MEXICAN FUNDING TIIE (MONTHLY CONTRACTS) FUTURES - CONTRACT SPECS

Contract Unit 20,000 MXN x contract-grade IMM Index
Trading Hours CME Globex: Sunday - Friday 5:00 p.m. - 4:00 p.m. (6:00 p.m. - 5:00 p.m. ET) with a 60-minute break each day beginning at 4:00 p.m. (5:00 p.m. ET)
CME ClearPort: Sunday 5:00 p.m. - Friday 5:45 p.m. with a 15-minute break each day beginning at 5:45 p.m.
Minimum Price Fluctuation 0.01 IMM Index points (1 basis point per annum) = 200 MXN per contract
Product Code CME Globex: TIE
CME ClearPort: TIE
Clearing: TIE
Listed Contracts Monthly contracts listed for 25 consecutive months
Settlement Method Financially Settled
Floating Price Mexican Overnight funding rate administered and published by the Central Bank of Mexico
Termination Of Trading Trading terminates on the last U.S. business day of the contract month.
Position Limits CME Position Limits
Exchange Rulebook CME 475
Block Minimum Block Minimum Thresholds
Price Limit Or Circuit Price Limits
Vendor Codes Quote Vendor Symbols Listing

About F-TIIE futures

Peso-denominated, monthly F-TIIE futures bring price discovery and efficient hedging capabilities to the Central Bank of Mexico’s O/N TIIE Funding Rate (F-TIIE) – an IOSCO compliant, risk-free reference rate based on the highly developed and liquid Mexican repo market.

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Product codes

  • CME Globex: TIE
  • Bloomberg: TEIA <Comdty>