Last Update: 22 Feb 2019 1:15 GMT+0
The Mexico 10Y Government Bond has a 8.350% 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 130.07 and implied probability of default is 2.17%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB+
|
- |
| 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 | 130.07 | -0.57 % | +7.35 % | +31.16 % | 2.17 % |
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 | 7.920% | 0.0 bp | +19.0 bp | ||||||
| 3 months | 8.120% | -7.0 bp | +21.0 bp | ||||||
| 6 months | 8.180% | -23.0 bp | +13.0 bp | ||||||
| 9 months | 8.210% | -20.0 bp | +10.0 bp | ||||||
| 1 year | 8.190% | -33.0 bp | +6.0 bp | 92.43 | +0.30 % | -0.05 % | |||
| 3 years | 8.090% | -29.0 bp | +29.0 bp | 79.19 | +0.81 % | -0.80 % | |||
| 5 years | 8.120% | -38.0 bp | +37.0 bp | 67.68 | +1.77 % | -1.70 % | |||
| 7 years | 8.188% | -41.2 bp | +43.8 bp | 57.64 | +2.69 % | -2.80 % | |||
| 10 years | 8.350% | -39.0 bp | +54.0 bp | 44.84 | +3.65 % | -4.88 % | |||
| 15 years | 8.590% | -34.0 bp | +71.8 bp | 29.05 | +4.80 % | -9.47 % | |||
| 20 years | 8.710% | -31.0 bp | +78.0 bp | 18.82 | +5.85 % | -13.39 % | |||
| 30 years | 8.730% | -32.0 bp | +79.0 bp | 8.12 | +9.29 % | -19.60 % | |||
10Y Bond Yield Spread - Mexico vs Main Countries
The Mexico 10Y Government Bond has a 8.350% 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 | 838.7 bp | -34.9 | +67.1 | ||
| Germany 10Y | 822.6 bp | -28.6 | +75.6 | ||
| France 10Y | 780.5 bp | -29.6 | +68.3 | ||
| United Kingdom 10Y | 714.8 bp | -27.2 | +60.5 | ||
| Spain 10Y | 712.7 bp | -25.5 | +71.9 | ||
| Canada 10Y | 642.6 bp | -34.5 | +87.3 | ||
| Australia 10Y | 624.8 bp | -21.1 | +97.8 | ||
| United States 10Y | 566.2 bp | -33.2 | +67.1 | ||
| Italy 10Y | 549.3 bp | -46.7 | +74.6 | ||
| China 10Y | 518.8 bp | -42.2 | +102.4 | ||
| India 10Y | 80.6 bp | -40.1 | +82.3 | ||
| Russia 10Y | -9.0 bp | -55.0 | +72.0 | ||
| Brazil 10Y | -65.0 bp | -33.0 | +370.0 |
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 | 8.730% | 8.12 | 18.64 | 39.69 | 60.74 | 81.79 | 102.84 | |
| 20 years | 8.710% | 18.82 | 28.14 | 46.78 | 65.42 | 84.06 | 102.70 | |
| 15 years | 8.590% | 29.05 | 37.31 | 53.83 | 70.35 | 86.87 | 103.39 | |
| 10 years | 8.350% | 44.84 | 51.45 | 64.66 | 77.87 | 91.08 | 104.29 | |
| 7 years | 8.188% | 57.64 | 62.82 | 73.16 | 83.51 | 93.85 | 104.20 | |
| 5 years | 8.120% | 67.68 | 71.66 | 79.62 | 87.58 | 95.54 | 103.50 | |
| 3 years | 8.090% | 79.19 | 81.76 | 86.90 | 92.05 | 97.20 | 102.34 | |
| 1 year | 8.190% | 92.43 | 93.35 | 95.20 | 97.05 | 98.90 | 100.75 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||