US dollar
79,353.13 43,676.84 51,536.07
i
EURO
0.00 0.00 0.00
i
Other foreign currencies
0.00 0.00 0.00
i
Commodities
73.52 50.43 38.74
i
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
57,632.91 35,724.07 42,055.00
i
Mexican derivative exchange
57,632.91 35,724.07 42,055.00
i
+ US derivative exchanges
37,007.14 17,757.01 19,996.27
i
Chicago Mercantile Exchange
36,618.40 17,211.24 19,841.82
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Chicago Board of Trade
315.22 518.08 138.42
i
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
i
New York Mercantile Exchange
73.52 27.68 16.03
i
+ Latin America (LA) derivative exchanges
0.00 0.00 0.00
i
Bolsa de Mercaderias y Futuros (Brazil)
0.00 0.00 0.00
i
+ European Union (EU) derivative exchanges
1,035.14 823.99 864.33
i
London International Financial Futures and Options Exchange
0.00 0.00 0.00
i
Athens Stock Exchange (Greece)
0.00 0.00 0.00
i
Sociedad Rectora del Mercado de Productos Derivados (Spain)
0.00 0.00 0.00
i
Europe Global Financial Marketplace
1,035.14 823.99 864.33
i
Other foreign derivative exchanges
0.00 0.00 0.00
+ Outstanding derivatives by original term
i
From 1 to 7 days
0.00 0.00 0.00
i
From 8 to 31 days
72,362.69 2,149.25 6,739.71
i
From 32 to 92 days
3,925.66 34,765.35 36,725.60
i
From 93 to 184 days
14,902.82 13,907.52 16,134.69
i
From 185 to 366 days
3,785.22 3,311.96 3,163.10
i
From 367 to 731 days
688.80 171.00 152.50
i
From 732 to 1,096 days
10.00 0.00 0.00
i
From 1,097 to 1,461 days
0.00 0.00 0.00
i
From 1,462 to 1,827 days
0.00 0.00 0.00
i
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
i
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/
3,953,683.63 3,306,688.48 3,421,449.19
+ Outstanding derivatives by underlying asset
i
+ Interest rates
141.00 125.00 110.00
i
TIIE
141.00 125.00 110.00
i
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
246,256.45 125,279.57 134,049.76
i
Index IPC
443.99 446.19 446.23
i
S&P500
114,330.13 40,551.29 39,819.73
i
ETF's (Exchange Traded Funds)
5,836.95 5,316.24 14,430.83
i
NASDAQ 100
11.29 5.21 2.56
i
NIKKEI-225
24,416.65 26,880.95 27,096.49
i
Russell 2000
316.13 0.00 0.00
i
Other equities and equity indexes
100,901.31 52,079.69 52,253.91
i
+ Debt securities
56,683.31 50,469.70 47,833.86
i
Mexican Govt Bonds
54,858.37 49,249.44 45,719.96
i
US Treasury Bonds
15.43 14.85 14.45
i
US Treasury Notes
302.89 453.12 121.66
i
Other debt securities
1,506.62 752.29 1,977.79
i
+ Foreign currencies
3,650,498.03 3,130,101.67 3,238,739.76
i
FX swaps on US dollar 7/
2,122,231.17 1,731,638.71 1,707,377.29
i
Non-FX swaps on US dollar 7/
1,193,062.06 1,057,702.15 1,209,234.46
i
FX swaps on EURO 7/
73,219.84 99,402.56 81,509.94
i
Non-FX swaps on EURO 7/
172,756.78 172,799.99 171,609.26
i
FX swaps on other foreign currencies  7/
19,557.39 17,870.36 17,228.16
i
Non-FX swaps on other foreign currencies  7/
69,670.79 50,687.90 51,780.64
i
Commodities
104.83 712.54 715.81
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
938,916.47 816,202.83 902,774.92
i
+ Financial entities
563,904.57 444,656.31 496,779.33
i
Commercial Banks
175,672.31 163,710.12 172,655.76
i
Development Banks
18,388.79 2,088.36 21,649.04
i
Brokerage Houses
10,557.89 8,360.83 9,558.54
i
Investment firms and funds
510.29 491.15 477.76
i
SIEFORES
342,597.09 253,694.93 275,752.30
i
SOFOMES
2,816.29 2,953.63 3,166.63
i
Other domestic financial entities
13,361.92 13,357.30 13,519.30
i
+ Non-Financial entities
375,011.90 371,546.53 405,995.60
i
Federal Government and Decentralized Entities
118,747.75 114,195.52 111,176.65
i
State and Municipal governments and their entities
0.00 0.00 0.00
i
Resident individuals in Mexico
19,148.67 15,334.41 15,126.97