Sistema de Información Económica

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

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

Jan 2007 - Nov 2019

Monthly

Millions of Pesos

Nominal Stocks

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Sep 2019 Oct 2019 Nov 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
30,798,845.05 30,863,054.58 31,771,822.15
+ Swaps 3/
23,329,541.20 23,618,678.50 24,021,154.62
+ Outstanding derivatives by underlying asset
+ Interest Rate Swaps (single currency) 3/
19,971,938.42 20,341,485.28 20,708,089.49
Standardized TIIE-28 days Vs Fixed Rate 4/
12,558,229.39 12,809,172.04 13,045,204.22
TIIE Vs Fixed Rate Non-Standardized 4/
1,063,533.96 1,085,248.03 1,062,373.79
LIBOR Vs Fixed Rate
4,330,851.06 4,321,718.42 4,412,737.73
other interest rates
2,019,324.01 2,125,346.79 2,187,773.75
+ Cross Currency Swap (Only over interest rates) 5/
3,334,156.74 3,253,931.50 3,289,900.73
TIIE Vs LIBOR
1,277,748.43 1,251,466.70 1,282,011.26
TIIE Vs Fixed Rate
842,348.87 798,903.68 811,208.60
Other cross interest rates
1,214,059.44 1,203,561.12 1,196,680.88
Underlying different to rates
23,446.05 23,261.79 23,164.39
+ Outstanding derivatives by counterparty (or exchange)
+ Domestic counterparties and markets
5,129,980.08 5,190,790.01 5,293,290.09
+ Financial entities
3,519,972.51 3,592,617.86 3,681,661.54
Commercial Banks
1,286,087.57 1,310,878.96 1,342,565.25
Development Banks
330,376.88 324,610.75 327,932.30
Brokerage Houses
580,419.38 599,255.50 610,381.97
Investment firms and funds
4,272.19 3,810.00 5,210.00
SIEFORES
430,847.90 426,171.51 432,967.11
SOFOMES
161,654.07 159,320.15 158,245.43
Other domestic financial entities
28,289.22 27,936.64 27,437.62
Mexican derivative exchange
698,025.30 740,634.35 776,921.85
+ Non-financial entities
1,610,007.57 1,598,172.15 1,611,628.55
Federal Government and Decentralized Entities
332,530.71 335,328.47 339,426.80
State and Municipal governments and their entities
177,507.79 177,329.62 181,079.61
Resident individuals in Mexico
3,604.01 3,609.35 3,607.07
Non-financial private entities
1,096,365.06 1,081,904.72 1,087,515.06
+ Foreign Counterparties
18,199,561.12 18,427,888.55 18,727,864.53
+ Financial entities
18,198,991.12 18,427,318.55 18,727,294.53
US commercial banks
1,488,583.69 1,446,667.21 1,465,606.72
EU commercial banks
6,214,075.76 6,337,147.35 6,339,351.30
Latin american commercial banks
1,578.61 1,538.36 1,564.14
Other foreign commercial banks
647,803.98 643,974.89 643,663.31
Other US financial entities
56,811.76 59,081.74 60,070.30
Other EU financial entities
313,564.67 303,620.73 304,364.64
Other latin american financial entities
1,003.19 1,000.00 1,000.00
Other foreign financial entities
1,403.64 990.66 1,403.64
Chicago Mercantile Exchange
9,474,165.82 9,633,297.62 9,910,270.49
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
7,365,630.59 7,463,304.39 7,614,049.92
From 1 to 7 days
65,890.00 63,145.00 76,394.85
From 8 to 31 days
248,895.41 161,078.90 304,412.52
From 32 to 92 days
595,932.92 658,575.59 490,122.22
From 93 to 184 days
584,383.36 550,499.45 563,851.05
From 185 to 366 days
697,790.97 775,321.93 786,289.59
From 367 to 731 days
1,048,267.32 1,149,810.89 1,202,796.82
From 732 to 1,096 days
1,064,336.21 1,065,865.20 1,095,037.50
From 1,097 to 1,461 days
671,487.46 675,291.61 721,751.56
From 1,462 to 1,827 days
499,468.71 474,414.94 451,992.84
From 1,828 to 2,557 days
534,120.02 539,238.27 552,462.70
From 2,558 to 3,653 days
1,143,267.31 1,143,038.93 1,162,937.89
From 3,654 to 5,479 days
95,499.87 92,399.58 93,472.11
From 5,480 to 7,305 days
86,953.42 85,671.74 83,296.34
Over 7,306 days
29,337.62 28,952.35 29,231.92
+ Domestic and foreign OTC markets
15,963,910.61 16,155,374.10 16,407,104.70
From 1 to 7 days
78,212.73 87,126.87 89,798.92
From 8 to 31 days
377,390.43 385,873.59 457,375.74
From 32 to 92 days
942,894.06 1,110,336.65 1,084,276.14
From 93 to 184 days
1,272,833.41 1,234,230.94 1,230,373.37
From 185 to 366 days
1,722,085.60 1,816,756.25 1,933,185.94
From 367 to 731 days
2,162,248.13 2,147,436.82 2,091,775.55
From 732 to 1,096 days
