Sistema de Información Económica

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

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

Jan 2007 - Sep 2019

Monthly

Millions of Pesos

Nominal Stocks

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Jul 2019 Aug 2019 Sep 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
30,826,344.96 30,947,270.95 30,798,845.05
+ Swaps 3/
22,837,869.52 22,914,361.39 23,329,541.20
+ Outstanding derivatives by underlying asset
+ Interest Rate Swaps (single currency) 3/
19,551,724.33 19,499,301.69 19,971,938.42
Standardized TIIE-28 days Vs Fixed Rate 4/
12,614,581.63 12,207,776.91 12,558,229.39
TIIE Vs Fixed Rate Non-Standardized 4/
1,013,916.98 1,018,724.99 1,063,533.96
LIBOR Vs Fixed Rate
4,115,040.22 4,325,497.67 4,330,851.06
other interest rates
1,808,185.50 1,947,302.14 2,019,324.01
+ Cross Currency Swap (Only over interest rates) 5/
3,262,809.03 3,391,817.88 3,334,156.74
TIIE Vs LIBOR
1,258,211.44 1,317,739.68 1,277,748.43
TIIE Vs Fixed Rate
836,221.39 851,595.08 842,348.87
Other cross interest rates
1,168,376.19 1,222,483.12 1,214,059.44
Underlying different to rates
23,336.16 23,241.82 23,446.05
+ Outstanding derivatives by counterparty (or exchange)
+ Domestic counterparties and markets
5,009,508.24 5,137,967.83 5,129,980.08
+ Financial entities
3,463,594.28 3,550,523.61 3,519,972.51
Commercial Banks
1,297,489.74 1,306,453.45 1,286,087.57
Development Banks
325,789.34 332,684.35 330,376.88
Brokerage Houses
558,835.56 603,202.54 580,419.38
Investment firms and funds
3,930.00 4,010.00 4,272.19
SIEFORES
407,437.02 427,920.56 430,847.90
SOFOMES
156,963.45 164,255.63 161,654.07
Other domestic financial entities
31,795.32 28,561.79 28,289.22
Mexican derivative exchange
681,353.85 683,435.30 698,025.30
+ Non-financial entities
1,545,913.96 1,587,444.22 1,610,007.57
Federal Government and Decentralized Entities
311,028.23 321,271.16 332,530.71
State and Municipal governments and their entities
123,040.95 136,114.93 177,507.79
Resident individuals in Mexico
3,243.40 3,258.11 3,604.01
Non-financial private entities
1,108,601.38 1,126,800.00 1,096,365.06
+ Foreign Counterparties
17,828,361.28 17,776,393.57 18,199,561.12
+ Financial entities
17,827,791.28 17,775,823.57 18,198,991.12
US commercial banks
1,509,052.26 1,539,952.39 1,488,583.69
EU commercial banks
6,086,980.82 6,238,188.25 6,214,075.76
Latin american commercial banks
1,532.77 1,603.72 1,578.61
Other foreign commercial banks
599,345.65 641,542.76 647,803.98
Other US financial entities
55,539.06 55,417.73 56,811.76
Other EU financial entities
302,666.73 322,190.21 313,564.67
Other latin american financial entities
0.00 1,019.14 1,003.19
Other foreign financial entities
1,024.87 1,403.64 1,403.64
Chicago Mercantile Exchange
9,271,649.13 8,974,505.72 9,474,165.82
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
7,580,738.76 6,995,273.39 7,365,630.59
From 1 to 7 days
44,954.01 15,488.00 65,890.00
From 8 to 31 days
178,269.17 174,205.49 248,895.41
From 32 to 92 days
495,250.20 522,838.89 595,932.92
From 93 to 184 days
674,687.18 600,831.48 584,383.36
From 185 to 366 days
884,923.29 682,737.52 697,790.97
From 367 to 731 days
1,019,486.17 958,654.13 1,048,267.32
From 732 to 1,096 days
1,069,240.64 1,014,816.29 1,064,336.21
From 1,097 to 1,461 days
728,012.04 679,379.89 671,487.46
From 1,462 to 1,827 days
539,604.28 489,859.20 499,468.71
From 1,828 to 2,557 days
505,102.00 519,491.85 534,120.02
From 2,558 to 3,653 days
1,239,394.15 1,135,238.91 1,143,267.31
From 3,654 to 5,479 days
87,931.25 87,425.98 95,499.87
From 5,480 to 7,305 days
81,821.86 85,616.13 86,953.42
Over 7,306 days
32,062.52 28,689.62 29,337.62
+ Domestic and foreign OTC markets
15,257,130.76 15,919,088.00 15,963,910.61
From 1 to 7 days
64,413.59 201,867.32 78,212.73
From 8 to 31 days
272,463.94 260,442.58 377,390.43
From 32 to 92 days
886,113.07 873,520.05 942,894.06
From 93 to 184 days
1,005,959.45 1,225,730.83 1,272,833.41
From 185 to 366 days
1,733,062.11 1,776,105.31 1,722,085.60
From 367 to 731 days
2,118,995.23 2,193,157.30 2,162,248.13
From 732 to 1,096 days
