Last Update: 2 Jun 2020 6:15 GMT+0
The Morocco 10Y Government Bond has a 2.754% yield.
10 Years vs 2 Years bond spread is 42.8 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 2.00% (last modification in March 2020).
The Morocco credit rating is BBB-, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 23.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 42.8 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-
|
negative |
| DBRS |
-
|
- |
| Morocco Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 2.00% |
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 | 2.152% | 0.0 bp | -9.3 bp | ||||||
| 6 months | 2.179% | +0.5 bp | -7.7 bp | ||||||
| 2 years | 2.326% | +4.8 bp | +4.3 bp | 95.51 | -0.09 % | -0.08 % | |||
| 5 years | 2.557% | +2.1 bp | +9.4 bp | 88.14 | -0.10 % | -0.46 % | |||
| 10 years | 2.754% | +7.7 bp | -17.3 bp | 76.21 | -0.74 % | +1.69 % | |||
| 15 years | 2.875% | -11.1 bp | -19.3 bp | 65.37 | +1.63 % | +2.86 % | |||
10Y Bond Yield Spread - Morocco vs Main Countries
The Morocco 10Y Government Bond has a 2.754% 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 | 317.0 bp | -9.3 | -3.8 | ||
| France 10Y | 279.3 bp | +0.8 | -10.7 | ||
| Japan 10Y | 275.1 bp | +5.9 | -21.7 | ||
| United Kingdom 10Y | 252.2 bp | +9.2 | +33.5 | ||
| Canada 10Y | 222.1 bp | +6.8 | +83.2 | ||
| Spain 10Y | 218.4 bp | +23.1 | -26.2 | ||
| United States 10Y | 209.2 bp | +3.3 | +98.7 | ||
| Australia 10Y | 184.6 bp | +3.0 | +4.2 | ||
| Italy 10Y | 128.5 bp | +36.3 | -20.3 | ||
| China 10Y | -3.2 bp | -19.4 | +25.9 | ||
| Russia 10Y | -274.1 bp | +68.7 | +76.2 | ||
| India 10Y | -331.1 bp | +12.2 | +24.6 | ||
| Brazil 10Y | -417.6 bp | +69.3 | -20.5 |
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 | 2.875% | 65.37 | 77.41 | 101.51 | 125.60 | 149.69 | 173.79 | |
| 10 years | 2.754% | 76.21 | 84.85 | 102.13 | 119.40 | 136.68 | 153.95 | |
| 5 years | 2.557% | 88.14 | 92.78 | 102.05 | 111.33 | 120.61 | 129.88 | |
| 2 years | 2.326% | 95.51 | 97.44 | 101.30 | 105.17 | 109.03 | 112.90 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||