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(CA212) - Domestic market debt securities' holdings by domestic credit rating

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Domestic market debt securities' holdings by domestic credit rating 1/ 2/
March 27, 2024
(Stocks in face value in billions of pesos)

      Residents 9/ Non-Residents 9/ All holders
    Issuer / Holder Financial corporations Non-financial corporations 12/ Other unidentified residents Total Residents
    Public Central bank 10/ Investment Funds Insurance Companies Pension Funds Banking Sector 11/ Brokerage Firms Total financial corporations
Residents Financial corporations Public 3/ 13.0 0.4 56.0 47.9 270.8 114.0 0.2 502.2 44.1 49.1 595.4 1.2 596.6
AAA 13.0 0.4 55.9 47.8 270.8 113.7 0.2 501.7 44.1 48.7 594.5 0.1 594.5
Greater than or equal to AA 0.0 0.0 0.1 0.1 0.0 0.3 0.0 0.5 0.0 0.4 0.9 0.0 0.9
Greater than or equal to BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.6 0.6
Less than BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.5 0.5
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Central bank 4/ 0.0 28.6 0.0 0.0 0.0 73.5 0.0 102.1 0.0 0.0 102.1 0.0 102.1
AAA 0.0 28.6 0.0 0.0 0.0 73.5 0.0 102.1 0.0 0.0 102.1 0.0 102.1
Greater than or equal to AA 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Greater than or equal to BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Less than BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Development banks 41.7 0.8 168.7 70.6 111.5 249.9 1.7 644.8 112.3 222.9 980.0 0.2 980.2
AAA 41.7 0.8 168.7 70.6 111.5 249.9 1.7 644.8 112.3 222.9 980.0 0.2 980.2
Greater than or equal to AA 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Greater than or equal to BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Less than BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Commercial banks 5.2 0.0 129.7 19.6 71.8 69.6 0.0 296.0 17.3 179.6 492.8 37.3 530.2
AAA 5.2 0.0 120.2 17.2 66.1 52.2 0.0 260.9 17.3 86.5 364.6 1.5 366.1
Greater than or equal to AA 0.0 0.0 6.2 0.5 5.7 8.0 0.0 20.4 0.0 19.9 40.3 0.4 40.7
Greater than or equal to BBB- 0.0 0.0 2.8 1.9 0.0 9.4 0.0 14.1 0.0 13.5 27.6 0.0 27.6
Less than BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.3 3.3 0.0 3.3
Unidentified 0.0 0.0 0.5 0.0 0.0 0.0 0.0 0.5 0.0 56.5 57.0 35.5 92.5
Private (non-deposit taking) 5/ 2.4 0.0 21.2 14.4 17.4 20.9 0.1 76.4 0.4 79.6 156.5 14.1 170.6
AAA 1.4 0.0 18.0 9.3 11.5 11.4 0.1 51.6 0.3 42.6 94.5 0.2 94.8
Greater than or equal to AA 0.0 0.0 0.7 0.2 0.8 0.3 0.0 2.0 0.0 2.3 4.3 0.0 4.3
Greater than or equal to BBB- 0.0 0.0 0.7 0.5 3.0 0.9 0.0 5.2 0.0 15.4 20.7 0.0 20.7
Less than BBB- 0.0 0.0 0.8 2.8 2.0 7.8 0.0 13.4 0.0 3.7 17.1 13.1 30.2
Unidentified 1.0 0.0 1.0 1.6 0.0 0.6 0.0 4.2 0.1 15.6 19.9 0.7 20.6
Total financial corporations 62.3 29.8 375.6 152.5 471.5 527.9 1.9 1,621.5 174.1 531.2 2,326.8 52.9 2,379.7
AAA 61.3 29.8 362.8 144.9 459.9 500.6 1.9 1,561.2 174.0 400.5 2,135.7 2.0 2,137.7
Greater than or equal to AA 0.0 0.0 6.9 0.9 6.5 8.5 0.0 22.9 0.0 22.6 45.5 0.4 45.9
Greater than or equal to BBB- 0.0 0.0 3.6 2.4 3.0 10.4 0.0 19.3 0.0 28.9 48.3 0.7 49.0
Less than BBB- 0.0 0.0 0.8 2.8 2.0 7.8 0.0 13.4 0.0 7.0 20.4 13.6 34.0
Unidentified 1.0 0.0 1.5 1.6 0.0 0.6 0.0 4.7 0.1 72.1 76.9 36.2 113.1
Non-financial corporations Public 6/ 14.6 0.5 8.7 11.5 112.2 13.1 0.0 160.6 28.7 67.5 256.8 25.7 282.5
AAA 13.9 0.5 3.6 7.9 67.1 9.0 0.0 102.1 14.2 26.2 142.6 5.6 148.2
Greater than or equal to AA 0.7 0.0 5.1 3.6 45.0 4.1 0.0 58.5 14.5 41.2 114.2 20.1 134.3
Greater than or equal to BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Less than BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Private 7/ 54.8 0.0 65.0 54.4 367.6 18.0 0.5 560.2 6.0 156.5 722.7 4.8 727.5
