COUNTRY • MEXICO
Last Update: 28 Jun 2022 5:15 GMT+0

The Mexico 10Y Government Bond has a 9.387% yield.

Central Bank Rate is 7.75% (last modification in June 2022).

The Mexico credit rating is BBB, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 166.23 and implied probability of default is 2.77%.

If data are not all visible, swipe table left
Residual
Maturity
Yield ZC Price Last
Change
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
1 month 8.071% +75.2 bp +239.5 bp 27 Jun
3 months 8.460% +62.7 bp +245.7 bp 27 Jun
6 months 9.047% +61.8 bp +264.1 bp 27 Jun
9 months 8.514% -24.5 bp +181.0 bp 27 Jun
1 year 9.659% +63.5 bp +270.2 bp 91.19 -0.58 % -2.47 % 27 Jun
3 years 9.715% +44.7 bp +228.1 bp 75.72 -1.21 % -6.10 % 28 Jun
5 years 9.535% +52.6 bp +191.3 bp 63.42 -2.39 % -8.43 % 28 Jun
7 years 9.390% +51.3 bp +170.9 bp 53.35 -3.25 % -10.44 % 28 Jun
10 years 9.387% +60.6 bp +157.9 bp 40.77 -5.41 % -13.53 % 28 Jun
15 years 9.429% +48.6 bp +153.7 bp 25.88 -6.47 % -19.13 % 28 Jun
20 years 9.438% +37.8 bp +124.0 bp 16.47 -6.69 % -20.36 % 28 Jun
30 years 9.430% +37.3 bp +108.2 bp 6.70 -9.70 % -25.72 % 28 Jun
Last Update: 28 Jun 2022 5:15 GMT+0

Mexico Yield Curve Analysis

Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases. For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive. If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
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Residual
Maturity
Yield Spread vs Bond Spread vs
Central Bank
Rate (7.75%)
3 months 1 year 5 years 10 years
30 years 9.430% 168.0 bp
10 years 9.387%
163.7 bp
5 years 9.535%
178.5 bp
1 year 9.659%
190.9 bp
3 months 8.460%
71.0 bp

Mexico Credit Ratings

A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation). For a deeper analysis of credit ratings, click here Mexico Credit Ratings History
Rating Agency Rating Outlook
Standard & Poor's
BBB
negative
Moody's Investors Service
Baa1
negative
Fitch Ratings
BBB-
-
DBRS
BBB
-

Mexico Interest Rates

A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
Interest Rates Value
Central Bank Rate 7.75%

Mexico Credit Default Swaps

The term credit default swap (CDS) refers to a financial derivative that allows an investor to swap or offset their credit risk with that of another investor. To swap the risk of default, the lender buys a CDS from another investor who agrees to reimburse the lender in the case the borrower defaults.
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD(*)
5 Years CDS 166.23 +6.65 % +32.28 % +74.85 % 2.77 %
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

Mexico 10Y Bond Yield Spread

The Mexico 10Y Government Bond has a 9.387% yield. Click on Spread value for the historical serie.

A positive spread, marked by , means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.

Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
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Mexico 10Y vs Current Spread Chg 1M Chg 6M
Japan 10Y 915.7 bp +59.9 bp +140.8 bp Compare
Germany 10Y 773.2 bp -7.3 bp -31.2 bp Compare
France 10Y 719.6 bp -9.1 bp -48.1 bp Compare
United Kingdom 10Y 690.0 bp +4.3 bp +1.5 bp Compare
Spain 10Y 664.5 bp -4.8 bp -65.3 bp Compare
China 10Y 653.0 bp +49.9 bp +154.2 bp Compare
United States 10Y 613.8 bp +10.0 bp -18.6 bp Compare
Canada 10Y 592.9 bp -6.2 bp -40.3 bp Compare
Italy 10Y 570.3 bp -18.2 bp -101.0 bp Compare
Australia 10Y 556.8 bp +3.6 bp -65.3 bp Compare
India 10Y 193.0 bp +49.9 bp +60.0 bp Compare
Russia 10Y 76.7 bp +149.6 bp +137.4 bp Compare
Brazil 10Y -339.5 bp +25.7 bp -49.6 bp Compare

Mexico Government Bonds Prices

Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
Click on for a forecast of the yield.
If data are not all visible, swipe table left
Residual
Maturity
Yield Bond Price - with different Coupon Rates Fx
0% 1% 3% 5% 7% 9%
30 years 9.430% 6.70 16.59 36.38 56.17 75.96 95.75
20 years 9.438% 16.47 25.32 43.02 60.72 78.42 96.12
15 years 9.429% 25.88 33.74 49.46 65.19 80.91 96.63
10 years 9.387% 40.77 47.08 59.70 72.32 84.94 97.56
7 years 9.390% 53.35 58.32 68.26 78.19 88.13 98.06
5 years 9.535% 63.42 67.26 74.93 82.60 90.28 97.95
3 years 9.715% 75.72 78.22 83.22 88.22 93.21 98.21
1 year 9.659% 91.19 92.10 93.93 95.75 97.58 99.40
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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