Last Update: 25 Jan 2022 3:15 GMT+0
The Mexico 10Y Government Bond has a 7.883% yield.
Central Bank Rate is 5.50% (last modification in December 2021).
The Mexico credit rating is BBB, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 100.00 and implied probability of default is 1.67%.
| 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 | 5.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 100.00 | 0.00 % | +6.28 % | +9.73 % | 1.67 % |
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 | 5.824% | +15.9 bp | +136.4 bp | ||||||
| 3 months | 6.181% | +21.0 bp | +134.4 bp | ||||||
| 6 months | 6.540% | +22.8 bp | +141.2 bp | ||||||
| 9 months | 6.754% | +7.2 bp | +147.1 bp | ||||||
| 1 year | 6.856% | +6.1 bp | +132.7 bp | 93.58 | -0.06 % | -1.25 % | |||
| 3 years | 7.584% | +13.5 bp | +184.1 bp | 80.31 | -0.37 % | -5.05 % | |||
| 5 years | 7.728% | +8.9 bp | +127.5 bp | 68.92 | -0.42 % | -5.78 % | |||
| 7 years | 7.756% | +5.8 bp | +82.3 bp | 59.28 | -0.37 % | -5.23 % | |||
| 10 years | 7.883% | +7.7 bp | +68.1 bp | 46.82 | -0.72 % | -6.15 % | |||
| 15 years | 7.966% | +9.8 bp | +60.2 bp | 31.67 | -1.37 % | -8.04 % | |||
| 20 years | 8.284% | +11.1 bp | +46.8 bp | 20.36 | -2.02 % | -8.29 % | |||
| 30 years | 8.359% | +23.2 bp | +43.6 bp | 9.00 | -6.15 % | -11.33 % | |||
Mexico 10Y Bond Yield Spread
The Mexico 10Y Government Bond has a 7.883% 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 | 799.4 bp | -6.6 bp | +37.2 bp | Compare | |
| Japan 10Y | 775.2 bp | +0.5 bp | +57.0 bp | Compare | |
| France 10Y | 758.2 bp | -10.6 bp | +29.3 bp | Compare | |
| Spain 10Y | 725.2 bp | -3.7 bp | +31.5 bp | Compare | |
| United Kingdom 10Y | 675.4 bp | -13.0 bp | +14.1 bp | Compare | |
| Italy 10Y | 653.1 bp | -15.4 bp | -4.9 bp | Compare | |
| United States 10Y | 611.2 bp | -20.1 bp | +19.1 bp | Compare | |
| Canada 10Y | 606.5 bp | -26.5 bp | +7.1 bp | Compare | |
| Australia 10Y | 592.5 bp | -28.7 bp | -7.5 bp | Compare | |
| China 10Y | 518.1 bp | +21.9 bp | +91.7 bp | Compare | |
| India 10Y | 123.1 bp | -11.3 bp | +19.4 bp | Compare | |
| Russia 10Y | -183.2 bp | -121.8 bp | -204.4 bp | Compare | |
| Brazil 10Y | -322.9 bp | -79.4 bp | -126.3 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 | 8.359% | 9.00 | 19.88 | 41.66 | 63.43 | 85.20 | 106.98 | |
| 20 years | 8.284% | 20.36 | 29.97 | 49.20 | 68.43 | 87.66 | 106.88 | |
| 15 years | 7.966% | 31.67 | 40.25 | 57.41 | 74.56 | 91.71 | 108.87 | |
| 10 years | 7.883% | 46.82 | 53.57 | 67.06 | 80.55 | 94.04 | 107.53 | |
| 7 years | 7.756% | 59.28 | 64.53 | 75.03 | 85.53 | 96.03 | 106.53 | |
| 5 years | 7.728% | 68.92 | 72.94 | 80.99 | 89.03 | 97.07 | 105.12 | |
| 3 years | 7.584% | 80.31 | 82.90 | 88.10 | 93.29 | 98.48 | 103.68 | |
| 1 year | 6.856% | 93.58 | 94.52 | 96.39 | 98.26 | 100.13 | 102.01 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||