AAA 41.1 0.0 38.5 39.3 258.0 12.5 0.2 389.5 4.2 66.5 460.2 1.2 461.4
Greater than or equal to AA 6.6 0.0 9.9 10.2 49.5 2.6 0.0 78.9 0.8 14.5 94.3 0.4 94.6
Greater than or equal to BBB- 6.3 0.0 11.1 3.4 49.2 0.7 0.1 70.8 0.1 34.6 105.6 0.4 106.0
Less than BBB- 0.0 0.0 1.2 0.4 2.9 0.6 0.2 5.3 0.0 9.9 15.1 1.0 16.2
Unidentified 0.8 0.0 4.3 1.1 8.0 1.6 0.0 15.7 0.8 31.0 47.5 1.8 49.3
Total non-financial corporations 69.4 0.5 73.7 65.8 479.8 31.1 0.5 720.8 34.7 224.0 979.6 30.5 1,010.0
AAA 55.0 0.5 42.1 47.2 325.1 21.6 0.2 491.6 18.5 92.7 602.8 6.9 609.7
Greater than or equal to AA 7.3 0.0 14.9 13.8 94.5 6.7 0.1 137.3 15.3 55.8 208.5 20.5 228.9
Greater than or equal to BBB- 6.3 0.0 11.1 3.4 49.2 0.7 0.1 70.8 0.1 34.6 105.6 0.4 106.0
Less than BBB- 0.0 0.0 1.2 0.4 2.9 0.6 0.2 5.3 0.0 9.9 15.1 1.0 16.2
Unidentified 0.8 0.0 4.3 1.1 8.0 1.6 0.0 15.7 0.8 31.0 47.5 1.8 49.3
General Government Federal Government 8/ 559.7 734.5 2,152.3 876.0 3,262.2 1,453.1 34.3 9,072.1 369.4 1,871.5 11,313.0 1,784.5 13,097.5
AAA 559.7 734.5 2,152.3 876.0 3,262.2 1,453.1 34.3 9,072.1 369.4 1,871.5 11,313.0 1,784.5 13,097.5
Greater than or equal to AA 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Greater than or equal to BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Less than BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
State and Local Governments 1.1 0.0 1.2 6.4 25.5 5.2 0.0 39.4 1.8 30.2 71.4 0.0 71.4
AAA 1.1 0.0 0.8 3.8 24.2 5.0 0.0 34.9 1.6 23.6 60.1 0.0 60.1
Greater than or equal to AA 0.0 0.0 0.5 2.6 1.2 0.2 0.0 4.5 0.2 6.6 11.3 0.0 11.3
Greater than or equal to BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Less than BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Total general government 560.8 734.5 2,153.6 882.4 3,287.7 1,458.2 34.3 9,111.5 371.2 1,901.7 11,384.4 1,784.6 13,169.0
AAA 560.8 734.5 2,153.1 879.8 3,286.5 1,458.1 34.3 9,107.0 371.0 1,895.1 11,373.1 1,784.6 13,157.6
Greater than or equal to AA 0.0 0.0 0.5 2.6 1.2 0.2 0.0 4.5 0.2 6.6 11.3 0.0 11.3
Greater than or equal to BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Less than BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Total Residents Total Residents 692.6 764.7 2,602.8 1,100.7 4,238.9 2,017.3 36.8 11,453.8 580.0 2,656.9 14,690.8 1,867.9 16,558.7
AAA 677.2 764.7 2,557.9 1,071.9 4,071.5 1,980.3 36.4 11,159.8 563.4 2,388.4 14,111.6 1,793.4 15,905.0
Greater than or equal to AA 7.3 0.0 22.4 17.3 102.3 15.4 0.1 164.7 15.6 85.1 265.3 20.9 286.2
Greater than or equal to BBB- 6.3 0.0 14.7 5.7 52.2 11.1 0.1 90.2 0.1 63.6 153.9 1.1 154.9
Less than BBB- 0.0 0.0 2.0 3.2 4.9 8.3 0.2 18.7 0.0 16.8 35.5 14.6 50.2
Unidentified 1.8 0.0 5.8 2.6 8.0 2.2 0.0 20.4 0.9 103.1 124.4 38.0 162.4
Non-Residents Financial corporations Total financial corporations 0.0 0.0 5.5 3.6 12.1 0.5 0.1 21.9 0.0 8.0 29.8 0.1 29.9
AAA 0.0 0.0 5.5 3.6 12.1 0.5 0.1 21.9 0.0 2.6 24.4 0.1 24.5
Greater than or equal to AA 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Greater than or equal to BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Less than BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 5.4 5.4 0.0 5.4
Non-financial corporations Total non-financial corporations 0.0 0.0 2.4 0.9 2.0 0.4 0.0 5.7 0.0 2.2 7.9 0.2 8.1
AAA 0.0 0.0 2.4 0.9 2.0 0.4 0.0 5.7 0.0 2.2 7.9 0.2 8.1
Greater than or equal to AA 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Greater than or equal to BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Less than BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Total Non-Residents Total Non-residents 0.0 0.0 8.0 4.5 14.2 0.9 0.1 27.6 0.0 10.1 37.7 0.3 38.0
AAA 0.0 0.0 8.0 4.5 14.2 0.9 0.1 27.6 0.0 4.7 32.3 0.3 32.6
