Last Update: 3 Mar 2021 23:15 GMT+0
The Mexico 10Y Government Bond has a 6.285% yield.
Central Bank Rate is 4.00% (last modification in February 2021).
The Mexico credit rating is BBB, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 107.86 and implied probability of default is 1.80%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB
|
negative |
| Moody's Investors Service |
Baa1
|
negative |
| Fitch Ratings |
BBB-
|
- |
| DBRS |
BBB
|
negative |
| Mexico Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 4.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 107.86 | +26.60 % | +13.45 % | +15.89 % | 1.80 % |
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 | 4.139% | -19.1 bp | -39.7 bp | ||||||
| 3 months | 4.114% | -17.0 bp | -44.1 bp | ||||||
| 6 months | 4.140% | -10.3 bp | -38.3 bp | ||||||
| 9 months | 4.157% | -7.5 bp | -34.0 bp | ||||||
| 1 year | 4.251% | +4.0 bp | -26.7 bp | 95.92 | -0.04 % | +0.25 % | |||
| 3 years | 4.359% | +9.5 bp | -34.6 bp | 87.99 | -0.27 % | +1.00 % | |||
| 5 years | 4.832% | +38.5 bp | -14.3 bp | 78.98 | -1.83 % | +0.68 % | |||
| 7 years | 5.563% | +58.3 bp | -5.3 bp | 68.46 | -3.79 % | +0.35 % | |||
| 10 years | 6.285% | +94.0 bp | +35.3 bp | 54.36 | -8.50 % | -3.27 % | |||
| 15 years | 6.660% | +55.4 bp | +16.0 bp | 38.02 | -7.52 % | -2.21 % | |||
| 20 years | 7.123% | +50.4 bp | +20.4 bp | 25.25 | -9.01 % | -3.77 % | |||
| 30 years | 7.334% | +37.8 bp | +11.0 bp | 11.96 | -10.08 % | -3.08 % | |||
10Y Bond Yield Spread - Mexico vs Main Countries
The Mexico 10Y Government Bond has a 6.285% 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 | 658.2 bp | +77.5 | +16.3 | ||
| France 10Y | 633.0 bp | +75.0 | +20.2 | ||
| Japan 10Y | 617.1 bp | +88.1 | +26.8 | ||
| Spain 10Y | 596.4 bp | +74.9 | +35.4 | ||
| Italy 10Y | 552.9 bp | +76.6 | +63.2 | ||
| United Kingdom 10Y | 550.7 bp | +53.9 | -18.8 | ||
| Canada 10Y | 486.6 bp | +47.0 | -52.8 | ||
| United States 10Y | 480.1 bp | +59.5 | -49.5 | ||
| Australia 10Y | 451.7 bp | +38.1 | -52.0 | ||
| China 10Y | 300.6 bp | +89.4 | +21.0 | ||
| India 10Y | 4.7 bp | +78.6 | +1.1 | ||
| Russia 10Y | -35.0 bp | +62.0 | -9.2 | ||
| Brazil 10Y | -232.6 bp | -38.5 | -147.3 |
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 | 7.334% | 11.96 | 23.97 | 47.98 | 71.98 | 95.99 | 120.00 | |
| 20 years | 7.123% | 25.25 | 35.75 | 56.74 | 77.72 | 98.71 | 119.70 | |
| 15 years | 6.660% | 38.02 | 47.32 | 65.94 | 84.55 | 103.16 | 121.78 | |
| 10 years | 6.285% | 54.36 | 61.62 | 76.15 | 90.67 | 105.19 | 119.72 | |
| 7 years | 5.563% | 68.46 | 74.13 | 85.47 | 96.81 | 108.15 | 119.49 | |
| 5 years | 4.832% | 78.98 | 83.33 | 92.03 | 100.73 | 109.43 | 118.13 | |
| 3 years | 4.359% | 87.99 | 90.74 | 96.25 | 101.77 | 107.28 | 112.79 | |
| 1 year | 4.251% | 95.92 | 96.88 | 98.80 | 100.72 | 102.64 | 104.56 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||