(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 | ||||||||
| 07/01/2022 | 06/30/2022 | 06/29/2022 | 06/28/2022 | 06/27/2022 | 06/24/2022 | 06/30/2022 | 12/31/2021 | 07/01/2021 | |
| From 1 to 7 days | 0.30 | 0.00 | 615.00 | 0.00 | 0.30 | 252.40 | 0.00 | 4.90 | 0.16 |
| From 8 to 30 days | 1,230.50 | 822.52 | 151.07 | 235.90 | 286.79 | 86.20 | 822.52 | 515.44 | 640.37 |
| From 31 to 60 days | 186.60 | 224.29 | 180.18 | 896.24 | 760.22 | 572.01 | 224.29 | 33.46 | 8.00 |
| From 61 to 90 days | 45.00 | 5.50 | 11.16 | 813.87 | 292.26 | 190.49 | 5.50 | 523.60 | 6.11 |
| From 91 to 120 days | 7.00 | 273.74 | 70.63 | 74.78 | 114.05 | 150.60 | 273.74 | 182.60 | 0.00 |
| From 121 to 150 days | 0.00 | 97.50 | 1.30 | 377.72 | 45.24 | 0.00 | 97.50 | 0.00 | 0.00 |
| From 151 to 180 days | 0.00 | 30.00 | 113.52 | 100.06 | 0.00 | 0.00 | 30.00 | 0.85 | 0.00 |
| From 181 to 210 days | 125.00 | 0.00 | 195.00 | 1.66 | 80.00 | 0.50 | 0.00 | 0.00 | 0.00 |
| From 211 to 240 days | 0.00 | 0.00 | 0.00 | 0.06 | 20.00 | 0.17 | 0.00 | 0.00 | 0.00 |
| From 241 to 270 days | 0.00 | 1.02 | 0.59 | 0.04 | 0.00 | 0.00 | 1.02 | 0.00 | 0.00 |
| From 271 to 300 days | 0.00 | 40.00 | 0.00 | 0.00 | 100.00 | 20.66 | 40.00 | 18.00 | 125.00 |
| From 301 to 330 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.22 | 0.00 | 0.00 | 0.00 |
| From 331 to 360 days | 0.00 | 0.00 | 0.00 | 0.00 | 1.60 | 0.00 | 0.00 | 0.00 | 0.00 |
| From 361 to 731 days | 100.25 | 0.00 | 0.00 | 80.00 | 1.50 | 5.84 | 0.00 | 0.00 | 19.50 |
| From 732 to 1096 days | 10.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 20.00 |
| From 1097 to 1461 days | 0.00 | 0.00 | 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). |