  We address the problem of regularity of solutions $u^i(t, x^1, \ldots, x^N)$
to a family of semilinear parabolic systems of $N$ equations, which describe
closed-loop equilibria of some $N$-player differential games with quadratic
Lagrangian in the velocity, running costs $f^i(x)$ and final costs $g^i(x)$. By
global (semi)monotonicity assumptions on the data $f,g$, and assuming that
derivatives of $f^i, g^i$ in directions $x_j$ are of order $1/N$ for $j \neq
i$, we prove that derivatives of $u^i$ enjoy the same property. The estimates
are uniform in the number of players $N$. Such behaviour of the derivatives of
$f^i, g^i$ arise in the theory of Mean Field Games, though here we do not make
any symmetry assumption on the data.
  Then, by the estimates obtained we address the convergence problem $N \to
\infty$ in a ``heterogeneous'' Mean Field framework, where players all observe
the empirical measure of the whole population, but may react differently from
one another.
