|
|
|
|
|
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
|
Structure observations of Total outstanding amounts by instrument, underlying asset, counterparty and original term
Apr 2022
|
May 2022
|
Jun 2022
|
6,017,426.67
|
6,105,282.59
|
6,173,429.03
|
|
|
|
|
|
|
|
Swaps 3/
|
Structure observations of Swaps 3/
Apr 2022
|
May 2022
|
Jun 2022
|
5,357,533.67
|
5,379,135.36
|
5,492,648.87
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
|
|
|
|
|
|
Interest Rate Swaps (single currency) 3/
|
Structure observations of Interest Rate Swaps (single currency) 3/
Apr 2022
|
May 2022
|
Jun 2022
|
3,362,061.89
|
3,427,504.85
|
3,507,223.18
|
|
|
|
|
|
|
|
Standardized TIIE-28 days Vs Fixed Rate 4/
|
Structure observations of Standardized TIIE-28 days Vs Fixed Rate 4/
Apr 2022
|
May 2022
|
Jun 2022
|
2,888,397.62
|
2,958,235.46
|
3,032,154.93
|
|
|
|
|
|
|
|
TIIE Vs Fixed Rate Non-Standardized 4/
|
Structure observations of TIIE Vs Fixed Rate Non-Standardized 4/
Apr 2022
|
May 2022
|
Jun 2022
|
130,022.52
|
136,625.30
|
134,319.62
|
|
|
|
|
|
|
|
LIBOR Vs Fixed Rate
|
Structure observations of LIBOR Vs Fixed Rate
Apr 2022
|
May 2022
|
Jun 2022
|
253,412.65
|
242,554.58
|
246,570.89
|
|
|
|
|
|
|
|
other interest rates
|
Structure observations of other interest rates
Apr 2022
|
May 2022
|
Jun 2022
|
90,229.10
|
90,089.52
|
94,177.74
|
|
|
|
|
|
|
|
|
Cross Currency Swap (Only over interest rates) 5/
|
Structure observations of Cross Currency Swap (Only over interest rates) 5/
Apr 2022
|
May 2022
|
Jun 2022
|
1,969,491.16
|
1,925,663.62
|
1,959,472.53
|
|
|
|
|
|
|
|
TIIE Vs LIBOR
|
Structure observations of TIIE Vs LIBOR
Apr 2022
|
May 2022
|
Jun 2022
|
617,595.62
|
594,646.32
|
601,381.87
|
|
|
|
|
|
|
|
TIIE Vs Fixed Rate
|
Structure observations of TIIE Vs Fixed Rate
Apr 2022
|
May 2022
|
Jun 2022
|
1,002,364.45
|
981,942.74
|
992,285.23
|
|
|
|
|
|
|
|
Other cross interest rates
|
Structure observations of Other cross interest rates
Apr 2022
|
May 2022
|
Jun 2022
|
349,531.09
|
349,074.56
|
365,805.43
|
|
|
|
|
|
|
|
|
Underlying different to rates
|
Structure observations of Underlying different to rates
Apr 2022
|
May 2022
|
Jun 2022
|
25,980.63
|
25,966.89
|
25,953.16
|
|
|
|
|
|
|
|
Outstanding derivatives by counterparty (or exchange)
|
|
|
|
|
|
|
Domestic counterparties and markets
|
Structure observations of Domestic counterparties and markets
Apr 2022
|
May 2022
|
Jun 2022
|
1,526,268.83
|
1,510,292.42
|
1,538,979.24
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
Apr 2022
|
May 2022
|
Jun 2022
|
1,226,534.31
|
1,218,230.68
|
1,241,824.99
|
|
|
|
|
|
|
|
Commercial Banks
|
Structure observations of Commercial Banks
Apr 2022
|
May 2022
|
Jun 2022
|
522,127.28
|
513,879.48
|
527,210.30
|
|
|
|
|
|
|
|
Development Banks
|
Structure observations of Development Banks
Apr 2022
|
May 2022
|
Jun 2022
|
12,401.59
|
15,582.44
|
15,093.78
|
|
|
|
|
|
|
|
Brokerage Houses
|
Structure observations of Brokerage Houses
Apr 2022
|
May 2022
|
Jun 2022
|
53,849.99
|
54,142.46
|
57,952.99
|
|
|
|
|
|
|
|
Investment firms and funds
|
Structure observations of Investment firms and funds
Apr 2022
|
May 2022
|
Jun 2022
|
12,021.50
|
12,821.50
|
12,321.50
|
|
|
|
|
|
|
|
SIEFORES
|
Structure observations of SIEFORES
Apr 2022
|
May 2022
|
Jun 2022
|
91,837.21
|
83,347.70
|
83,044.77
|
|
|
|
|
|
|
|
SOFOMES
|
