The black market peso dollar at that time never went to 10 to 1 outside of your movie set. The peso sat around 7 for awhile and then it fluctuated some more under both Fox and Calderon. Now the problems are more profound as government budgets were tied to a high price of oil and a minimum of $70 dollars. The price of oil is below that and creating havoc. There are massive problems with infrastructure, fraud, corruption, and some state governments are bankrupt. It was inevitable with a return to "the perfect dictatorship". The peso will sit at 15-16 until social unrest or an unexpected political event happens. Barring that it will recover slightly. The guys on your set were likely trading on fear mongering.
I would blame those pesky grips, they all have a twisted sense of humor when they get bored. 
The civil unrest hasn't even started yet here. This is going to be a tough year.
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