Sistema de Información Económica

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

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

Jan 2007 - Dec 2019

Monthly

Millions of Pesos

Nominal Stocks

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Oct 2019 Nov 2019 Dec 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
7,930,821.39 8,044,923.14 7,768,443.39
+ Swaps 3/
7,091,175.01 7,206,044.44 6,938,154.44
+ Outstanding derivatives by underlying asset
+ Interest Rate Swaps (single currency) 3/
4,041,625.18 4,093,573.91 3,967,043.50
Standardized TIIE-28 days Vs Fixed Rate 4/
3,311,735.54 3,354,822.70 3,180,253.96
TIIE Vs Fixed Rate Non-Standardized 4/
95,481.42 94,081.55 101,653.14
LIBOR Vs Fixed Rate
492,455.96 497,876.58 498,250.59
other interest rates
141,952.27 146,793.08 186,885.81
+ Cross Currency Swap (Only over interest rates) 5/
2,978,700.04 3,041,620.75 2,900,261.15
TIIE Vs LIBOR
989,963.09 1,006,270.45 950,244.58
TIIE Vs Fixed Rate
1,530,029.06 1,560,980.69 1,492,059.64
Other cross interest rates
458,707.88 474,369.61 457,956.93
Underlying different to rates
70,849.79 70,849.79 70,849.79
+ Outstanding derivatives by counterparty (or exchange)
+ Domestic counterparties and markets
1,569,943.07 1,572,344.94 1,550,470.91
+ Financial entities
1,287,370.28 1,292,960.43 1,271,253.59
Commercial Banks
589,316.12 601,290.17 588,460.05
Development Banks
2,188.68 2,215.93 5,325.75
Brokerage Houses
69,090.00 69,573.53 62,180.93
Investment firms and funds
2,038.78 2,196.19 1,750.82
SIEFORES
132,730.32 129,538.14 126,002.39
SOFOMES
20,616.63 18,890.21 18,656.97
Other domestic financial entities
4,052.94 4,004.47 3,939.90
Mexican derivative exchange
467,336.80 465,251.80 464,936.80
+ Non-financial entities
282,572.79 279,384.51 279,217.32
Federal Government and Decentralized Entities
145,453.10 147,177.40 148,655.28
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
12,641.10 9,643.45 8,895.96
Non-financial private entities
124,478.60 122,563.66 121,666.08
+ Foreign Counterparties
5,521,231.94 5,633,699.49 5,387,683.53
+ Financial entities
5,521,228.82 5,633,697.99 5,387,683.53
US commercial banks
159,834.45 165,220.41 161,219.81
EU commercial banks
4,614.16 5,086.11 3,055.55
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
924,951.06 910,064.86 913,006.22
Other EU financial entities
3,308,505.30 3,389,232.00 3,169,001.73
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
1,123,323.85 1,164,094.62 1,141,400.21
Other foreign derivative exchanges
0.00 0.00 0.00
+ Non-Financial entities
3.12 1.51 0.00
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
3.12 1.51 0.00
+ Outstanding derivatives by market and original term
+ Domestic and foreign organized exchanges
1,590,660.65 1,629,346.42 1,606,337.01
From 1 to 7 days
5,150.00 0.00 2,375.00
From 8 to 31 days
9,749.55 10,425.00 18,913.07
From 32 to 92 days
32,853.33 63,672.79 66,019.12
From 93 to 184 days
93,935.23 70,253.25 55,319.31
From 185 to 366 days
154,256.47 154,166.18 275,023.59
From 367 to 731 days
382,574.83 408,192.70 325,776.69
From 732 to 1,096 days
241,455.70 237,473.97 251,642.94
From 1,097 to 1,461 days
161,010.57 168,039.24 155,490.40
From 1,462 to 1,827 days
188,140.90 190,323.42 151,996.04
From 1,828 to 2,557 days
65,307.71 63,999.06 59,607.95
From 2,558 to 3,653 days
167,306.70 173,880.01 157,676.23
From 3,654 to 5,479 days
56,130.82 70,531.96 68,436.96
From 5,480 to 7,305 days
32,788.83 18,388.83 18,059.72
Over 7,306 days
0.00 0.00 0.00
+ Domestic and foreign OTC markets
5,500,514.36 5,576,698.02 5,331,817.42
From 1 to 7 days
17,119.67 5,094.14 2,045.00
From 8 to 31 days
42,256.89 46,323.79 61,764.84
From 32 to 92 days
115,306.28 139,418.13 133,617.86
From 93 to 184 days
196,159.92 168,478.21 154,155.76
From 185 to 366 days
453,752.38 536,840.16 494,517.73
From 367 to 731 days
946,748.24 941,727.77 893,478.78
From 732 to 1,096 days
