(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 | ||||||||
| 01/13/2022 | 01/12/2022 | 01/11/2022 | 01/10/2022 | 01/07/2022 | 01/06/2022 | 12/31/2021 | 12/31/2021 | 01/13/2021 | |
| From 1 to 7 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.06 | 0.14 | 4.90 | 4.90 | 0.00 |
| From 8 to 30 days | 52.89 | 213.89 | 283.04 | 1,596.28 | 834.16 | 16.78 | 515.44 | 515.44 | 504.43 |
| From 31 to 60 days | 581.61 | 198.53 | 475.47 | 67.49 | 637.68 | 367.97 | 33.46 | 33.46 | 92.87 |
| From 61 to 90 days | 113.35 | 264.25 | 156.40 | 264.00 | 173.00 | 220.12 | 523.60 | 523.60 | 127.13 |
| From 91 to 120 days | 100.04 | 30.20 | 111.25 | 160.00 | 2.70 | 190.16 | 182.60 | 182.60 | 90.78 |
| From 121 to 150 days | 2.44 | 0.44 | 37.20 | 0.84 | 150.00 | 64.33 | 0.00 | 0.00 | 1.97 |
| From 151 to 180 days | 16.00 | 3.04 | 13.39 | 0.29 | 0.00 | 0.09 | 0.85 | 0.85 | 66.75 |
| From 181 to 210 days | 270.00 | 0.01 | 0.00 | 0.00 | 30.00 | 100.00 | 0.00 | 0.00 | 37.08 |
| From 211 to 240 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.22 | 0.00 | 0.00 | 2.08 |
| From 241 to 270 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.20 | 0.00 | 0.00 | 1.79 |
| From 271 to 300 days | 60.00 | 30.00 | 514.43 | 0.00 | 76.00 | 46.00 | 18.00 | 18.00 | 32.07 |
| From 301 to 330 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.71 |
| From 331 to 360 days | 1.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.68 |
| From 361 to 731 days | 60.00 | 40.00 | 50.00 | 0.00 | 0.00 | 45.00 | 0.00 | 0.00 | 0.01 |
| 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 | 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). |