Sistema de Información Económica

Outstanding derivatives at end of month from domestic brokerage houses - (CF582)

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

Jan 2007 - Aug 2019

Monthly

Millions of Pesos

Nominal Stocks

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Jun 2019 Jul 2019 Aug 2019
Outstanding derivatives at end of month from domestic brokerage houses
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
7,220,780.27 7,482,472.28 7,913,046.04
+ Swaps 3/
6,369,934.20 6,611,316.58 7,098,487.24
+ Outstanding derivatives by underlying asset
+ Interest Rate Swaps (single currency) 3/
3,507,065.30 3,768,655.02 4,083,773.65
Standardized TIIE-28 days Vs Fixed Rate 4/
2,815,006.25 3,077,347.55 3,345,359.61
TIIE Vs Fixed Rate Non-Standardized 4/
93,013.70 94,338.09 96,777.22
LIBOR Vs Fixed Rate
498,944.21 490,849.70 514,768.34
other interest rates
100,101.14 106,119.68 126,868.48
+ Cross Currency Swap (Only over interest rates) 5/
2,791,824.84 2,771,617.50 2,943,669.54
TIIE Vs LIBOR
973,948.84 957,996.31 1,026,120.98
TIIE Vs Fixed Rate
1,440,200.39 1,429,314.67 1,512,115.79
Other cross interest rates
377,675.61 384,306.52 405,432.77
Underlying different to rates
71,044.06 71,044.06 71,044.06
+ Outstanding derivatives by counterparty (or exchange)
+ Domestic counterparties and markets
1,491,746.53 1,485,229.10 1,560,326.26
+ Financial entities
1,220,450.02 1,213,377.01 1,279,023.06
Commercial Banks
546,785.00 549,064.37 591,774.03
Development Banks
2,049.29 2,055.79 2,350.94
Brokerage Houses
70,835.48 71,455.29 74,218.48
Investment firms and funds
1,686.50 1,736.50 1,236.50
SIEFORES
137,682.85 132,068.44 137,587.03
SOFOMES
14,284.40 19,205.47 19,881.30
Other domestic financial entities
2,674.04 3,028.70 3,983.14
Mexican derivative exchange
444,452.45 434,762.45 447,991.65
+ Non-financial entities
271,296.50 271,852.08 281,303.21
Federal Government and Decentralized Entities
147,257.33 145,486.68 151,069.54
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
10,750.69 12,171.12 12,999.84
Non-financial private entities
113,288.49 114,194.28 117,233.82
+ Foreign Counterparties
4,878,187.67 5,126,087.48 5,538,160.98
+ Financial entities
4,878,186.89 5,126,085.70 5,538,158.50
US commercial banks
170,668.54 169,901.83 174,044.54
EU commercial banks
4,429.54 4,077.96 4,126.35
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
879,652.17 889,408.85 948,350.43
Other EU financial entities
2,955,124.36 3,044,492.12 3,294,006.87
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
868,312.28 1,018,204.94 1,117,630.30
Other foreign derivative exchanges
0.00 0.00 0.00
+ Non-Financial entities
0.78 1.79 2.48
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
0.00 0.00 0.00
Foreign individuals
0.78 1.79 2.48
+ Outstanding derivatives by market and original term
+ Domestic and foreign organized exchanges
1,312,764.73 1,452,967.39 1,565,621.95
From 1 to 7 days
1,250.00 0.00 0.00
From 8 to 31 days
0.00 6,310.76 25,873.98
From 32 to 92 days
25,844.49 29,311.20 27,930.40
From 93 to 184 days
23,822.12 32,323.63 48,437.99
From 185 to 366 days
118,773.31 161,636.35 137,468.42
From 367 to 731 days
215,559.46 253,723.43 335,204.46
From 732 to 1,096 days
302,067.65 298,405.63 306,190.27
From 1,097 to 1,461 days
186,150.73 169,500.02 171,261.25
From 1,462 to 1,827 days
134,858.62 157,157.30 171,309.17
From 1,828 to 2,557 days
79,010.56 92,440.68 93,035.65
From 2,558 to 3,653 days
182,227.53 190,507.59 186,852.04
From 3,654 to 5,479 days
27,971.75 36,637.32 37,044.82
From 5,480 to 7,305 days
15,228.50 25,013.50 25,013.50
Over 7,306 days
0.00 0.00 0.00
+ Domestic and foreign OTC markets
5,057,169.46 5,158,349.18 5,532,865.29
From 1 to 7 days
6,715.08 21,435.85 10,837.52
From 8 to 31 days
62,270.48 27,652.37 73,976.06
From 32 to 92 days
121,409.86 123,838.85 119,112.40
From 93 to 184 days
135,194.17 127,618.28 138,317.46
From 185 to 366 days
260,536.58 312,325.40 365,659.31
From 367 to 731 days
