|
|
|
|
|
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 residual term
|
Structure observations of Total outstanding amounts by instrument, underlying asset, counterparty and residual term
May 2023
|
Jun 2023
|
Jul 2023
|
38,622,727.95
|
39,150,235.34
|
40,336,137.21
|
|
|
|
|
|
|
|
Swaps 3/
|
Structure observations of Swaps 3/
May 2023
|
Jun 2023
|
Jul 2023
|
32,309,366.17
|
33,170,073.91
|
34,238,063.86
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
|
|
|
|
|
|
Interest Rate Swaps (single currency) 3/
|
Structure observations of Interest Rate Swaps (single currency) 3/
May 2023
|
Jun 2023
|
Jul 2023
|
27,350,417.22
|
28,079,745.94
|
29,110,336.23
|
|
|
|
|
|
|
|
Standardized TIIE-28 days Vs Fixed Rate 4/
|
Structure observations of Standardized TIIE-28 days Vs Fixed Rate 4/
May 2023
|
Jun 2023
|
Jul 2023
|
17,966,165.47
|
18,491,032.13
|
19,514,855.20
|
|
|
|
|
|
|
|
TIIE Vs Fixed Rate Non-Standardized 4/
|
Structure observations of TIIE Vs Fixed Rate Non-Standardized 4/
May 2023
|
Jun 2023
|
Jul 2023
|
1,056,408.23
|
1,060,753.05
|
1,907,043.26
|
|
|
|
|
|
|
|
LIBOR Vs Fixed Rate
|
Structure observations of LIBOR Vs Fixed Rate
May 2023
|
Jun 2023
|
Jul 2023
|
2,692,885.64
|
2,249,486.60
|
1,193,730.75
|
|
|
|
|
|
|
|
Other interest rates
|
Structure observations of Other interest rates
May 2023
|
Jun 2023
|
Jul 2023
|
5,634,957.89
|
6,278,474.16
|
6,494,707.02
|
|
|
|
|
|
|
|
|
Cross Currency Swap (Only over interest rates) 5/
|
Structure observations of Cross Currency Swap (Only over interest rates) 5/
May 2023
|
Jun 2023
|
Jul 2023
|
4,902,281.99
|
5,034,586.69
|
5,065,883.52
|
|
|
|
|
|
|
|
TIIE Vs LIBOR
|
Structure observations of TIIE Vs LIBOR
May 2023
|
Jun 2023
|
Jul 2023
|
1,154,742.00
|
643,833.01
|
351,025.36
|
|
|
|
|
|
|
|
TIIE Vs Fixed Rate
|
Structure observations of TIIE Vs Fixed Rate
May 2023
|
Jun 2023
|
Jul 2023
|
1,513,297.97
|
1,485,521.55
|
1,493,563.46
|
|
|
|
|
|
|
|
Other cross interest rates
|
Structure observations of Other cross interest rates
May 2023
|
Jun 2023
|
Jul 2023
|
2,234,242.01
|
2,905,232.14
|
3,221,294.70
|
|
|
|
|
|
|
|
|
Underlying different to rates
|
Structure observations of Underlying different to rates
May 2023
|
Jun 2023
|
Jul 2023
|
56,666.96
|
55,741.28
|
61,844.11
|
|
|
|
|
|
|
|
Outstanding derivatives by counterparty (or exchange)
|
|
|
|
|
|
|
Domestic counterparties and markets
|
Structure observations of Domestic counterparties and markets
May 2023
|
Jun 2023
|
Jul 2023
|
6,556,904.47
|
6,794,981.57
|
6,617,023.72
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
May 2023
|
Jun 2023
|
Jul 2023
|
4,842,846.33
|
5,051,920.23
|
4,906,210.52
|
|
|
|
|
|
|
|
Commercial Banks
|
Structure observations of Commercial Banks
May 2023
|
Jun 2023
|
Jul 2023
|
1,670,365.67
|
1,792,131.89
|
1,721,051.69
|
|
|
|
|
|
|
|
Development Banks
|
Structure observations of Development Banks
May 2023
|
Jun 2023
|
Jul 2023
|
364,324.09
|
369,719.76
|
374,575.60
|
|
|
|
|
|
|
|
Brokerage Houses
|
Structure observations of Brokerage Houses
May 2023
|
Jun 2023
|
Jul 2023
|
599,680.89
|
618,916.60
|
559,187.92
|
|
|
|
|
|
|
|
Investment firms and funds
|
Structure observations of Investment firms and funds
May 2023
|
Jun 2023
|
Jul 2023
|
11,945.00
|
14,114.40
|
12,745.00
|
|
|
|
|
|
|
|
SIEFORES
|
Structure observations of SIEFORES
May 2023
|
Jun 2023
|
Jul 2023
|
216,216.47
|
245,396.26
|
240,586.20
|
|
|
|
|
|
|
|
SOFOMES
|
Structure observations of SOFOMES
May 2023
|
Jun 2023
|
Jul 2023
|
20,453.00
|
24,627.55
|
23,871.43
|
|
|
|
|
|
|
|
Other domestic financial entities
|
Structure observations of Other domestic financial entities
May 2023
|
Jun 2023
|
Jul 2023
|
11,262.16
|
11,077.32
|
11,029.53
|
|
|
|
|
|
|
|
Mexican derivative exchange
|
Structure observations of Mexican derivative exchange
May 2023
|
Jun 2023
|
Jul 2023
|
1,948,599.05
|
1,975,936.45
|
1,963,163.15
|
|
|
|
|
|
|
|
|
Non-financial entities
|
Structure observations of Non-financial entities
