Sistema de Información Económica

Outstanding derivatives at end of month from domestic commercial and development Banks - (CF583)

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

Jan 2007 - Jul 2019

Monthly

Millions of Pesos

Nominal Stocks

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May 2019 Jun 2019 Jul 2019
Outstanding derivatives at end of month from domestic 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 original term
30,072,022.20 30,174,871.63 30,826,344.96
+ Swaps 3/
21,842,785.31 22,118,608.80 22,837,869.52
+ Outstanding derivatives by underlying asset
+ Interest Rate Swaps (single currency) 3/
18,579,014.32 18,890,337.54 19,551,724.33
Standardized TIIE-28 days Vs Fixed Rate 4/
11,821,231.98 12,087,578.48 12,614,581.63
TIIE Vs Fixed Rate Non-Standardized 4/
963,204.43 982,902.13 1,013,916.98
LIBOR Vs Fixed Rate
4,110,005.51 4,117,271.13 4,115,040.22
other interest rates
1,684,572.40 1,702,585.80 1,808,185.50
+ Cross Currency Swap (Only over interest rates) 5/
3,240,597.60 3,204,833.50 3,262,809.03
TIIE Vs LIBOR
1,237,566.71 1,213,160.18 1,258,211.44
TIIE Vs Fixed Rate
850,863.38 840,227.66 836,221.39
Other cross interest rates
1,152,167.51 1,151,445.66 1,168,376.19
Underlying different to rates
23,173.40 23,437.77 23,336.16
+ Outstanding derivatives by counterparty (or exchange)
+ Domestic counterparties and markets
4,885,354.12 4,921,489.50 5,009,508.24
+ Financial entities
3,343,101.33 3,371,070.22 3,463,594.28
Commercial Banks
1,305,826.16 1,286,455.42 1,297,489.74
Development Banks
331,914.84 327,739.03 325,789.34
Brokerage Houses
548,938.29 556,571.22 558,835.56
Investment firms and funds
4,388.85 4,780.00 3,930.00
SIEFORES
399,413.56 400,565.28 407,437.02
SOFOMES
153,190.57 153,433.28 156,963.45
Other domestic financial entities
36,503.42 32,231.69 31,795.32
Mexican derivative exchange
562,925.65 609,294.30 681,353.85
+ Non-financial entities
1,542,252.79 1,550,419.28 1,545,913.96
Federal Government and Decentralized Entities
311,131.62 307,385.01 311,028.23
State and Municipal governments and their entities
121,494.87 123,197.74 123,040.95
Resident individuals in Mexico
2,614.84 3,107.09 3,243.40
Non-financial private entities
1,107,011.46 1,116,729.43 1,108,601.38
+ Foreign Counterparties
16,957,431.19 17,197,119.30 17,828,361.28
+ Financial entities
16,956,861.19 17,196,549.30 17,827,791.28
US commercial banks
1,533,048.45 1,518,073.31 1,509,052.26
EU commercial banks
5,985,283.37 6,034,615.49 6,086,980.82
Latin american commercial banks
1,570.27 1,536.94 1,532.77
Other foreign commercial banks
605,119.02 591,566.95 599,345.65
Other US financial entities
56,618.52 56,015.92 55,539.06
Other EU financial entities
314,299.74 304,914.36 302,666.73
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
1,403.64 1,403.64 1,024.87
Chicago Mercantile Exchange
8,459,518.18 8,688,422.69 9,271,649.13
Other foreign derivative exchanges
0.00 0.00 0.00
+ Non-Financial entities
570.00 570.00 570.00
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
570.00 570.00 570.00
Foreign individuals
0.00 0.00 0.00
+ Outstanding derivatives by market and original term
+ Domestic and foreign organized exchanges
7,083,100.19 7,146,718.69 7,580,738.76
From 1 to 7 days
75,993.21 104,225.59 44,954.01
From 8 to 31 days
338,566.21 219,867.82 178,269.17
From 32 to 92 days
473,589.65 380,052.57 495,250.20
From 93 to 184 days
564,370.83 640,398.77 674,687.18
From 185 to 366 days
809,199.71 900,928.80 884,923.29
From 367 to 731 days
880,260.33 883,947.77 1,019,486.17
From 732 to 1,096 days
923,702.74 993,863.18 1,069,240.64
From 1,097 to 1,461 days
729,494.07 690,529.53 728,012.04
From 1,462 to 1,827 days
532,632.19 527,462.30 539,604.28
From 1,828 to 2,557 days
445,978.72 463,551.40 505,102.00
From 2,558 to 3,653 days
1,128,753.82 1,164,319.40 1,239,394.15
From 3,654 to 5,479 days
77,902.09 74,916.18 87,931.25
From 5,480 to 7,305 days
70,027.61 70,355.52 81,821.86
Over 7,306 days
32,629.03 32,299.86 32,062.52
+ Domestic and foreign OTC markets
14,759,685.12 14,971,890.11 15,257,130.76
From 1 to 7 days
130,168.95 81,541.49 64,413.59
From 8 to 31 days
387,470.61 305,350.50 272,463.94
From 32 to 92 days
681,575.68 754,105.19 886,113.07
From 93 to 184 days
908,088.93 944,908.91 1,005,959.45
From 185 to 366 days
1,412,630.70 1,652,939.51 1,733,062.11
From 367 to 731 days
