Financing and financial information of financial intermediaries   >   (CF582) - Outstanding derivatives at end of month from domestic brokerage houses
  Financing and financial information of financial intermediaries     (CF582) - Outstanding derivatives at end of month from domestic brokerage houses

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

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May 2018 Jun 2018 Jul 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 /
Total outstanding amounts by instrument, underlying asset, counterparty and original term
6,572,167.70 6,553,364.15 6,289,322.41
Swaps 3/
6,015,739.06 6,077,792.57 5,859,437.17
Outstanding derivatives by underlying asset
Interest Rate Swaps (single currency) 3/
2,695,805.05 2,774,093.56 2,784,341.58
Standardized TIIE-28 days Vs Fixed Rate 4/
1,921,872.17 2,004,592.88 2,064,628.19
TIIE Vs Fixed Rate Non-Standardized 4/
45,102.55 43,819.49 45,903.36
LIBOR Vs Fixed Rate
644,619.52 641,947.64 596,340.26
other interest rates
84,210.81 83,733.55 77,469.77
Cross Currency Swap (Only over interest rates) 5/
3,241,322.03 3,225,087.03 2,996,483.61
TIIE Vs LIBOR
1,239,045.21 1,233,225.18 1,138,439.29
TIIE Vs Fixed Rate
1,647,060.53 1,640,345.33 1,532,568.62
Other cross interest rates
355,216.29 351,516.51 325,475.70
Underlying different to rates
78,611.98 78,611.98 78,611.98
Outstanding derivatives by counterparty (or exchange)
Domestic counterparties and markets
1,736,644.38 1,729,538.28 1,647,829.76
Financial entities
1,490,829.98 1,481,732.14 1,413,943.17
Commercial Banks
747,259.26 746,207.19 694,523.98
Development Banks
1,206.81 1,285.99 1,238.05
Brokerage Houses
89,094.14 81,839.26 78,249.35
Investment firms and funds
136.50 136.50 136.50
SIEFORES
192,910.70 180,285.49 162,730.99
SOFOMES
10,056.26 10,017.59 9,410.74
Other domestic financial entities
1,974.70 1,933.01 1,881.44
Mexican derivative exchange
448,191.60 460,027.10 465,772.10
Non-financial entities
245,814.41 247,806.14 233,886.60
Federal Government and Decentralized Entities
147,499.37 147,126.49 138,660.78
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
18,738.48 20,420.52 15,348.28
Non-financial private entities
79,576.56 80,259.13 79,877.54
Foreign Counterparties
4,279,094.67 4,348,254.29 4,211,607.41
Financial entities
4,279,081.23 4,348,236.85 4,211,593.45
US commercial banks
299,605.90 299,687.32 283,246.33
EU commercial banks
17,783.96 19,530.51 12,258.60
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
606,546.74 626,447.88 642,328.67
Other EU financial entities
3,043,388.96 3,059,757.42 2,889,090.31
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
311,755.67 342,813.73 384,669.53
Other foreign derivative exchanges
0.00 0.00 0.00
Non-Financial entities
13.44 17.43 13.96
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
13.44 13.43 11.19
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 4.01 2.77
Outstanding derivatives by market and original term
Domestic and foreign organized exchanges
759,947.27 802,840.83 850,441.63
From 1 to 7 days
8,090.00 0.00 3,400.00
From 8 to 31 days
7,519.47 250.00 43,720.00
From 32 to 92 days
25,970.00 50,320.00 47,408.20
From 93 to 184 days
57,188.20 61,500.49 24,542.29
From 185 to 366 days
32,565.75 40,105.06 40,828.68
From 367 to 731 days
68,231.79 65,751.85 80,075.45
From 732 to 1,096 days
77,130.42 90,344.98 110,408.88
From 1,097 to 1,461 days
170,841.01 204,141.59 181,501.51
From 1,462 to 1,827 days
105,235.58 69,650.21 84,143.07
From 1,828 to 2,557 days
42,517.98 48,929.43 63,409.70
From 2,558 to 3,653 days
126,026.35 133,665.74 133,797.35
From 3,654 to 5,479 days
23,870.72 23,421.50 23,446.50
From 5,480 to 7,305 days
14,760.00 14,760.00 13,760.00
Over 7,306 days
0.00 0.00 0.00
Domestic and foreign OTC markets
5,255,791.79 5,274,951.74 5,008,995.54
From 1 to 7 days
14,036.97 31,392.94 3,113.47
From 8 to 31 days
58,169.20 65,721.71 125,527.03
From 32 to 92 days
196,494.70 161,249.68 111,778.88
From 93 to 184 days
144,015.93 134,829.36 161,316.76
From 185 to 366 days
499,152.04 512,962.18 444,547.22
From 367 to 731 days
422,582.21 451,861.24 414,822.37
From 732 to 1,096 days
404,596.74 404,906.46 404,904.86
From 1,097 to 1,461 days
457,988.50 463,140.66 415,687.81
From 1,462 to 1,827 days
