SISTEMA DE INFORMACIÓN ECONÓMICA

Outstanding derivatives at end of month from domestic brokerage houses - (CF582)
...

Outstanding derivatives at end of month from domestic brokerage houses - (CF582)

Period: Jan 2007 - Oct 2018, Monthly, Millions of Pesos, Nominal Stocks

Jan 2007 - Oct 2018

Monthly

Millions of Pesos

Nominal Stocks

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Aug 2018 Sep 2018 Oct 2018
Outstanding derivatives at end of month from domestic brokerage houses
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
6,347,293.01 6,273,723.00 6,826,715.80
i
+ Swaps 3/
5,796,437.43 5,775,858.93 6,310,444.79
+ Outstanding derivatives by underlying asset
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+ Interest Rate Swaps (single currency) 3/
2,686,358.06 2,661,331.52 2,920,301.08
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Standardized TIIE-28 days Vs Fixed Rate 4/
1,954,881.77 1,928,006.22 2,116,988.57
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TIIE Vs Fixed Rate Non-Standardized 4/
45,571.61 46,043.22 45,420.75
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LIBOR Vs Fixed Rate
607,122.80 609,150.46 670,761.48
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other interest rates
78,781.89 78,131.62 87,130.29
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+ Cross Currency Swap (Only over interest rates) 5/
3,031,467.38 3,043,483.36 3,319,099.65
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TIIE Vs LIBOR
1,150,647.66 1,164,470.01 1,263,200.72
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TIIE Vs Fixed Rate
1,551,914.20 1,556,814.72 1,712,878.47
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Other cross interest rates
328,905.52 322,198.62 343,020.46
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Underlying different to rates
78,611.98 71,044.06 71,044.06
+ Outstanding derivatives by counterparty (or exchange)
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+ Domestic counterparties and markets
1,593,452.86 1,560,265.23 1,621,821.87
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+ Financial entities
1,357,817.07 1,328,271.65 1,379,618.01
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Commercial Banks
694,857.40 677,922.12 732,044.85
i
Development Banks
1,252.60 1,396.37 1,469.69
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Brokerage Houses
74,283.57 75,760.31 83,572.82
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Investment firms and funds
136.50 136.50 136.50
i
SIEFORES
158,657.37 145,584.90 135,504.47
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SOFOMES
9,520.62 9,324.00 10,036.89
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Other domestic financial entities
1,839.40 1,799.15 1,763.88
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Mexican derivative exchange
417,269.60 416,348.30 415,088.90
i
+ Non-financial entities
235,635.78 231,993.58 242,203.86
i
Federal Government and Decentralized Entities
140,688.66 137,878.59 147,233.31
i
State and Municipal governments and their entities
0.00 0.00 0.00
i
Resident individuals in Mexico
15,315.90 17,137.00 14,697.00
i
Non-financial private entities
79,631.22 76,977.99 80,273.54
i
+ Foreign Counterparties
4,202,984.57 4,215,593.70 4,688,622.91
i
+ Financial entities
4,202,970.12 4,215,582.47 4,688,622.45
i
US commercial banks
259,851.15 254,506.80 277,127.20
i
EU commercial banks
14,322.63 15,805.67 50,323.20
i
Latin american commercial banks
0.00 0.00 0.00
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Other foreign commercial banks
0.00 0.00 0.00
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Other US financial entities
583,415.97 599,692.95 648,815.91
i
Other EU financial entities
2,949,842.24 2,977,165.26 3,238,301.66
i
Other latin american financial entities
0.00 0.00 0.00
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Other foreign financial entities
0.00 0.00 0.00
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Chicago Mercantile Exchange
394,838.13 368,411.78 474,054.48
i
Other foreign derivative exchanges
700.00 0.00 0.00
i
+ Non-Financial entities
14.45 11.23 0.47
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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
11.45 11.23 0.00
i
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
0.00 0.00 0.00
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Foreign individuals
3.00 0.00 0.47
+ Outstanding derivatives by market and original term
i
+ Domestic and foreign organized exchanges
812,807.73 784,760.08 889,143.38
i
From 1 to 7 days
0.00 500.00 6,750.00
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From 8 to 31 days
3,200.00 9,188.20 7,230.00
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From 32 to 92 days
31,668.20 23,180.00 32,850.00
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From 93 to 184 days
19,818.24 22,800.95 16,750.95
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From 185 to 366 days
38,722.73 29,587.85 36,761.76
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From 367 to 731 days
84,840.20 66,695.76 89,957.06
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From 732 to 1,096 days
123,261.56 89,650.08 117,753.33
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From 1,097 to 1,461 days
182,233.69 185,911.07 183,692.94
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From 1,462 to 1,827 days
95,368.07 117,464.07 131,756.41
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From 1,828 to 2,557 days
72,278.06 76,146.79 85,268.70
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From 2,558 to 3,653 days
121,410.48 124,784.29 137,081.21
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From 3,654 to 5,479 days
25,781.50 24,146.00 28,586.00
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From 5,480 to 7,305 days
