Request
details
Speak to Ian
In his role as Global Head of Product, Ian brings over a decade of experience at TraditionData, and more than twenty-two years within Tradition Group. Ian will drive a clear product strategy, overseeing and enhancing TraditionData’s product suite with high-quality data solutions which meet the increasingly complex needs of our client base.
22/05/2025

Mexican (MXN) Interest Rate Derivatives Data

Real-time and end-of-day F-TIIE OIS and Interest Rate Option data direct from the interdealer market in Mexico.
SUMMARY

Real-time and end-of-day F-TIIE OIS & Mexican Interest Rate Option data direct from the interdealer market in Mexico.

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.

Unlock MXN IRD Data
Enquire Now
Key Features & Benefits

MXN Interest Rate Derivative Data Products

Real-time and EOD data availability

Delivered via direct feeds, Bloomberg, LSEG, and hourly snap files over SFTP

Coverage across the full curve

OIS tenors from 1 week to 30 years

IROs from 1 month to 10 years including Swaptions, Caps, and Floors

Data built from real trading activity

Sourced directly from Tradition’s trading desk—reflecting actual market liquidity and executable levels

Packages

Mexican (MXN) Interest Rate Derivative Data Coverage

Package Name
TPC Package Code
Content
Tenors
America Emerging OIS
IRD-OIS-AME-DOE
F-TIIE OIS
1W-30Y
America Emerging XCCY
IRD-CCS-AME-DOE
F-TIIE & TIIE (Legacy) Vs USD SOFR
3M – 10Y
America Emerging IRS
IRD-IRS-AME-DOE
TIIE IRS (Legacy)
3M – 30Y
America Emerging Swaptions
IRO-SWP-AME-DOE
F-TIIE Swaption
Option expiries: 1M, 3M, 6M, 9M, 1Y, 2Y, 5Y
Underlying swap tenors: 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y
America Emerging Caps & Floors
IRO-CAF-AME-DOE
F-TIIE C & Fs
1Y, 2Y, 3Y, 4Y, 5Y, 7Y, 10Y
USD OIS SOFR (24hr curve)
O/N – 60Y
USD OIS SOFR vs Fed Fund
1Y – 50Y
USD Spread SOFR vs FOMC Dates
1st FOMC Meeting – 12th FOMC Meeting
USD OIS SOFR Treasury Spreads
2Y – 30Y
USD Spread SOFR Futures Unchanged
6M, 1Y, 2Y Curves
USD OIS SOFR Single Period Swaps
1M, 3M, 6M 12M Curves
USD OIS SOFR Butterfly Spreads
39 Prices
Why Choose TraditionData

Why choose TraditionData for MXN Interest Rate Derivative Data

  • First to market with a full F-TIIE OIS curve
  • Data sourced directly from Tradition’s trading desks
  • Comprehensive product suite: OIS, Swaptions, Caps & Floors
  • Full curve coverage: From short-term to long-dated exposures

 

Delivery Options

  • Direct feed via API or SFTP (snap files and EOD)
  • Available on Bloomberg and LSEG (pre-mapped for faster integration)

Unlock the power of MXN Interest Rate Derivatives data
Request Sample Data
Use Cases

Use Cases for Our MXN Interest Rate Derivative Data

Risk Managers

Adapt risk frameworks with benchmark-aligned data and support model validation under the new regime.

Treasury Teams

Manage funding and liquidity with clarity across F-TIIE tenors.

Quants & Analysts

Rebuild models, volatility surfaces, and interest rate forecasts using granular, trusted data.

Compliance & Market Data Teams

Ensure accurate and auditable inputs are flowing into all pricing and reporting systems.

Traders & Brokers

Execute trades using real, interdealer-sourced pricing for greater price discovery and transparency.

FAQ’s

Frequently Asked Questions: Mexican Interest Rate Derivatives Data

What is the source of the data?

Data is delivered direct from Tradition’s broking desks and trading platforms

How can the data be delivered?

End-of-day files which can be delivered directly from TraditionData or via BBG (B-pipe and/or Data License (DL)) and LSEG

When is the End-of-day snap file delivered?

Data is snapped every hour, on the hour, so can be delivered as required for each individual client.

Are sample files available?

Yes, please contact us to request sample files.

How far back do you have history?

Historical data varies per product – please contact us to find out more.

For MXN FTIIE OIS, data goes back to November 2024.

Enquire about Mexican (MXN) Interest Rate Derivative data

To get in touch with our team or request more information on MXN IRO and OIS data, please use the form below.

"*" indicates required fields

Newsletters
This field is hidden when viewing the form
This field is for validation purposes and should be left unchanged.

If the market is open, we are open.
Contact us