Last Update: 23 Oct 2018 8:15 GMT+0
The Mexico 10Y Government Bond has a 8.370% yield.
Central Bank Rate is 7.75%.
The Mexico rating is BBB+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 127.59 and implied probability of default is 2.13%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB+
|
- |
| Moody's Investors Service |
A3
|
- |
| Fitch Ratings |
BBB+
|
- |
| DBRS |
BBB (high)
|
- |
| Mexico Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 7.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 127.59 | +10.56 % | -28.32 % | -28.32 % | 2.13 % |
Mexico Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 7.800% | +11.0 bp | +30.0 bp | ||||||
| 3 months | 7.980% | +3.0 bp | +34.0 bp | ||||||
| 6 months | 8.110% | +5.0 bp | +51.0 bp | ||||||
| 9 months | 8.190% | +4.0 bp | +60.0 bp | ||||||
| 1 year | 8.250% | +8.0 bp | +65.0 bp | 92.38 | -0.08 % | -0.60 % | |||
| 3 years | 8.180% | +23.0 bp | +81.0 bp | 78.99 | -0.63 % | -2.23 % | |||
| 5 years | 8.240% | +28.0 bp | +87.0 bp | 67.31 | -1.28 % | -3.95 % | |||
| 7 years | 8.260% | +30.0 bp | +87.0 bp | 57.38 | -1.91 % | -5.49 % | |||
| 10 years | 8.370% | +32.0 bp | +89.0 bp | 44.76 | -2.93 % | -7.92 % | |||
| 15 years | 8.440% | +33.0 bp | +83.0 bp | 29.66 | -4.48 % | -10.88 % | |||
| 20 years | 8.520% | +37.0 bp | +81.0 bp | 19.49 | -6.61 % | -13.91 % | |||
| 30 years | 8.520% | +33.0 bp | +78.0 bp | 8.60 | -8.80 % | -19.48 % | |||
10Y Bond Yield Spread - Mexico vs Main Countries
The Mexico 10Y Government Bond has a 8.370% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Mexico 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Japan 10Y | 822.1 bp | +30.0 | +80.2 | ||
| Germany 10Y | 793.9 bp | +35.0 | +109.4 | ||
| France 10Y | 756.8 bp | +29.7 | +93.1 | ||
| United Kingdom 10Y | 687.2 bp | +37.9 | +92.9 | ||
| Spain 10Y | 668.1 bp | +14.4 | +51.0 | ||
| Canada 10Y | 588.5 bp | +26.5 | +76.0 | ||
| Australia 10Y | 569.1 bp | +34.0 | +108.1 | ||
| United States 10Y | 521.4 bp | +23.1 | +71.1 | ||
| Italy 10Y | 491.6 bp | -29.5 | -77.2 | ||
| China 10Y | 476.6 bp | +42.9 | +88.9 | ||
| India 10Y | 46.9 bp | +49.5 | +72.9 | ||
| Russia 10Y | -18.0 bp | +46.0 | -32.0 | ||
| Brazil 10Y | -184.0 bp | +181.0 | +37.5 |
Mexico Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 8.520% | 8.60 | 19.33 | 40.79 | 62.24 | 83.69 | 105.15 | |
| 20 years | 8.520% | 19.49 | 28.94 | 47.84 | 66.74 | 85.64 | 104.54 | |
| 15 years | 8.440% | 29.66 | 37.99 | 54.66 | 71.33 | 88.00 | 104.67 | |
| 10 years | 8.370% | 44.76 | 51.36 | 64.56 | 77.76 | 90.96 | 104.16 | |
| 7 years | 8.260% | 57.38 | 62.54 | 72.86 | 83.18 | 93.50 | 103.82 | |
| 5 years | 8.240% | 67.31 | 71.27 | 79.21 | 87.15 | 95.08 | 103.02 | |
| 3 years | 8.180% | 78.99 | 81.56 | 86.69 | 91.83 | 96.97 | 102.11 | |
| 1 year | 8.250% | 92.38 | 93.30 | 95.15 | 97.00 | 98.85 | 100.69 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||