770,570.63 792,616.82 942,952.77
From 732 to 1,096 days
549,160.23 555,686.60 562,070.10
From 1,097 to 1,461 days
534,637.21 564,320.69 583,697.44
From 1,462 to 1,827 days
500,443.47 503,355.89 522,402.50
From 1,828 to 2,557 days
649,236.05 764,654.80 873,429.54
From 2,558 to 3,653 days
1,130,779.11 1,025,660.00 991,138.06
From 3,654 to 5,479 days
139,191.32 138,780.17 146,229.35
From 5,480 to 7,305 days
107,141.28 111,216.41 115,717.20
Over 7,306 days
89,883.99 89,187.05 87,325.57
+ Futures 6/
2,228.34 1,636.77 1,831.91
+ Outstanding derivatives by underlying asset
+ Interest rates
0.00 0.00 0.00
TIIE
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
348.31 391.70 292.36
Index IPC
154.01 152.69 157.72
S&P 500
191.44 236.62 132.01
NASDAQ Composite
0.00 0.00 0.00
Other equities and equity indexes
2.86 2.39 2.63
+ Debt securities
1,797.29 1,174.57 1,477.46
Mexican Govt Bonds
725.99 796.06 1,155.15
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
903.05 213.27 172.94
Other debt securities
168.26 165.25 149.37
+ Foreign currencies
33.69 41.15 42.20
US dollar
33.69 41.15 42.20
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
49.05 29.35 19.89
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
883.05 952.28 1,316.70
Mexican derivative exchange
883.05 952.28 1,316.70
+ US derivative exchanges
1,194.12 536.08 385.60
Chicago Mercantile Exchange
246.81 297.12 183.07
Chicago Board of Trade
920.13 230.11 192.71
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
27.18 8.85 9.82
+ 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
151.18 148.40 129.61
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
151.18 148.40 129.61
Other foreign derivative exchanges
0.00 0.00 0.00
+ Outstanding derivatives by original term
From 1 to 7 days
0.00 0.00 39.42
From 8 to 31 days
0.00 0.00 1,484.29
From 32 to 92 days
2,195.79 1,624.30 9.82
From 93 to 184 days
32.54 12.47 208.19
From 185 to 366 days
0.00 0.00 90.19
From 367 to 731 days
0.00 0.00 0.00
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/
113,263.34 119,249.08 121,358.34
+ Outstanding derivatives by underlying asset
+ Interest rates
13.75 9.00 9.00
TIIE
13.75 9.00 9.00
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
+ Equities and equity indexes
9,651.64 12,980.31 13,526.25
Index IPC
31.71 45.71 39.13
S&P500
4,957.58 8,355.77 8,720.13
ETF's (Exchange Traded Funds)
1,498.94 1,500.02 1,569.22
NASDAQ 100
0.00 0.00 0.00
NIKKEI-225
0.00 0.00 0.00
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
3,163.41 3,078.81 3,197.77
+ Debt securities
13,905.99 16,527.89 19,121.35
Mexican Govt Bonds
12,583.63 14,668.58 16,117.38
US Treasury Bonds
16.46 16.42 19.89
US Treasury Notes
0.00 0.00 0.00
Other debt securities
1,305.90 1,842.89 2,984.08
+ Foreign currencies
89,643.10 89,701.09 88,680.81
FX swaps on US dollar 7/
731.25 304.66 240.47
Non-FX swaps on US dollar 7/
88,131.12 88,621.82 87,047.67
FX swaps on EURO 7/
0.00 0.00 0.00
Non-FX swaps on EURO 7/
772.68 758.21 1,391.95
FX swaps on other foreign currencies  7/
0.00 0.00 0.00
Non-FX swaps on other foreign currencies  7/
8.05 16.40 0.73
Commodities
48.86 30.79 20.93
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Outstanding derivatives by counterparty
+ Domestic Counterparties
64,199.56 68,869.48 70,337.60
+ Financial entities
36,878.62 39,179.70 36,598.22
Commercial Banks
14,988.12 15,660.43 16,172.53
Development Banks
0.00 0.00 0.00
Brokerage Houses
0.00 0.00 0.00
Investment firms and funds
480.29 478.99 501.16
SIEFORES
20,884.25 22,472.67 19,469.65
SOFOMES
420.29 420.37 300.82
Other domestic financial entities
105.66 147.24 154.06
+ Non-Financial entities
27,320.94 29,689.78 33,739.38
Federal Government and Decentralized Entities
5,884.83 5,868.87 6,140.54
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
11,901.04 13,927.99 15,252.40
Non-financial private entities
9,535.07 9,892.91 12,346.43
+ Foreign Counterparties
49,063.77 50,379.60 51,020.74
+ Financial entities
49,059.99 50,375.38 51,015.50