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Outstanding derivatives at end of month from domestic brokerage houses - (CF582)

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 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
7,482,472.28 7,913,046.04 8,036,825.67
+ Swaps 3/
6,611,316.58 7,098,487.24 7,181,103.29
+ Outstanding derivatives by underlying asset
+ Interest Rate Swaps (single currency) 3/
3,768,655.02 4,083,773.65 4,288,304.33
Standardized TIIE-28 days Vs Fixed Rate 4/
3,077,347.55 3,345,359.61 3,568,595.39
TIIE Vs Fixed Rate Non-Standardized 4/
94,338.09 96,777.22 104,615.73
LIBOR Vs Fixed Rate
490,849.70 514,768.34 487,847.39
other interest rates
106,119.68 126,868.48 127,245.82
+ Cross Currency Swap (Only over interest rates) 5/
2,771,617.50 2,943,669.54 2,821,949.17
TIIE Vs LIBOR
957,996.31 1,026,120.98 975,505.34
TIIE Vs Fixed Rate
1,429,314.67 1,512,115.79 1,446,931.12
Other cross interest rates
384,306.52 405,432.77 399,512.70
Underlying different to rates
71,044.06 71,044.06 70,849.79
+ Outstanding derivatives by counterparty (or exchange)
+ Domestic counterparties and markets
1,485,229.10 1,560,326.26 1,530,916.54
+ Financial entities
1,213,377.01 1,279,023.06 1,254,862.08
Commercial Banks
549,064.37 591,774.03 569,327.33
Development Banks
2,055.79 2,350.94 2,196.70
Brokerage Houses
71,455.29 74,218.48 72,051.01
Investment firms and funds
1,736.50 1,236.50 1,236.50
SIEFORES
132,068.44 137,587.03 128,229.03
SOFOMES
19,205.47 19,881.30 19,629.33
Other domestic financial entities
3,028.70 3,983.14 4,051.90
Mexican derivative exchange
434,762.45 447,991.65 458,140.28
+ Non-financial entities
271,852.08 281,303.21 276,054.46
Federal Government and Decentralized Entities
145,486.68 151,069.54 148,014.92
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
12,171.12 12,999.84 13,359.61
Non-financial private entities
114,194.28 117,233.82 114,679.93
+ Foreign Counterparties
5,126,087.48 5,538,160.98 5,650,186.75
+ Financial entities
5,126,085.70 5,538,158.50 5,650,183.52
US commercial banks
169,901.83 174,044.54 163,681.89
EU commercial banks
4,077.96 4,126.35 4,194.71
Latin american commercial banks
0.00 0.00 0.00
Other foreign commercial banks
0.00 0.00 0.00
Other US financial entities
889,408.85 948,350.43 957,951.65
Other EU financial entities
3,044,492.12 3,294,006.87 3,274,257.88
Other latin american financial entities
0.00 0.00 0.00
Other foreign financial entities
0.00 0.00 0.00
Chicago Mercantile Exchange
1,018,204.94 1,117,630.30 1,250,097.38
Other foreign derivative exchanges
0.00 0.00 0.00
+ Non-Financial entities
1.79 2.48 3.23
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
0.00 0.00 0.00
Foreign individuals
1.79 2.48 3.23
+ Outstanding derivatives by market and original term
+ Domestic and foreign organized exchanges
1,452,967.39 1,565,621.95 1,708,237.67
From 1 to 7 days
0.00 0.00 1,055.69
From 8 to 31 days
6,310.76 25,873.98 14,383.99
From 32 to 92 days
29,311.20 27,930.40 32,988.74
From 93 to 184 days
32,323.63 48,437.99 86,344.10
From 185 to 366 days
161,636.35 137,468.42 151,128.57
From 367 to 731 days
253,723.43 335,204.46 355,114.32
From 732 to 1,096 days
298,405.63 306,190.27 326,685.43
From 1,097 to 1,461 days
169,500.02 171,261.25 180,268.98
From 1,462 to 1,827 days
157,157.30 171,309.17 187,328.04
From 1,828 to 2,557 days
92,440.68 93,035.65 69,406.71
From 2,558 to 3,653 days
190,507.59 186,852.04 212,545.44
From 3,654 to 5,479 days
36,637.32 37,044.82 57,983.15
From 5,480 to 7,305 days
25,013.50 25,013.50 33,004.50
Over 7,306 days
0.00 0.00 0.00
+ Domestic and foreign OTC markets
5,158,349.18 5,532,865.29 5,472,865.62
From 1 to 7 days
21,435.85 10,837.52 2,696.93
From 8 to 31 days
27,652.37 73,976.06 55,653.71
From 32 to 92 days
123,838.85 119,112.40 113,133.67
From 93 to 184 days
127,618.28 138,317.46 189,533.69
From 185 to 366 days
312,325.40 365,659.31 377,519.28
From 367 to 731 days
792,616.82 942,952.77 892,408.76
From 732 to 1,096 days
