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(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
10/16/2019 10/15/2019 10/14/2019 10/11/2019 10/10/2019 10/09/2019 09/30/2019 12/31/2018 10/16/2018
        From 1 to 7 days  453.00 25.00 0.00 0.03 0.00 2.13 1,719.61 0.00 42.65
        From 8 to 30 days  235.85 750.72 72.88 280.08 174.99 251.13 519.39 112.90 815.18
        From 31 to 60 days  568.65 552.84 5.01 105.02 166.47 290.58 1,577.95 4.44 471.00
        From 61 to 90 days  444.35 381.73 0.69 382.09 398.34 172.29 691.20 5.00 1,106.15
        From 91 to 120 days  106.43 322.87 17.15 185.67 90.23 101.13 203.97 0.00 211.67
        From 121 to 150 days  27.28 3.01 2.42 4.40 2.19 20.35 0.00 0.00 0.90
        From 151 to 180 days  0.00 30.00 3.57 53.73 8.13 0.04 4.00 0.00 0.00
        From 181 to 210 days  31.75 50.00 1.75 254.05 60.25 10.55 0.00 60.50 140.10
        From 211 to 240 days  0.02 0.00 0.79 3.00 0.00 0.00 0.00 0.50 0.00
        From 241 to 270 days  22.00 0.00 0.11 62.91 0.00 100.00 0.00 0.50 0.00
        From 271 to 300 days  19.50 0.00 0.06 0.25 143.00 10.00 0.00 60.00 20.00
        From 301 to 330 days  0.00 0.00 0.00 0.25 0.00 0.00 0.00 0.00 0.00
        From 331 to 360 days  0.00 0.00 0.00 10.25 0.00 100.00 0.00 0.00 50.00
        From 361 to 731 days  0.00 0.00 0.00 10.25 110.00 30.00 0.00 0.00 0.00
        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).