(CA211) - Domestic market debt securities' holdings by type of interest rate

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Domestic market debt securities' holdings by type of interest rate 1/ 2/
July 29, 2022
(Stocks in face value in billions of pesos)

      Residents 9/ Non-Residents 9/ All holders
    Issuer / Holder Financial corporations Non-financial corporations 12/ Other unidentified residents Total Residents
    Public Central bank 10/ Investment Funds Insurance Companies Pension Funds Banking Sector 11/ Brokerage Firms Total financial corporations
Residents Financial corporations Public 3/ 69.4 114.8 354.2 66.1 319.6 216.5 3.3 1,143.9 29.8 435.0 1,608.6 1.3 1,609.9
Fixed interest rate 4.2 1.5 1.4 4.5 40.2 3.5 0.0 55.4 3.1 8.9 67.4 1.2 68.5
Variable interest rate 65.2 113.2 352.9 61.5 279.4 213.0 3.3 1,088.5 26.7 426.1 1,541.3 0.1 1,541.4
-Inflation linked 4.4 0.0 28.0 53.3 222.1 84.3 0.0 392.1 12.5 48.6 453.2 0.0 453.3
-Other asset price linked 60.8 113.2 324.9 8.3 57.2 128.7 3.3 696.4 14.2 377.5 1,088.1 0.1 1,088.1
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Central bank 4/ 0.0 34.6 0.0 0.0 0.0 67.5 0.0 102.1 0.0 0.1 102.1 0.0 102.1
Fixed interest rate 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Variable interest rate 0.0 34.6 0.0 0.0 0.0 67.5 0.0 102.1 0.0 0.1 102.1 0.0 102.1
-Inflation linked 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
-Other asset price linked 0.0 34.6 0.0 0.0 0.0 67.5 0.0 102.1 0.0 0.1 102.1 0.0 102.1
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Development banks 54.2 3.1 176.6 62.5 92.2 111.0 0.3 500.0 49.2 184.5 733.7 0.1 733.8
Fixed interest rate 48.7 2.6 162.8 34.2 84.5 78.4 0.3 411.4 43.8 148.4 603.7 0.1 603.8
Variable interest rate 5.5 0.6 13.8 28.3 7.7 32.6 0.0 88.6 5.4 36.0 130.0 0.0 130.0
-Inflation linked 0.6 0.0 0.1 19.7 4.9 0.6 0.0 25.9 0.6 2.1 28.5 0.0 28.5
-Other asset price linked 4.9 0.6 13.7 8.6 2.8 32.1 0.0 62.7 4.8 33.9 101.4 0.0 101.4
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Commercial banks 2.7 0.0 58.4 13.9 57.2 65.0 0.0 197.2 15.2 107.9 320.3 22.6 342.9
Fixed interest rate 1.9 0.0 2.2 5.4 38.4 25.8 0.0 73.8 6.1 11.9 91.7 10.4 102.1
Variable interest rate 0.8 0.0 55.0 8.3 18.7 34.5 0.0 117.3 9.1 58.0 184.4 12.0 196.4
-Inflation linked 0.5 0.0 0.2 4.0 9.3 0.3 0.0 14.3 5.5 2.9 22.6 0.0 22.6
-Other asset price linked 0.3 0.0 54.8 4.3 9.4 34.2 0.0 103.0 3.6 55.1 161.8 11.9 173.7
Unidentified 0.0 0.0 1.2 0.2 0.0 4.7 0.0 6.1 0.0 38.0 44.1 0.2 44.3
Private (non-deposit taking) 5/ 2.3 0.1 18.9 13.5 24.8 24.2 0.3 84.1 1.9 78.1 164.1 13.7 177.8
Fixed interest rate 1.1 0.0 2.2 5.5 16.6 3.1 0.1 28.5 0.3 20.2 49.0 0.4 49.4
Variable interest rate 1.3 0.1 16.6 8.0 8.2 21.1 0.1 55.3 1.6 54.0 110.9 13.3 124.2
-Inflation linked 0.0 0.0 0.7 0.3 0.1 7.9 0.0 9.1 0.0 8.9 17.9 11.9 29.8
-Other asset price linked 1.3 0.1 15.9 7.7 8.1 13.1 0.1 46.3 1.6 45.1 93.0 1.4 94.4
Unidentified 0.0 0.0 0.1 0.0 0.0 0.0 0.1 0.2 0.0 4.0 4.2 0.0 4.2
Total financial corporations 128.7 152.6 608.1 156.0 493.7 484.2 4.0 2,027.3 96.0 805.5 2,928.8 37.7 2,966.5
Fixed interest rate 55.9 4.1 168.5 49.6 179.7 110.8 0.4 569.1 53.3 189.4 811.8 12.1 824.0
