Last Update: 10 Dec 2019 1:15 GMT+0
The Mexico 10Y Government Bond has a 7.056% yield.
Central Bank Rate is 7.50% (last modification in November 2019).
The Mexico credit rating is BBB+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 79.10 and implied probability of default is 1.32%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB+
|
negative |
| Moody's Investors Service |
A3
|
negative |
| Fitch Ratings |
BBB
|
- |
| DBRS |
BBB (high)
|
- |
| Mexico Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 7.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 79.10 | -10.08 % | -4.88 % | -45.28 % | 1.32 % |
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 | 7.299% | -50.9 bp | -101.1 bp | ||||||
| 3 months | 7.491% | -23.2 bp | -86.9 bp | ||||||
| 6 months | 7.458% | -4.1 bp | -88.2 bp | ||||||
| 9 months | 7.390% | +3.2 bp | -94.0 bp | ||||||
| 1 year | 7.191% | +7.1 bp | -113.9 bp | 93.29 | -0.06 % | +1.06 % | |||
| 3 years | 6.952% | +19.5 bp | -86.8 bp | 81.74 | -0.55 % | +2.46 % | |||
| 5 years | 6.959% | +6.4 bp | -70.1 bp | 71.44 | -0.29 % | +3.33 % | |||
| 7 years | 7.012% | -3.4 bp | -86.8 bp | 62.23 | +0.23 % | +5.83 % | |||
| 10 years | 7.056% | -1.4 bp | -87.4 bp | 50.57 | +0.14 % | +8.47 % | |||
| 15 years | 7.245% | -8.1 bp | -85.5 bp | 35.02 | +1.13 % | +12.64 % | |||
| 20 years | 7.357% | -11.1 bp | -88.3 bp | 24.18 | +2.11 % | +17.84 % | |||
| 30 years | 7.410% | -12.5 bp | -92.0 bp | 11.71 | +3.54 % | +29.11 % | |||
10Y Bond Yield Spread - Mexico vs Main Countries
The Mexico 10Y Government Bond has a 7.056% 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 | 736.1 bp | +2.3 | -78.6 | ||
| Japan 10Y | 705.7 bp | -7.3 | -99.3 | ||
| France 10Y | 704.8 bp | +0.6 | -74.8 | ||
| Spain 10Y | 660.9 bp | -7.3 | -71.4 | ||
| United Kingdom 10Y | 629.2 bp | +1.2 | -80.3 | ||
| Australia 10Y | 593.2 bp | +18.2 | -51.6 | ||
| Italy 10Y | 568.2 bp | -11.1 | +12.0 | ||
| Canada 10Y | 546.7 bp | -1.8 | -94.6 | ||
| United States 10Y | 523.5 bp | +11.0 | -55.0 | ||
| China 10Y | 383.1 bp | +5.6 | -82.6 | ||
| Russia 10Y | 66.6 bp | +0.6 | +42.6 | ||
| India 10Y | 39.7 bp | -11.9 | -45.6 | ||
| Brazil 10Y | 30.5 bp | -12.1 | +47.5 |
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 | 7.410% | 11.71 | 23.63 | 47.46 | 71.29 | 95.12 | 118.94 | |
| 20 years | 7.357% | 24.18 | 34.48 | 55.10 | 75.71 | 96.32 | 116.93 | |
| 15 years | 7.245% | 35.02 | 43.99 | 61.93 | 79.87 | 97.80 | 115.74 | |
| 10 years | 7.056% | 50.57 | 57.58 | 71.59 | 85.60 | 99.61 | 113.62 | |
| 7 years | 7.012% | 62.23 | 67.61 | 78.39 | 89.16 | 99.94 | 110.71 | |
| 5 years | 6.959% | 71.44 | 75.54 | 83.75 | 91.96 | 100.17 | 108.38 | |
| 3 years | 6.952% | 81.74 | 84.37 | 89.62 | 94.87 | 100.13 | 105.38 | |
| 1 year | 7.191% | 93.29 | 94.22 | 96.09 | 97.96 | 99.82 | 101.69 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||