Last Update: 20 Oct 2019 22:15 GMT+0
The Morocco 10Y Government Bond has a 2.813% 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% (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 | 5.6 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-
|
- |
| 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 | 2.229% | -19.2 bp | -7.1 bp | ||||||
| 6 months | 2.100% | -12.3 bp | -23.3 bp | ||||||
| 2 years | 2.317% | -5.0 bp | -5.1 bp | 95.52 | +0.09 % | +0.09 % | |||
| 5 years | 2.373% | -5.0 bp | -12.5 bp | 88.94 | +0.25 % | +0.62 % | |||
| 10 years | 2.813% | -5.0 bp | -11.4 bp | 75.77 | +0.48 % | +1.11 % | |||
| 15 years | 3.295% | -2.5 bp | -19.3 bp | 61.49 | +0.36 % | +2.84 % | |||
10Y Bond Yield Spread - Morocco vs Main Countries
The Morocco 10Y Government Bond has a 2.813% 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 | 319.6 bp | -19.2 | +29.2 | ||
| Japan 10Y | 295.3 bp | -12.5 | -0.1 | ||
| France 10Y | 289.4 bp | -19.0 | +33.7 | ||
| Spain 10Y | 257.1 bp | -4.0 | +70.5 | ||
| United Kingdom 10Y | 210.4 bp | -13.5 | +37.6 | ||
| Italy 10Y | 179.1 bp | -14.1 | +146.1 | ||
| Australia 10Y | 168.7 bp | -15.4 | +68.3 | ||
| Canada 10Y | 126.3 bp | -21.3 | +10.2 | ||
| United States 10Y | 105.9 bp | -8.2 | +69.2 | ||
| China 10Y | -38.5 bp | -13.0 | +7.8 | ||
| Brazil 10Y | -372.2 bp | +49.5 | +231.1 | ||
| Russia 10Y | -375.7 bp | +39.0 | +155.6 | ||
| India 10Y | -399.3 bp | -7.4 | +50.0 |
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 | 3.295% | 61.49 | 73.18 | 96.55 | 119.93 | 143.30 | 166.68 | |
| 10 years | 2.813% | 75.77 | 84.39 | 101.61 | 118.83 | 136.06 | 153.28 | |
| 5 years | 2.373% | 88.94 | 93.60 | 102.92 | 112.25 | 121.58 | 130.90 | |
| 2 years | 2.317% | 95.52 | 97.45 | 101.32 | 105.19 | 109.05 | 112.92 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||