1,647,471.85 1,650,621.84 1,694,268.78
From 1,097 to 1,461 days
1,435,320.69 1,411,727.64 1,443,730.37
From 1,462 to 1,827 days
1,466,399.42 1,454,856.86 1,458,564.21
From 1,828 to 2,557 days
2,097,720.89 2,122,463.21 2,147,257.37
From 2,558 to 3,653 days
1,798,115.05 1,779,737.26 1,811,483.72
From 3,654 to 5,479 days
523,416.22 519,138.60 523,974.21
From 5,480 to 7,305 days
268,298.51 263,521.44 265,745.57
Over 7,306 days
171,503.61 171,546.19 175,294.80
+ Futures 6/
69,000.68 73,373.47 89,577.07
+ Outstanding derivatives by underlying asset
+ Interest rates
1,754.40 1,226.60 698.80
TIIE
1,754.40 1,226.60 698.80
CETES rate
0.00 0.00 0.00
Other interest rates
0.00 0.00 0.00
+ Equities and equity indexes
2,931.27 4,225.92 4,211.17
Index IPC
2,297.21 3,593.83 3,687.12
S&P 500
511.73 512.79 397.72
NASDAQ Composite
112.46 115.42 122.33
Other equities and equity indexes
9.87 3.88 3.99
+ Debt securities
524.46 327.89 335.49
Mexican Govt Bonds
395.80 91.35 82.33
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
128.66 236.54 253.16
Other debt securities
0.00 0.00 0.00
+ Foreign currencies
63,790.55 67,593.06 84,331.61
US dollar
63,789.80 67,590.49 84,329.03
EURO
0.75 2.57 2.59
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
41,773.46 45,904.34 62,348.37
Mexican derivative exchange
41,773.46 45,904.34 62,348.37
+ US derivative exchanges
27,217.34 27,465.25 27,224.71
Chicago Mercantile Exchange
27,088.68 27,228.71 26,971.56
Chicago Board of Trade
128.66 236.54 253.16
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
9.87 3.88 3.99
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
9.87 3.88 3.99
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
769.33 532.61 58,127.47
From 32 to 92 days
61,739.11 66,533.81 823.76
From 93 to 184 days
1,441.12 1,402.68 20,672.75
From 185 to 366 days
5,021.12 4,884.38 9,943.09
From 367 to 731 days
30.00 20.00 10.00
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/
3,444,364.90 3,354,177.55 3,589,645.71
+ Outstanding derivatives by underlying asset
+ Interest rates
20.75 16.25 16.25
TIIE
20.75 16.25 16.25
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
141,428.56 139,590.52 141,410.51
Index IPC
1,447.25 1,487.27 1,508.28
S&P500
50,344.02 45,808.73 47,104.54
ETF's (Exchange Traded Funds)
3,066.56 0.00 0.00
NASDAQ 100
0.00 0.00 0.00
NIKKEI-225
35,092.88 37,859.46 38,072.16
Russell 2000
0.00 0.00 0.00
Other equities and equity indexes
51,477.85 54,435.06 54,725.53
+ Debt securities
23,262.80 24,994.55 19,314.80
Mexican Govt Bonds
23,262.80 24,994.55 19,314.80
US Treasury Bonds
0.00 0.00 0.00
US Treasury Notes
0.00 0.00 0.00
Other debt securities
0.00 0.00 0.00
+ Foreign currencies
3,279,096.88 3,188,935.59 3,428,169.20
FX swaps on US dollar 7/
657,040.17 667,746.55 751,620.23
Non-FX swaps on US dollar 7/
2,333,890.16 2,217,694.56 2,391,087.66
FX swaps on EURO 7/
49,544.46 52,804.77 40,572.80
Non-FX swaps on EURO 7/
198,587.88 200,225.98 187,376.85
FX swaps on other foreign currencies  7/
597.52 10,020.02 1,075.42
Non-FX swaps on other foreign currencies  7/
39,436.69 40,443.69 56,436.24
Commodities
555.91 640.65 734.95
Underlyings other than interest rates, foreign currencies, equities, commodities and debt securities.
0.00 0.00 0.00
+ Outstanding derivatives by counterparty
+ Domestic Counterparties
839,573.02 780,463.45 771,197.82
+ Financial entities
487,789.81 426,229.77 412,106.79
Commercial Banks
212,443.71 190,998.22 184,193.30
Development Banks
17,282.57 13,959.55 9,793.23
Brokerage Houses
16,274.62 15,063.78 18,737.10
Investment firms and funds
179.43 174.85 177.78
SIEFORES
226,386.11 190,384.94 183,480.87
SOFOMES
3,532.54 3,655.84 3,742.86
Other domestic financial entities
11,690.84 11,992.58 11,981.64
+ Non-Financial entities
351,783.21 354,233.68 359,091.04
Federal Government and Decentralized Entities
108,565.21 105,793.75 106,585.23
State and Municipal governments and their entities
0.00 0.00 0.00
Resident individuals in Mexico
3,330.35 3,746.46 3,332.81
Non-financial private entities
239,887.65 244,693.47 249,172.99
+ Foreign Counterparties
2,604,791.88 2,573,714.11 2,818,447.89