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'Mexican carry' generally refers to the practice of carrying a pistol tucked in your waistband, without a holster. The location is not implied - that is, it may be anyplace around the waist area, not just the small of the back.
It's a somewhat dangerous practice.
You don't mention wearing a coat; in that event a pistol in the small of the back is very vulnerable - a virtual invitation to someone to take it from you.
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