(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 | ||||||||
| 09/15/2021 | 09/14/2021 | 09/13/2021 | 09/10/2021 | 09/09/2021 | 09/08/2021 | 08/31/2021 | 12/31/2020 | 09/15/2020 | |
| From 1 to 7 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 80.00 | 28.52 | 0.00 | 13.50 |
| From 8 to 30 days | 120.31 | 406.97 | 412.10 | 614.02 | 727.02 | 6.83 | 428.36 | 46.85 | 522.06 |
| From 31 to 60 days | 495.40 | 363.91 | 293.94 | 424.02 | 84.96 | 59.48 | 144.41 | 832.00 | 99.28 |
| From 61 to 90 days | 0.00 | 25.16 | 13.13 | 469.18 | 2.70 | 50.00 | 61.96 | 0.00 | 150.05 |
| From 91 to 120 days | 111.46 | 359.00 | 7.70 | 200.00 | 456.08 | 275.34 | 249.22 | 0.00 | 360.14 |
| From 121 to 150 days | 40.00 | 417.20 | 103.93 | 190.00 | 0.00 | 20.81 | 100.00 | 1.50 | 113.23 |
| From 151 to 180 days | 10.00 | 0.00 | 3.16 | 0.00 | 15.04 | 2.51 | 0.00 | 0.00 | 1.78 |
| From 181 to 210 days | 0.00 | 23.22 | 54.21 | 80.00 | 53.76 | 0.53 | 0.00 | 0.00 | 4.48 |
| From 211 to 240 days | 0.00 | 0.00 | 5.22 | 0.00 | 0.03 | 0.00 | 0.00 | 0.00 | 4.70 |
| From 241 to 270 days | 0.00 | 0.00 | 50.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 62.16 |
| From 271 to 300 days | 20.00 | 40.00 | 70.00 | 35.00 | 95.00 | 7.00 | 97.00 | 0.00 | 41.87 |
| From 301 to 330 days | 0.00 | 0.00 | 16.35 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.24 |
| From 331 to 360 days | 0.00 | 0.00 | 0.21 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 5.32 |
| From 361 to 731 days | 0.00 | 60.00 | 5.00 | 0.00 | 60.00 | 10.00 | 0.00 | 0.00 | 83.68 |
| 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 | 10.00 | 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). |