Greater than or equal to AA 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Greater than or equal to BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Less than BBB- 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 5.4 5.4 0.0 5.4
All issuers All issuers 692.6 764.7 2,610.8 1,105.2 4,253.1 2,018.2 36.9 11,481.5 580.0 2,667.0 14,728.5 1,868.2 16,596.7
AAA 677.2 764.7 2,565.9 1,076.3 4,085.7 1,981.2 36.5 11,187.5 563.4 2,393.1 14,144.0 1,793.7 15,937.6
Greater than or equal to AA 7.3 0.0 22.4 17.3 102.3 15.4 0.1 164.7 15.6 85.1 265.3 20.9 286.2
Greater than or equal to BBB- 6.3 0.0 14.7 5.7 52.2 11.1 0.1 90.2 0.1 63.6 153.9 1.1 154.9
Less than BBB- 0.0 0.0 2.0 3.2 4.9 8.3 0.2 18.7 0.0 16.8 35.5 14.6 50.2
Unidentified 1.8 0.0 5.8 2.6 8.0 2.2 0.0 20.4 0.9 108.5 129.8 38.0 167.8

1/This information is presented in accordance with the Handbook of Securities Statistics jointly published by the Bank of International Settlements, the European Central Bank and the International Monetary Fund. The source is S.D. INDEVAL S.A. de C.V. with calculations of Banco de México. Due to the existence of some repo operations, this information should not be confused with investors' risk position. All data is subject to revisions.
2/ This classification was made with the minimum local debt rating reported by S&P, Fitch and Moody's. Unidentified: It is not possible to identify the debt rating of the security.
3/ Debt securities issued by IPAB, Banobras’ FARAC trust, Infonavit’s trusts, Infonacot, Fovissste, Fonadin and Fifomi.
4/ Debt securities issued by Banco de Mexico for monetary policy purposes as defined in Article 7 of Banco de México's Law.
5/ Debt securities issued by Sofoles, Sofomes, mutual funds, leasing corporations, brokerage houses, factoring companies, etc.
6/ Debt securities issued by Pemex and CFE.
7/ Debt securities issued by private non-financial corporations.
8/ Debt securities issued by the Federal Government, includes debt issued for monetary policy purposes.
9/ The holder's residency corresponds to that one reported by the custodian agent of the securities.
10/ Includes: a) Repos with Banxico: The position of the securities that Banco de México receives through repurchase agreements with the financial intermediaries. b) Guarantees Received by Banxico: Securities delivered by the financial institutions to Banco de México in order to collateralize lending securities operations, loans denominated in U.S. dollars, foreign exchange hedging operations and liquidity or deposit auctions. The securities lending facility to market makers is ruled by the numerals 4.2.3 and 7.2 of the Oficio 305.- 027/2011 issued by the Ministry of Finance (SHCP) on January 27, 2011 and its subsequent modifications which can be found in this link. Loans denominated in U.S. dollars are granted to financial institutions according to the Circular 8/2009 issued by Banco de México on April 15, 2009. Foreign exchange hedging operations are granted by financial institutions according to the Circular 3/2017 issued by Banco de México on February 24, 2017. Special collaterals for liquidity or deposit auctions are established by the Circular 9/2019 issued by Banco de México on June 13, 2019. It is worth noting that before October 3 2008, the securities used by market makers to collateralize its securities borrowed from the central bank did not have transfer of dominium and they used to remain in the account of the borrower. Therefore, before October 3 2008, the securities given to the central bank under this scheme, were classified in the banking sector instead of in this category. c) Securities Purchased by Banxico: Outstanding IPAB securities purchased by Banxico under dispositions of its Circular 5/2012.
11/ Debt securities held by commercial and development banks.
12/ Debt securities held by public non-financial corporations.