Structure observations of SOFOMES
Apr 2022
|
May 2022
|
Jun 2022
|
12,774.57
|
12,446.96
|
12,686.84
|
|
|
|
|
|
|
|
Other domestic financial entities
|
Structure observations of Other domestic financial entities
Apr 2022
|
May 2022
|
Jun 2022
|
3,105.12
|
3,048.11
|
3,018.24
|
|
|
|
|
|
|
|
Mexican derivative exchange
|
Structure observations of Mexican derivative exchange
Apr 2022
|
May 2022
|
Jun 2022
|
518,417.05
|
522,962.05
|
530,496.55
|
|
|
|
|
|
|
|
|
Non-financial entities
|
Structure observations of Non-financial entities
Apr 2022
|
May 2022
|
Jun 2022
|
299,734.53
|
292,061.74
|
297,154.25
|
|
|
|
|
|
|
|
|
|
Foreign Counterparties
|
Structure observations of Foreign Counterparties
Apr 2022
|
May 2022
|
Jun 2022
|
3,831,264.84
|
3,868,842.94
|
3,953,669.63
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
Apr 2022
|
May 2022
|
Jun 2022
|
3,831,264.84
|
3,868,842.94
|
3,953,669.63
|
|
|
|
|
|
|
|
US commercial banks
|
Structure observations of US commercial banks
Apr 2022
|
May 2022
|
Jun 2022
|
300,053.15
|
301,767.20
|
320,269.18
|
|
|
|
|
|
|
|
EU commercial banks 11/
|
Structure observations of EU commercial banks 11/
Apr 2022
|
May 2022
|
Jun 2022
|
1,095.00
|
1,095.00
|
1,095.00
|
|
|
|
|
|
|
|
Latin american commercial banks
|
Structure observations of Latin american commercial banks
Apr 2022
|
May 2022
|
Jun 2022
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other foreign commercial banks
|
Structure observations of Other foreign commercial banks
Apr 2022
|
May 2022
|
Jun 2022
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other US financial entities
|
Structure observations of Other US financial entities
Apr 2022
|
May 2022
|
Jun 2022
|
892,089.91
|
911,403.60
|
904,022.67
|
|
|
|
|
|
|
|
Other EU financial entities 11/
|
Structure observations of Other EU financial entities 11/
Apr 2022
|
May 2022
|
Jun 2022
|
2,133,202.30
|
2,142,667.70
|
2,157,983.13
|
|
|
|
|
|
|
|
Other latin american financial entities
|
Structure observations of Other latin american financial entities
Apr 2022
|
May 2022
|
Jun 2022
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Other foreign financial entities
|
Structure observations of Other foreign financial entities
Apr 2022
|
May 2022
|
Jun 2022
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
Chicago Mercantile Exchange
|
Structure observations of Chicago Mercantile Exchange
Apr 2022
|
May 2022
|
Jun 2022
|
504,824.48
|
511,909.44
|
570,299.66
|
|
|
|
|
|
|
|
Other foreign derivative exchanges
|
Structure observations of Other foreign derivative exchanges
Apr 2022
|
May 2022
|
Jun 2022
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Non-Financial entities
|
Structure observations of Non-Financial entities
Apr 2022
|
May 2022
|
Jun 2022
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
|
Outstanding derivatives by market and original term
|
|
|
|
|
|
|
Domestic and foreign organized exchanges
|
Structure observations of Domestic and foreign organized exchanges
Apr 2022
|
May 2022
|
Jun 2022
|
1,023,241.53
|
1,034,871.49
|
1,100,796.21
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Apr 2022
|
May 2022
|
Jun 2022
|
21,652.50
|
4,924.55
|
800.00
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Apr 2022
|
May 2022
|
Jun 2022
|
70,835.00
|
42,727.57
|
18,447.50
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Apr 2022
|
May 2022
|