May 2023
|
Jun 2023
|
Jul 2023
|
1,714,058.14
|
1,743,061.34
|
1,710,813.20
|
|
|
|
|
|
|
|
Federal Government and Decentralized Entities
|
Structure observations of Federal Government and Decentralized Entities
May 2023
|
Jun 2023
|
Jul 2023
|
441,442.16
|
446,001.93
|
448,447.09
|
|
|
|
|
|
|
|
State and Municipal governments and their entities
|
Structure observations of State and Municipal governments and their entities
May 2023
|
Jun 2023
|
Jul 2023
|
171,461.07
|
172,698.45
|
172,491.30
|
|
|
|
|
|
|
|
Resident individuals in Mexico
|
Structure observations of Resident individuals in Mexico
May 2023
|
Jun 2023
|
Jul 2023
|
16,015.92
|
14,104.26
|
11,217.72
|
|
|
|
|
|
|
|
Non-financial private entities
|
Structure observations of Non-financial private entities
May 2023
|
Jun 2023
|
Jul 2023
|
1,085,138.99
|
1,110,256.70
|
1,078,657.09
|
|
|
|
|
|
|
|
|
|
Foreign Counterparties
|
Structure observations of Foreign Counterparties
May 2023
|
Jun 2023
|
Jul 2023
|
25,752,461.70
|
26,375,092.34
|
27,621,040.13
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
May 2023
|
Jun 2023
|
Jul 2023
|
25,747,711.54
|
26,370,355.73
|
27,616,313.13
|
|
|
|
|
|
|
|
US banks
|
Structure observations of US banks
May 2023
|
Jun 2023
|
Jul 2023
|
1,530,482.32
|
1,555,276.46
|
1,573,711.56
|
|
|
|
|
|
|
|
EU banks 12/
|
Structure observations of EU banks 12/
May 2023
|
Jun 2023
|
Jul 2023
|
5,972,939.54
|
6,236,595.37
|
6,183,748.13
|
|
|
|
|
|
|
|
Latin commercial banks
|
Structure observations of Latin commercial banks
May 2023
|
Jun 2023
|
Jul 2023
|
1,415.02
|
1,369.98
|
1,339.56
|
|
|
|
|
|
|
|
Other foreign banks
|
Structure observations of Other foreign banks
May 2023
|
Jun 2023
|
Jul 2023
|
569,952.28
|
584,640.21
|
620,012.03
|
|
|
|
|
|
|
|
Other US financial entities
|
Structure observations of Other US financial entities
May 2023
|
Jun 2023
|
Jul 2023
|
922,799.03
|
920,160.88
|
889,753.88
|
|
|
|
|
|
|
|
Other EU financial entities 12/
|
Structure observations of Other EU financial entities 12/
May 2023
|
Jun 2023
|
Jul 2023
|
2,025,557.52
|
2,025,633.25
|
2,042,400.42
|
|
|
|
|
|
|
|
Other latin american financial entities
|
Structure observations of Other latin american financial entities
May 2023
|
Jun 2023
|
Jul 2023
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other foreign financial entities
|
Structure observations of Other foreign financial entities
May 2023
|
Jun 2023
|
Jul 2023
|
1,403.64
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Chicago Mercantile Exchange
|
Structure observations of Chicago Mercantile Exchange
May 2023
|
Jun 2023
|
Jul 2023
|
14,719,698.73
|
15,043,216.11
|
16,301,884.09
|
|
|
|
|
|
|
|
Other foreign derivative exchanges
|
Structure observations of Other foreign derivative exchanges
May 2023
|
Jun 2023
|
Jul 2023
|
3,463.46
|
3,463.46
|
3,463.46
|
|
|
|
|
|
|
|
|
Non-Financial entities
|
Structure observations of Non-Financial entities
May 2023
|
Jun 2023
|
Jul 2023
|
4,750.16
|
4,736.61
|
4,727.00
|
|
|
|
|
|
|
|
|
|
Outstanding derivatives by market and residual term
|
|
|
|
|
|
|
Domestic and foreign organized exchanges
|
Structure observations of Domestic and foreign organized exchanges
May 2023
|
Jun 2023
|
Jul 2023
|
16,671,761.24
|
17,022,616.02
|
18,268,510.70
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
May 2023
|
Jun 2023
|
Jul 2023
|
197,320.61
|
216,834.93
|
433,971.46
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
May 2023
|
Jun 2023
|
Jul 2023
|
873,642.44
|
1,667,480.70
|
1,768,595.17
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
May 2023
|
Jun 2023
|
Jul 2023
|
2,934,204.60
|
2,916,384.39
|
3,153,013.68
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
May 2023
|
Jun 2023
|
Jul 2023
|
2,239,387.40
|
1,539,062.78
|
1,766,197.58
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
May 2023
|
Jun 2023
|
Jul 2023
|
2,209,916.25
|
2,299,056.45
|
2,356,211.32
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
