Last Update: 22 Oct 2019 20:15 GMT+0
The Mexico 10Y Government Bond has a 7.079% yield.
Central Bank Rate is 7.75% (last modification in September 2019).
The Mexico credit rating is BBB+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 99.06 and implied probability of default is 1.65%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB+
|
negative |
| Moody's Investors Service |
A3
|
negative |
| Fitch Ratings |
BBB
|
- |
| DBRS |
BBB (high)
|
- |
| Mexico Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 7.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 99.06 | -6.13 % | -6.46 % | -19.76 % | 1.65 % |
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 | 7.890% | +17.0 bp | -9.0 bp | ||||||
| 3 months | 7.766% | +7.6 bp | -30.4 bp | ||||||
| 6 months | 7.584% | +4.4 bp | -54.6 bp | ||||||
| 9 months | 7.343% | +4.3 bp | -79.7 bp | ||||||
| 1 year | 7.156% | -12.4 bp | -98.4 bp | 93.32 | +0.12 % | +0.92 % | |||
| 3 years | 6.891% | +14.1 bp | -101.9 bp | 81.88 | -0.39 % | +2.89 % | |||
| 5 years | 6.904% | +15.4 bp | -98.6 bp | 71.62 | -0.72 % | +4.69 % | |||
| 7 years | 7.045% | +9.3 bp | -86.5 bp | 62.09 | -0.61 % | +5.79 % | |||
| 10 years | 7.079% | +6.9 bp | -97.1 bp | 50.46 | -0.65 % | +9.43 % | |||
| 15 years | 7.231% | +2.1 bp | -97.9 bp | 35.09 | -0.28 % | +14.60 % | |||
| 20 years | 7.389% | +3.9 bp | -107.1 bp | 24.03 | -0.74 % | +21.92 % | |||
| 30 years | 7.452% | +5.2 bp | -105.8 bp | 11.58 | -1.45 % | +34.18 % | |||
10Y Bond Yield Spread - Mexico vs Main Countries
The Mexico 10Y Government Bond has a 7.079% 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 | 744.5 bp | -9.0 | -58.1 | ||
| Japan 10Y | 720.5 bp | -2.0 | -87.4 | ||
| France 10Y | 714.7 bp | -8.4 | -53.3 | ||
| Spain 10Y | 681.9 bp | +6.1 | -16.8 | ||
| United Kingdom 10Y | 636.7 bp | -1.9 | -49.2 | ||
| Italy 10Y | 605.9 bp | -2.0 | +60.6 | ||
| Australia 10Y | 592.9 bp | -6.3 | -17.1 | ||
| Canada 10Y | 555.3 bp | -7.0 | -70.9 | ||
| United States 10Y | 530.9 bp | +2.1 | -15.6 | ||
| China 10Y | 383.0 bp | -6.2 | -80.1 | ||
| Russia 10Y | 59.9 bp | +59.9 | +79.9 | ||
| Brazil 10Y | 51.4 bp | +58.4 | +140.4 | ||
| India 10Y | 26.4 bp | +3.6 | -31.2 |
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 | 7.452% | 11.58 | 23.44 | 47.17 | 70.91 | 94.64 | 118.37 | |
| 20 years | 7.389% | 24.03 | 34.31 | 54.88 | 75.44 | 96.00 | 116.56 | |
| 15 years | 7.231% | 35.09 | 44.07 | 62.02 | 79.97 | 97.93 | 115.88 | |
| 10 years | 7.079% | 50.46 | 57.46 | 71.46 | 85.45 | 99.45 | 113.44 | |
| 7 years | 7.045% | 62.09 | 67.47 | 78.23 | 89.00 | 99.76 | 110.52 | |
| 5 years | 6.904% | 71.62 | 75.73 | 83.95 | 92.17 | 100.39 | 108.62 | |
| 3 years | 6.891% | 81.88 | 84.51 | 89.77 | 95.03 | 100.29 | 105.55 | |
| 1 year | 7.156% | 93.32 | 94.26 | 96.12 | 97.99 | 99.85 | 101.72 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||