|
|
|
|
|
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
Aug 2024
|
Sep 2024
|
Oct 2024
|
42,616,239.03
|
43,531,754.62
|
46,406,143.42
|
|
|
|
|
|
|
|
Swaps 3/
|
Structure observations of Swaps 3/
Aug 2024
|
Sep 2024
|
Oct 2024
|
33,856,185.14
|
35,023,846.67
|
37,637,478.74
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
|
|
|
|
|
|
Interest Rate Swaps (single currency) 3/
|
Structure observations of Interest Rate Swaps (single currency) 3/
Aug 2024
|
Sep 2024
|
Oct 2024
|
27,882,048.61
|
29,212,632.56
|
31,893,299.03
|
|
|
|
|
|
|
|
Standardized TIIE-28 days Vs Fixed Rate 4/
|
Structure observations of Standardized TIIE-28 days Vs Fixed Rate 4/
Aug 2024
|
Sep 2024
|
Oct 2024
|
18,408,803.51
|
19,900,146.03
|
21,651,364.45
|
|
|
|
|
|
|
|
TIIE Vs Fixed Rate Non-Standardized 4/
|
Structure observations of TIIE Vs Fixed Rate Non-Standardized 4/
Aug 2024
|
Sep 2024
|
Oct 2024
|
1,273,075.81
|
1,154,149.66
|
1,201,091.78
|
|
|
|
|
|
|
|
LIBOR Vs Fixed Rate
|
Structure observations of LIBOR Vs Fixed Rate
Aug 2024
|
Sep 2024
|
Oct 2024
|
16,949.48
|
17,073.15
|
16,937.67
|
|
|
|
|
|
|
|
Other interest rates
|
Structure observations of Other interest rates
Aug 2024
|
Sep 2024
|
Oct 2024
|
8,183,219.80
|
8,141,263.72
|
9,023,905.13
|
|
|
|
|
|
|
|
|
Cross Currency Swap (Only over interest rates) 5/
|
Structure observations of Cross Currency Swap (Only over interest rates) 5/
Aug 2024
|
Sep 2024
|
Oct 2024
|
5,929,022.02
|
5,765,417.03
|
5,689,349.96
|
|
|
|
|
|
|
|
TIIE Vs LIBOR
|
Structure observations of TIIE Vs LIBOR
Aug 2024
|
Sep 2024
|
Oct 2024
|
5,113.66
|
5,113.38
|
5,153.59
|
|
|
|
|
|
|
|
TIIE Vs Fixed Rate
|
Structure observations of TIIE Vs Fixed Rate
Aug 2024
|
Sep 2024
|
Oct 2024
|
1,472,925.69
|
1,460,288.35
|
1,470,618.65
|
|
|
|
|
|
|
|
Other cross interest rates
|
Structure observations of Other cross interest rates
Aug 2024
|
Sep 2024
|
Oct 2024
|
4,450,982.67
|
4,300,015.30
|
4,213,577.72
|
|
|
|
|
|
|
|
|
Underlying different to rates
|
Structure observations of Underlying different to rates
Aug 2024
|
Sep 2024
|
Oct 2024
|
45,114.51
|
45,797.09
|
54,829.75
|
|
|
|
|
|
|
|
Outstanding derivatives by counterparty (or exchange)
|
|
|
|
|
|
|
Domestic counterparties and markets
|
Structure observations of Domestic counterparties and markets
Aug 2024
|
Sep 2024
|
Oct 2024
|
6,869,533.49
|
6,688,754.10
|
6,763,829.56
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
Aug 2024
|
Sep 2024
|
Oct 2024
|
4,989,638.65
|
4,847,702.90
|
4,874,060.11
|
|
|
|
|
|
|
|
Commercial Banks
|
Structure observations of Commercial Banks
Aug 2024
|
Sep 2024
|
Oct 2024
|
1,778,869.75
|
1,735,204.02
|
1,710,453.08
|
|
|
|
|
|
|
|
Development Banks
|
Structure observations of Development Banks
Aug 2024
|
Sep 2024
|
Oct 2024
|
409,164.60
|
395,775.66
|
404,635.54
|
|
|
|
|
|
|
|
Brokerage Houses
|
Structure observations of Brokerage Houses
Aug 2024
|
Sep 2024
|
Oct 2024
|
591,766.22
|
577,968.87
|
571,116.51
|
|
|
|
|
|
|
|
Investment firms and funds
|
Structure observations of Investment firms and funds
Aug 2024
|
Sep 2024
|
Oct 2024
|
12,806.65
|
12,428.01
|
13,100.00
|
|
|
|
|
|
|
|
SIEFORES
|
Structure observations of SIEFORES
Aug 2024
|
Sep 2024
|
Oct 2024
|
164,659.40
|
164,407.90
|
155,840.45
|
|
|
|
|
|
|
|
SOFOMES
|
Structure observations of SOFOMES
Aug 2024
|
Sep 2024
|
Oct 2024
|
37,986.34
|
38,267.34
