Last Update: 3 Apr 2020 16:15 GMT+0
The Mexico 10Y Government Bond has a 7.370% yield.
Central Bank Rate is 6.50% (last modification in March 2020).
The Mexico credit rating is BBB, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 261.46 and implied probability of default is 4.36%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB
|
negative |
| Moody's Investors Service |
A3
|
negative |
| Fitch Ratings |
BBB
|
- |
| DBRS |
BBB (high)
|
negative |
| Mexico Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 6.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 261.46 | +54.99 % | +164.82 % | +123.80 % | 4.36 % |
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 | 6.504% | -41.2 bp | -110.6 bp | ||||||
| 3 months | 6.419% | -42.9 bp | -118.1 bp | ||||||
| 6 months | 6.255% | -35.4 bp | -120.5 bp | ||||||
| 9 months | 6.186% | -28.9 bp | -96.4 bp | ||||||
| 1 year | 6.061% | -51.7 bp | -106.9 bp | 94.29 | +0.49 % | +1.02 % | |||
| 3 years | 6.303% | -4.9 bp | -33.7 bp | 83.25 | +0.14 % | +0.96 % | |||
| 5 years | 6.482% | +11.4 bp | -21.8 bp | 73.05 | -0.53 % | +1.02 % | |||
| 7 years | 7.064% | +53.5 bp | +35.4 bp | 62.01 | -3.46 % | -2.30 % | |||
| 10 years | 7.370% | +74.5 bp | +63.0 bp | 49.11 | -6.72 % | -5.72 % | |||
| 15 years | 7.863% | +112.4 bp | +77.3 bp | 32.13 | -14.55 % | -10.23 % | |||
| 20 years | 8.307% | +133.6 bp | +118.7 bp | 20.27 | -21.98 % | -19.79 % | |||
| 30 years | 8.488% | +145.3 bp | +117.8 bp | 8.68 | -33.28 % | -27.91 % | |||
10Y Bond Yield Spread - Mexico vs Main Countries
The Mexico 10Y Government Bond has a 7.370% 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 | 781.4 bp | +54.7 | +48.4 | ||
| Japan 10Y | 737.4 bp | +64.3 | +44.0 | ||
| France 10Y | 730.5 bp | +35.3 | +27.4 | ||
| United Kingdom 10Y | 706.0 bp | +82.2 | +78.9 | ||
| United States 10Y | 679.2 bp | +116.6 | +158.8 | ||
| Canada 10Y | 667.6 bp | +101.6 | +118.2 | ||
| Spain 10Y | 664.0 bp | +20.7 | +5.1 | ||
| Australia 10Y | 661.8 bp | +71.8 | +78.8 | ||
| Italy 10Y | 583.2 bp | +20.1 | -7.6 | ||
| China 10Y | 476.0 bp | +93.4 | +117.5 | ||
| India 10Y | 106.4 bp | +78.1 | +93.0 | ||
| Russia 10Y | 55.5 bp | +9.5 | +83.5 | ||
| Brazil 10Y | -51.2 bp | -54.7 | -26.2 |
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 | 8.488% | 8.68 | 19.44 | 40.96 | 62.47 | 83.99 | 105.51 | |
| 20 years | 8.307% | 20.27 | 29.87 | 49.06 | 68.26 | 87.46 | 106.65 | |
| 15 years | 7.863% | 32.13 | 40.76 | 58.02 | 75.29 | 92.55 | 109.81 | |
| 10 years | 7.370% | 49.11 | 56.02 | 69.83 | 83.64 | 97.45 | 111.26 | |
| 7 years | 7.064% | 62.01 | 67.39 | 78.15 | 88.90 | 99.66 | 110.41 | |
| 5 years | 6.482% | 73.05 | 77.21 | 85.52 | 93.84 | 102.15 | 110.47 | |
| 3 years | 6.303% | 83.25 | 85.90 | 91.22 | 96.54 | 101.85 | 107.17 | |
| 1 year | 6.061% | 94.29 | 95.23 | 97.11 | 99.00 | 100.89 | 102.77 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||