According to Wassenaar Arrangement ("WA") web site, Mexico joined WA effective Jan 25, 2012.
Mexico is 41st participating state of WA.
Then, the interest of Japanese trader would be whether Mexico is treated as "White Country" or not, which is the country group WMD catch-all screening is exempted.
The answer is No. One of the requirements to be White Country is to be a participating state of ALL four international regimes, NSG, AG, MTCR and WA. Mexico is not participating in NSG, AG, and MTCR.