Last Update: 22 Sep 2021 20:15 GMT+0
The Mexico 10Y Government Bond has a 7.377% yield.
Central Bank Rate is 4.50% (last modification in August 2021).
The Mexico credit rating is BBB, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 81.27 and implied probability of default is 1.35%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB
|
negative |
| Moody's Investors Service |
Baa1
|
negative |
| Fitch Ratings |
BBB-
|
- |
| DBRS |
BBB
|
- |
| Mexico Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 4.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 81.27 | -2.37 % | -13.63 % | -43.71 % | 1.35 % |
Mexico 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 | 4.733% | +12.6 bp | +57.9 bp | ||||||
| 3 months | 4.993% | +5.0 bp | +83.3 bp | ||||||
| 6 months | 5.262% | +5.2 bp | +99.1 bp | ||||||
| 9 months | 5.336% | +2.3 bp | +97.0 bp | ||||||
| 1 year | 5.510% | -3.9 bp | +96.2 bp | 94.78 | +0.04 % | -0.91 % | |||
| 3 years | 5.689% | +0.6 bp | +96.7 bp | 84.71 | -0.01 % | -2.71 % | |||
| 5 years | 6.506% | +17.8 bp | +106.3 bp | 72.97 | -0.83 % | -4.89 % | |||
| 7 years | 7.150% | +24.9 bp | +95.0 bp | 61.67 | -1.61 % | -6.03 % | |||
| 10 years | 7.377% | +17.1 bp | +48.4 bp | 49.08 | -1.58 % | -4.42 % | |||
| 15 years | 7.540% | +12.4 bp | +30.2 bp | 33.61 | -1.73 % | -4.14 % | |||
| 20 years | 7.907% | +14.5 bp | +40.6 bp | 21.83 | -2.63 % | -7.26 % | |||
| 30 years | 8.045% | +16.0 bp | +31.1 bp | 9.81 | -4.39 % | -8.32 % | |||
Mexico 10Y Bond Yield Spread
The Mexico 10Y Government Bond has a 7.377% 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. 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.
| Mexico 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 770.4 bp | +0.3 bp | +50.2 bp | Compare | |
| France 10Y | 737.0 bp | +1.6 bp | +42.0 bp | Compare | |
| Japan 10Y | 734.5 bp | +14.5 bp | +52.9 bp | Compare | |
| Spain 10Y | 706.5 bp | +7.1 bp | +50.9 bp | Compare | |
| Italy 10Y | 671.3 bp | +5.4 bp | +46.5 bp | Compare | |
| United Kingdom 10Y | 657.8 bp | -10.2 bp | +50.2 bp | Compare | |
| Canada 10Y | 616.1 bp | +9.8 bp | +82.9 bp | Compare | |
| Australia 10Y | 613.1 bp | -0.6 bp | +99.7 bp | Compare | |
| United States 10Y | 607.0 bp | +11.9 bp | +87.2 bp | Compare | |
| China 10Y | 449.5 bp | +15.7 bp | +85.8 bp | Compare | |
| India 10Y | 123.9 bp | +26.7 bp | +52.6 bp | Compare | |
| Russia 10Y | 21.7 bp | -3.9 bp | +43.9 bp | Compare | |
| Brazil 10Y | -339.4 bp | -1.8 bp | -161.2 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.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 8.045% | 9.81 | 21.02 | 43.44 | 65.87 | 88.29 | 110.71 | |
| 20 years | 7.907% | 21.83 | 31.71 | 51.49 | 71.26 | 91.03 | 110.81 | |
| 15 years | 7.540% | 33.61 | 42.41 | 60.02 | 77.63 | 95.25 | 112.86 | |
| 10 years | 7.377% | 49.08 | 55.98 | 69.79 | 83.59 | 97.40 | 111.20 | |
| 7 years | 7.150% | 61.67 | 67.03 | 77.75 | 88.47 | 99.20 | 109.92 | |
| 5 years | 6.506% | 72.97 | 77.12 | 85.43 | 93.74 | 102.05 | 110.36 | |
| 3 years | 5.689% | 84.71 | 87.39 | 92.77 | 98.15 | 103.52 | 108.90 | |
| 1 year | 5.510% | 94.78 | 95.73 | 97.62 | 99.52 | 101.41 | 103.31 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||