555,686.60 562,070.10 600,564.55
From 1,097 to 1,461 days
564,320.69 583,697.44 625,385.83
From 1,462 to 1,827 days
503,355.89 522,402.50 466,090.72
From 1,828 to 2,557 days
764,654.80 873,429.54 820,735.94
From 2,558 to 3,653 days
1,025,660.00 991,138.06 962,256.71
From 3,654 to 5,479 days
138,780.17 146,229.35 159,124.41
From 5,480 to 7,305 days
111,216.41 115,717.20 121,783.00
Over 7,306 days
89,187.05 87,325.57 85,978.41
+ Futures 6/
1,636.77 1,831.91 1,388.03
+ Outstanding derivatives by underlying asset
+ Interest rates
0.00 0.00 0.00
TIIE
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
391.70 292.36 346.72
Index IPC
152.69 157.72 185.90
S&P 500
236.62 132.01 160.82
NASDAQ Composite
0.00 0.00 0.00
Other equities and equity indexes
2.39 2.63 0.00
+ Debt securities
1,174.57 1,477.46 995.97
Mexican Govt Bonds
796.06 1,155.15 731.37
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
213.27 172.94 143.34
Other debt securities
165.25 149.37 121.26
+ Foreign currencies
41.15 42.20 26.18
US dollar
41.15 42.20 26.18
EURO
0.00 0.00 0.00
Other foreign currencies
0.00 0.00 0.00
Commodities
29.35 19.89 19.16
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
952.28 1,316.70 918.45
Mexican derivative exchange
952.28 1,316.70 918.45
+ US derivative exchanges
536.08 385.60 371.03
Chicago Mercantile Exchange
297.12 183.07 196.61
Chicago Board of Trade
230.11 192.71 166.05
Intercontinental Futures and Options Exchange
0.00 0.00 8.37
New York Mercantile Exchange
8.85 9.82 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
148.40 129.61 98.55
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
148.40 129.61 98.55
Other foreign derivative exchanges
0.00 0.00 0.00
+ Outstanding derivatives by original term
From 1 to 7 days
0.00 39.42 0.00
From 8 to 31 days
0.00 1,484.29 0.00
From 32 to 92 days
1,624.30 9.82 1,292.37
From 93 to 184 days
12.47 208.19 95.67
From 185 to 366 days
0.00 90.19 0.00
From 367 to 731 days
0.00 0.00 0.00
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/
119,249.08 121,358.34 135,845.38
+ Outstanding derivatives by underlying asset
+ Interest rates
9.00 9.00 5.25
TIIE
9.00 9.00 5.25
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
+ Equities and equity indexes
12,980.31 13,526.25 12,189.67
Index IPC
45.71 39.13 56.22
S&P500
8,355.77 8,720.13 5,136.73
ETF's (Exchange Traded Funds)
1,500.02 1,569.22 26.18
NASDAQ 100
0.00 0.00 0.00
NIKKEI-225
0.00 0.00 0.00
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
3,078.81 3,197.77 6,970.54
+ Debt securities
16,527.89 19,121.35 17,740.71
Mexican Govt Bonds
14,668.58 16,117.38 15,298.71
US Treasury Bonds
16.42 19.89 23.42
US Treasury Notes
224.74 173.22 144.48
Other debt securities
1,618.15 2,810.86 2,274.09
+ Foreign currencies
89,701.09 88,680.81 105,889.75
FX swaps on US dollar 7/
304.66 240.47 210.27
Non-FX swaps on US dollar 7/
88,621.82 87,047.67 104,207.82
FX swaps on EURO 7/
0.00 0.00 0.00
Non-FX swaps on EURO 7/
758.21 1,391.95 1,325.35
FX swaps on other foreign currencies  7/
0.00 0.00 0.00
Non-FX swaps on other foreign currencies  7/
16.40 0.73 146.31
Commodities
30.79 20.93 20.01
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Outstanding derivatives by counterparty
+ Domestic Counterparties
68,869.48 70,337.60 75,947.84
+ Financial entities
39,179.70 36,598.22 44,711.12
Commercial Banks
15,660.43 16,172.53 16,226.90
Development Banks
0.00 0.00 0.00
Brokerage Houses
0.00 0.00 0.00
Investment firms and funds
478.99 501.16 497.26
SIEFORES
22,472.67 19,469.65 27,887.18
SOFOMES
420.37 300.82 99.77
Other domestic financial entities
147.24 154.06 0.00
+ Non-Financial entities
29,689.78 33,739.38 31,236.72
Federal Government and Decentralized Entities
5,868.87 6,140.54 5,820.53
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
13,927.99 15,252.40 15,049.83
Non-financial private entities
9,892.91 12,346.43 10,366.36
+ Foreign Counterparties
50,379.60 51,020.74 59,897.54
+ Financial entities
50,375.38 51,015.50 59,890.41