14,225.00 14,705.00 14,705.00
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Over 7,306 days
0.00 0.00 0.00
i
+ Domestic and foreign OTC markets
4,983,629.70 4,991,098.85 5,421,301.41
i
From 1 to 7 days
4,106.25 5,307.50 13,138.14
i
From 8 to 31 days
23,948.65 38,831.73 18,772.94
i
From 32 to 92 days
80,222.27 64,544.13 159,973.36
i
From 93 to 184 days
255,976.38 346,369.14 352,670.05
i
From 185 to 366 days
365,994.16 272,460.36 302,295.29
i
From 367 to 731 days
414,028.92 390,485.13 446,955.09
i
From 732 to 1,096 days
452,275.67 449,091.63 478,365.20
i
From 1,097 to 1,461 days
385,901.95 401,172.65 418,584.03
i
From 1,462 to 1,827 days
463,330.70 514,860.33 557,602.21
i
From 1,828 to 2,557 days
640,095.53 624,456.29 669,157.74
i
From 2,558 to 3,653 days
1,583,594.37 1,566,326.70 1,679,133.15
i
From 3,654 to 5,479 days
156,459.00 161,585.49 163,939.92
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From 5,480 to 7,305 days
104,325.18 103,315.16 104,574.82
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Over 7,306 days
53,370.68 52,292.62 56,139.45
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+ Futures 6/
4,621.05 2,155.62 2,177.62
+ Outstanding derivatives by underlying asset
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+ Interest rates
0.00 0.00 0.00
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TIIE
0.00 0.00 0.00
i
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
233.64 293.13 212.93
i
Index IPC
126.84 90.53 183.32
i
S&P 500
91.36 161.27 24.54
i
NASDAQ Composite
14.60 14.32 0.00
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Other equities and equity indexes
0.84 27.01 5.06
i
+ Debt securities
4,283.07 1,691.31 1,808.66
i
Mexican Govt Bonds
1,590.03 530.92 1,233.49
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US Treasury Bonds
0.00 0.00 0.00
i
US Treasury Notes
2,417.61 1,042.32 287.09
i
Other debt securities
275.42 118.07 288.08
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+ Foreign currencies
97.51 145.44 137.50
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US dollar
97.51 131.86 137.50
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EURO
0.00 13.58 0.00
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Other foreign currencies
0.00 0.00 0.00
i
Commodities
6.83 25.74 18.53
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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
1,815.22 716.64 1,519.31
i
Mexican derivative exchange
1,815.22 716.64 1,519.31
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+ US derivative exchanges
2,542.58 1,332.50 385.50
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Chicago Mercantile Exchange
105.96 226.67 59.54
i
Chicago Board of Trade
2,429.79 1,080.09 307.43
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Intercontinental Futures and Options Exchange
0.00 0.00 0.00
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New York Mercantile Exchange
6.83 25.74 18.53
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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
263.25 106.48 272.80
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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
263.25 106.48 272.80
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
1,679.60 26.17 0.00
i
From 32 to 92 days
6.83 2,119.57 2,173.39
i
From 93 to 184 days
2,934.62 6.10 4.23
i
From 185 to 366 days
0.00 3.78 0.00
i
From 367 to 731 days
0.00 0.00 0.00
i
From 732 to 1,096 days
0.00 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
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From 3,654 to 5,479 days
0.00 0.00 0.00
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From 5,480 to 7,305 days
0.00 0.00 0.00
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Over 7,306 days
0.00 0.00 0.00
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+ Forwards 5/
255,632.83 207,157.67 207,253.57
+ Outstanding derivatives by underlying asset
i
+ Interest rates
47.50 47.50 38.25
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TIIE
47.50 47.50 38.25
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CETES rate
0.00 0.00 0.00
i
Other interest rates
0.00 0.00 0.00
i
+ Equities and equity indexes
87,153.17 81,265.32 75,794.24
i
Index IPC
10.22 10.09 35.77
i
S&P500
56,881.20 55,785.27 72,322.31
i
ETF's (Exchange Traded Funds)
7.26 7.26 7.26
i
NASDAQ 100
13.74 13.99 0.00
i
NIKKEI-225
26,908.48 22,185.85 0.00
i
Russell 2000
0.00 0.00 0.00
i
Other equities and equity indexes
3,332.27 3,262.85 3,428.90
i
+ Debt securities
15,968.07 16,189.80 20,615.91
i
Mexican Govt Bonds
12,416.80 13,839.34 15,261.92
i
US Treasury Bonds
18.15 17.34 15.24
i
US Treasury Notes
1,443.24 603.11 397.09
i
Other debt securities
2,089.89 1,730.02 4,941.66
i
+ Foreign currencies
152,441.61 109,629.77 110,786.96
i
FX swaps on US dollar 7/
623.25 478.66 830.33
i
Non-FX swaps on US dollar 7/
131,307.40 97,658.70 99,851.45
i
FX swaps on EURO 7/
0.00 0.00 0.00
i
Non-FX swaps on EURO 7/
14,124.32 5,237.06 3,405.03
i
FX swaps on other foreign currencies  7/
0.00 0.00 0.00
i
Non-FX swaps on other foreign currencies  7/
6,386.63 6,255.35 6,700.15
i
Commodities
22.48 25.27 18.20
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
139,619.41 115,688.54 118,880.04
i
+ Financial entities
109,867.28 86,845.03 82,104.12
i
Commercial Banks
11,579.29 10,943.16 13,209.16
i
Development Banks
0.00 0.00 0.00
i
Brokerage Houses
0.00 0.00 0.00
i
Investment firms and funds
0.00 0.00 0.00
i
SIEFORES
98,091.88 75,768.25 68,758.06
i
SOFOMES
196.12 133.62 136.89
i
Other domestic financial entities
0.00 0.00 0.00
i
+ Non-Financial entities
29,752.12 28,843.51 36,775.93
i
Federal Government and Decentralized Entities
6,277.88 5,947.20 6,454.15
i
State and Municipal governments and their entities