|
|
|
|
|
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 residual term
|
Structure observations of Total outstanding amounts by instrument, underlying asset, counterparty and residual term
Oct 2024
|
Nov 2024
|
Dec 2024
|
37,298,168.00
|
43,528,247.51
|
44,608,473.92
|
|
|
|
|
|
|
|
Swaps 3/
|
Structure observations of Swaps 3/
Oct 2024
|
Nov 2024
|
Dec 2024
|
29,585,920.37
|
35,494,917.76
|
36,663,797.16
|
|
|
|
|
|
|
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
|
25,518,691.44
|
31,597,101.54
|
32,837,529.94
|
|
|
|
|
|
|
|
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
|
15,764,066.57
|
16,289,828.53
|
15,372,298.26
|
|
|
|
|
|
|
|
TIIE Vs Fixed Rate Non-Standardized 4/
|
Structure observations of TIIE Vs Fixed Rate Non-Standardized 4/
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,005,174.23
|
6,049,072.38
|
8,356,095.29
|
|
|
|
|
|
|
|
LIBOR Vs Fixed Rate
|
Structure observations of LIBOR Vs Fixed Rate
Oct 2024
|
Nov 2024
|
Dec 2024
|
16,937.67
|
16,045.79
|
16,081.30
|
|
|
|
|
|
|
|
other interest rates
|
Structure observations of other interest rates
Oct 2024
|
Nov 2024
|
Dec 2024
|
8,732,512.97
|
9,242,154.83
|
9,093,055.08
|
|
|
|
|
|
|
|
|
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
|
4,026,825.06
|
3,856,761.61
|
3,791,619.38
|
|
|
|
|
|
|
|
TIIE Vs LIBOR
|
Structure observations of TIIE Vs LIBOR
Oct 2024
|
Nov 2024
|
Dec 2024
|
5,153.59
|
5,180.45
|
5,261.56
|
|
|
|
|
|
|
|
TIIE Vs Fixed Rate
|
Structure observations of TIIE Vs Fixed Rate
Oct 2024
|
Nov 2024
|
Dec 2024
|
675,693.98
|
647,502.78
|
654,832.27
|
|
|
|
|
|
|
|
Other cross interest rates
|
Structure observations of Other cross interest rates
Oct 2024
|
Nov 2024
|
Dec 2024
|
3,345,977.49
|
3,204,078.38
|
3,131,525.55
|
|
|
|
|
|
|
|
|
Underlying different to rates
|
Structure observations of Underlying different to rates
Oct 2024
|
Nov 2024
|
Dec 2024
|
40,403.87
|
41,054.61
|
34,647.84
|
|
|
|
|
|
|
|
Outstanding derivatives by counterparty (or exchange)
|
|
|
|
|
|
|
Domestic counterparties and markets
|
Structure observations of Domestic counterparties and markets
Oct 2024
|
Nov 2024
|
Dec 2024
|
5,283,433.63
|
6,486,020.03
|
6,509,002.76
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
Oct 2024
|
Nov 2024
|
Dec 2024
|
3,712,838.84
|
4,887,621.62
|
4,910,300.18
|
|
|
|
|
|
|
|
Commercial Banks
|
Structure observations of Commercial Banks
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,269,406.86
|
1,270,379.75
|
1,269,226.08
|
|
|
|
|
|
|
|
Development Banks
|
Structure observations of Development Banks
Oct 2024
|
Nov 2024
|
Dec 2024
|
352,385.81
|
347,967.12
|
354,673.25
|
|
|
|
|
|
|
|
Brokerage Houses
|
Structure observations of Brokerage Houses
Oct 2024
|
Nov 2024
|
Dec 2024
|
496,273.32
|
472,165.11
|
463,598.53
|
|
|
|
|
|
|
|
Investment firms and funds
|
Structure observations of Investment firms and funds
Oct 2024
|
Nov 2024
|
Dec 2024
|
500.00
|
500.00
|
500.00
|
|
|
|
|
|
|
|
SIEFORES
|
Structure observations of SIEFORES
Oct 2024
|
Nov 2024
|
Dec 2024
|
118,749.53
|
118,836.91
|
111,297.18
|
|
|
|
|
|
|
|
SOFOMES
|
Structure observations of SOFOMES
Oct 2024
|
Nov 2024
|
Dec 2024
|
37,917.80
|
36,708.87
|
36,605.10
|
|
|
|
|
|
|
|
Other domestic financial entities
|
Structure observations of Other domestic financial entities
Oct 2024
|
Nov 2024
|
Dec 2024
|
12,054.92
|
12,652.50
|
12,972.41
|
|
|
|
|
|
|
|
Mexican derivative exchange
|
Structure observations of Mexican derivative exchange
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,425,550.60
|
2,628,411.37
|
2,661,427.64
|
|
|
|
|
|
|
|
|
Non-financial entities
|
Structure observations of Non-financial entities
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,570,594.80
|
1,598,398.41
|
1,598,702.58
|
|
|
|
|
|
|
|
Federal Government and Decentralized Entities
|
Structure observations of Federal Government and Decentralized Entities
Oct 2024
|
Nov 2024
|
Dec 2024
|
378,466.11
|
385,734.95
|
387,529.20
|
|
|
|
|
|
|
|
State and Municipal governments and their entities
|
Structure observations of State and Municipal governments and their entities
Oct 2024
|
Nov 2024
|
Dec 2024
|
149,891.62
|
142,936.41
|
140,189.44
|
|
|
|
|
|
|
|
Resident individuals in Mexico
|
Structure observations of Resident individuals in Mexico
Oct 2024
|
Nov 2024
|
Dec 2024
|
3,842.88
|
4,013.93
|
3,914.15
|
|
|
|
|
|
|
|
Non-financial private entities
|
Structure observations of Non-financial private entities
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,038,394.19
|
1,065,713.11
|
1,067,069.79
|
|
|
|
|
|
|
|
|
|
Foreign Counterparties
|
Structure observations of Foreign Counterparties
Oct 2024
|
Nov 2024
|
Dec 2024
|
24,302,486.73
|
