News
Market Data
Front-ends for value
By Steven Major CFA - Global Macro Advisor, Tradition
25 Mar 2026
Product notification
Interest rate and FX updates: March 2026
By Jessica Kalaria
16 Mar 2026
Business update
TraditionData nominated in two market data categories for the TradingTech Insight Awards USA 2026
By TraditionData
11 Mar 2026
Credit & Fixed Income
Measuring rate cut probabilities ahead of the next FOMC meeting
By Jake Harmon
10 Mar 2026
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Mexico has completed its benchmark transition: the legacy 28-day TIIE is no longer permitted for new financial contracts, with F-TIIE now the sole benchmark rate. As a result, banks and asset managers operating across Mexico and the wider LATAM region must now price, hedge, and report using data aligned to the F-TIIE curve.
TraditionData is at the centre of this shift—offering high-quality F-TIIE OIS and Interest Rate Option (IRO) pricing derived directly from real interdealer activity. Whether you require real-time updates or reliable end-of-day files for valuation and risk reporting, our MXN and LATAM interest rate derivatives data suite delivers the precision and reliability needed in today’s evolving market.
MXN Interest Rate Derivative Data Products
Delivered via direct feeds, Bloomberg, LSEG, and hourly snap files over SFTP
OIS tenors from 1 week to 30 years
IROs from 1 month to 10 years including Swaptions, Caps, and Floors
Sourced directly from Tradition’s trading desk—reflecting actual market liquidity and executable levels
Adapt risk frameworks with benchmark-aligned data and support model validation under the new regime.
Manage funding and liquidity with clarity across F-TIIE tenors.
Rebuild models, volatility surfaces, and interest rate forecasts using granular, trusted data.
Ensure accurate and auditable inputs are flowing into all pricing and reporting systems.
Execute trades using real, interdealer-sourced pricing for greater price discovery and transparency.
Data is delivered direct from Tradition’s broking desks and trading platforms
End-of-day files which can be delivered directly from TraditionData or via BBG (B-pipe and/or Data License (DL)) and LSEG
Data is snapped every hour, on the hour, so can be delivered as required for each individual client.
Yes, please contact us to request sample files.
Historical data varies per product – please contact us to find out more.
For MXN FTIIE OIS, data goes back to November 2024.
To get in touch with our team or request more information on MXN IRO and OIS data, please use the form below.