|
|
|
|
|
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 residual term
|
Structure observations of Total outstanding amounts by instrument, underlying asset, counterparty and residual term
Oct 2024
|
Nov 2024
|
Dec 2024
|
9,108,741.38
|
11,090,026.33
|
10,695,440.58
|
|
|
|
|
|
|
|
Swaps 3/
|
Structure observations of Swaps 3/
Oct 2024
|
Nov 2024
|
Dec 2024
|
8,051,558.38
|
10,040,298.87
|
9,682,964.58
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
|
|
|
|
|
|
Interest Rate Swaps (single currency) 3/
|
Structure observations of Interest Rate Swaps (single currency) 3/
Oct 2024
|
Nov 2024
|
Dec 2024
|
6,374,607.59
|
8,349,832.82
|
7,977,033.90
|
|
|
|
|
|
|
|
Standardized TIIE-28 days Vs Fixed Rate 4/
|
Structure observations of Standardized TIIE-28 days Vs Fixed Rate 4/
Oct 2024
|
Nov 2024
|
Dec 2024
|
5,887,297.88
|
6,007,378.19
|
5,577,590.12
|
|
|
|
|
|
|
|
TIIE Vs Fixed Rate Non-Standardized 4/
|
Structure observations of TIIE Vs Fixed Rate Non-Standardized 4/
Oct 2024
|
Nov 2024
|
Dec 2024
|
195,917.56
|
2,049,225.33
|
2,103,400.25
|
|
|
|
|
|
|
|
LIBOR Vs Fixed Rate
|
Structure observations of LIBOR Vs Fixed Rate
Oct 2024
|
Nov 2024
|
Dec 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
other interest rates
|
Structure observations of other interest rates
Oct 2024
|
Nov 2024
|
Dec 2024
|
291,392.16
|
293,229.30
|
296,043.53
|
|
|
|
|
|
|
|
|
Cross Currency Swap (Only over interest rates) 5/
|
Structure observations of Cross Currency Swap (Only over interest rates) 5/
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,662,524.90
|
1,675,937.36
|
1,691,393.21
|
|
|
|
|
|
|
|
|
Underlying different to rates
|
Structure observations of Underlying different to rates
Oct 2024
|
Nov 2024
|
Dec 2024
|
14,425.88
|
14,528.69
|
14,537.47
|
|
|
|
|
|
|
|
Outstanding derivatives by counterparty (or exchange)
|
|
|
|
|
|
|
Domestic counterparties and markets
|
Structure observations of Domestic counterparties and markets
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,480,395.92
|
1,888,465.55
|
1,905,664.49
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,160,971.67
|
1,575,819.96
|
1,584,232.89
|
|
|
|
|
|
|
|
Commercial Banks
|
Structure observations of Commercial Banks
Oct 2024
|
Nov 2024
|
Dec 2024
|
441,046.22
|
415,764.65
|
408,670.73
|
|
|
|
|
|
|
|
Development Banks
|
Structure observations of Development Banks
Oct 2024
|
Nov 2024
|
Dec 2024
|
52,249.73
|
53,380.42
|
51,898.30
|
|
|
|
|
|
|
|
Brokerage Houses
|
Structure observations of Brokerage Houses
Oct 2024
|
Nov 2024
|
Dec 2024
|
74,843.19
|
69,812.83
|
69,683.23
|
|
|
|
|
|
|
|
Investment firms and funds
|
Structure observations of Investment firms and funds
Oct 2024
|
Nov 2024
|
Dec 2024
|
12,600.00
|
11,100.00
|
11,100.00
|
|
|
|
|
|
|
|
SIEFORES
|
Structure observations of SIEFORES
Oct 2024
|
Nov 2024
|
Dec 2024
|
37,090.92
|
35,736.06
|
35,935.51
|
|
|
|
|
|
|
|
SOFOMES
|
Structure observations of SOFOMES
Oct 2024
|
Nov 2024
|
Dec 2024
|
657.51
|
631.95
|
623.05
|
|
|
|
|
|
|
|
Other domestic financial entities
|
Structure observations of Other domestic financial entities
Oct 2024
|
Nov 2024
|
Dec 2024
|
740.67
|
255.66
|
249.17
|
|
|
|
|
|
|
|
Mexican derivative exchange
|
Structure observations of Mexican derivative exchange
Oct 2024
|
Nov 2024
|
Dec 2024
|
541,743.43
|
989,138.40
|
1,006,072.90
|
|
|
|
|
|
|
|
|
Non-financial entities
|
Structure observations of Non-financial entities
Oct 2024
|
Nov 2024
|
Dec 2024
|
319,424.25
|
312,645.59
|
321,431.60
|
|
|
|
|
|
|
|
|
|
Foreign Counterparties
|
Structure observations of Foreign Counterparties
Oct 2024
|
Nov 2024
|
Dec 2024
|
6,571,162.45
|
8,151,833.31
|
7,777,300.09
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
Oct 2024
|
Nov 2024
|
Dec 2024
|
6,571,162.45
|
8,151,833.31
|
7,777,300.09
|
|
|
|
|
|
|
|
US banks
|
Structure observations of US banks
Oct 2024
|
Nov 2024
|
Dec 2024
|
279,215.56
|
266,198.32
|
269,284.12
|
|
|
|
|
|
|
|
EU banks 11/
|
Structure observations of EU banks 11/
Oct 2024
|
Nov 2024
|
Dec 2024
|
20,188.56
|
20,379.21
|
20,679.08
|
|
|
|
|
|
|
|
Latin american banks
|
Structure observations of Latin american banks
Oct 2024
|
Nov 2024
|
Dec 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other foreign banks
|
Structure observations of Other foreign banks
Oct 2024
|
Nov 2024
|
