Last Update: 24 Sep 2020 0:15 GMT+0
The Mexico 10Y Government Bond has a 5.870% yield.
Central Bank Rate is 4.50% (last modification in August 2020).
The Mexico credit rating is BBB, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 153.65 and implied probability of default is 2.56%.
| 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 | 4.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 153.65 | +38.36 % | +26.69 % | +43.76 % | 2.56 % |
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 | 4.351% | -25.0 bp | -245.9 bp | ||||||
| 3 months | 4.396% | -21.7 bp | -232.1 bp | ||||||
| 6 months | 4.374% | -22.5 bp | -229.9 bp | ||||||
| 9 months | 4.380% | -20.1 bp | -226.1 bp | ||||||
| 1 year | 4.417% | -15.8 bp | -222.4 bp | 95.77 | +0.15 % | +2.13 % | |||
| 3 years | 4.632% | -24.3 bp | -268.3 bp | 87.30 | +0.70 % | +7.90 % | |||
| 5 years | 4.953% | -15.6 bp | -247.1 bp | 78.53 | +0.74 % | +12.35 % | |||
| 7 years | 5.554% | -17.1 bp | -259.3 bp | 68.50 | +1.14 % | +18.51 % | |||
| 10 years | 5.870% | -9.8 bp | -238.4 bp | 56.53 | +0.93 % | +24.96 % | |||
| 15 years | 6.459% | -3.5 bp | -202.6 bp | 39.11 | +0.49 % | +32.67 % | |||
| 20 years | 6.909% | +3.7 bp | -205.3 bp | 26.29 | -0.68 % | +46.30 % | |||
| 30 years | 7.193% | +2.7 bp | -187.1 bp | 12.45 | -0.72 % | +68.02 % | |||
10Y Bond Yield Spread - Mexico vs Main Countries
The Mexico 10Y Government Bond has a 5.870% 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 | 638.1 bp | -8.0 | -222.5 | ||
| France 10Y | 611.1 bp | -5.0 | -198.4 | ||
| Japan 10Y | 586.4 bp | -8.4 | -234.0 | ||
| United Kingdom 10Y | 564.4 bp | -11.5 | -216.3 | ||
| Spain 10Y | 564.3 bp | -0.1 | -174.3 | ||
| Canada 10Y | 531.5 bp | -9.3 | -206.8 | ||
| United States 10Y | 519.8 bp | -11.6 | -219.8 | ||
| Italy 10Y | 502.3 bp | +6.3 | -166.5 | ||
| Australia 10Y | 500.5 bp | -8.0 | -229.0 | ||
| China 10Y | 275.9 bp | -19.1 | -278.4 | ||
| India 10Y | -12.0 bp | +13.3 | -207.0 | ||
| Russia 10Y | -41.5 bp | -20.3 | -149.9 | ||
| Brazil 10Y | -136.9 bp | -44.7 | -16.7 |
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 | 7.193% | 12.45 | 24.62 | 48.96 | 73.31 | 97.65 | 122.00 | |
| 20 years | 6.909% | 26.29 | 36.95 | 58.29 | 79.63 | 100.97 | 122.31 | |
| 15 years | 6.459% | 39.11 | 48.54 | 67.39 | 86.25 | 105.10 | 123.96 | |
| 10 years | 5.870% | 56.53 | 63.93 | 78.75 | 93.56 | 108.37 | 123.18 | |
| 7 years | 5.554% | 68.50 | 74.17 | 85.51 | 96.86 | 108.20 | 119.55 | |
| 5 years | 4.953% | 78.53 | 82.86 | 91.53 | 100.20 | 108.87 | 117.54 | |
| 3 years | 4.632% | 87.30 | 90.04 | 95.52 | 101.01 | 106.49 | 111.98 | |
| 1 year | 4.417% | 95.77 | 96.73 | 98.64 | 100.56 | 102.47 | 104.39 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||