(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 | ||||||||
| 06/17/2021 | 06/16/2021 | 06/15/2021 | 06/14/2021 | 06/11/2021 | 06/10/2021 | 05/31/2021 | 12/31/2020 | 06/17/2020 | |
| From 1 to 7 days | 3.37 | 0.68 | 2.00 | 0.50 | 53.57 | 0.00 | 0.00 | 0.00 | 50.00 |
| From 8 to 30 days | 411.93 | 225.37 | 217.69 | 211.37 | 669.10 | 167.14 | 4.40 | 46.85 | 484.83 |
| From 31 to 60 days | 306.83 | 542.55 | 1,019.54 | 215.07 | 130.18 | 962.81 | 0.00 | 832.00 | 475.52 |
| From 61 to 90 days | 152.42 | 52.92 | 175.17 | 90.03 | 15.08 | 125.75 | 0.00 | 0.00 | 164.48 |
| From 91 to 120 days | 132.10 | 381.80 | 51.97 | 330.63 | 89.10 | 430.02 | 33.80 | 0.00 | 130.35 |
| From 121 to 150 days | 0.00 | 300.35 | 225.00 | 384.00 | 227.14 | 27.00 | 0.00 | 1.50 | 7.55 |
| From 151 to 180 days | 0.00 | 200.00 | 175.00 | 30.00 | 37.03 | 22.00 | 0.00 | 0.00 | 40.40 |
| From 181 to 210 days | 80.40 | 40.00 | 0.00 | 0.00 | 1.53 | 14.88 | 0.00 | 0.00 | 2.33 |
| From 211 to 240 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.00 | 0.00 | 0.00 | 0.79 |
| From 241 to 270 days | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 13.73 | 0.00 | 0.00 | 2.33 |
| From 271 to 300 days | 0.00 | 60.00 | 94.14 | 0.00 | 0.00 | 12.00 | 0.00 | 0.00 | 70.00 |
| From 301 to 330 days | 1.22 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| From 331 to 360 days | 0.42 | 0.00 | 0.00 | 0.00 | 0.00 | 1.20 | 0.00 | 0.00 | 0.34 |
| From 361 to 731 days | 34.18 | 80.86 | 82.50 | 0.00 | 14.05 | 20.00 | 0.00 | 0.00 | 70.00 |
| From 732 to 1096 days | 0.00 | 25.00 | 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). |