SISTEMA DE INFORMACIÓN ECONÓMICA

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

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

Jan 2007 - Dec 2018

Monthly

Millions of Pesos

Nominal Stocks

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Oct 2018 Nov 2018 Dec 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
6,826,715.80 6,235,857.34 6,245,852.69
i
+ Swaps 3/
6,310,444.79 5,728,655.07 5,800,166.44
+ Outstanding derivatives by underlying asset
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+ Interest Rate Swaps (single currency) 3/
2,920,301.08 3,054,310.45 3,140,385.26
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Standardized TIIE-28 days Vs Fixed Rate 4/
2,116,988.57 2,387,195.80 2,485,366.09
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TIIE Vs Fixed Rate Non-Standardized 4/
45,420.75 83,641.46 84,799.02
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LIBOR Vs Fixed Rate
670,761.48 508,174.36 495,448.53
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other interest rates
87,130.29 75,298.83 74,771.61
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+ Cross Currency Swap (Only over interest rates) 5/
3,319,099.65 2,603,300.56 2,588,737.12
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TIIE Vs LIBOR
1,263,200.72 936,787.65 933,578.18
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TIIE Vs Fixed Rate
1,712,878.47 1,340,978.33 1,334,960.88
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Other cross interest rates
343,020.46 325,534.58 320,198.07
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Underlying different to rates
71,044.06 71,044.06 71,044.06
+ Outstanding derivatives by counterparty (or exchange)
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+ Domestic counterparties and markets
1,621,821.87 1,453,247.39 1,434,227.03
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+ Financial entities
1,379,618.01 1,191,227.45 1,175,052.76
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Commercial Banks
732,044.85 549,751.96 546,599.14
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Development Banks
1,469.69 1,508.76 1,731.79
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Brokerage Houses
83,572.82 85,951.51 74,907.72
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Investment firms and funds
136.50 136.50 332.96
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SIEFORES
135,504.47 129,656.46 126,264.10
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SOFOMES
10,036.89 10,077.40 9,698.68
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Other domestic financial entities
1,763.88 1,722.15 1,680.66
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Mexican derivative exchange
415,088.90 412,422.70 413,837.70
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+ Non-financial entities
242,203.86 262,019.94 259,174.27
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Federal Government and Decentralized Entities
147,233.31 147,885.41 143,435.38
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State and Municipal governments and their entities
0.00 0.00 0.00
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Resident individuals in Mexico
14,697.00 14,254.23 14,341.23
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Non-financial private entities
80,273.54 99,880.30 101,397.66
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+ Foreign Counterparties
4,688,622.91 4,275,407.68 4,365,939.42
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+ Financial entities
4,688,622.45 4,275,405.43 4,365,939.42
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US commercial banks
277,127.20 207,613.70 190,500.54
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EU commercial banks
50,323.20 16,551.70 14,799.25
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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
648,815.91 682,703.67 676,349.42
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Other EU financial entities
3,238,301.66 2,764,508.63 2,823,443.08
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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
474,054.48 604,027.73 660,847.12
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Other foreign derivative exchanges
0.00 0.00 0.00
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+ Non-Financial entities
0.47 2.25 0.00
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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
0.00 0.00 0.00
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Foreign individuals
0.47 2.25 0.00
+ Outstanding derivatives by market and original term
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+ Domestic and foreign organized exchanges
889,143.38 1,016,450.43 1,074,684.82
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From 1 to 7 days
6,750.00 4,450.00 5,000.00
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From 8 to 31 days
7,230.00 8,850.00 14,550.00
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From 32 to 92 days
32,850.00 31,305.95 26,700.95
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From 93 to 184 days
16,750.95 30,751.23 28,765.32
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From 185 to 366 days
36,761.76 40,610.55 32,226.63
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From 367 to 731 days
89,957.06 90,840.74 123,909.35
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From 732 to 1,096 days
117,753.33 147,373.28 155,131.71
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From 1,097 to 1,461 days
183,692.94 198,889.50 264,987.81
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From 1,462 to 1,827 days
131,756.41 168,097.42 129,972.66
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From 1,828 to 2,557 days
85,268.70 92,750.64 73,996.36
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From 2,558 to 3,653 days
137,081.21 142,469.62 170,551.23
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From 3,654 to 5,479 days
28,586.00 45,356.50 33,677.80
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From 5,480 to 7,305 days
14,705.00 14,705.00 15,215.00
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Over 7,306 days
0.00 0.00 0.00
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+ Domestic and foreign OTC markets
5,421,301.41 4,712,204.64 4,725,481.62
i
From 1 to 7 days
13,138.14 9,450.00 11,950.00
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From 8 to 31 days
18,772.94 28,976.64 107,037.98
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From 32 to 92 days
159,973.36 266,258.22 285,193.57
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From 93 to 184 days
352,670.05 280,762.70 180,930.49
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From 185 to 366 days
302,295.29 279,597.90 278,170.22
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From 367 to 731 days
446,955.09 456,581.24 476,819.74
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From 732 to 1,096 days
478,365.20 437,592.78 454,992.57
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From 1,097 to 1,461 days
418,584.03 398,566.93 437,887.81
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From 1,462 to 1,827 days
557,602.21 555,053.08 540,425.29
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From 1,828 to 2,557 days
669,157.74 506,725.45 492,127.82
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From 2,558 to 3,653 days
1,679,133.15 1,161,157.08 1,142,199.53
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From 3,654 to 5,479 days
163,939.92 172,110.35 158,888.15
