Sistema de Información Económica

Outstanding derivatives at end of month from domestic brokerage houses, commercial and development Banks - (CF581)

Period: Jan 2007 - Sep 2019, Monthly, Millions of Pesos, Nominal Stocks

Jan 2007 - Sep 2019

Monthly

Millions of Pesos

Nominal Stocks

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Jul 2019 Aug 2019 Sep 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 /
- Total outstanding amounts by instrument, underlying asset, counterparty and original term
38,308,817.25 38,860,316.99 38,835,670.72
+ Swaps 3/
29,449,186.10 30,012,848.63 30,510,644.49
+ Outstanding derivatives by underlying asset
+ Interest Rate Swaps (single currency) 3/
23,320,379.35 23,583,075.34 24,260,242.75
Standardized TIIE-28 days Vs Fixed Rate 4/
15,691,929.18 15,553,136.52 16,126,824.78
TIIE Vs Fixed Rate Non-Standardized 4/
1,108,255.07 1,115,502.21 1,168,149.69
LIBOR Vs Fixed Rate
4,605,889.92 4,840,266.01 4,818,698.45
Other interest rates
1,914,305.19 2,074,170.62 2,146,569.83
+ Cross Currency Swap (Only over interest rates) 5/
6,034,426.53 6,335,487.41 6,156,105.91
TIIE Vs LIBOR
2,216,207.75 2,343,860.65 2,253,253.78
TIIE Vs Fixed Rate
2,265,536.06 2,363,710.87 2,289,279.99
Other cross interest rates
1,552,682.72 1,627,915.89 1,613,572.14
Underlying different to rates
94,380.22 94,285.88 94,295.83
+ Outstanding derivatives by counterparty (or exchange)
+ Domestic counterparties and markets
6,494,737.33 6,698,294.09 6,660,896.62
+ Financial entities
4,676,971.29 4,829,546.66 4,774,834.59
Commercial Banks
1,846,554.12 1,898,227.48 1,855,414.90
Development Banks
327,845.13 335,035.29 332,573.58
Brokerage Houses
630,290.85 677,421.02 652,470.38
Investment firms and funds
5,666.50 5,246.50 5,508.69
SIEFORES
539,505.46 565,507.58 559,076.93
SOFOMES
176,168.93 184,136.92 181,283.40
Other domestic financial entities
34,824.01 32,544.92 32,341.12
Mexican derivative exchange
1,116,116.30 1,131,426.95 1,156,165.58
+ Non-financial entities
1,817,766.04 1,868,747.42 1,886,062.03
Federal Government and Decentralized Entities
456,514.92 472,340.70 480,545.63
State and Municipal governments and their entities
123,040.95 136,114.93 177,507.79
Resident individuals in Mexico
15,414.52 16,257.96 16,963.62
Non-financial private entities
1,222,795.66 1,244,033.83 1,211,044.99
+ Foreign Counterparties
22,954,448.76 23,314,554.54 23,849,747.87
+ Financial entities
22,953,876.98 23,313,982.07 23,849,174.64
US commercial banks
1,678,954.09 1,713,996.94 1,652,265.58
EU commercial banks
6,091,058.78 6,242,314.60 6,218,270.47
Latin american commercial banks
1,532.77 1,603.72 1,578.61
Other foreign commercial banks
599,345.65 641,542.76 647,803.98
Other US financial entities
944,947.90 1,003,768.16 1,014,763.42
Other EU financial entities
3,347,158.85 3,616,197.09 3,587,822.55
Other latin american financial entities
0.00 1,019.14 1,003.19
Other foreign financial entities
1,024.87 1,403.64 1,403.64
Chicago Mercantile Exchange
10,289,854.08 10,092,136.02 10,724,263.20
Other foreign derivative exchanges
0.00 0.00 0.00
+ Non-Financial entities
571.79 572.48 573.23
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
0.00 0.00 0.00
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
570.00 570.00 570.00
Foreign individuals
1.79 2.48 3.23
+ Outstanding derivatives by market and original term
+ Domestic and foreign organized exchanges
9,033,706.16 8,560,895.34 9,073,868.26
From 1 to 7 days
44,954.01 15,488.00 66,945.69
From 8 to 31 days
184,579.93 200,079.47 263,279.40
From 32 to 92 days
524,561.40 550,769.29 628,921.66
From 93 to 184 days
707,010.81 649,269.47 670,727.46
From 185 to 366 days
1,046,559.63 820,205.94 848,919.54
From 367 to 731 days
1,273,209.59 1,293,858.59 1,403,381.64
From 732 to 1,096 days
1,367,646.27 1,321,006.56 1,391,021.63
From 1,097 to 1,461 days
897,512.06 850,641.14 851,756.44
From 1,462 to 1,827 days
696,761.57 661,168.37 686,796.74
From 1,828 to 2,557 days
597,542.68 612,527.50 603,526.73
From 2,558 to 3,653 days
1,429,901.75 1,322,090.95 1,355,812.76
From 3,654 to 5,479 days
124,568.57 124,470.80 153,483.02
From 5,480 to 7,305 days
106,835.36 110,629.63 119,957.92
Over 7,306 days
32,062.52 28,689.62 29,337.62
+ Domestic and foreign OTC markets
20,415,479.94 21,451,953.29 21,436,776.23
From 1 to 7 days
85,849.44 212,704.84 80,909.66
From 8 to 31 days
300,116.31 334,418.64 433,044.14
From 32 to 92 days
1,009,951.91 992,632.45 1,056,027.73
From 93 to 184 days
1,133,577.73 1,364,048.29 1,462,367.10