494,260.88 491,380.64 463,798.06
From 1,097 to 1,461 days
621,790.20 605,601.36 591,160.93
From 1,462 to 1,827 days
456,411.50 465,629.02 435,687.99
From 1,828 to 2,557 days
847,276.85 893,338.73 880,845.88
From 2,558 to 3,653 days
936,287.14 913,911.13 857,714.76
From 3,654 to 5,479 days
166,924.46 181,401.66 180,357.48
From 5,480 to 7,305 days
119,864.25 105,979.55 102,247.46
Over 7,306 days
86,355.72 81,573.75 80,424.89
+ Futures 6/
2,131.45 2,194.46 2,404.10
+ 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
449.98 418.55 488.93
Index IPC
159.02 155.07 168.33
S&P 500
205.12 234.33 286.92
NASDAQ Composite
0.00 16.52 16.53
Other equities and equity indexes
85.84 12.63 17.14
+ Debt securities
1,639.14 1,730.62 1,901.04
Mexican Govt Bonds
1,255.63 1,403.19 1,337.45
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
251.00 149.20 499.37
Other debt securities
132.51 178.23 64.22
+ Foreign currencies
28.65 26.17 14.14
US dollar
28.65 26.17 14.14
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
13.67 19.12 0.00
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
1,415.80 1,559.43 1,506.92
Mexican derivative exchange
1,415.80 1,559.43 1,506.92
+ US derivative exchanges
604.63 590.24 853.73
Chicago Mercantile Exchange
242.70 294.97 316.46
Chicago Board of Trade
358.34 295.27 537.28
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
3.60 0.00 0.00
+ 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
111.01 44.79 43.45
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
111.01 44.79 43.45
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
80.63 1,860.21 11.76
From 32 to 92 days
1,961.88 0.65 2,392.34
From 93 to 184 days
88.94 333.61 0.00
From 185 to 366 days
0.00 0.00 0.00
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/
115,731.58 146,887.26 133,106.68
+ Outstanding derivatives by underlying asset
+ Interest rates
3.75 3.75 1.50
TIIE
3.75 3.75 1.50
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
+ Equities and equity indexes
12,125.46 15,870.02 15,640.24
Index IPC
11.37 17.87 9.49
S&P500
5,032.48 5,476.92 5,401.44
ETF's (Exchange Traded Funds)
40.15 6.01 6.03
NASDAQ 100
0.00 16.38 16.29
NIKKEI-225
0.00 0.00 0.00
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
7,041.46 10,352.84 10,206.99
+ Debt securities
18,871.66 22,309.64 11,288.45
Mexican Govt Bonds
16,668.64 20,180.73 8,625.27
US Treasury Bonds
22.83 22.17 21.48
US Treasury Notes
311.19 159.62 496.30
Other debt securities
1,869.00 1,947.12 2,145.40
+ Foreign currencies
84,715.96 108,703.85 106,176.49
FX swaps on US dollar 7/
415.07 111.20 232.93
Non-FX swaps on US dollar 7/
83,992.81 98,810.43 96,318.95
FX swaps on EURO 7/
0.00 0.00 0.00
Non-FX swaps on EURO 7/
307.33 5,554.06 5,427.53
FX swaps on other foreign currencies  7/
0.00 0.00 0.00
Non-FX swaps on other foreign currencies  7/
0.75 4,228.16 4,197.08
Commodities
14.75 0.00 0.00
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Outstanding derivatives by counterparty
+ Domestic Counterparties
67,992.51 84,917.39 74,946.89
+ Financial entities
34,044.10 49,916.99 48,047.23
Commercial Banks
15,059.55 18,732.80 18,561.84
Development Banks
0.00 0.00 0.00
Brokerage Houses
0.00 0.00 0.00
Investment firms and funds
480.74 1,466.38 1,420.32
SIEFORES
18,366.73 29,624.25 28,028.62
SOFOMES
137.09 93.55 36.45
Other domestic financial entities
0.00 0.00 0.00
+ Non-Financial entities
33,948.41 35,000.40 26,899.65
Federal Government and Decentralized Entities
5,672.13 5,767.16 5,586.02
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
16,435.98 18,356.98 11,568.67
Non-financial private entities
11,840.30 10,876.26 9,744.96
+ Foreign Counterparties
47,739.07 61,969.87 58,159.79
+ Financial entities
47,732.23 61,963.24 58,159.79
US commercial banks
12,908.82 16,783.50 16,440.59
EU commercial banks
695.48 448.57 385.26
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
788.41 703.86 507.53