(CA396) - Turnover in Forwards on US Dollar Vs Mexican Peso different from FX Swaps
| Turnover in Forwards on US Dollar Vs Mexican Peso different from 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 | ||||||||
| 06/27/2022 | 06/24/2022 | 06/23/2022 | 06/22/2022 | 06/21/2022 | 06/20/2022 | 05/31/2022 | 12/31/2021 | 06/25/2021 | |
| From 1 to 7 days | 3.38 | 4.42 | 1,073.28 | 37.93 | 4.96 | 2.41 | 5.84 | 10.76 | 5.54 |
| From 8 to 30 days | 248.87 | 333.28 | 41.15 | 314.38 | 192.38 | 19.04 | 182.51 | 260.48 | 146.07 |
| From 31 to 60 days | 443.21 | 501.92 | 40.53 | 354.04 | 649.15 | 8.28 | 163.80 | 133.56 | 516.02 |
| From 61 to 90 days | 21.03 | 97.53 | 18.62 | 31.52 | 23.77 | 46.06 | 420.45 | 33.46 | 58.32 |
| From 91 to 120 days | 58.35 | 33.74 | 25.57 | 28.10 | 18.51 | 3.68 | 25.40 | 13.47 | 32.36 |
| From 121 to 150 days | 24.79 | 87.51 | 252.06 | 109.41 | 1.32 | 0.56 | 5.05 | 7.49 | 216.81 |
| From 151 to 180 days | 5.66 | 76.28 | 3.89 | 0.04 | 0.83 | 1.42 | 6.71 | 12.24 | 3.63 |
| From 181 to 210 days | 0.74 | 4.99 | 3.67 | 2.46 | 0.00 | 0.63 | 14.10 | 9.00 | 26.60 |
| From 211 to 240 days | 0.63 | 13.17 | 1.77 | 0.04 | 0.00 | 0.00 | 4.56 | 5.50 | 1.03 |
| From 241 to 270 days | 0.05 | 3.20 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 5.49 | 0.58 |
| From 271 to 300 days | 100.66 | 1.22 | 2.46 | 0.03 | 40.71 | 0.00 | 7.06 | 7.79 | 0.52 |
| From 301 to 330 days | 0.76 | 1.02 | 2.30 | 0.03 | 0.00 | 0.00 | 2.36 | 7.68 | 38.21 |
| From 331 to 360 days | 6.00 | 1.06 | 55.31 | 0.21 | 0.00 | 0.00 | 0.21 | 6.28 | 4.35 |
| From 361 to 731 days | 0.77 | 5.06 | 0.00 | 0.00 | 0.00 | 0.00 | 2.60 | 1.40 | 2.02 |
| 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 | 4.60 | 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 forward transactions (different from 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). Foreign Exchange (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). |