|
38,575.31
|
|
|
|
|
|
|
|
Other domestic financial entities
|
Structure observations of Other domestic financial entities
Aug 2024
|
Sep 2024
|
Oct 2024
|
10,919.14
|
11,673.58
|
13,045.19
|
|
|
|
|
|
|
|
Mexican derivative exchange
|
Structure observations of Mexican derivative exchange
Aug 2024
|
Sep 2024
|
Oct 2024
|
1,983,466.55
|
1,911,977.51
|
1,967,294.03
|
|
|
|
|
|
|
|
|
Non-financial entities
|
Structure observations of Non-financial entities
Aug 2024
|
Sep 2024
|
Oct 2024
|
1,879,894.85
|
1,841,051.21
|
1,889,769.45
|
|
|
|
|
|
|
|
Federal Government and Decentralized Entities
|
Structure observations of Federal Government and Decentralized Entities
Aug 2024
|
Sep 2024
|
Oct 2024
|
492,505.84
|
479,620.00
|
490,118.75
|
|
|
|
|
|
|
|
State and Municipal governments and their entities
|
Structure observations of State and Municipal governments and their entities
Aug 2024
|
Sep 2024
|
Oct 2024
|
152,360.21
|
135,984.27
|
149,891.62
|
|
|
|
|
|
|
|
Resident individuals in Mexico
|
Structure observations of Resident individuals in Mexico
Aug 2024
|
Sep 2024
|
Oct 2024
|
34,456.96
|
9,527.03
|
14,880.33
|
|
|
|
|
|
|
|
Non-financial private entities
|
Structure observations of Non-financial private entities
Aug 2024
|
Sep 2024
|
Oct 2024
|
1,200,571.84
|
1,215,919.91
|
1,234,878.75
|
|
|
|
|
|
|
|
|
|
Foreign Counterparties
|
Structure observations of Foreign Counterparties
Aug 2024
|
Sep 2024
|
Oct 2024
|
26,986,651.65
|
28,335,092.57
|
30,873,649.19
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
Aug 2024
|
Sep 2024
|
Oct 2024
|
26,981,887.98
|
28,330,331.68
|
30,868,883.78
|
|
|
|
|
|
|
|
US banks
|
Structure observations of US banks
Aug 2024
|
Sep 2024
|
Oct 2024
|
1,717,701.84
|
1,676,304.66
|
1,751,818.11
|
|
|
|
|
|
|
|
EU banks 12/
|
Structure observations of EU banks 12/
Aug 2024
|
Sep 2024
|
Oct 2024
|
5,891,837.43
|
5,450,886.81
|
5,866,795.34
|
|
|
|
|
|
|
|
Latin commercial banks
|
Structure observations of Latin commercial banks
Aug 2024
|
Sep 2024
|
Oct 2024
|
6,308.56
|
6,305.54
|
1,602.90
|
|
|
|
|
|
|
|
Other foreign banks
|
Structure observations of Other foreign banks
Aug 2024
|
Sep 2024
|
Oct 2024
|
1,079,773.50
|
1,130,679.89
|
1,164,551.67
|
|
|
|
|
|
|
|
Other US financial entities
|
Structure observations of Other US financial entities
Aug 2024
|
Sep 2024
|
Oct 2024
|
890,064.95
|
833,948.42
|
890,261.86
|
|
|
|
|
|
|
|
Other EU financial entities 12/
|
Structure observations of Other EU financial entities 12/
Aug 2024
|
Sep 2024
|
Oct 2024
|
2,060,685.83
|
2,063,648.66
|
2,192,328.99
|
|
|
|
|
|
|
|
Other latin american financial entities
|
Structure observations of Other latin american financial entities
Aug 2024
|
Sep 2024
|
Oct 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other foreign financial entities
|
Structure observations of Other foreign financial entities
Aug 2024
|
Sep 2024
|
Oct 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Chicago Mercantile Exchange
|
Structure observations of Chicago Mercantile Exchange
Aug 2024
|
Sep 2024
|
Oct 2024
|
15,331,925.35
|
17,164,974.03
|
18,997,878.33
|
|
|
|
|
|
|
|
Other foreign derivative exchanges
|
Structure observations of Other foreign derivative exchanges
Aug 2024
|
Sep 2024
|
Oct 2024
|
3,590.53
|
3,583.67
|
3,646.59
|
|
|
|
|
|
|
|
|
Non-Financial entities
|
Structure observations of Non-Financial entities