Variable interest rate 72.8 148.5 438.3 106.2 314.0 368.7 3.5 1,451.8 42.7 574.2 2,068.7 25.4 2,094.0
-Inflation linked 5.5 0.0 29.0 77.2 236.4 93.2 0.0 441.4 18.5 62.4 522.3 11.9 534.2
-Other asset price linked 67.3 148.5 409.2 28.9 77.6 275.5 3.5 1,010.5 24.1 511.8 1,546.4 13.4 1,559.8
Unidentified 0.0 0.0 1.3 0.2 0.0 4.7 0.1 6.3 0.0 42.0 48.3 0.2 48.5
Non-financial corporations Public 6/ 8.2 1.4 9.0 12.8 104.4 14.2 0.0 150.1 12.1 63.6 225.8 32.9 258.7
Fixed interest rate 2.7 1.0 3.9 4.2 50.5 9.9 0.0 72.3 5.3 32.4 110.0 32.8 142.7
Variable interest rate 5.5 0.4 5.1 8.6 53.9 4.3 0.0 77.8 6.8 31.2 115.9 0.2 116.0
-Inflation linked 3.6 0.0 1.2 8.6 53.7 2.4 0.0 69.5 4.5 23.1 97.1 0.1 97.2
-Other asset price linked 1.8 0.4 3.9 0.1 0.2 1.9 0.0 8.4 2.4 8.1 18.8 0.1 18.9
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Private 7/ 27.2 0.4 42.6 45.7 286.9 16.8 0.2 419.7 3.1 136.3 559.1 3.1 562.3
Fixed interest rate 19.1 0.4 5.7 31.7 209.0 3.5 0.1 269.3 2.6 30.4 302.3 2.0 304.3
Variable interest rate 8.1 0.0 36.9 14.0 78.0 13.3 0.2 150.4 0.5 105.7 256.6 1.1 257.7
-Inflation linked 4.1 0.0 4.4 4.7 52.5 0.9 0.1 66.8 0.0 46.7 113.5 0.3 113.8
-Other asset price linked 4.0 0.0 32.5 9.3 25.5 12.4 0.1 83.7 0.5 58.9 143.1 0.9 144.0
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.2 0.2 0.0 0.2
Total non-financial corporations 35.4 1.8 51.5 58.5 391.3 31.0 0.2 569.8 15.2 199.9 785.0 36.1 821.0
Fixed interest rate 21.8 1.4 9.5 35.9 259.5 13.4 0.1 341.6 7.9 62.8 412.3 34.7 447.0
Variable interest rate 13.6 0.4 42.0 22.6 131.9 17.6 0.2 228.3 7.3 136.9 372.5 1.3 373.8
-Inflation linked 7.7 0.0 5.7 13.2 106.2 3.3 0.1 136.2 4.5 69.9 210.5 0.4 210.9
-Other asset price linked 5.9 0.4 36.3 9.3 25.7 14.3 0.1 92.1 2.8 67.0 161.9 0.9 162.8
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.2 0.2 0.0 0.2
General Government Federal Government 8/ 366.7 402.5 1,350.4 659.0 2,489.0 951.7 26.9 6,246.2 216.6 1,423.4 7,886.1 1,532.5 9,418.6
Fixed interest rate 159.1 291.5 271.5 145.7 1,075.6 608.2 15.8 2,567.4 66.5 685.4 3,319.3 1,387.0 4,706.3
Variable interest rate 207.6 111.0 1,079.0 513.3 1,413.4 343.5 11.1 3,678.8 150.1 737.9 4,566.8 145.5 4,712.3
-Inflation linked 88.4 6.1 76.8 487.6 1,266.9 29.4 0.0 1,955.2 119.0 233.4 2,307.7 111.1 2,418.8
-Other asset price linked 119.1 104.8 1,002.2 25.7 146.4 314.1 11.1 1,723.5 31.0 504.5 2,259.1 34.4 2,293.5
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
State and Local Governments 1.1 0.0 1.4 6.8 26.4 4.1 0.0 39.8 0.4 29.5 69.6 0.0 69.7
Fixed interest rate 0.3 0.0 0.0 1.4 8.9 1.6 0.0 12.2 0.4 2.2 14.8 0.0 14.8
Variable interest rate 0.8 0.0 1.3 5.3 17.5 2.5 0.0 27.6 0.0 27.2 54.8 0.0 54.8
-Inflation linked 0.5 0.0 1.3 4.6 16.8 2.4 0.0 25.7 0.0 21.3 47.1 0.0 47.1
-Other asset price linked 0.3 0.0 0.0 0.7 0.7 0.1 0.0 1.9 0.0 5.9 7.8 0.0 7.8
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Total general government 367.8 402.5 1,351.8 665.7 2,515.4 955.8 26.9 6,286.0 216.9 1,452.9 7,955.7 1,532.5 9,488.2
Fixed interest rate 159.4 291.5 271.5 147.1 1,084.5 609.8 15.8 2,579.6 66.9 687.7 3,334.1 1,387.0 4,721.1