May 2023
|
Jun 2023
|
Jul 2023
|
2,114,843.19
|
2,218,565.69
|
2,364,473.37
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
May 2023
|
Jun 2023
|
Jul 2023
|
1,213,656.23
|
1,197,531.09
|
1,247,476.92
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
May 2023
|
Jun 2023
|
Jul 2023
|
1,144,450.15
|
1,208,846.16
|
1,294,005.03
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
May 2023
|
Jun 2023
|
Jul 2023
|
948,437.97
|
957,146.38
|
1,049,795.33
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
May 2023
|
Jun 2023
|
Jul 2023
|
1,086,256.37
|
1,059,548.04
|
1,091,086.88
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
May 2023
|
Jun 2023
|
Jul 2023
|
1,263,962.29
|
1,292,979.21
|
1,289,083.30
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
May 2023
|
Jun 2023
|
Jul 2023
|
238,501.63
|
244,476.11
|
258,329.12
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
May 2023
|
Jun 2023
|
Jul 2023
|
144,661.29
|
143,389.45
|
131,601.79
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
May 2023
|
Jun 2023
|
Jul 2023
|
62,520.82
|
61,314.64
|
64,669.74
|
|
|
|
|
|
|
|
|
Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
May 2023
|
Jun 2023
|
Jul 2023
|
15,637,604.92
|
16,147,457.89
|
15,969,553.15
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
May 2023
|
Jun 2023
|
Jul 2023
|
73,786.73
|
178,682.04
|
118,657.10
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
May 2023
|
Jun 2023
|
Jul 2023
|
412,483.27
|
548,718.60
|
480,404.60
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
May 2023
|
Jun 2023
|
Jul 2023
|
884,797.60
|
1,029,674.27
|
1,228,960.18
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
May 2023
|
Jun 2023
|
Jul 2023
|
1,122,848.43
|
1,196,811.35
|
1,260,471.52
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
May 2023
|
Jun 2023
|
Jul 2023
|
2,014,562.09
|
2,062,132.23
|
1,950,263.50
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
May 2023
|
Jun 2023
|
Jul 2023
|
2,790,035.12
|
2,877,690.87
|
2,800,031.69
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
May 2023
|
Jun 2023
|
Jul 2023
|
1,936,573.72
|
1,858,312.18
|
1,826,785.34
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
May 2023
|
Jun 2023
|
Jul 2023
|
1,475,187.54
|
1,514,800.62
|
1,506,187.45
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
May 2023
|
Jun 2023
|
Jul 2023
|
1,143,716.87
|
1,111,781.17
|
1,098,295.36
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
May 2023
|
Jun 2023
|
Jul 2023
|
1,360,595.57
|
1,399,017.69
|
1,332,666.20
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
May 2023
|
Jun 2023
|
Jul 2023
|
1,368,912.27
|
1,323,946.45
|
1,321,206.77
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
May 2023
|
Jun 2023
|
Jul 2023
|
579,613.00
|
611,295.36
|
598,775.16
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
May 2023
|
Jun 2023
|
Jul 2023
|
320,543.89
|
281,235.89
|
279,563.69
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
May 2023
|
Jun 2023
|
Jul 2023
|
153,948.80
|
153,359.15
|
167,284.57
|
|
|
|
|
|
|
|
|
|
|
Futures 6/
|
Structure observations of Futures 6/
May 2023
|
Jun 2023
|
Jul 2023
|
55,346.63
|
67,604.44
|
68,810.96
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
|
|
|
|
|
|
Interest rates
|
Structure observations of Interest rates
May 2023
|
Jun 2023
|
Jul 2023
|
3.66
|
7.40
|
9.64
|
|
|
|
|
|
|
|
|
Equities and equity indexes
|
Structure observations of Equities and equity indexes
May 2023
|
Jun 2023
|
Jul 2023
|
4,014.66
|
1,510.46
|
2,029.97
|
|
|
|
|
|
|
|
|
Debt securities
|
Structure observations of Debt securities
May 2023
|
Jun 2023
|
Jul 2023
|
2,115.73
|
1,099.42
|
979.14
|
|
|
|
|
|
|
|
|
Foreign currencies
|
Structure observations of Foreign currencies
May 2023
|
Jun 2023
|
Jul 2023
|
49,200.31
|
64,987.15
|
65,777.83
|
|
|
|
|
|
|
|
|
Commodities
|
Structure observations of Commodities
May 2023
|
Jun 2023
|
Jul 2023
|
12.28
|
0.00
|
14.37
|
|
|
| | | | |