458,786.21 443,911.38 446,474.76
From 1,828 to 2,557 days
615,397.08 641,809.63 633,480.39
From 2,558 to 3,653 days
1,649,941.30 1,636,401.95 1,534,480.77
From 3,654 to 5,479 days
172,640.55 165,704.97 157,072.17
From 5,480 to 7,305 days
106,187.67 105,330.66 103,461.31
Over 7,306 days
55,802.68 55,728.92 52,327.74
Futures 6/
6,782.60 1,683.74 2,520.20
Outstanding derivatives by underlying asset
Interest rates
100.00 0.00 0.00
TIIE
100.00 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
110.44 151.82 186.20
Index IPC
95.82 126.30 93.63
S&P 500
2.71 16.23 83.63
NASDAQ Composite
11.13 8.43 8.06
Other equities and equity indexes
0.78 0.85 0.88
Debt securities
4,324.91 1,295.51 2,186.91
Mexican Govt Bonds
4,094.13 819.72 1,399.31
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
37.95 49.81 449.47
Other debt securities
192.83 425.98 338.14
Foreign currencies
2,092.13 150.75 134.82
US dollar
2,092.13 150.75 134.82
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
155.13 85.67 12.27
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
6,382.85 1,047.62 1,588.63
Mexican derivative exchange
6,382.85 1,047.62 1,588.63
US derivative exchanges
282.75 286.34 605.08
Chicago Mercantile Exchange
13.84 74.66 131.69
Chicago Board of Trade
125.46 142.12 466.45
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
143.46 69.56 6.94
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
116.99 349.78 326.48
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
116.99 349.78 326.48
Other foreign derivative exchanges
0.00 0.00 0.00
Outstanding derivatives by original term
From 1 to 7 days
116.99 0.00 0.00
From 8 to 31 days
5,710.76 0.00 0.00
From 32 to 92 days
85.84 1,613.01 2,514.86
From 93 to 184 days
857.34 60.15 5.33
From 185 to 366 days
0.00 0.00 0.00
From 367 to 731 days
11.67 10.58 0.00
From 732 to 1,096 days
0.00 0.00 0.00
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/
309,336.99 233,741.83 216,387.90
Outstanding derivatives by underlying asset
Interest rates
113.25 63.25 52.50
TIIE
113.25 63.25 52.50
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
Equities and equity indexes
94,960.66 81,925.68 83,111.36
Index IPC
83.52 40.14 32.09
S&P500
58,929.68 51,120.23 55,481.82
ETF's (Exchange Traded Funds)
19.00 12.35 12.35
NASDAQ 100
11.25 8.59 18.81
NIKKEI-225
31,711.14 26,170.50 24,280.41
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
4,206.08 4,573.87 3,285.89
Debt securities
10,538.45 11,375.42 7,573.38
Mexican Govt Bonds
8,441.18 8,845.36 3,196.72
US Treasury Bonds
237.85 81.61 17.66
US Treasury Notes
191.06 106.89 323.28
Other debt securities
1,668.36 2,341.55 4,035.72
Foreign currencies
203,571.71 140,288.57 125,618.25
FX swaps on US dollar 7/
786.72 278.91 416.81
Non-FX swaps on US dollar 7/
156,132.59 104,531.10 95,167.41
FX swaps on EURO 7/
0.00 0.00 0.00
Non-FX swaps on EURO 7/
39,861.62 28,721.57 23,727.81
FX swaps on other foreign currencies  7/
0.00 0.00 0.00
Non-FX swaps on other foreign currencies  7/
6,790.79 6,757.00 6,306.23
Commodities
152.91 88.91 32.41
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
Outstanding derivatives by counterparty
Domestic Counterparties
164,913.35 127,724.08 115,257.27
Financial entities
136,617.84 95,327.37 88,548.46
Commercial Banks
10,813.98 9,654.45 8,449.65
Development Banks
0.00 0.00 0.00
Brokerage Houses
0.00 0.00 0.00
Investment firms and funds
0.00 0.00 0.00
SIEFORES
125,634.70 85,480.93 79,888.16
SOFOMES
169.16 191.99 210.66
Other domestic financial entities
0.00 0.00 0.00
Non-Financial entities
28,295.51 32,396.71 26,708.81
Federal Government and Decentralized Entities
6,550.75 11,644.57 10,920.77
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
10,470.98 10,823.32 6,090.36
Non-financial private entities
11,273.78 9,928.83 9,697.68
Foreign Counterparties
144,423.64 106,017.75 101,130.63
Financial entities
144,423.64 106,007.41 101,126.54
US commercial banks
45,863.44 42,201.60 48,762.17
EU commercial banks
2,360.45 2,228.69 2,203.25
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
14.50 8.91 8.71
Other EU financial entities
96,185.25 61,568.21 50,152.40
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Non-Financial entities
0.00 10.35 4.09
Federal and local US governments
0.00 0.00 0.00