From 185 to 366 days
2,045,387.50 2,141,764.62 2,099,604.89
From 367 to 731 days
2,911,612.06 3,136,110.07 3,054,656.89
From 732 to 1,096 days
2,128,291.09 2,142,528.70 2,248,036.40
From 1,097 to 1,461 days
2,051,946.43 2,080,539.94 2,060,706.52
From 1,462 to 1,827 days
1,884,922.33 1,959,132.91 1,932,490.15
From 1,828 to 2,557 days
2,760,608.00 2,921,163.07 2,918,456.83
From 2,558 to 3,653 days
2,801,854.80 2,829,753.39 2,760,371.76
From 3,654 to 5,479 days
663,978.64 682,681.65 682,540.63
From 5,480 to 7,305 days
376,156.26 393,749.05 390,081.51
Over 7,306 days
261,227.43 260,725.68 257,482.02
+ Futures 6/
91,987.17 99,488.38 70,388.71
+ Outstanding derivatives by underlying asset
+ Interest rates
2,810.00 2,282.20 1,754.40
TIIE
2,810.00 2,282.20 1,754.40
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
+ Equities and equity indexes
3,548.06 3,591.60 3,277.99
Index IPC
2,824.89 3,209.93 2,483.11
S&P 500
675.24 363.74 672.55
NASDAQ Composite
39.66 9.28 112.46
Other equities and equity indexes
8.27 8.65 9.87
+ Debt securities
2,320.98 3,062.64 1,520.43
Mexican Govt Bonds
1,398.89 1,650.59 1,127.17
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
371.85 1,065.53 271.99
Other debt securities
550.24 346.52 121.26
+ Foreign currencies
83,278.78 90,532.05 63,816.73
US dollar
83,278.78 90,532.05 63,815.98
EURO
0.00 0.00 0.75
Other foreign currencies
0.00 0.00 0.00
Commodities
29.35 19.89 19.16
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
45,788.95 53,209.90 42,691.92
Mexican derivative exchange
45,788.95 53,209.90 42,691.92
+ US derivative exchanges
45,658.95 45,945.71 27,588.37
Chicago Mercantile Exchange
45,261.40 44,850.59 27,285.30
Chicago Board of Trade
388.69 1,085.30 294.71
Intercontinental Futures and Options Exchange
0.00 0.00 8.37
New York Mercantile Exchange
8.85 9.82 0.00
+ 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
539.28 332.77 108.42
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
539.28 332.77 108.42
Other foreign derivative exchanges
0.00 0.00 0.00
+ Outstanding derivatives by original term
From 1 to 7 days
0.00 236.57 0.00
From 8 to 31 days
7,237.68 78,672.17 769.33
From 32 to 92 days
73,642.47 1,080.96 63,031.48
From 93 to 184 days
4,779.77 12,813.91 1,536.79
From 185 to 366 days
6,277.26 6,644.77 5,021.12
From 367 to 731 days
50.00 40.00 30.00
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/  10/
3,685,683.30 3,936,643.19 3,580,210.29
+ Outstanding derivatives by underlying asset
+ Interest rates
41.00 41.00 26.00
TIIE
41.00 41.00 26.00
LIBOR
0.00 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
132,409.60 140,284.65 153,618.23
Index IPC
818.39 811.81 1,503.47
S&P500
42,383.33 44,865.97 55,480.75
ETF's (Exchange Traded Funds)
8,674.26 5,042.16 3,092.74
NASDAQ 100
0.00 0.00 0.00
NIKKEI-225
31,347.32 36,243.47 35,092.88
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
49,186.30 53,321.25 58,448.39
+ Debt securities
38,624.12 36,356.81 41,003.51
Mexican Govt Bonds
36,764.81 33,315.04 38,561.52
US Treasury Bonds
16.42 19.89 23.42
US Treasury Notes
224.74 173.22 144.48
Other debt securities
1,618.15 2,848.66 2,274.09
+ Foreign currencies
3,513,917.05 3,759,307.58 3,384,986.63
FX swaps on US dollar 7/
575,269.56 671,255.95 657,250.44
Non-FX swaps on US dollar 7/
2,655,809.77 2,792,098.58 2,438,097.98
FX swaps on EURO 7/
48,278.97 58,620.96 49,544.46
Non-FX swaps on EURO 7/
192,340.87 196,411.12 199,913.23
FX swaps on other foreign currencies  7/
1,155.93 887.15 597.52
Non-FX swaps on other foreign currencies  7/
41,061.96 40,033.81 39,583.00
Commodities
691.53 653.16 575.92
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Outstanding derivatives by counterparty
+ Domestic Counterparties
939,987.73 934,031.20 915,520.87
+ Financial entities
543,424.02 532,690.63 532,500.93
Commercial Banks
214,374.03 255,134.29 228,670.62
Development Banks
8,811.73 13,749.44 17,282.57
Brokerage Houses
15,708.98 16,221.00 16,274.62
Investment firms and funds
653.21 683.45 676.69
SIEFORES
288,119.21 231,125.80 254,273.29
SOFOMES
3,733.69 3,921.99 3,632.31
Other domestic financial entities
12,023.17 11,854.67 11,690.84
+ Non-Financial entities
396,563.71 401,340.56 383,019.94
Federal Government and Decentralized Entities
111,288.52 116,436.43 114,385.74
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
16,800.28 18,219.26 18,380.19
Non-financial private entities
268,474.91 266,684.88 250,254.01
+ Foreign Counterparties
2,745,695.57 3,002,611.99 2,664,689.42