TraditionData Launches New MXN Overnight TIIE Funding Rate Curve

We are pleased to announce the release of our MXN Overnight TIIE funding rate (F-TIIE) curve.

The F-TIIE rate will be replace the existing 28 Day TIIE rate for interest rate derivatives in the Mexican market, with an end date of December 2024 being touted. Although the CME futures contracts are still very illiquid, we expect to see the new F-TIIE OIS rate being cleared at the start of 2024. The decision to replace the current TIIE rate falls in line with decisions reached in other major countries worldwide.

As the first Interdealer Broker to make this data available, we will be publishing a 1W through to 2Y curve following a lunar month structure. Data is available direct from TraditionData and via our distribution partners, LSEG and Bloomberg (see table below for product codes).

This product launch, in conjunction with Tradition’s leading LATAM broking business, demonstrates our global presence with local market expertise. As a business, we continually develop and enhance our OTC data products to power business and trade decisions around the world.

Featured Product

Overnight Indexed Swaps (OIS)

Price transparency for the global overnight indexed swaps (OIS) markets.

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