(CA395) - Turnover in Forwards on US Dollar Vs Mexican Peso related to FX Swaps
| Turnover in Forwards on US Dollar Vs Mexican Peso related to FX Swaps (Millions of US Dollar) 1/ |
| Maturity at trading date | Last observation | Previous five banking days | End of previous | Same day of the previous year | |||||
| month | year | ||||||||
| 01/21/2021 | 01/20/2021 | 01/19/2021 | 01/18/2021 | 01/15/2021 | 01/14/2021 | 12/31/2020 | 12/31/2020 | 01/21/2020 | |
| From 1 to 7 days | 4.45 | 0.00 | 0.00 | 0.00 | 0.00 | 1.05 | 0.00 | 0.00 | 10.15 |
| From 8 to 30 days | 1.75 | 1,101.50 | 360.63 | 19.31 | 11.43 | 22.73 | 46.85 | 46.85 | 824.71 |
| From 31 to 60 days | 415.63 | 91.57 | 355.82 | 40.00 | 214.17 | 20.57 | 832.00 | 832.00 | 864.02 |
| From 61 to 90 days | 2.63 | 10.60 | 244.29 | 0.00 | 60.12 | 14.96 | 0.00 | 0.00 | 215.50 |
| From 91 to 120 days | 3.06 | 60.08 | 332.97 | 0.00 | 12.22 | 143.40 | 0.00 | 0.00 | 62.93 |
| From 121 to 150 days | 52.63 | 4.36 | 0.70 | 0.00 | 70.00 | 153.37 | 1.50 | 1.50 | 770.50 |
| From 151 to 180 days | 24.07 | 33.80 | 250.00 | 2.30 | 0.00 | 108.98 | 0.00 | 0.00 | 0.00 |
| From 181 to 210 days | 0.15 | 0.00 | 85.00 | 1.00 | 70.00 | 0.50 | 0.00 | 0.00 | 209.30 |
| From 211 to 240 days | 0.10 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 4.80 |
| From 241 to 270 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.07 | 0.00 | 0.00 | 3.30 |
| From 271 to 300 days | 65.41 | 30.00 | 371.38 | 0.00 | 70.00 | 170.00 | 0.00 | 0.00 | 32.57 |
| From 301 to 330 days | 1.26 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| From 331 to 360 days | 0.06 | 3.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| From 361 to 731 days | 20.00 | 235.00 | 30.00 | 0.00 | 235.00 | 30.00 | 0.00 | 0.00 | 128.41 |
| From 732 to 1096 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| From 1097 to 1461 days | 0.00 | 16.50 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| From 1462 to 1827 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| From 1828 to 2557 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| From 2558 to 3653 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| From 3654 to 5479 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| From 5480 to 7305 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Over 7,306 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| 1/ According to the international convention used by the Bank for International Settlements (BIS), double-counting on turnover is eliminated in Foreign Exchange (FX) Swaps by deducting half of the notional amount reported when both counterparties are domestic banks, brokerage houses and/or regulated multiple-purpose financial institutions (SOFOMES). FX Swaps are single transactions (anyone of the following pair: spot/forward or forward/forward) involving the actual exchange of two currencies on a specific date at a rate agreed at the trade date of the contract and a reverse exchange of the same two currencies at a date further in the future at a rate agreed on such trade date. | |||||||||
| Source: Information requested directly by Banco de Mexico to domestic banking institutions, brokerage houses and regulated multiple-purpose financial institutions (from the last instutions, data is available since 01/08/2017). |