Sistema de Información Económica

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

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

Jan 2007 - Jul 2019

Monthly

Millions of Pesos

Nominal Stocks

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May 2019 Jun 2019 Jul 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
37,107,846.58 37,395,651.90 38,308,817.25
+ Swaps 3/
28,005,701.73 28,488,543.00 29,449,186.10
+ Outstanding derivatives by underlying asset
+ Interest Rate Swaps (single currency) 3/
21,974,752.34 22,397,402.84 23,320,379.35
Standardized TIIE-28 days Vs Fixed Rate 4/
14,521,498.80 14,902,584.73 15,691,929.18
TIIE Vs Fixed Rate Non-Standardized 4/
1,055,766.46 1,075,915.82 1,108,255.07
LIBOR Vs Fixed Rate
4,616,708.35 4,616,215.33 4,605,889.92
Other interest rates
1,780,778.73 1,802,686.95 1,914,305.19
+ Cross Currency Swap (Only over interest rates) 5/
5,936,731.93 5,996,658.33 6,034,426.53
TIIE Vs LIBOR
2,171,018.44 2,187,109.02 2,216,207.75
TIIE Vs Fixed Rate
2,241,838.99 2,280,428.05 2,265,536.06
Other cross interest rates
1,523,874.50 1,529,121.27 1,552,682.72
Underlying different to rates
94,217.46 94,481.82 94,380.22
+ Outstanding derivatives by counterparty (or exchange)
+ Domestic counterparties and markets
6,359,865.58 6,413,236.03 6,494,737.33
+ Financial entities
4,540,975.72 4,591,520.25 4,676,971.29
Commercial Banks
1,845,080.14 1,833,240.43 1,846,554.12
Development Banks
333,719.72 329,788.31 327,845.13
Brokerage Houses
616,049.85 627,406.70 630,290.85
Investment firms and funds
6,173.63 6,466.50 5,666.50
SIEFORES
530,434.14 538,248.13 539,505.46
SOFOMES
163,815.71 167,717.69 176,168.93
Other domestic financial entities
38,835.19 34,905.73 34,824.01
Mexican derivative exchange
1,006,867.35 1,053,746.75 1,116,116.30
+ Non-financial entities
1,818,889.86 1,821,715.78 1,817,766.04
Federal Government and Decentralized Entities
460,538.35 454,642.34 456,514.92
State and Municipal governments and their entities
121,494.87 123,197.74 123,040.95
Resident individuals in Mexico
15,266.56 13,857.78 15,414.52
Non-financial private entities
1,221,590.09 1,230,017.92 1,222,795.66
+ Foreign Counterparties
21,645,836.15 22,075,306.97 22,954,448.76
+ Financial entities
21,645,264.30 22,074,736.19 22,953,876.98
US commercial banks
1,710,327.98 1,688,741.84 1,678,954.09
EU commercial banks
5,997,573.89 6,039,045.03 6,091,058.78
Latin american commercial banks
1,570.27 1,536.94 1,532.77
Other foreign commercial banks
605,119.02 591,566.95 599,345.65
Other US financial entities
881,506.39 935,668.09 944,947.90
Other EU financial entities
3,194,704.44 3,260,038.73 3,347,158.85
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
1,403.64 1,403.64 1,024.87
Chicago Mercantile Exchange
9,253,058.66 9,556,734.97 10,289,854.08
Other foreign derivative exchanges
0.00 0.00 0.00
+ Non-Financial entities
571.85 570.78 571.79
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
1.85 0.78 1.79
+ Outstanding derivatives by market and original term
+ Domestic and foreign organized exchanges
8,320,582.38 8,459,483.43 9,033,706.16
From 1 to 7 days
75,993.21 105,475.59 44,954.01
From 8 to 31 days
349,661.53 219,867.82 184,579.93
From 32 to 92 days
479,705.56 405,897.06 524,561.40
From 93 to 184 days
599,731.84 664,220.90 707,010.81
From 185 to 366 days
906,935.76 1,019,702.11 1,046,559.63
From 367 to 731 days
1,083,300.66 1,099,507.23 1,273,209.59
From 732 to 1,096 days
1,197,501.62 1,295,930.84 1,367,646.27
From 1,097 to 1,461 days
916,247.86 876,680.26 897,512.06
From 1,462 to 1,827 days
668,729.62 662,320.92 696,761.57
From 1,828 to 2,557 days
517,879.18 542,561.96 597,542.68
From 2,558 to 3,653 days
1,298,736.33 1,346,546.93 1,429,901.75
From 3,654 to 5,479 days
108,767.57 102,887.94 124,568.57
From 5,480 to 7,305 days
84,762.61 85,584.02 106,835.36
Over 7,306 days
32,629.03 32,299.86 32,062.52
+ Domestic and foreign OTC markets
19,685,119.36 20,029,059.57 20,415,479.94
From 1 to 7 days
140,359.24 88,256.57 85,849.44
From 8 to 31 days
427,182.08 367,620.98 300,116.31
From 32 to 92 days
796,041.00 875,515.05 1,009,951.91
From 93 to 184 days
1,071,805.59 1,080,103.08 1,133,577.73
From 185 to 366 days
1,640,672.44 1,913,476.09 2,045,387.50
From 367 to 731 days
2,861,226.81 2,901,460.13 2,911,612.06
From 732 to 1,096 days
2,063,942.34 2,081,536.53 2,128,291.09
