Per continuing efforts to support prudent risk management for interest rates swaps (“IRS”) products, CME Clearing will be incorporating the following changes to the MXN F-TIIE 1D Curve.

CME Clearing will remove the CME listed F-TIIE monthly futures contracts from the MXN F-TIIE 1D Curve inputs. CME Clearing will also add the 1M and 2M F-TIIE OIS to the inputs.

This curve is used for end of day valuations. This change will be reflected in New Release on Wednesday May 6th, 2026, and in Production on Monday May 18th, 2026.

For the full text of this advisory, please refer to the link below.