|
|
|
|
|
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
May 2023
|
Jun 2023
|
Jul 2023
|
5,842,538.74
|
6,034,251.15
|
6,241,348.41
|
|
|
|
|
|
|
|
Swaps 3/
|
Structure observations of Swaps 3/
May 2023
|
Jun 2023
|
Jul 2023
|
5,153,896.86
|
5,333,914.75
|
5,506,834.41
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
|
|
|
|
|
|
Interest Rate Swaps (single currency) 3/
|
Structure observations of Interest Rate Swaps (single currency) 3/
May 2023
|
Jun 2023
|
Jul 2023
|
3,570,890.49
|
3,738,203.77
|
3,755,375.92
|
|
|
|
|
|
|
|
Standardized TIIE-28 days Vs Fixed Rate 4/
|
Structure observations of Standardized TIIE-28 days Vs Fixed Rate 4/
May 2023
|
Jun 2023
|
Jul 2023
|
3,157,499.77
|
3,261,407.77
|
3,263,340.29
|
|
|
|
|
|
|
|
TIIE Vs Fixed Rate Non-Standardized 4/
|
Structure observations of TIIE Vs Fixed Rate Non-Standardized 4/
May 2023
|
Jun 2023
|
Jul 2023
|
149,738.44
|
147,420.15
|
142,129.96
|
|
|
|
|
|
|
|
LIBOR Vs Fixed Rate
|
Structure observations of LIBOR Vs Fixed Rate
May 2023
|
Jun 2023
|
Jul 2023
|
146,372.82
|
74,978.54
|
107,402.33
|
|
|
|
|
|
|
|
other interest rates
|
Structure observations of other interest rates
May 2023
|
Jun 2023
|
Jul 2023
|
117,279.47
|
254,397.32
|
242,503.33
|
|
|
|
|
|
|
|
|
Cross Currency Swap (Only over interest rates) 5/
|
Structure observations of Cross Currency Swap (Only over interest rates) 5/
May 2023
|
Jun 2023
|
Jul 2023
|
1,560,365.19
|
1,573,096.86
|
1,728,839.56
|
|
|
|
|
|
|
|
|
Underlying different to rates
|
Structure observations of Underlying different to rates
May 2023
|
Jun 2023
|
Jul 2023
|
22,641.17
|
22,614.12
|
22,618.94
|
|
|
|
|
|
|
|
Outstanding derivatives by counterparty (or exchange)
|
|
|
|
|
|
|
Domestic counterparties and markets
|
Structure observations of Domestic counterparties and markets
May 2023
|
Jun 2023
|
Jul 2023
|
1,435,106.67
|
1,527,369.66
|
1,477,929.71
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
May 2023
|
Jun 2023
|
Jul 2023
|
1,170,224.22
|
1,259,349.31
|
1,217,895.27
|
|
|
|
|
|
|
|
Commercial Banks
|
Structure observations of Commercial Banks
May 2023
|
Jun 2023
|
Jul 2023
|
486,270.79
|
561,491.59
|
514,933.35
|
|
|
|
|
|
|
|
Development Banks
|
Structure observations of Development Banks
May 2023
|
Jun 2023
|
Jul 2023
|
26,159.73
|
27,173.75
|
29,341.26
|
|
|
|
|
|
|
|
Brokerage Houses
|
Structure observations of Brokerage Houses
May 2023
|
Jun 2023
|
Jul 2023
|
82,356.87
|
77,320.87
|
75,439.30
|
|
|
|
|
|
|
|
Investment firms and funds
|
Structure observations of Investment firms and funds
May 2023
|
Jun 2023
|
Jul 2023
|
6,550.00
|
6,769.40
|
6,400.00
|
|
|
|
|
|
|
|
SIEFORES
|
Structure observations of SIEFORES
May 2023
|
Jun 2023
|
Jul 2023
|
55,709.09
|
55,640.12
|
56,786.30
|
|
|
|
|
|
|
|
SOFOMES
|
Structure observations of SOFOMES
May 2023
|
Jun 2023
|
Jul 2023
|
475.52
|
455.50
|
435.76
|
|
|
|
|
|
|
|
Other domestic financial entities
|
Structure observations of Other domestic financial entities
May 2023
|
Jun 2023
|
Jul 2023
|
2,236.57
|
2,122.93
|
2,044.27
|
|
|
|
|
|
|
|
Mexican derivative exchange
|
Structure observations of Mexican derivative exchange
May 2023
|
Jun 2023
|
Jul 2023
|
510,465.65
|
528,375.15
|
532,515.05
|
|
|
|
|
|
|
|
|
Non-financial entities
|
Structure observations of Non-financial entities
May 2023
|
Jun 2023
|
Jul 2023
|
264,882.45
|
268,020.35
|
260,034.44
|
|
|
|
|
|
|
|
|
|
Foreign Counterparties
|
Structure observations of Foreign Counterparties
May 2023
|
Jun 2023
|
Jul 2023
|
3,718,790.19
|
3,806,545.09
|
4,028,904.70
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
May 2023
|
Jun 2023
|
Jul 2023
|
3,718,790.19
|
3,806,545.09
|
4,028,904.70
|
|
|
|
|
|
|
|
US banks
|
Structure observations of US banks
May 2023
|
Jun 2023
|
Jul 2023
|
288,185.22
|
275,869.86
|
324,702.34
|
|
|
|
|
|
|
|
EU banks 11/
|
Structure observations of EU banks 11/
May 2023
|
Jun 2023
|
Jul 2023
|
50.00
|
51.71
|
51.71
|
|
|
|
|
|
|
|
Latin american banks
|
Structure observations of Latin american banks
May 2023
|
Jun 2023
|
Jul 2023
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other foreign banks
|
Structure observations of Other foreign banks
May 2023
|
Jun 2023
|
Jul 2023
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other US financial entities
|
Structure observations of Other US financial entities
May 2023
|
Jun 2023
|
Jul 2023
|
895,848.81
|
894,399.11
|
865,544.66
|
|
|
|
|
|
|
|
Other EU financial entities 11/
|
Structure observations of Other EU financial entities 11/
May 2023
|
Jun 2023
|
Jul 2023
|
1,882,684.64
|
1,893,925.89
|
1,948,982.67
|
|
|
|
|
|
|
|
Other latin american financial entities