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From 5,480 to 7,305 days
104,574.82 104,299.87 105,551.36
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Over 7,306 days
56,139.45 55,072.42 53,307.07
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+ Futures 6/
2,177.62 2,786.73 1,714.80
+ 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
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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
212.93 241.91 72.69
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Index IPC
183.32 118.55 40.27
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S&P 500
24.54 95.30 12.22
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NASDAQ Composite
0.00 11.29 4.95
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Other equities and equity indexes
5.06 16.77 15.25
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+ Debt securities
1,808.66 2,320.41 1,441.29
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Mexican Govt Bonds
1,233.49 1,739.55 709.06
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US Treasury Bonds
0.00 0.00 0.00
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US Treasury Notes
287.09 289.33 445.08
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Other debt securities
288.08 291.53 287.16
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+ Foreign currencies
137.50 150.88 150.39
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US dollar
137.50 150.88 150.39
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EURO
0.00 0.00 0.00
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Other foreign currencies
0.00 0.00 0.00
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Commodities
18.53 73.52 50.43
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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
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+ Domestic derivative exchanges
1,519.31 1,967.89 855.47
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Mexican derivative exchange
1,519.31 1,967.89 855.47
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+ US derivative exchanges
385.50 542.83 587.89
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Chicago Mercantile Exchange
59.54 154.09 89.92
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Chicago Board of Trade
307.43 315.22 470.29
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Intercontinental Futures and Options Exchange
0.00 0.00 0.00
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New York Mercantile Exchange
18.53 73.52 27.68
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+ Latin America (LA) derivative exchanges
0.00 0.00 0.00
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Bolsa de Mercaderias y Futuros (Brazil)
0.00 0.00 0.00
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+ European Union (EU) derivative exchanges
272.80 276.02 271.44
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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
272.80 276.02 271.44
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Other foreign derivative exchanges
0.00 0.00 0.00
+ Outstanding derivatives by original term
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From 1 to 7 days
0.00 0.00 0.00
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From 8 to 31 days
0.00 1,602.59 15.66
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From 32 to 92 days
2,173.39 57.74 1,659.40
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From 93 to 184 days
4.23 1,126.39 16.99
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From 185 to 366 days
0.00 0.00 22.75
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From 367 to 731 days
0.00 0.00 0.00
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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
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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/
207,253.57 196,498.38 140,983.78
+ Outstanding derivatives by underlying asset
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+ Interest rates
38.25 34.00 30.00
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TIIE
38.25 34.00 30.00
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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
75,794.24 77,646.84 26,672.24
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Index IPC
35.77 72.86 17.99
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S&P500
72,322.31 72,705.49 21,546.16
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ETF's (Exchange Traded Funds)
7.26 1,419.37 1,371.99
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NASDAQ 100
0.00 11.29 5.21
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NIKKEI-225
0.00 0.00 0.00
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Russell 2000
0.00 0.00 0.00
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Other equities and equity indexes
3,428.90 3,437.84 3,730.89
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+ Debt securities
20,615.91 19,097.76 15,862.34
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Mexican Govt Bonds
15,261.92 17,272.82 14,642.09
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US Treasury Bonds
15.24 15.43 14.85
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US Treasury Notes
397.09 302.89 453.12
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Other debt securities
4,941.66 1,506.62 752.29
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+ Foreign currencies
110,786.96 99,647.55 98,367.24
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FX swaps on US dollar 7/
830.33 892.65 540.38
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Non-FX swaps on US dollar 7/
99,851.45 84,631.80 83,701.89
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FX swaps on EURO 7/
0.00 0.00 0.00
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Non-FX swaps on EURO 7/
3,405.03 1,667.66 2,096.50
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FX swaps on other foreign currencies  7/
0.00 0.00 0.00
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Non-FX swaps on other foreign currencies  7/
6,700.15 12,455.44 12,028.46
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Commodities
18.20 72.22 51.96
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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 counterparty
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+ Domestic Counterparties
118,880.04 111,383.60 82,162.57
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+ Financial entities
82,104.12 76,847.51 51,352.96
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Commercial Banks
13,209.16 10,494.76 8,307.14
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Development Banks
0.00 0.00 0.00
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Brokerage Houses
0.00 0.00 0.00
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Investment firms and funds
0.00 510.29 491.15
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SIEFORES
68,758.06 65,608.50 42,114.46
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SOFOMES
136.89 119.81 302.73
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Other domestic financial entities
0.00 114.14 137.48
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+ Non-Financial entities
36,775.93 34,536.09 30,809.62
i
Federal Government and Decentralized Entities
6,454.15 6,483.95 6,240.75
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State and Municipal governments and their entities
0.00 0.00 0.00
i
Resident individuals in Mexico
17,556.10 17,704.68 14,330.78
i
Non-financial private entities
12,765.68 10,347.46 10,238.09
i
+