Last Update: 5 Jul 2020 0:15 GMT+0
The Mexico 10Y Government Bond has a 5.867% yield.
Central Bank Rate is 5.00% (last modification in June 2020).
The Mexico credit rating is BBB, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 130.22 and implied probability of default is 2.17%.
| 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 | 5.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 130.22 | -17.04 % | +1.25 % | +22.69 % | 2.17 % |
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 | 4.933% | -44.1 bp | -255.3 bp | ||||||
| 3 months | 4.901% | -38.5 bp | -254.7 bp | ||||||
| 6 months | 4.710% | -45.1 bp | -264.8 bp | ||||||
| 9 months | 4.759% | -36.6 bp | -247.6 bp | ||||||
| 1 year | 4.703% | -32.2 bp | -242.2 bp | 95.51 | +0.30 % | +2.31 % | |||
| 3 years | 4.794% | -66.2 bp | -211.8 bp | 86.89 | +1.90 % | +6.18 % | |||
| 5 years | 4.883% | -72.7 bp | -199.4 bp | 78.79 | +3.51 % | +9.87 % | |||
| 7 years | 5.551% | -63.6 bp | -134.1 bp | 68.51 | +4.29 % | +9.23 % | |||
| 10 years | 5.867% | -58.4 bp | -105.3 bp | 56.54 | +5.64 % | +10.39 % | |||
| 15 years | 6.446% | -49.2 bp | -66.3 bp | 39.18 | +7.17 % | +9.75 % | |||
| 20 years | 6.813% | -50.4 bp | -46.5 bp | 26.76 | +9.85 % | +9.05 % | |||
| 30 years | 7.128% | -41.0 bp | -23.6 bp | 12.67 | +12.12 % | +6.83 % | |||
10Y Bond Yield Spread - Mexico vs Main Countries
The Mexico 10Y Government Bond has a 5.867% 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 | 630.3 bp | -43.1 | -90.7 | ||
| France 10Y | 598.3 bp | -45.4 | -91.4 | ||
| Japan 10Y | 583.4 bp | -57.6 | -109.8 | ||
| United Kingdom 10Y | 568.0 bp | -41.2 | -49.8 | ||
| Spain 10Y | 542.6 bp | -46.9 | -111.0 | ||
| Canada 10Y | 531.0 bp | -40.9 | -7.1 | ||
| United States 10Y | 519.8 bp | -35.9 | +7.1 | ||
| Australia 10Y | 496.1 bp | -36.4 | -76.1 | ||
| Italy 10Y | 454.6 bp | -48.6 | -103.2 | ||
| China 10Y | 293.8 bp | -63.7 | -78.8 | ||
| India 10Y | 2.2 bp | -60.8 | -38.8 | ||
| Russia 10Y | -17.3 bp | -91.4 | -85.8 | ||
| Brazil 10Y | -60.0 bp | -25.3 | -79.4 |
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 | 7.128% | 12.67 | 24.93 | 49.43 | 73.93 | 98.43 | 122.93 | |
| 20 years | 6.813% | 26.76 | 37.51 | 59.01 | 80.51 | 102.01 | 123.51 | |
| 15 years | 6.446% | 39.18 | 48.61 | 67.49 | 86.36 | 105.23 | 124.10 | |
| 10 years | 5.867% | 56.54 | 63.95 | 78.77 | 93.58 | 108.39 | 123.21 | |
| 7 years | 5.551% | 68.51 | 74.18 | 85.53 | 96.87 | 108.22 | 119.56 | |
| 5 years | 4.883% | 78.79 | 83.13 | 91.82 | 100.51 | 109.20 | 117.88 | |
| 3 years | 4.794% | 86.89 | 89.63 | 95.10 | 100.56 | 106.03 | 111.50 | |
| 1 year | 4.703% | 95.51 | 96.46 | 98.37 | 100.28 | 102.19 | 104.10 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||