Last Update: 29 Nov 2020 7:15 GMT+0
The Mexico 10Y Government Bond has a 5.741% yield.
Central Bank Rate is 4.25% (last modification in September 2020).
The Mexico credit rating is BBB, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 88.20 and implied probability of default is 1.47%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB
|
negative |
| Moody's Investors Service |
Baa1
|
negative |
| Fitch Ratings |
BBB-
|
- |
| DBRS |
BBB
|
negative |
| Mexico Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 4.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 88.20 | -7.24 % | -26.86 % | +0.26 % | 1.47 % |
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 | 4.421% | +8.3 bp | -107.9 bp | ||||||
| 3 months | 4.402% | +4.8 bp | -96.5 bp | ||||||
| 6 months | 4.390% | +2.1 bp | -81.0 bp | ||||||
| 9 months | 4.392% | -0.2 bp | -74.1 bp | ||||||
| 1 year | 4.382% | -13.6 bp | -63.1 bp | 95.80 | +0.13 % | +0.60 % | |||
| 3 years | 4.590% | -7.6 bp | -81.3 bp | 87.40 | +0.22 % | +2.34 % | |||
| 5 years | 4.889% | -15.9 bp | -58.5 bp | 78.77 | +0.77 % | +2.82 % | |||
| 7 years | 5.479% | -31.6 bp | -54.1 bp | 68.84 | +2.12 % | +3.64 % | |||
| 10 years | 5.741% | -39.1 bp | -56.6 bp | 57.22 | +3.75 % | +5.47 % | |||
| 15 years | 6.346% | -45.9 bp | -42.6 bp | 39.74 | +6.68 % | +6.20 % | |||
| 20 years | 6.850% | -24.9 bp | -22.6 bp | 26.58 | +4.77 % | +4.32 % | |||
| 30 years | 7.187% | -24.9 bp | -11.0 bp | 12.47 | +7.22 % | +3.14 % | |||
10Y Bond Yield Spread - Mexico vs Main Countries
The Mexico 10Y Government Bond has a 5.741% 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 | 633.5 bp | -42.9 | -41.8 | ||
| France 10Y | 608.9 bp | -39.2 | -28.9 | ||
| Japan 10Y | 571.6 bp | -39.2 | -59.0 | ||
| Spain 10Y | 568.8 bp | -30.2 | -5.5 | ||
| United Kingdom 10Y | 545.7 bp | -46.0 | -66.5 | ||
| Italy 10Y | 518.4 bp | -25.4 | +35.4 | ||
| Canada 10Y | 506.3 bp | -44.0 | -71.1 | ||
| United States 10Y | 489.9 bp | -40.2 | -75.5 | ||
| Australia 10Y | 483.5 bp | -46.8 | -58.0 | ||
| China 10Y | 240.5 bp | -52.3 | -119.6 | ||
| Russia 10Y | -8.9 bp | -11.6 | -83.6 | ||
| India 10Y | -17.0 bp | -42.1 | -46.4 | ||
| Brazil 10Y | -178.5 bp | -41.5 | -103.3 |
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 | 7.187% | 12.47 | 24.65 | 49.00 | 73.36 | 97.72 | 122.08 | |
| 20 years | 6.850% | 26.58 | 37.30 | 58.73 | 80.17 | 101.61 | 123.05 | |
| 15 years | 6.346% | 39.74 | 49.23 | 68.23 | 87.22 | 106.21 | 125.20 | |
| 10 years | 5.741% | 57.22 | 64.67 | 79.58 | 94.48 | 109.38 | 124.28 | |
| 7 years | 5.479% | 68.84 | 74.53 | 85.90 | 97.28 | 108.65 | 120.02 | |
| 5 years | 4.889% | 78.77 | 83.11 | 91.80 | 100.48 | 109.17 | 117.85 | |
| 3 years | 4.590% | 87.40 | 90.15 | 95.64 | 101.13 | 106.61 | 112.10 | |
| 1 year | 4.382% | 95.80 | 96.76 | 98.68 | 100.59 | 102.51 | 104.42 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||