|
|
|
|
|
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
|
Structure observations of Total outstanding amounts by instrument, underlying asset, counterparty and original term
Feb 2022
|
Mar 2022
|
Apr 2022
|
30,055,818.65
|
31,087,445.80
|
32,603,236.48
|
|
|
|
|
|
|
|
Swaps 3/
|
Structure observations of Swaps 3/
Feb 2022
|
Mar 2022
|
Apr 2022
|
24,730,371.34
|
26,033,555.51
|
27,391,841.99
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
|
|
|
|
|
|
Interest Rate Swaps (single currency) 3/
|
Structure observations of Interest Rate Swaps (single currency) 3/
Feb 2022
|
Mar 2022
|
Apr 2022
|
21,479,331.98
|
22,831,316.34
|
24,167,930.99
|
|
|
|
|
|
|
|
Standardized TIIE-28 days Vs Fixed Rate 4/
|
Structure observations of Standardized TIIE-28 days Vs Fixed Rate 4/
Feb 2022
|
Mar 2022
|
Apr 2022
|
14,328,817.11
|
15,321,993.49
|
15,598,232.91
|
|
|
|
|
|
|
|
TIIE Vs Fixed Rate Non-Standardized 4/
|
Structure observations of TIIE Vs Fixed Rate Non-Standardized 4/
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,044,391.97
|
1,602,911.15
|
2,575,634.47
|
|
|
|
|
|
|
|
LIBOR Vs Fixed Rate
|
Structure observations of LIBOR Vs Fixed Rate
Feb 2022
|
Mar 2022
|
Apr 2022
|
4,286,147.95
|
4,052,148.74
|
3,977,616.20
|
|
|
|
|
|
|
|
other interest rates
|
Structure observations of other interest rates
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,819,974.95
|
1,854,262.95
|
2,016,447.41
|
|
|
|
|
|
|
|
|
Cross Currency Swap (Only over interest rates) 5/
|
Structure observations of Cross Currency Swap (Only over interest rates) 5/
Feb 2022
|
Mar 2022
|
Apr 2022
|
3,213,063.69
|
3,165,200.28
|
3,187,000.89
|
|
|
|
|
|
|
|
TIIE Vs LIBOR
|
Structure observations of TIIE Vs LIBOR
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,274,496.95
|
1,237,319.43
|
1,212,937.29
|
|
|
|
|
|
|
|
TIIE Vs Fixed Rate
|
Structure observations of TIIE Vs Fixed Rate
Feb 2022
|
Mar 2022
|
Apr 2022
|
757,227.64
|
744,614.78
|
747,103.65
|
|
|
|
|
|
|
|
Other cross interest rates
|
Structure observations of Other cross interest rates
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,181,339.10
|
1,183,266.07
|
1,226,959.95
|
|
|
|
|
|
|
|
|
Underlying different to rates
|
Structure observations of Underlying different to rates
Feb 2022
|
Mar 2022
|
Apr 2022
|
37,975.67
|
37,038.89
|
36,910.11
|
|
|
|
|
|
|
|
Outstanding derivatives by counterparty (or exchange)
|
|
|
|
|
|
|
Domestic counterparties and markets
|
Structure observations of Domestic counterparties and markets
Feb 2022
|
Mar 2022
|
Apr 2022
|
5,294,824.37
|
5,165,721.11
|
5,192,683.90
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
Feb 2022
|
Mar 2022
|
Apr 2022
|
3,641,822.11
|
3,551,951.34
|
3,571,803.56
|
|
|
|
|
|
|
|
Commercial Banks
|
Structure observations of Commercial Banks
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,124,900.51
|
1,115,722.29
|
1,142,932.27
|
|
|
|
|
|
|
|
Development Banks
|
Structure observations of Development Banks
Feb 2022
|
Mar 2022
|
Apr 2022
|
323,782.71
|
330,488.92
|
338,020.95
|
|
|
|
|
|
|
|
Brokerage Houses
|
Structure observations of Brokerage Houses
Feb 2022
|
Mar 2022
|
Apr 2022
|
551,998.93
|
539,513.91
|
545,674.73
|
|
|
|
|
|
|
|
Investment firms and funds
|
Structure observations of Investment firms and funds
Feb 2022
|
Mar 2022
|
Apr 2022
|
14,329.62
|
14,689.62
|
14,639.62
|
|
|
|
|
|
|
|
SIEFORES
|
Structure observations of SIEFORES
Feb 2022
|
Mar 2022
|
Apr 2022
|
321,483.91
|
278,036.48
|
242,888.17
|
|
|
|
|
|
|
|
SOFOMES
|
Structure observations of SOFOMES
Feb 2022
|
Mar 2022
|
Apr 2022
|
64,667.61
|
59,621.85
|
57,975.76
|
|
|
|
|
|
|
|
Other domestic financial entities
|
Structure observations of Other domestic financial entities
Feb 2022
|
Mar 2022
|
Apr 2022
|
9,215.87
|
8,826.47
|
9,036.82
|
|
|
|
|
|
|
|
Mexican derivative exchange
|
Structure observations of Mexican derivative exchange
