Last Update: 20 Aug 2019 0:15 GMT+0
The Morocco 10Y Government Bond has a 2.863% yield.
10 Years vs 2 Years bond spread is 49.6 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 2.25%.
The Morocco rating is BBB-, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 5.5 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 49.6 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB-
|
negative |
| Moody's Investors Service |
Ba1
|
- |
| Fitch Ratings |
BBB-
|
- |
| DBRS |
-
|
- |
| Morocco Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 2.25% |
Morocco 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 | ||||
| 3 months | 2.292% | -0.9 bp | -7.9 bp | ||||||
| 6 months | 2.286% | -2.8 bp | -9.9 bp | ||||||
| 2 years | 2.367% | 0.0 bp | -13.8 bp | 95.43 | 0.00 % | +0.27 % | |||
| 5 years | 2.422% | 0.0 bp | -29.6 bp | 88.72 | 0.00 % | +1.45 % | |||
| 10 years | 2.863% | 0.0 bp | -32.3 bp | 75.41 | 0.00 % | +3.19 % | |||
| 15 years | 3.365% | 0.0 bp | -35.9 bp | 60.87 | 0.00 % | +5.35 % | |||
10Y Bond Yield Spread - Morocco vs Main Countries
The Morocco 10Y Government Bond has a 2.863% 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.
| Morocco 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 350.9 bp | +32.2 | +42.3 | ||
| France 10Y | 322.5 bp | +29.1 | +57.1 | ||
| Japan 10Y | 308.7 bp | +9.9 | -13.5 | ||
| Spain 10Y | 271.6 bp | +24.0 | +73.2 | ||
| United Kingdom 10Y | 237.9 bp | +25.3 | +37.1 | ||
| Australia 10Y | 192.0 bp | +41.3 | +83.4 | ||
| Canada 10Y | 167.5 bp | +32.1 | +38.5 | ||
| Italy 10Y | 138.2 bp | +12.7 | +109.1 | ||
| United States 10Y | 126.9 bp | +46.3 | +72.4 | ||
| China 10Y | -17.8 bp | +13.2 | -21.9 | ||
| India 10Y | -371.8 bp | -22.0 | +64.1 | ||
| Brazil 10Y | -441.7 bp | +4.5 | +128.7 | ||
| Russia 10Y | -448.7 bp | 0.0 | +64.7 |
Morocco 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% | |||
| 15 years | 3.365% | 60.87 | 72.50 | 95.76 | 119.01 | 142.27 | 165.53 | |
| 10 years | 2.863% | 75.41 | 84.00 | 101.18 | 118.36 | 135.54 | 152.72 | |
| 5 years | 2.422% | 88.72 | 93.38 | 102.69 | 112.00 | 121.32 | 130.63 | |
| 2 years | 2.367% | 95.43 | 97.36 | 101.22 | 105.08 | 108.95 | 112.81 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||