1,572,604.49 1,580,458.61 1,647,471.85
From 1,097 to 1,461 days
1,487,625.74 1,496,842.50 1,435,320.69
From 1,462 to 1,827 days
1,381,566.44 1,436,730.41 1,466,399.42
From 1,828 to 2,557 days
1,995,953.20 2,047,733.52 2,097,720.89
From 2,558 to 3,653 days
1,776,194.80 1,838,615.33 1,798,115.05
From 3,654 to 5,479 days
525,198.47 536,452.29 523,416.22
From 5,480 to 7,305 days
264,939.85 278,031.84 268,298.51
Over 7,306 days
172,040.38 173,400.11 171,503.61
+ Futures 6/
90,350.40 97,656.47 69,000.68
+ Outstanding derivatives by underlying asset
+ Interest rates
2,810.00 2,282.20 1,754.40
TIIE
2,810.00 2,282.20 1,754.40
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
+ Equities and equity indexes
3,156.36 3,299.24 2,931.27
Index IPC
2,672.20 3,052.21 2,297.21
S&P 500
438.62 231.74 511.73
NASDAQ Composite
39.66 9.28 112.46
Other equities and equity indexes
5.88 6.02 9.87
+ Debt securities
1,146.41 1,585.18 524.46
Mexican Govt Bonds
602.83 495.44 395.80
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
158.58 892.59 128.66
Other debt securities
384.99 197.15 0.00
+ Foreign currencies
83,237.63 90,489.85 63,790.55
US dollar
83,237.63 90,489.85 63,789.80
EURO
0.00 0.00 0.75
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
44,836.67 51,893.20 41,773.46
Mexican derivative exchange
44,836.67 51,893.20 41,773.46
+ US derivative exchanges
45,122.87 45,560.11 27,217.34
Chicago Mercantile Exchange
44,964.28 44,667.52 27,088.68
Chicago Board of Trade
158.58 892.59 128.66
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
390.87 203.16 9.87
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
390.87 203.16 9.87
Other foreign derivative exchanges
0.00 0.00 0.00
+ Outstanding derivatives by original term
From 1 to 7 days
0.00 197.15 0.00
From 8 to 31 days
7,237.68 77,187.88 769.33
From 32 to 92 days
72,018.17 1,071.14 61,739.11
From 93 to 184 days
4,767.29 12,605.73 1,441.12
From 185 to 366 days
6,277.26 6,554.59 5,021.12
From 367 to 731 days
50.00 40.00 30.00
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/
3,566,434.22 3,815,284.85 3,444,364.90
+ Outstanding derivatives by underlying asset
+ Interest rates
32.00 32.00 20.75
TIIE
32.00 32.00 20.75
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
119,429.28 126,758.40 141,428.56
Index IPC
772.68 772.68 1,447.25
S&P500
34,027.56 36,145.84 50,344.02
ETF's (Exchange Traded Funds)
7,174.24 3,472.94 3,066.56
NASDAQ 100
0.00 0.00 0.00
NIKKEI-225
31,347.32 36,243.47 35,092.88
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
46,107.49 50,123.48 51,477.85
+ Debt securities
22,096.23 17,235.46 23,262.80
Mexican Govt Bonds
22,096.23 17,197.66 23,262.80
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
0.00 0.00 0.00
Other debt securities
0.00 37.80 0.00
+ Foreign currencies
3,424,215.96 3,670,626.76 3,279,096.88
FX swaps on US dollar 7/
574,964.90 671,015.48 657,040.17
Non-FX swaps on US dollar 7/
2,567,187.95 2,705,050.92 2,333,890.16
FX swaps on EURO 7/
48,278.97 58,620.96 49,544.46
Non-FX swaps on EURO 7/
191,582.66 195,019.17 198,587.88
FX swaps on other foreign currencies  7/
1,155.93 887.15 597.52
Non-FX swaps on other foreign currencies  7/
41,045.56 40,033.08 39,436.69
Commodities
660.74 632.23 555.91
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Outstanding derivatives by counterparty
+ Domestic Counterparties
871,118.24 863,693.60 839,573.02
+ Financial entities
504,244.32 496,092.42 487,789.81
Commercial Banks
198,713.60 238,961.76 212,443.71
Development Banks
8,811.73 13,749.44 17,282.57
Brokerage Houses
15,708.98 16,221.00 16,274.62
Investment firms and funds
174.22 182.28 179.43
SIEFORES
265,646.54 211,656.15 226,386.11
SOFOMES
3,313.31 3,621.17 3,532.54
Other domestic financial entities
11,875.93 11,700.62 11,690.84
+ Non-Financial entities
366,873.93 367,601.18 351,783.21
Federal Government and Decentralized Entities
105,419.64 110,295.88 108,565.21
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
2,872.29 2,966.86 3,330.35
Non-financial private entities
258,581.99 254,338.44 239,887.65
+ Foreign Counterparties
2,695,315.97 2,951,591.25 2,604,791.88