Last Update: 23 Aug 2019 4:15 GMT+0
The Mexico 10Y Government Bond has a 6.998% yield.
Central Bank Rate is 8.00%.
The Mexico rating is BBB+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 110.60 and implied probability of default is 1.84%.
| 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 | 8.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 110.60 | -4.43 % | -0.30 % | -0.34 % | 1.84 % |
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 | 7.970% | -20.0 bp | -199.5 bp | ||||||
| 3 months | 7.840% | -33.0 bp | -29.0 bp | ||||||
| 6 months | 7.700% | -47.0 bp | -49.0 bp | ||||||
| 9 months | 7.640% | -45.0 bp | -57.0 bp | ||||||
| 1 year | 7.540% | -44.0 bp | -66.0 bp | 92.99 | +0.41 % | +0.62 % | |||
| 3 years | 6.890% | -41.0 bp | -117.0 bp | 81.88 | +1.15 % | +3.32 % | |||
| 5 years | 6.900% | -43.0 bp | -118.0 bp | 71.63 | +2.02 % | +5.63 % | |||
| 7 years | 6.946% | -51.4 bp | -122.4 bp | 62.50 | +3.43 % | +8.30 % | |||
| 10 years | 6.998% | -50.2 bp | -134.2 bp | 50.84 | +4.78 % | +13.25 % | |||
| 15 years | 7.240% | -45.0 bp | -133.0 bp | 35.05 | +6.50 % | +20.32 % | |||
| 20 years | 7.376% | -46.4 bp | -133.4 bp | 24.09 | +9.00 % | +28.00 % | |||
| 30 years | 7.450% | -46.0 bp | -128.0 bp | 11.58 | +13.64 % | +42.61 % | |||
10Y Bond Yield Spread - Mexico vs Main Countries
The Mexico 10Y Government Bond has a 6.998% 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 | 763.9 bp | -20.9 | -61.2 | ||
| France 10Y | 735.5 bp | -23.3 | -46.7 | ||
| Japan 10Y | 723.6 bp | -41.0 | -114.4 | ||
| Spain 10Y | 683.6 bp | -25.6 | -32.0 | ||
| United Kingdom 10Y | 647.9 bp | -33.3 | -70.1 | ||
| Australia 10Y | 602.0 bp | -16.0 | -23.9 | ||
| Canada 10Y | 570.8 bp | -30.1 | -74.1 | ||
| Italy 10Y | 569.3 bp | -20.4 | +22.8 | ||
| United States 10Y | 536.1 bp | -6.7 | -32.5 | ||
| China 10Y | 392.6 bp | -41.2 | -126.6 | ||
| India 10Y | 42.8 bp | -60.8 | -30.7 | ||
| Russia 10Y | -20.2 bp | -42.2 | -11.2 | ||
| Brazil 10Y | -21.7 bp | -48.7 | +37.3 |
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 | 7.450% | 11.58 | 23.45 | 47.19 | 70.92 | 94.66 | 118.40 | |
| 20 years | 7.376% | 24.09 | 34.38 | 54.97 | 75.55 | 96.13 | 116.71 | |
| 15 years | 7.240% | 35.05 | 44.02 | 61.96 | 79.90 | 97.85 | 115.79 | |
| 10 years | 6.998% | 50.84 | 57.87 | 71.92 | 85.97 | 100.01 | 114.06 | |
| 7 years | 6.946% | 62.50 | 67.89 | 78.69 | 89.49 | 100.29 | 111.09 | |
| 5 years | 6.900% | 71.63 | 75.74 | 83.97 | 92.19 | 100.41 | 108.63 | |
| 3 years | 6.890% | 81.88 | 84.51 | 89.77 | 95.03 | 100.29 | 105.55 | |
| 1 year | 7.540% | 92.99 | 93.92 | 95.78 | 97.64 | 99.50 | 101.36 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||