2,135,607.78 2,130,889.50 2,118,995.23
From 732 to 1,096 days
1,494,768.55 1,532,376.30 1,572,604.49
From 1,097 to 1,461 days
1,463,193.76 1,466,432.60 1,487,625.74
From 1,462 to 1,827 days
1,365,984.15 1,375,003.07 1,381,566.44
From 1,828 to 2,557 days
2,025,178.46 1,980,397.98 1,995,953.20
From 2,558 to 3,653 days
1,790,989.31 1,787,037.28 1,776,194.80
From 3,654 to 5,479 days
517,541.45 526,210.52 525,198.47
From 5,480 to 7,305 days
278,959.37 265,295.31 264,939.85
Over 7,306 days
167,527.43 169,401.94 172,040.38
+ Futures 6/
88,575.89 91,940.86 90,350.40
+ Outstanding derivatives by underlying asset
+ Interest rates
3,875.45 3,337.80 2,810.00
TIIE
3,875.45 3,337.80 2,810.00
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
+ Equities and equity indexes
2,120.43 3,163.91 3,156.36
Index IPC
1,998.65 2,681.47 2,672.20
S&P 500
95.87 461.75 438.62
NASDAQ Composite
11.38 20.69 39.66
Other equities and equity indexes
14.53 0.00 5.88
+ Debt securities
2,305.82 1,153.24 1,146.41
Mexican Govt Bonds
197.95 543.29 602.83
US Treasury Bonds
448.82 134.62 0.00
US Treasury Notes
445.23 98.33 158.58
Other debt securities
1,213.82 377.00 384.99
+ Foreign currencies
80,274.18 84,285.91 83,237.63
US dollar
80,274.18 84,285.91 83,237.63
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
0.00 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 derivative exchange
+ Domestic derivative exchanges
52,291.73 46,367.47 44,836.67
Mexican derivative exchange
52,291.73 46,367.47 44,836.67
+ US derivative exchanges
35,055.80 45,196.39 45,122.87
Chicago Mercantile Exchange
34,161.75 44,963.44 44,964.28
Chicago Board of Trade
894.05 232.94 158.58
Intercontinental Futures and Options Exchange
0.00 0.00 0.00
New York Mercantile Exchange
0.00 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
1,228.35 377.00 390.87
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
1,228.35 377.00 390.87
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
65,049.50 1,802.02 7,237.68
From 32 to 92 days
1,055.70 80,441.40 72,018.17
From 93 to 184 days
18,931.17 3,762.93 4,767.29
From 185 to 366 days
3,461.02 5,874.51 6,277.26
From 367 to 731 days
78.50 60.00 50.00
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/  10/
3,824,040.57 3,592,218.56 3,566,434.22
+ Outstanding derivatives by underlying asset
+ Interest rates
46.25 46.25 32.00
TIIE
46.25 46.25 32.00
LIBOR
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
119,761.25 110,290.57 119,429.28
Index IPC
283.22 752.70 772.68
S&P500
28,545.41 23,572.58 34,027.56
ETF's (Exchange Traded Funds)
11,294.34 7,193.74 7,174.24
NASDAQ 100
0.00 0.00 0.00
NIKKEI-225
32,237.87 31,703.54 31,347.32
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
47,400.41 47,068.01 46,107.49
+ Debt securities
20,941.47 25,194.32 22,096.23
Mexican Govt Bonds
20,941.47 19,607.14 22,096.23
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
0.00 0.00 0.00
Other debt securities
0.00 5,587.18 0.00
+ Foreign currencies
3,682,540.30 3,456,016.90 3,424,215.96
FX swaps on US dollar 7/
848,488.55 776,637.58 574,964.90
Non-FX swaps on US dollar 7/
2,573,048.85 2,437,342.83 2,567,187.95
FX swaps on EURO 7/
35,286.87 26,044.68 48,278.97
Non-FX swaps on EURO 7/
170,241.84 173,707.99 191,582.66
FX swaps on other foreign currencies  7/
14,322.16 993.87 1,155.93
Non-FX swaps on other foreign currencies  7/
41,152.04 41,289.95 41,045.56
Commodities
751.30 670.53 660.74
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Outstanding derivatives by counterparty
+ Domestic Counterparties
831,634.56 801,883.75 871,118.24
+ Financial entities
460,199.90 439,153.25 504,244.32
Commercial Banks
211,361.58 185,714.78 198,713.60
Development Banks
7,796.36 10,490.28 8,811.73
Brokerage Houses
16,501.43 15,042.51 15,708.98
Investment firms and funds
0.00 0.00 174.22
SIEFORES
208,487.78 211,845.07 265,646.54
SOFOMES
3,176.23 3,205.29 3,313.31
Other domestic financial entities
12,876.51 12,855.32 11,875.93
+ Non-Financial entities
371,434.66 362,730.50 366,873.93
Federal Government and Decentralized Entities
108,006.21 105,709.80 105,419.64
State and Municipal governments and their entities
0.98 0.96 0.00
Resident individuals in Mexico
2,411.55 3,291.21 2,872.29
Non-financial private entities
261,015.91 253,728.52 258,581.99
+ Foreign Counterparties
2,992,406.01 2,790,334.81 2,695,315.97