|
Structure observations of Other latin american financial entities
May 2023
|
Jun 2023
|
Jul 2023
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other foreign financial entities
|
Structure observations of Other foreign financial entities
May 2023
|
Jun 2023
|
Jul 2023
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Chicago Mercantile Exchange
|
Structure observations of Chicago Mercantile Exchange
May 2023
|
Jun 2023
|
Jul 2023
|
652,021.52
|
742,298.52
|
889,623.32
|
|
|
|
|
|
|
|
Other foreign derivative exchanges
|
Structure observations of Other foreign derivative exchanges
May 2023
|
Jun 2023
|
Jul 2023
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Non-Financial entities
|
Structure observations of Non-Financial entities
May 2023
|
Jun 2023
|
Jul 2023
|
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
May 2023
|
Jun 2023
|
Jul 2023
|
1,162,487.17
|
1,270,673.67
|
1,422,138.37
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
May 2023
|
Jun 2023
|
Jul 2023
|
8,855.31
|
8,717.50
|
12,779.89
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
May 2023
|
Jun 2023
|
Jul 2023
|
73,927.55
|
55,372.06
|
38,954.65
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
May 2023
|
Jun 2023
|
Jul 2023
|
115,842.97
|
136,723.14
|
157,521.55
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
May 2023
|
Jun 2023
|
Jul 2023
|
177,350.38
|
128,756.73
|
93,091.71
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
May 2023
|
Jun 2023
|
Jul 2023
|
205,137.11
|
238,285.08
|
271,282.06
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
May 2023
|
Jun 2023
|
Jul 2023
|
174,968.93
|
259,436.30
|
306,848.07
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
May 2023
|
Jun 2023
|
Jul 2023
|
92,687.34
|
93,724.14
|
129,737.21
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
May 2023
|
Jun 2023
|
Jul 2023
|
69,555.58
|
83,466.24
|
108,918.79
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
May 2023
|
Jun 2023
|
Jul 2023
|
55,649.00
|
67,255.72
|
86,959.38
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
May 2023
|
Jun 2023
|
Jul 2023
|
67,554.16
|
70,805.67
|
72,552.05
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
May 2023
|
Jun 2023
|
Jul 2023
|
91,617.29
|
98,789.55
|
114,104.77
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
May 2023
|
Jun 2023
|
Jul 2023
|
21,676.55
|
21,676.55
|
23,228.24
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
May 2023
|
Jun 2023
|
Jul 2023
|
7,665.00
|
7,665.00
|
6,160.00
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
May 2023
|
Jun 2023
|
Jul 2023
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
May 2023
|
Jun 2023
|
Jul 2023
|
3,991,409.69
|
4,063,241.08
|
4,084,696.04
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
May 2023
|
Jun 2023
|
Jul 2023
|
16,295.49
|
18,655.16
|
52,731.81
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
May 2023
|
Jun 2023
|
Jul 2023
|
70,993.36
|
77,046.94
|
164,952.15
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
May 2023
|
Jun 2023
|
Jul 2023
|
181,343.27
|
212,118.39
|
346,669.28
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
May 2023
|
Jun 2023
|
Jul 2023
|
298,550.57
|
294,208.75
|
294,941.80
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
May 2023
|
Jun 2023
|
Jul 2023
|
521,325.76
|
500,454.65
|
451,163.00
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
May 2023
|
Jun 2023
|
Jul 2023
|
642,779.53
|
666,677.72
|
612,324.48
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
May 2023
|
Jun 2023
|
Jul 2023
|
384,335.59
|
381,444.94
|
377,047.42
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
May 2023
|
Jun 2023
|
Jul 2023
|
340,187.98
|
371,549.26
|
349,175.54
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
May 2023
|
Jun 2023
|
Jul 2023
|
354,674.95
|
341,706.18
|
315,567.87
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
May 2023
|
Jun 2023
|
Jul 2023
|
446,573.14
|
471,211.10
|
421,062.03
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
May 2023
|
Jun 2023
|
Jul 2023
|
456,688.15
|
449,084.42
|
430,238.00
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
May 2023
|
Jun 2023
|
Jul 2023
|
150,861.17
|
149,561.88
|
143,048.73
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
May 2023
|
Jun 2023
|
Jul 2023
|
78,693.20
|
77,495.79
|
74,889.80
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
May 2023
|
Jun 2023
|
Jul 2023
|
48,107.54
|
52,025.91
|
50,884.12
|
|
|
|
|
|
|
|
|
|
|
Futures 6/
|
Structure observations of Futures 6/
May 2023
|
Jun 2023
|
Jul 2023
|
2,110.57
|
1,213.89
|
983.28
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
| | | | |