From 1,097 to 1,461 days
1,960,003.08 2,001,069.81 2,051,946.43
From 1,462 to 1,827 days
1,859,240.30 1,875,446.54 1,884,922.33
From 1,828 to 2,557 days
2,583,261.24 2,629,634.03 2,760,608.00
From 2,558 to 3,653 days
2,975,186.18 2,917,816.39 2,801,854.80
From 3,654 to 5,479 days
659,791.84 665,401.84 663,978.64
From 5,480 to 7,305 days
387,616.58 372,436.60 376,156.26
Over 7,306 days
258,790.63 259,285.93 261,227.43
+ Futures 6/
92,819.06 94,169.20 91,987.17
+ Outstanding derivatives by underlying asset
+ Interest rates
3,875.45 3,337.80 2,810.00
TIIE
3,875.45 3,337.80 2,810.00
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
+ Equities and equity indexes
2,430.94 3,512.22 3,548.06
Index IPC
2,142.17 2,835.47 2,824.89
S&P 500
199.93 653.20 675.24
NASDAQ Composite
68.35 20.69 39.66
Other equities and equity indexes
20.49 2.86 8.27
+ Debt securities
6,087.76 2,950.53 2,320.98
Mexican Govt Bonds
2,342.35 1,269.28 1,398.89
US Treasury Bonds
448.82 134.62 0.00
US Treasury Notes
1,241.42 1,001.37 371.85
Other debt securities
2,055.17 545.26 550.24
+ Foreign currencies
80,399.19 84,319.61 83,278.78
US dollar
80,399.19 84,319.61 83,278.78
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
25.71 49.05 29.35
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
54,685.62 47,250.52 45,788.95
Mexican derivative exchange
54,685.62 47,250.52 45,788.95
+ US derivative exchanges
36,348.80 46,390.50 45,658.95
Chicago Mercantile Exchange
34,370.47 45,210.25 45,261.40
Chicago Board of Trade
1,975.30 1,153.07 388.69
Intercontinental Futures and Options Exchange
3.02 0.00 0.00
New York Mercantile Exchange
0.00 27.18 8.85
+ 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
1,784.64 528.18 539.28
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
1,784.64 528.18 539.28
Other foreign derivative exchanges
0.00 0.00 0.00
+ Outstanding derivatives by original term
From 1 to 7 days
0.00 0.00 0.00
From 8 to 31 days
67,107.56 1,802.02 7,237.68
From 32 to 92 days
1,058.72 82,637.20 73,642.47
From 93 to 184 days
21,101.80 3,795.48 4,779.77
From 185 to 366 days
3,472.48 5,874.51 6,277.26
From 367 to 731 days
78.50 60.00 50.00
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/
3,952,414.83 3,705,481.90 3,685,683.30
+ Outstanding derivatives by underlying asset
+ Interest rates
60.00 60.00 41.00
TIIE
60.00 60.00 41.00
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
136,310.09 119,942.21 132,409.60
Index IPC
304.56 784.41 818.39
S&P500
40,369.32 28,530.16 42,383.33
ETF's (Exchange Traded Funds)
12,825.79 8,692.68 8,674.26
NASDAQ 100
0.00 0.00 0.00
NIKKEI-225
32,237.87 31,703.54 31,347.32
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
50,572.55 50,231.42 49,186.30
+ Debt securities
42,123.24 39,100.31 38,624.12
Mexican Govt Bonds
38,457.08 32,190.77 36,764.81
US Treasury Bonds
16.82 16.46 16.42
US Treasury Notes
0.00 0.00 0.00
Other debt securities
3,649.34 6,893.08 1,842.89
+ Foreign currencies
3,773,144.71 3,545,660.00 3,513,917.05
FX swaps on US dollar 7/
848,946.36 777,368.84 575,269.56
Non-FX swaps on US dollar 7/
2,662,223.28 2,525,473.95 2,655,809.77
FX swaps on EURO 7/
35,286.87 26,044.68 48,278.97
Non-FX swaps on EURO 7/
171,208.30 174,480.67 192,340.87
FX swaps on other foreign currencies  7/
14,322.16 993.87 1,155.93
Non-FX swaps on other foreign currencies  7/
41,157.74 41,298.00 41,061.96
Commodities
776.79 719.38 691.53
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Outstanding derivatives by counterparty
+ Domestic Counterparties
906,380.74 866,083.31 939,987.73
+ Financial entities
500,191.87 476,031.87 543,424.02
Commercial Banks
227,807.16 200,702.90 214,374.03
Development Banks
7,796.36 10,490.28 8,811.73
Brokerage Houses
16,501.43 15,042.51 15,708.98
Investment firms and funds
490.71 480.29 653.21
SIEFORES
231,139.31 232,729.32 288,119.21
SOFOMES
3,580.39 3,625.58 3,733.69
Other domestic financial entities
12,876.51 12,960.99 12,023.17
+ Non-Financial entities
406,188.87 390,051.44 396,563.71
Federal Government and Decentralized Entities
114,018.69 111,594.64 111,288.52
State and Municipal governments and their entities
0.98 0.96 0.00
Resident individuals in Mexico
19,261.77 15,192.25 16,800.28
Non-financial private entities
272,907.43 263,263.59 268,474.91
+ Foreign Counterparties
3,046,034.09 2,839,398.59 2,745,695.57