29,008,897.73
|
30,154,794.40
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
Oct 2024
|
Nov 2024
|
Dec 2024
|
24,297,721.33
|
29,004,128.28
|
30,150,017.80
|
|
|
|
|
|
|
|
US banks
|
Structure observations of US banks
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,472,602.55
|
1,508,809.09
|
1,518,094.54
|
|
|
|
|
|
|
|
EU banks 12/
|
Structure observations of EU banks 12/
Oct 2024
|
Nov 2024
|
Dec 2024
|
5,846,606.77
|
5,190,697.16
|
5,479,486.63
|
|
|
|
|
|
|
|
Latin american banks
|
Structure observations of Latin american banks
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,602.90
|
1,628.86
|
1,668.10
|
|
|
|
|
|
|
|
Other foreign banks
|
Structure observations of Other foreign banks
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,164,551.67
|
1,302,321.59
|
1,335,180.51
|
|
|
|
|
|
|
|
Other US financial entities
|
Structure observations of Other US financial entities
Oct 2024
|
Nov 2024
|
Dec 2024
|
15,043.80
|
14,631.20
|
14,213.93
|
|
|
|
|
|
|
|
Other EU financial entities 12/
|
Structure observations of Other EU financial entities 12/
Oct 2024
|
Nov 2024
|
Dec 2024
|
55,714.13
|
55,506.20
|
50,631.46
|
|
|
|
|
|
|
|
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
|
15,737,952.92
|
20,928,090.88
|
21,748,240.47
|
|
|
|
|
|
|
|
Other foreign derivative exchanges
|
Structure observations of Other foreign derivative exchanges
Oct 2024
|
Nov 2024
|
Dec 2024
|
3,646.59
|
2,443.30
|
2,502.16
|
|
|
|
|
|
|
|
|
Non-Financial entities
|
Structure observations of Non-Financial entities
Oct 2024
|
Nov 2024
|
Dec 2024
|
4,765.41
|
4,769.45
|
4,776.60
|
|
|
|
|
|
|
|
|
|
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
|
17,167,150.11
|
23,558,945.55
|
24,412,170.27
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
597,857.85
|
189,811.99
|
311,496.60
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
971,893.11
|
998,224.79
|
1,562,893.37
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
2,532,572.93
|
2,610,673.84
|
2,424,593.08
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
2,025,263.26
|
2,638,157.36
|
2,699,702.02
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
2,780,695.41
|
2,480,267.18
|
8,144,747.53
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
2,273,633.17
|
8,344,844.57
|
2,808,996.65
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,512,234.52
|
1,611,147.40
|
1,631,538.80
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,100,696.89
|
1,164,653.70
|
1,182,657.39
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
951,618.68
|
1,031,885.49
|
1,074,565.24
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
849,857.01
|
880,684.62
|
906,942.90
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,170,141.59
|
1,198,634.33
|
1,232,822.65
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
258,040.88
|
263,477.22
|
279,747.12
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
63,749.86
|
66,504.43
|
69,771.03
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
78,894.94
|
79,978.62
|
81,695.90
|
|
|
|
|
|
|
|
|
Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
Oct 2024
|
Nov 2024
|
Dec 2024
|
12,418,770.26
|
11,935,972.21
|
12,251,626.89
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
103,116.52
|
106,668.62
|
142,010.88
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,023,067.93
|
672,344.11
|
658,520.47
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
893,642.99
|
894,830.71
|
1,351,606.85
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,105,346.03
|
1,129,582.10
|
1,101,623.01
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,484,337.86
|
1,341,711.49
|
1,276,770.89
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,996,715.50
|
2,066,411.19
|
2,022,778.13
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,324,648.77
|
1,301,813.48
|
1,249,506.91
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
939,084.58
|
886,581.20
|
893,775.62
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
775,172.50
|
757,468.80
|
768,356.12
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
777,828.50
|
801,672.52
|
806,171.81
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
1,012,139.40
|
991,176.27
|
997,403.39
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
632,618.96
|
637,362.28
|
622,034.05
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
195,359.37
|
187,187.67
|
196,679.25
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Oct 2024
|
Nov 2024
|
Dec 2024
|
155,691.36
|
161,161.78
|
164,389.49
|
|
|
|
|
|
|
|
|
|
|
Futures 6/
|
Structure observations of Futures 6/
Oct 2024
|
Nov 2024
|
Dec 2024
|
63,725.26
|
59,155.51
|
60,687.56
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
| | | | |