Last Update: 24 Jan 2020 21:15 GMT+0
The Mexico 10Y Government Bond has a 6.990% yield.
Central Bank Rate is 7.25% (last modification in December 2019).
The Mexico credit rating is BBB+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 80.64 and implied probability of default is 1.34%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB+
|
negative |
| Moody's Investors Service |
A3
|
negative |
| Fitch Ratings |
BBB
|
- |
| DBRS |
BBB (high)
|
negative |
| Mexico Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 7.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 80.64 | +6.47 % | +4.09 % | -35.75 % | 1.34 % |
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 | 7.411% | -8.2 bp | -74.9 bp | ||||||
| 3 months | 7.331% | -17.7 bp | -82.9 bp | ||||||
| 6 months | 7.203% | -21.4 bp | -97.7 bp | ||||||
| 9 months | 7.173% | -20.8 bp | -88.7 bp | ||||||
| 1 year | 7.064% | -10.7 bp | -91.6 bp | 93.40 | +0.10 % | +0.85 % | |||
| 3 years | 6.914% | -6.0 bp | -34.6 bp | 81.83 | +0.17 % | +0.97 % | |||
| 5 years | 6.920% | -6.1 bp | -36.0 bp | 71.57 | +0.29 % | +1.71 % | |||
| 7 years | 6.956% | -11.9 bp | -42.4 bp | 62.45 | +0.77 % | +2.80 % | |||
| 10 years | 6.990% | -10.3 bp | -45.0 bp | 50.88 | +0.95 % | +4.28 % | |||
| 15 years | 7.126% | -12.5 bp | -50.4 bp | 35.61 | +1.77 % | +7.29 % | |||
| 20 years | 7.269% | -16.1 bp | -49.1 bp | 24.58 | +3.06 % | +9.59 % | |||
| 30 years | 7.301% | -21.0 bp | -52.9 bp | 12.07 | +5.97 % | +15.83 % | |||
10Y Bond Yield Spread - Mexico vs Main Countries
The Mexico 10Y Government Bond has a 6.990% 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 |
|
|---|---|---|---|---|---|
| Germany 10Y | 732.9 bp | -0.9 | -48.6 | ||
| France 10Y | 707.1 bp | +3.7 | -48.2 | ||
| Japan 10Y | 700.0 bp | -9.1 | -58.9 | ||
| Spain 10Y | 664.7 bp | -2.4 | -43.6 | ||
| United Kingdom 10Y | 642.3 bp | +10.0 | -34.0 | ||
| Australia 10Y | 593.3 bp | +14.6 | -22.4 | ||
| Italy 10Y | 576.5 bp | +17.8 | -17.6 | ||
| Canada 10Y | 562.3 bp | +14.7 | -36.8 | ||
| United States 10Y | 530.1 bp | +11.1 | -9.1 | ||
| China 10Y | 395.6 bp | +6.5 | -30.6 | ||
| Russia 10Y | 78.5 bp | +2.7 | +61.5 | ||
| India 10Y | 41.2 bp | -11.0 | -59.0 | ||
| Brazil 10Y | 29.3 bp | +13.7 | +4.3 |
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 | 7.301% | 12.07 | 24.12 | 48.20 | 72.29 | 96.38 | 120.46 | |
| 20 years | 7.269% | 24.58 | 34.95 | 55.70 | 76.46 | 97.21 | 117.96 | |
| 15 years | 7.126% | 35.61 | 44.65 | 62.72 | 80.79 | 98.86 | 116.93 | |
| 10 years | 6.990% | 50.88 | 57.91 | 71.96 | 86.02 | 100.07 | 114.12 | |
| 7 years | 6.956% | 62.45 | 67.85 | 78.65 | 89.44 | 100.24 | 111.03 | |
| 5 years | 6.920% | 71.57 | 75.67 | 83.89 | 92.11 | 100.33 | 108.55 | |
| 3 years | 6.914% | 81.83 | 84.46 | 89.71 | 94.97 | 100.23 | 105.48 | |
| 1 year | 7.064% | 93.40 | 94.34 | 96.20 | 98.07 | 99.94 | 101.81 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||