Last Update: 18 Jun 2019 18:15 GMT+0
The Mexico 10Y Government Bond has a 7.752% yield.
Central Bank Rate is 8.25%.
The Mexico rating is BBB+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 118.62 and implied probability of default is 1.98%.
| 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 | 8.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 118.62 | +2.22 % | +5.61 % | -33.36 % | 1.98 % |
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 | 8.280% | +10.0 bp | +28.0 bp | ||||||
| 3 months | 8.250% | +3.0 bp | -5.0 bp | ||||||
| 6 months | 8.230% | -4.0 bp | -32.0 bp | ||||||
| 9 months | 8.210% | -6.0 bp | -38.0 bp | ||||||
| 1 year | 8.170% | -9.0 bp | -46.0 bp | 92.45 | +0.09 % | +0.42 % | |||
| 3 years | 7.682% | -25.8 bp | -97.8 bp | 80.09 | +0.72 % | +2.75 % | |||
| 5 years | 7.640% | -25.0 bp | -102.0 bp | 69.20 | +1.15 % | +4.82 % | |||
| 7 years | 7.680% | -21.0 bp | -106.0 bp | 59.57 | +1.36 % | +7.08 % | |||
| 10 years | 7.752% | -29.8 bp | -105.8 bp | 47.40 | +2.80 % | +10.28 % | |||
| 15 years | 7.872% | -34.4 bp | -114.8 bp | 32.09 | +4.90 % | +17.20 % | |||
| 20 years | 7.992% | -47.4 bp | -104.8 bp | 21.49 | +9.20 % | +21.34 % | |||
| 30 years | 8.060% | -47.0 bp | -101.0 bp | 9.77 | +13.87 % | +32.21 % | |||
10Y Bond Yield Spread - Mexico vs Main Countries
The Mexico 10Y Government Bond has a 7.752% 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 | 807.1 bp | -8.5 | -49.9 | ||
| Japan 10Y | 788.6 bp | -22.0 | -90.1 | ||
| France 10Y | 773.8 bp | -2.6 | -36.3 | ||
| Spain 10Y | 735.4 bp | +18.7 | -7.1 | ||
| United Kingdom 10Y | 694.4 bp | -6.8 | -58.6 | ||
| Australia 10Y | 639.5 bp | -1.6 | -1.8 | ||
| Canada 10Y | 632.6 bp | -3.5 | -46.9 | ||
| United States 10Y | 569.4 bp | +3.7 | -29.0 | ||
| Italy 10Y | 563.1 bp | +26.1 | -25.2 | ||
| China 10Y | 449.3 bp | -27.4 | -90.8 | ||
| India 10Y | 94.4 bp | +25.6 | -52.1 | ||
| Russia 10Y | 19.2 bp | +18.2 | +16.2 | ||
| Brazil 10Y | -13.8 bp | +91.2 | +77.2 |
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 | 8.060% | 9.77 | 20.97 | 43.36 | 65.75 | 88.13 | 110.52 | |
| 20 years | 7.992% | 21.49 | 31.31 | 50.96 | 70.61 | 90.25 | 109.90 | |
| 15 years | 7.872% | 32.09 | 40.72 | 57.97 | 75.22 | 92.48 | 109.73 | |
| 10 years | 7.752% | 47.40 | 54.18 | 67.75 | 81.33 | 94.90 | 108.47 | |
| 7 years | 7.680% | 59.57 | 64.84 | 75.37 | 85.89 | 96.42 | 106.95 | |
| 5 years | 7.640% | 69.20 | 73.23 | 81.30 | 89.36 | 97.42 | 105.48 | |
| 3 years | 7.682% | 80.09 | 82.68 | 87.86 | 93.05 | 98.23 | 103.42 | |
| 1 year | 8.170% | 92.45 | 93.37 | 95.22 | 97.07 | 98.92 | 100.77 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||