Variable interest rate 208.4 111.0 1,080.3 518.6 1,430.9 346.0 11.1 3,706.4 150.1 765.2 4,621.6 145.5 4,767.1
-Inflation linked 89.0 6.1 78.1 492.2 1,283.7 31.8 0.1 1,981.0 119.0 254.8 2,354.8 111.1 2,465.9
-Other asset price linked 119.5 104.8 1,002.2 26.4 147.2 314.2 11.1 1,725.4 31.0 510.4 2,266.8 34.4 2,301.3
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Total Residents Total Residents 531.9 556.9 2,011.4 880.2 3,400.5 1,471.0 31.1 8,883.1 328.1 2,458.3 11,669.5 1,606.3 13,275.8
Fixed interest rate 237.1 297.0 449.6 232.6 1,523.8 734.0 16.2 3,490.3 128.1 939.9 4,558.3 1,433.8 5,992.1
Variable interest rate 294.8 259.9 1,560.6 647.4 1,876.8 732.3 14.8 5,386.5 200.0 1,476.2 7,062.7 172.2 7,234.9
-Inflation linked 102.2 6.1 112.8 582.7 1,626.3 128.3 0.2 2,558.5 142.0 387.0 3,087.6 123.4 3,211.0
-Other asset price linked 192.6 253.8 1,447.8 64.7 250.4 604.0 14.6 2,827.9 58.0 1,089.2 3,975.1 48.7 4,023.9
Unidentified 0.0 0.0 1.3 0.2 0.0 4.7 0.1 6.3 0.0 42.2 48.5 0.2 48.8
Non-Residents Financial corporations Total financial corporations 0.0 0.0 4.3 2.7 7.4 0.6 0.1 15.1 0.0 6.7 21.8 0.0 21.8
Fixed interest rate 0.0 0.0 0.0 0.4 3.4 0.0 0.0 3.9 0.0 5.6 9.5 0.0 9.5
Variable interest rate 0.0 0.0 4.3 2.3 3.9 0.6 0.1 11.2 0.0 1.1 12.3 0.0 12.3
-Inflation linked 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
-Other asset price linked 0.0 0.0 4.3 2.3 3.9 0.6 0.1 11.2 0.0 1.1 12.3 0.0 12.3
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Non-financial corporations Total non-financial corporations 0.0 0.0 1.7 1.9 1.7 0.5 0.0 5.9 0.0 1.0 6.8 0.2 7.0
Fixed interest rate 0.0 0.0 0.3 1.3 1.3 0.1 0.0 3.1 0.0 0.2 3.3 0.2 3.5
Variable interest rate 0.0 0.0 1.4 0.6 0.5 0.4 0.0 2.8 0.0 0.7 3.5 0.0 3.5
-Inflation linked 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
-Other asset price linked 0.0 0.0 1.4 0.6 0.5 0.4 0.0 2.8 0.0 0.7 3.5 0.0 3.5
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Total Non-Residents Total Non-residents 0.0 0.0 5.9 4.6 9.1 1.2 0.1 20.9 0.0 7.7 28.6 0.2 28.8
Fixed interest rate 0.0 0.0 0.3 1.8 4.7 0.1 0.0 6.9 0.0 5.9 12.8 0.2 13.0
Variable interest rate 0.0 0.0 5.6 2.9 4.4 1.0 0.1 14.0 0.0 1.8 15.8 0.0 15.8
-Inflation linked 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
-Other asset price linked 0.0 0.0 5.6 2.9 4.4 1.0 0.1 14.0 0.0 1.8 15.8 0.0 15.8
Unidentified 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
All issuers All issuers 531.9 556.9 2,017.4 884.8 3,409.6 1,472.2 31.2 8,904.0 328.1 2,466.0 11,698.1 1,606.4 13,304.6
Fixed interest rate 237.1 297.0 449.9 234.3 1,528.5 734.2 16.2 3,497.2 128.1 945.8 4,571.1 1,434.0 6,005.1
Variable interest rate 294.8 259.9 1,566.2 650.3 1,881.1 733.3 14.9 5,400.5 200.0 1,478.0 7,078.6 172.2 7,250.7
-Inflation linked 102.2 6.1 112.8 582.7 1,626.3 128.3 0.2 2,558.5 142.0 387.0 3,087.6 123.4 3,211.0
-Other asset price linked 192.6 253.8 1,453.4 67.6 254.8 605.0 14.7 2,841.9 58.0 1,091.0 3,990.9 48.8 4,039.7
Unidentified 0.0 0.0 1.3 0.2 0.0 4.7 0.1 6.3 0.0 42.2 48.5 0.2 48.8

