COUNTRY • MEXICO
Last Update: 29 Nov 2022 6:15 GMT+0

The Mexico 10Y Government Bond has a 9.537% yield.

Central Bank Rate is 10.00% (last modification in November 2022).

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

Current 5-Years Credit Default Swap quotation is 126.66 and implied probability of default is 2.11%.

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Residual
Maturity
Yield ZC Price Last
Change
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
1 month 10.505% +54.9 bp +318.6 bp 28 Nov
3 months 10.929% +38.0 bp +309.6 bp 28 Nov
6 months 11.099% +19.1 bp +267.0 bp 28 Nov
9 months 10.938% +9.4 bp +217.9 bp 28 Nov
1 year 10.844% +5.2 bp +182.0 bp 90.22 -0.04 % -1.64 % 28 Nov
3 years 10.448% -11.5 bp +118.0 bp 74.22 +0.31 % -3.17 % 29 Nov
5 years 9.708% -44.3 bp +69.9 bp 62.92 +2.03 % -3.16 % 29 Nov
7 years 9.556% -56.0 bp +67.9 bp 52.79 +3.63 % -4.26 % 29 Nov
10 years 9.537% -57.2 bp +75.6 bp 40.22 +5.37 % -6.68 % 29 Nov
15 years 9.594% -72.7 bp +65.1 bp 25.30 +10.38 % -8.57 % 29 Nov
20 years 9.611% -71.0 bp +55.1 bp 15.96 +13.84 % -9.58 % 29 Nov
30 years 9.540% -72.9 bp +48.3 bp 6.50 +21.95 % -12.40 % 29 Nov
Last Update: 29 Nov 2022 6:15 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 (10.00%)
3 months 1 year 5 years 10 years
30 years 9.540% -46.0 bp
10 years 9.537%
-46.3 bp
5 years 9.708%
-29.2 bp
1 year 10.844%
84.4 bp
3 months 10.929%
92.9 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
-
Moody's Investors Service
Baa2
-
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 10.00%

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 126.66 -8.63 % -21.77 % +27.93 % 2.11 %
(*) 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 9.537% 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 928.2 bp -58.2 bp +72.4 bp Compare
Germany 10Y 755.3 bp -45.5 bp -25.2 bp Compare
France 10Y 692.1 bp -58.0 bp -36.6 bp Compare
China 10Y 661.7 bp -80.9 bp +58.6 bp Compare
Canada 10Y 659.4 bp -27.5 bp +60.3 bp Compare
Spain 10Y 654.6 bp -41.2 bp -14.7 bp Compare
United Kingdom 10Y 640.6 bp -20.8 bp -45.1 bp Compare
Australia 10Y 592.7 bp -40.1 bp +40.1 bp Compare
United States 10Y 582.8 bp -26.5 bp -21.0 bp Compare
Italy 10Y 562.7 bp -31.3 bp -25.8 bp Compare
India 10Y 225.1 bp -44.2 bp +82.0 bp Compare
Russia 10Y -55.3 bp -80.2 bp +17.6 bp Compare
Brazil 10Y -406.0 bp -217.9 bp -40.8 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 9.540% 6.50 16.30 35.90 55.50 75.11 94.71
20 years 9.611% 15.96 24.70 42.19 59.68 77.17 94.66
15 years 9.594% 25.30 33.09 48.66 64.23 79.80 95.38
10 years 9.537% 40.22 46.48 59.02 71.56 84.10 96.63
7 years 9.556% 52.79 57.73 67.61 77.49 87.37 97.25
5 years 9.708% 62.92 66.74 74.38 82.02 89.66 97.30
3 years 10.448% 74.22 76.69 81.62 86.56 91.49 96.43
1 year 10.844% 90.22 91.12 92.92 94.73 96.53 98.34
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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