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,231,442.95
|
1,205,051.80
|
1,220,635.25
|
|
|
|
|
|
|
|
|
Non-financial entities
|
Structure observations of Non-financial entities
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,653,002.26
|
1,613,769.77
|
1,620,880.34
|
|
|
|
|
|
|
|
Federal Government and Decentralized Entities
|
Structure observations of Federal Government and Decentralized Entities
Feb 2022
|
Mar 2022
|
Apr 2022
|
298,461.55
|
291,438.25
|
312,733.19
|
|
|
|
|
|
|
|
State and Municipal governments and their entities
|
Structure observations of State and Municipal governments and their entities
Feb 2022
|
Mar 2022
|
Apr 2022
|
264,358.02
|
247,645.19
|
234,543.05
|
|
|
|
|
|
|
|
Resident individuals in Mexico
|
Structure observations of Resident individuals in Mexico
Feb 2022
|
Mar 2022
|
Apr 2022
|
4,032.79
|
4,036.60
|
3,970.54
|
|
|
|
|
|
|
|
Non-financial private entities
|
Structure observations of Non-financial private entities
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,086,149.90
|
1,070,649.73
|
1,069,633.55
|
|
|
|
|
|
|
|
|
|
Foreign Counterparties
|
Structure observations of Foreign Counterparties
Feb 2022
|
Mar 2022
|
Apr 2022
|
19,435,546.97
|
20,867,834.40
|
22,199,158.10
|
|
|
|
|
|
|
|
Financial entities
|
Structure observations of Financial entities
Feb 2022
|
Mar 2022
|
Apr 2022
|
19,426,748.90
|
20,858,960.08
|
22,190,206.04
|
|
|
|
|
|
|
|
US commercial banks
|
Structure observations of US commercial banks
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,354,039.67
|
1,299,819.02
|
1,277,930.47
|
|
|
|
|
|
|
|
EU commercial banks 12/
|
Structure observations of EU commercial banks 12/
Feb 2022
|
Mar 2022
|
Apr 2022
|
6,564,999.44
|
6,552,833.51
|
6,599,377.16
|
|
|
|
|
|
|
|
Latin american commercial banks
|
Structure observations of Latin american commercial banks
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,636.76
|
1,589.41
|
1,632.98
|
|
|
|
|
|
|
|
Other foreign commercial banks
|
Structure observations of Other foreign commercial banks
Feb 2022
|
Mar 2022
|
Apr 2022
|
524,938.03
|
513,428.30
|
523,519.68
|
|
|
|
|
|
|
|
Other US financial entities
|
Structure observations of Other US financial entities
Feb 2022
|
Mar 2022
|
Apr 2022
|
42,210.56
|
39,649.96
|
38,813.65
|
|
|
|
|
|
|
|
Other EU financial entities 12/
|
Structure observations of Other EU financial entities 12/
Feb 2022
|
Mar 2022
|
Apr 2022
|
252,077.71
|
244,717.60
|
248,542.90
|
|
|
|
|
|
|
|
Other latin american financial entities
|
Structure observations of Other latin american financial entities
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,040.14
|
1,010.05
|
1,037.74
|
|
|
|
|
|
|
|
Other foreign financial entities
|
Structure observations of Other foreign financial entities
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,403.64
|
1,403.64
|
542.45
|
|
|
|
|
|
|
|
Chicago Mercantile Exchange
|
Structure observations of Chicago Mercantile Exchange
Feb 2022
|
Mar 2022
|
Apr 2022
|
10,684,402.94
|
12,204,508.59
|
13,498,809.02
|
|
|
|
|
|
|
|
Other foreign derivative exchanges
|
Structure observations of Other foreign derivative exchanges
Feb 2022
|
Mar 2022
|
Apr 2022
|
0.00
|
0.00
|
0.00
|
|
|
|
|
|
|
|
|
Non-Financial entities
|
Structure observations of Non-Financial entities
Feb 2022
|
Mar 2022
|
Apr 2022
|
8,798.07
|
8,874.31
|
8,952.05
|
|
|
|
|
|
|
|
|
|
Outstanding derivatives by market and original term
|
|
|
|
|
|
|
Domestic and foreign organized exchanges
|
Structure observations of Domestic and foreign organized exchanges
Feb 2022
|
Mar 2022
|
Apr 2022
|
11,915,845.89
|
13,409,560.39
|
14,719,444.27
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
160,334.78
|
163,271.39
|
556,985.37
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
520,012.90
|
623,649.88
|
1,699,845.15
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,368,329.12
