Financing and financial information of financial intermediaries   >   (CA395) - Turnover in Forwards on US Dollar Vs Mexican Peso related to FX Swaps
  Financing and financial information of financial intermediaries     (CA395) - Turnover in Forwards on US Dollar Vs Mexican Peso related to FX Swaps
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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
11/16/2017 11/15/2017 11/14/2017 11/13/2017 11/10/2017 11/09/2017 10/31/2017 12/30/2016 11/16/2016
        From 1 to 7 days  0.00 0.00 0.34 0.00 0.28 0.00 150.00 0.00 25.00
        From 8 to 30 days  713.02 769.88 2,094.48 518.07 1,012.64 720.03 265.06 1,152.01 202.15
        From 31 to 60 days  523.45 1,142.11 671.75 635.23 2,316.44 830.92 224.58 500.00 778.43
        From 61 to 90 days  263.30 233.81 220.11 310.91 500.24 0.25 173.72 61.79 117.90
        From 91 to 120 days  0.00 190.16 1.20 150.00 580.56 232.21 333.45 31.34 382.87
        From 121 to 150 days  75.00 340.00 150.00 100.00 108.50 49.50 350.00 0.00 0.00
        From 151 to 180 days  0.95 0.00 3.38 0.00 0.00 7.25 0.80 0.00 0.00
        From 181 to 210 days  140.35 22.19 0.00 0.00 317.50 25.20 100.00 34.00 0.00
        From 211 to 240 days  70.00 24.65 2.38 0.00 8.25 7.58 0.00 0.00 0.00
        From 241 to 270 days  0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
        From 271 to 300 days  0.00 25.93 0.00 0.00 100.00 0.00 0.00 10.00 47.00
        From 301 to 330 days  0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
        From 331 to 360 days  12.49 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2.43
        From 361 to 731 days  0.00 0.00 0.00 0.00 0.00 50.00 82.00 0.00 3.06
        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).