Last Update: 19 Apr 2019 8:15 GMT+0
The Mexico 10Y Government Bond has a 8.030% yield.
Central Bank Rate is 8.25%.
The Mexico rating is BBB+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 105.39 and implied probability of default is 1.76%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB+
|
negative |
| Moody's Investors Service |
A3
|
- |
| Fitch Ratings |
BBB+
|
negative |
| DBRS |
BBB (high)
|
- |
| Mexico Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 8.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 105.39 | -5.22 % | -9.45 % | +6.83 % | 1.76 % |
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 | 7.980% | -12.0 bp | +21.0 bp | ||||||
| 3 months | 8.070% | -5.0 bp | +16.0 bp | ||||||
| 6 months | 8.130% | -7.0 bp | +6.0 bp | ||||||
| 9 months | 8.140% | -4.0 bp | +2.0 bp | ||||||
| 1 year | 8.140% | -5.0 bp | -4.0 bp | 92.47 | +0.04 % | +0.03 % | |||
| 3 years | 7.900% | -2.0 bp | -15.0 bp | 79.60 | +0.05 % | +0.42 % | |||
| 5 years | 7.890% | -6.0 bp | -20.0 bp | 68.41 | +0.28 % | +0.93 % | |||
| 7 years | 7.910% | -2.0 bp | -18.0 bp | 58.69 | +0.14 % | +1.17 % | |||
| 10 years | 8.030% | 0.0 bp | -21.0 bp | 46.19 | 0.00 % | +1.96 % | |||
| 15 years | 8.170% | +1.0 bp | -16.0 bp | 30.79 | -0.13 % | +2.26 % | |||
| 20 years | 8.440% | -4.0 bp | +7.0 bp | 19.78 | +0.76 % | -1.30 % | |||
| 30 years | 8.490% | -4.0 bp | +13.0 bp | 8.68 | +1.17 % | -3.45 % | |||
10Y Bond Yield Spread - Mexico vs Main Countries
The Mexico 10Y Government Bond has a 8.030% 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 | 805.7 bp | -1.7 | -3.4 | ||
| Germany 10Y | 800.7 bp | +8.2 | +22.0 | ||
| France 10Y | 766.0 bp | +10.7 | +25.5 | ||
| Spain 10Y | 696.9 bp | +12.5 | +48.9 | ||
| United Kingdom 10Y | 684.1 bp | 0.0 | +18.7 | ||
| Canada 10Y | 626.4 bp | -3.8 | +51.9 | ||
| Australia 10Y | 610.5 bp | +0.1 | +57.0 | ||
| United States 10Y | 547.0 bp | +5.8 | +42.6 | ||
| Italy 10Y | 541.8 bp | -12.3 | +74.7 | ||
| China 10Y | 464.0 bp | -23.2 | -1.7 | ||
| India 10Y | 61.0 bp | +11.6 | +29.1 | ||
| Russia 10Y | -21.0 bp | +4.0 | +14.0 | ||
| Brazil 10Y | -93.0 bp | -20.0 | +121.0 |
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 | 8.490% | 8.68 | 19.43 | 40.95 | 62.46 | 83.97 | 105.49 | |
| 20 years | 8.440% | 19.78 | 29.28 | 48.29 | 67.30 | 86.31 | 105.32 | |
| 15 years | 8.170% | 30.79 | 39.26 | 56.20 | 73.15 | 90.09 | 107.03 | |
| 10 years | 8.030% | 46.19 | 52.89 | 66.29 | 79.70 | 93.10 | 106.50 | |
| 7 years | 7.910% | 58.69 | 63.91 | 74.36 | 84.80 | 95.25 | 105.69 | |
| 5 years | 7.890% | 68.41 | 72.41 | 80.42 | 88.43 | 96.44 | 104.44 | |
| 3 years | 7.900% | 79.60 | 82.19 | 87.35 | 92.51 | 97.68 | 102.84 | |
| 1 year | 8.140% | 92.47 | 93.40 | 95.25 | 97.10 | 98.95 | 100.80 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||