starts main content

Securities prices and interest rates and Working Group on Alternative Reference Rates (GTTR)

Securities prices and interest rates and Working Group on Alternative Reference Rates (GTTR)

Securities prices and interest rates and Working Group on Alternative Reference Rates (GTTR)

  • Target rate
  • Interbank funding rates: overnight bank funding rate and government funding rate
  • Working Group on Alternative Reference Rates in Mexico (GTTR)
  • Determining the weighted average inter-bank funding rate
  • Interbank Equilibium Interest Rate (TIIE)
    • Overnight TIIE funding rate
    • Overnight Funding TIIE indexes and compounded in advance Overnight funding TIIE
    • 28-day TIIE
    • 91-day TIIE
    • 182-day TIIE
    • O/N TIIE funding rate methodology
    • Calculation methodology for the overnight funding TIIE indexes and compounded in advance overnight funding TIIE
    • Calculation methodology for term Interbank Equilibrium Interest Rates (TIIE)
  • Price vectors
    • Federal Government securities
    • IPAB securities
    • Determining the price vectors