Last Update: 11 Dec 2018 19:15 GMT+0
The Mexico 10Y Government Bond has a 9.050% yield.
Central Bank Rate is 8.00%.
The Mexico rating is BBB+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 143.92 and implied probability of default is 2.40%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB+
|
- |
| Moody's Investors Service |
A3
|
- |
| Fitch Ratings |
BBB+
|
negative |
| DBRS |
BBB (high)
|
- |
| Mexico Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 8.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 143.92 | +5.64 % | +5.41 % | -19.15 % | 2.40 % |
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 | 7.980% | +23.0 bp | +41.0 bp | ||||||
| 3 months | 8.270% | +8.0 bp | +46.0 bp | ||||||
| 6 months | 8.490% | +28.0 bp | +55.0 bp | ||||||
| 9 months | 8.590% | +13.0 bp | +61.0 bp | ||||||
| 1 year | 8.650% | +16.0 bp | +64.0 bp | 92.04 | -0.14 % | -0.58 % | |||
| 3 years | 8.860% | +22.0 bp | +101.0 bp | 77.52 | -0.60 % | -2.75 % | |||
| 5 years | 8.930% | +23.0 bp | +106.0 bp | 65.20 | -1.05 % | -4.78 % | |||
| 7 years | 8.970% | +14.0 bp | +115.0 bp | 54.81 | -0.89 % | -7.15 % | |||
| 10 years | 9.050% | +14.0 bp | +118.0 bp | 42.05 | -1.27 % | -10.30 % | |||
| 15 years | 9.260% | +21.0 bp | +135.0 bp | 26.49 | -2.86 % | -17.01 % | |||
| 20 years | 9.440% | +31.0 bp | +146.0 bp | 16.46 | -5.51 % | -23.55 % | |||
| 30 years | 9.460% | +31.0 bp | +147.0 bp | 6.64 | -8.16 % | -33.40 % | |||
10Y Bond Yield Spread - Mexico vs Main Countries
The Mexico 10Y Government Bond has a 9.050% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | 900.3 bp | +21.3 | +117.7 | ||
| Germany 10Y | 881.7 bp | +31.5 | +143.7 | ||
| France 10Y | 834.2 bp | +22.2 | +138.2 | ||
| United Kingdom 10Y | 786.1 bp | +44.4 | +139.6 | ||
| Spain 10Y | 760.7 bp | +29.7 | +119.3 | ||
| Canada 10Y | 698.5 bp | +58.2 | +142.5 | ||
| Australia 10Y | 659.7 bp | +43.5 | +151.6 | ||
| United States 10Y | 618.4 bp | +46.0 | +126.6 | ||
| Italy 10Y | 591.7 bp | +40.5 | +87.7 | ||
| China 10Y | 575.1 bp | +34.1 | +155.1 | ||
| India 10Y | 152.2 bp | +37.7 | +161.5 | ||
| Russia 10Y | 38.0 bp | +41.0 | +2.0 | ||
| Brazil 10Y | -116.0 bp | +33.0 | +256.0 |
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 | 9.460% | 6.64 | 16.51 | 36.25 | 55.99 | 75.72 | 95.46 | |
| 20 years | 9.440% | 16.46 | 25.31 | 43.01 | 60.71 | 78.41 | 96.11 | |
| 15 years | 9.260% | 26.49 | 34.43 | 50.31 | 66.18 | 82.06 | 97.94 | |
| 10 years | 9.050% | 42.05 | 48.45 | 61.26 | 74.07 | 86.87 | 99.68 | |
| 7 years | 8.970% | 54.81 | 59.85 | 69.92 | 80.00 | 90.08 | 100.15 | |
| 5 years | 8.930% | 65.20 | 69.10 | 76.89 | 84.69 | 92.48 | 100.27 | |
| 3 years | 8.860% | 77.52 | 80.05 | 85.13 | 90.20 | 95.28 | 100.36 | |
| 1 year | 8.650% | 92.04 | 92.96 | 94.80 | 96.64 | 98.48 | 100.32 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||