Last Update: 24 Jan 2020 11:15 GMT+0
The Morocco 10Y Government Bond has a 2.763% yield.
10 Years vs 2 Years bond spread is 45.5 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 2.25% (last modification in March 2016).
The Morocco credit rating is BBB-, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 8.5 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 45.5 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB-
|
- |
| 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 | 2.235% | 0.0 bp | -5.4 bp | ||||||
| 6 months | 2.252% | -0.4 bp | -5.8 bp | ||||||
| 2 years | 2.308% | 0.0 bp | -5.9 bp | 95.54 | 0.00 % | +0.12 % | |||
| 5 years | 2.393% | +0.2 bp | -2.9 bp | 88.85 | -0.01 % | +0.15 % | |||
| 10 years | 2.763% | 0.0 bp | -10.0 bp | 76.14 | 0.00 % | +0.97 % | |||
| 15 years | 2.943% | 0.0 bp | -42.2 bp | 64.72 | 0.00 % | +6.32 % | |||
10Y Bond Yield Spread - Morocco vs Main Countries
The Morocco 10Y Government Bond has a 2.763% 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 | 305.9 bp | +5.1 | -17.9 | ||
| France 10Y | 281.0 bp | +10.6 | -16.6 | ||
| Japan 10Y | 278.1 bp | +2.0 | -23.1 | ||
| Spain 10Y | 238.9 bp | +4.8 | -11.7 | ||
| United Kingdom 10Y | 217.1 bp | +17.8 | -1.5 | ||
| Australia 10Y | 166.0 bp | +20.3 | +8.0 | ||
| Italy 10Y | 150.7 bp | +25.0 | +14.3 | ||
| Canada 10Y | 134.6 bp | +20.0 | -6.8 | ||
| United States 10Y | 102.5 bp | +16.5 | +21.0 | ||
| China 10Y | -27.1 bp | +16.8 | +4.4 | ||
| Russia 10Y | -343.2 bp | +14.0 | +97.5 | ||
| India 10Y | -381.1 bp | -0.3 | -23.6 | ||
| Brazil 10Y | -393.4 bp | +24.0 | +39.3 |
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 | 2.943% | 64.72 | 76.71 | 100.68 | 124.66 | 148.63 | 172.61 | |
| 10 years | 2.763% | 76.14 | 84.78 | 102.05 | 119.31 | 136.58 | 153.85 | |
| 5 years | 2.393% | 88.85 | 93.51 | 102.83 | 112.15 | 121.47 | 130.79 | |
| 2 years | 2.308% | 95.54 | 97.47 | 101.34 | 105.20 | 109.07 | 112.93 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||