Dec 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other US financial entities
|
Structure observations of Other US financial entities
Oct 2024
|
Nov 2024
|
Dec 2024
|
875,218.05
|
837,272.26
|
830,889.78
|
|
|
|
|
|
|
|
Other EU financial entities 11/
|
Structure observations of Other EU financial entities 11/
Oct 2024
|
Nov 2024
|
Dec 2024
|
2,136,614.86
|
2,890,147.24
|
2,969,331.76
|
|
|
|
|
|
|
|
Other latin american financial entities
|
Structure observations of Other latin american financial entities
Oct 2024
|
Nov 2024
|
Dec 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other foreign financial entities
|
Structure observations of Other foreign financial entities
Oct 2024
|
Nov 2024
|
Dec 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Chicago Mercantile Exchange
|
Structure observations of Chicago Mercantile Exchange
Oct 2024
|
Nov 2024
|
Dec 2024
|
3,259,925.42
|
4,137,836.28
|
3,687,115.36
|
|
|
|
|
|
|
|
Other foreign derivative exchanges
|
Structure observations of Other foreign derivative exchanges
Oct 2024
|
Nov 2024
|
Dec 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Non-Financial entities
|
Structure observations of Non-Financial entities
Oct 2024
|
Nov 2024
|
Dec 2024
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
Outstanding derivatives by market and residual term
|
|
|
|
|
|
|
Domestic and foreign organized exchanges
|
Structure observations of Domestic and foreign organized exchanges
Oct 2024
|
Nov 2024
|
Dec 2024
|
3,801,668.84
|
5,126,974.68
|
4,693,188.26
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
82,030.32
|
41,621.68
|
95,432.44
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
142,659.79
|
369,899.07
|
219,687.45
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
725,454.82
|
555,727.61
|
616,338.93
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
609,375.69
|
594,134.61
|
578,022.78
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
835,571.36
|
891,242.53
|
1,996,775.48
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
615,294.28
|
1,915,898.95
|
511,997.81
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
240,479.14
|
259,320.41
|
213,235.42
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
111,599.17
|
109,336.20
|
87,753.54
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
128,641.38
|
90,585.40
|
74,212.35
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
90,631.55
|
103,748.02
|
96,858.11
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
181,073.37
|
158,677.48
|
167,278.53
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
32,170.43
|
29,194.16
|
28,005.34
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
6,222.05
|
7,122.05
|
7,122.05
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
465.51
|
466.52
|
468.04
|
|
|
|
|
|
|
|
|
Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
Oct 2024
|
Nov 2024
|
Dec 2024
|
4,249,889.53
|
4,913,324.19
|
4,989,776.31
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
23,858.02
|
20,856.81
|
28,050.70
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
85,805.73
|
49,153.72
|
92,168.64
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
187,268.50
|
224,477.86
|
209,286.31
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
288,747.21
|
267,285.09
|
279,497.62
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
399,446.99
|
391,837.14
|
1,043,817.27
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
860,273.77
|
1,512,382.84
|
897,088.66
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
479,801.94
|
525,635.92
|
493,191.23
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
377,649.27
|
381,378.28
|
391,778.43
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
296,001.68
|
282,647.36
|
287,899.26
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
356,849.19
|
364,784.96
|
357,101.12
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
553,630.04
|
557,597.20
|
572,953.07
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
171,235.68
|
165,140.84
|
162,682.49
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
109,552.13
|
109,521.49
|
112,335.31
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
59,769.39
|
60,624.67
|
61,926.22
|
|
|
|
|
|
|
|
|
|
|
Futures 6/
|
Structure observations of Futures 6/
Oct 2024
|
Nov 2024
|
Dec 2024
|
853.82
|
1,379.42
|
854.01
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
| | | | |