|
2,612,223.69
|
2,221,051.53
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,419,026.83
|
1,263,424.97
|
1,420,304.46
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,446,827.16
|
1,611,789.47
|
1,505,046.38
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,796,514.13
|
1,831,416.99
|
1,905,154.26
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,002,501.60
|
1,044,710.78
|
1,086,754.20
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
913,962.96
|
890,438.91
|
847,373.91
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
719,707.10
|
776,360.42
|
835,032.33
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,152,772.72
|
1,127,140.97
|
1,107,526.72
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
995,362.89
|
1,046,059.08
|
1,080,714.42
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
224,410.59
|
230,563.81
|
234,461.39
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
127,357.99
|
121,526.01
|
148,188.29
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
68,725.12
|
66,984.00
|
71,005.87
|
|
|
|
|
|
|
|
|
Domestic and foreign OTC markets
|
Structure observations of Domestic and foreign OTC markets
Feb 2022
|
Mar 2022
|
Apr 2022
|
12,814,525.45
|
12,623,995.12
|
12,672,397.72
|
|
|
|
|
|
|
|
From 1 to 7 days
|
Structure observations of From 1 to 7 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
59,621.37
|
44,117.30
|
70,334.14
|
|
|
|
|
|
|
|
From 8 to 31 days
|
Structure observations of From 8 to 31 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
286,524.19
|
236,428.56
|
213,385.26
|
|
|
|
|
|
|
|
From 32 to 92 days
|
Structure observations of From 32 to 92 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
539,792.72
|
651,776.20
|
642,036.99
|
|
|
|
|
|
|
|
From 93 to 184 days
|
Structure observations of From 93 to 184 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
754,518.76
|
701,479.69
|
772,338.75
|
|
|
|
|
|
|
|
From 185 to 366 days
|
Structure observations of From 185 to 366 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,233,301.67
|
1,259,824.26
|
1,214,606.68
|
|
|
|
|
|
|
|
From 367 to 731 days
|
Structure observations of From 367 to 731 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,976,286.54
|
1,984,799.43
|
2,082,873.79
|
|
|
|
|
|
|
|
From 732 to 1,096 days
|
Structure observations of From 732 to 1,096 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,802,374.61
|
1,782,408.42
|
1,737,735.34
|
|
|
|
|
|
|
|
From 1,097 to 1,461 days
|
Structure observations of From 1,097 to 1,461 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,541,905.19
|
1,496,885.71
|
1,488,765.52
|
|
|
|
|
|
|
|
From 1,462 to 1,827 days
|
Structure observations of From 1,462 to 1,827 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,115,523.42
|
1,092,163.31
|
1,121,929.40
|
|
|
|
|
|
|
|
From 1,828 to 2,557 days
|
Structure observations of From 1,828 to 2,557 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,317,951.35
|
1,232,259.42
|
1,191,564.40
|
|
|
|
|
|
|
|
From 2,558 to 3,653 days
|
Structure observations of From 2,558 to 3,653 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
1,235,593.94
|
1,208,995.42
|
1,227,864.38
|
|
|
|
|
|
|
|
From 3,654 to 5,479 days
|
Structure observations of From 3,654 to 5,479 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
521,854.19
|
511,645.32
|
492,679.66
|
|
|
|
|
|
|
|
From 5,480 to 7,305 days
|
Structure observations of From 5,480 to 7,305 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
279,980.56
|
275,827.20
|
281,502.44
|
|
|
|
|
|
|
|
Over 7,306 days
|
Structure observations of Over 7,306 days
Feb 2022
|
Mar 2022
|
Apr 2022
|
149,296.94
|
145,384.89
|
134,780.96
|
|
|
|
|
|
|
|
|
|
|
Futures 6/
|
Structure observations of Futures 6/
Feb 2022
|
Mar 2022
|
Apr 2022
|
79,261.99
|
52,158.82
|
55,012.89
|
|
|
|
|
|
|
Outstanding derivatives by underlying asset
|
| | | | |