Jun 2022
|
66,509.62
|
59,100.00
|
111,728.32
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Apr 2022
|
May 2022
|
Jun 2022
|
91,252.30
|
86,601.42
|
137,333.62
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Apr 2022
|
May 2022
|
Jun 2022
|
182,772.87
|
180,836.53
|
213,670.41
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Apr 2022
|
May 2022
|
Jun 2022
|
189,633.17
|
236,726.36
|
185,627.91
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Apr 2022
|
May 2022
|
Jun 2022
|
95,993.21
|
101,630.07
|
104,705.42
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Apr 2022
|
May 2022
|
Jun 2022
|
59,507.05
|
63,344.80
|
61,619.79
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Apr 2022
|
May 2022
|
Jun 2022
|
58,156.97
|
63,360.02
|
64,377.13
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Apr 2022
|
May 2022
|
Jun 2022
|
58,112.35
|
56,918.78
|
60,121.16
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Apr 2022
|
May 2022
|
Jun 2022
|
93,515.73
|
103,452.58
|
106,789.22
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Apr 2022
|
May 2022
|
Jun 2022
|
24,834.55
|
24,834.55
|
25,129.55
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Apr 2022
|
May 2022
|
Jun 2022
|
10,466.22
|
10,414.27
|
10,446.17
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Apr 2022
|
May 2022
|
Jun 2022
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
Apr 2022
|
May 2022
|
Jun 2022
|
4,334,292.14
|
4,344,263.87
|
4,391,852.66
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Apr 2022
|
May 2022
|
Jun 2022
|
12,712.37
|
7,859.74
|
7,431.40
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Apr 2022
|
May 2022
|
Jun 2022
|
45,128.91
|
78,085.83
|
30,792.04
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Apr 2022
|
May 2022
|
Jun 2022
|
128,001.48
|
102,906.21
|
145,049.64
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Apr 2022
|
May 2022
|
Jun 2022
|
191,076.11
|
221,048.64
|
253,596.07
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Apr 2022
|
May 2022
|
Jun 2022
|
461,962.92
|
487,872.38
|
539,519.20
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Apr 2022
|
May 2022
|
Jun 2022
|
773,061.85
|
771,512.98
|
716,144.69
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Apr 2022
|
May 2022
|
Jun 2022
|
446,771.04
|
438,571.75
|
451,866.41
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Apr 2022
|
May 2022
|
Jun 2022
|
411,410.93
|
395,250.05
|
392,586.12
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Apr 2022
|
May 2022
|
Jun 2022
|
375,739.78
|
375,710.62
|
396,255.30
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Apr 2022
|
May 2022
|
Jun 2022
|
534,476.95
|
551,630.20
|
547,407.06
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Apr 2022
|
May 2022
|
Jun 2022
|
615,721.51
|
581,424.58
|
574,749.50
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Apr 2022
|
May 2022
|
Jun 2022
|
197,181.91
|
194,827.91
|
207,761.96
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Apr 2022
|
May 2022
|
Jun 2022
|
56,945.15
|
56,200.18
|
49,342.30
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Apr 2022
|
May 2022
|
Jun 2022
|
84,101.23
|
81,362.81
|
79,350.98
|
|
|
|
|
|
|
|
|
|
|
Futures 6/
|
Structure observations of Futures 6/
Apr 2022
|
May 2022
|
Jun 2022
|
1,986.54
|
513.93
|
453.61
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
| | | | |