1/This information is presented in accordance with the Handbook of Securities Statistics jointly published by the Bank of International Settlements, the European Central Bank and the International Monetary Fund. The source is S.D. INDEVAL S.A. de C.V. with calculations of Banco de México. Due to the existence of some repo operations, this information should not be confused with investors' risk position. All data is subject to revisions.
2/ Fixed interest rate: The security pays a fixed coupon. Inflation linked: Even though coupon payments of inflation linked debt are fixed in real terms, the Handbook mentioned in note 1 suggests classifying these securities as variable interest rate debt. Other asset price linked: The security is not inflation linked but pays a variable coupon. Unidentified: It is not possible to identify the type of interest rate of the security.
3/ Debt securities issued by IPAB, Banobras’ FARAC trust, Infonavit’s trusts, Infonacot, Fovissste, Fonadin and Fifomi.
4/ Debt securities issued by Banco de Mexico for monetary policy purposes as defined in Article 7 of Banco de México's Law.
5/ Debt securities issued by Sofoles, Sofomes, mutual funds, leasing corporations, brokerage houses, factoring companies, etc.
6/ Debt securities issued by Pemex and CFE.
7/ Debt securities issued by private non-financial corporations.
8/ Debt securities issued by the Federal Government, includes debt issued for monetary policy purposes.
9/ The holder's residency corresponds to that one reported by the custodian agent of the securities.
10/ Includes: a) Repos with Banxico: The position of the securities that Banco de México receives through repurchase agreements with the financial intermediaries. b) Guarantees Received by Banxico: Securities delivered by the financial institutions to Banco de México in order to collateralize lending securities operations, loans denominated in U.S. dollars, foreign exchange hedging operations and liquidity or deposit auctions. The securities lending facility to market makers is ruled by the numerals 4.2.3 and 7.2 of the Oficio 305.- 027/2011 issued by the Ministry of Finance (SHCP) on January 27, 2011 and its subsequent modifications which can be found in this link. Loans denominated in U.S. dollars are granted to financial institutions according to the Circular 8/2009 issued by Banco de México on April 15, 2009. Foreign exchange hedging operations are granted by financial institutions according to the Circular 3/2017 issued by Banco de México on February 24, 2017. Special collaterals for liquidity or deposit auctions are established by the Circular 9/2019 issued by Banco de México on June 13, 2019. It is worth noting that before October 3 2008, the securities used by market makers to collateralize its securities borrowed from the central bank did not have transfer of dominium and they used to remain in the account of the borrower. Therefore, before October 3 2008, the securities given to the central bank under this scheme, were classified in the banking sector instead of in this category. c) Securities Purchased by Banxico: Outstanding IPAB securities purchased by Banxico under dispositions of its Circular 5/2012.
11/ Debt securities held by commercial and development banks.
12/ Debt securities held by public non-financial corporations.