Aug 2024
|
Sep 2024
|
Oct 2024
|
4,763.67
|
4,760.89
|
4,765.41
|
|
|
|
|
|
|
|
|
|
Outstanding derivatives by market and residual term
|
|
|
|
|
|
|
Domestic and foreign organized exchanges
|
Structure observations of Domestic and foreign organized exchanges
Aug 2024
|
Sep 2024
|
Oct 2024
|
17,318,982.43
|
19,080,535.21
|
20,968,818.95
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
479,239.47
|
303,757.01
|
679,888.17
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
1,000,671.26
|
769,651.57
|
1,114,552.90
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
2,083,670.35
|
2,809,582.30
|
3,258,027.75
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
2,302,058.26
|
2,611,469.24
|
2,634,638.94
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
2,768,896.40
|
3,261,794.78
|
3,616,266.78
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
2,438,312.83
|
2,771,762.35
|
2,888,927.45
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
1,672,125.79
|
1,731,002.31
|
1,752,713.66
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
1,087,459.07
|
1,136,013.23
|
1,212,296.06
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
910,091.75
|
1,073,089.30
|
1,080,260.06
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
898,836.10
|
904,639.68
|
940,488.56
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
1,270,923.46
|
1,299,177.62
|
1,351,214.95
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
266,827.90
|
269,987.59
|
290,211.31
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
66,375.28
|
64,584.09
|
69,971.91
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
73,494.52
|
74,024.12
|
79,360.45
|
|
|
|
|
|
|
|
|
Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
Aug 2024
|
Sep 2024
|
Oct 2024
|
16,537,202.71
|
15,943,311.46
|
16,668,659.79
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
218,413.21
|
207,253.44
|
126,974.53
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
805,665.20
|
520,185.39
|
1,108,873.66
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
1,198,997.88
|
1,012,614.19
|
1,080,911.49
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
1,355,175.76
|
1,387,211.86
|
1,394,093.23
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
2,002,259.90
|
1,968,610.01
|
1,883,784.85
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
2,723,082.68
|
2,800,222.61
|
2,856,989.27
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
1,882,528.00
|
1,812,260.55
|
1,804,450.71
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
1,334,388.58
|
1,316,034.28
|
1,316,733.85
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
1,018,348.88
|
1,018,460.46
|
1,071,174.18
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
1,124,045.08
|
1,093,610.19
|
1,134,677.69
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
1,542,760.90
|
1,524,266.31
|
1,565,769.44
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
806,880.60
|
766,174.50
|
803,854.64
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
300,379.25
|
294,806.73
|
304,911.50
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Aug 2024
|
Sep 2024
|
Oct 2024
|
224,276.80
|
221,600.96
|
215,460.74
|
|
|
|
|
|
|
|
|
|
|
Futures 6/
|
Structure observations of Futures 6/
Aug 2024
|
Sep 2024
|
Oct 2024
|
84,904.21
|
51,873.11
|
64,579.08
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
| | | | |