COUNTRY • MAURITIUS
Last Update: 29 Nov 2022 0:15 GMT+0

The Mauritius 10Y Government Bond has a 5.244% yield.

10 Years vs 2 Years bond spread is 180.6 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 4.00% (last modification in November 2022).

If data are not all visible, swipe table left
Residual
Maturity
Yield ZC Price Last
Change
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
2 months 0.549% 0.0 bp -2.9 bp 13 Dec
4 months 2.859% +117.3 bp +218.0 bp 29 Nov
6 months 2.954% +121.9 bp +212.6 bp 29 Nov
8 months 2.998% +121.5 bp +212.1 bp 29 Nov
1 year 3.185% +125.8 bp +221.0 bp 96.91 -1.22 % -2.14 % 29 Nov
2 years 3.438% +82.9 bp +257.2 bp 93.46 -1.60 % -4.91 % 28 Nov
3 years 3.846% +69.5 bp +264.5 bp 89.30 -1.99 % -7.44 % 28 Nov
4 years 4.069% +66.6 bp +183.2 bp 85.25 -2.54 % -6.86 % 28 Nov
5 years 4.351% +79.8 bp +189.6 bp 80.82 -3.76 % -8.76 % 28 Nov
10 years 5.244% +53.4 bp +127.1 bp 59.98 -4.96 % -11.44 % 28 Nov
15 years 5.614% +39.2 bp +118.0 bp 44.07 -5.43 % -15.51 % 28 Nov
20 years 5.705% +20.7 bp +85.7 bp 32.97 -3.85 % -15.03 % 28 Nov
Last Update: 29 Nov 2022 0:15 GMT+0

Mauritius Yield Curve Analysis

Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases. For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive. If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
If data are not all visible, swipe table left
Residual
Maturity
Yield Spread vs Bond Spread vs
Central Bank
Rate (4.00%)
1 year 2 years 5 years
10 years 5.244% 124.4 bp
5 years 4.351%
35.1 bp
2 years 3.438%
-56.2 bp
1 year 3.185%
-81.5 bp
Focusing on 2 years Government Bond:
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2Y vs 1Y 25.3 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 91.3 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 180.6 bp Normal Convexity in Long-Term vs Short-Term Maturities

Mauritius Credit Ratings

A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation). For a deeper analysis of credit ratings, click here Mauritius Credit Ratings History
Rating Agency Rating Outlook
Standard & Poor's
-
-
Moody's Investors Service
Baa3
-
Fitch Ratings
-
-
DBRS
-
-

Mauritius Interest Rates

A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
Interest Rates Value
Central Bank Rate 4.00%

Mauritius 10Y Bond Yield Spread

The Mauritius 10Y Government Bond has a 5.244% yield. Click on Spread value for the historical serie.

A positive spread, marked by , means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.

Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
If data are not all visible, swipe table left
Mauritius 10Y vs Current Spread Chg 1M Chg 6M
Japan 10Y 498.9 bp +52.4 bp +123.9 bp Compare
Germany 10Y 326.0 bp +65.1 bp +26.3 bp Compare
France 10Y 262.8 bp +52.6 bp +14.9 bp Compare
China 10Y 232.4 bp +29.7 bp +110.1 bp Compare
Canada 10Y 230.1 bp +83.1 bp +111.8 bp Compare
Spain 10Y 225.3 bp +69.4 bp +36.8 bp Compare
United Kingdom 10Y 211.3 bp +89.8 bp +6.4 bp Compare
Australia 10Y 163.4 bp +70.5 bp +91.6 bp Compare
United States 10Y 153.5 bp +84.1 bp +30.5 bp Compare
Italy 10Y 133.4 bp +79.3 bp +25.7 bp Compare
India 10Y -204.2 bp +66.4 bp +133.5 bp Compare
Russia 10Y -484.6 bp +30.4 bp +69.1 bp Compare
Brazil 10Y -835.3 bp -107.3 bp +10.7 bp Compare

Mauritius Government Bonds Prices

Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
Click on for a forecast of the yield.
If data are not all visible, swipe table left
Residual
Maturity
Yield Bond Price - with different Coupon Rates Fx
0% 1% 3% 5% 7% 9%
20 years 5.705% 32.97 44.72 68.22 91.72 115.22 138.72
15 years 5.614% 44.07 54.04 73.96 93.88 113.81 133.73
10 years 5.244% 59.98 67.61 82.88 98.14 113.40 128.66
5 years 4.351% 80.82 85.23 94.04 102.86 111.68 120.49
4 years 4.069% 85.25 88.88 96.13 103.37 110.62 117.87
3 years 3.846% 89.30 92.08 97.65 103.21 108.78 114.34
2 years 3.438% 93.46 95.36 99.17 102.97 106.77 110.58
1 year 3.185% 96.91 97.88 99.82 101.76 103.70 105.64
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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