The Mauritius 10Y Government Bond has a 5.520% yield.
10 Years vs 2 Years bond spread is 154.3 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 4.50% (last modification in December 2022).
The Mauritius credit rating is BBB-, according to Standard & Poor's agency.
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Mauritius Yield Curve
| Residual Maturity |
Yield | ZC Price | Last Change |
||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 4 months | 3.365% | -13.5 bp | +16.5 bp | 26 Apr | |||||
| 6 months | 3.866% | +18.0 bp | +33.7 bp | 26 Apr | |||||
| 8 months | 3.905% | +12.8 bp | +47.7 bp | 26 Apr | |||||
| 1 year | 3.984% | -7.7 bp | +32.2 bp | 96.17 | +0.07 % | -0.31 % | 26 Apr | ||
| 2 years | 3.977% | +9.8 bp | +28.4 bp | 92.50 | -0.18 % | -0.54 % | 26 Apr | ||
| 3 years | 4.536% | +12.4 bp | +67.8 bp | 87.54 | -0.35 % | -1.93 % | 26 Apr | ||
| 4 years | 4.898% | +11.1 bp | +84.9 bp | 82.59 | -0.42 % | -3.20 % | 26 Apr | ||
| 5 years | 5.066% | +10.5 bp | +96.4 bp | 78.11 | -0.50 % | -4.50 % | 26 Apr | ||
| 10 years | 5.520% | +24.6 bp | +103.6 bp | 58.43 | -2.31 % | -9.40 % | 26 Apr | ||
| 15 years | 5.663% | +24.6 bp | +77.8 bp | 43.77 | -3.44 % | -10.49 % | 26 Apr | ||
| 20 years | 5.786% | +22.5 bp | +87.2 bp | 32.47 | -4.16 % | -15.24 % | 26 Apr | ||
| Last Update: 28 Apr 2024 2:18 GMT+0 | |||||||||
Mauritius Yield Analysis
Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases.
For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive.
If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
| Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (4.50%) |
|||
|---|---|---|---|---|---|---|
| 1 year | 2 years | 5 years | ||||
| 10 years | 5.520% | 102.0 bp | ||||
| 5 years | 5.066% | 56.6 bp | ||||
| 2 years | 3.977% | -52.3 bp | ||||
| 1 year | 3.984% | -51.6 bp | ||||
Focusing on 2 years Government Bond:
| 2Y vs 1Y | -0.7 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 108.9 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 154.3 bp | Normal Convexity in Long-Term vs Short-Term Maturities |
Mauritius Credit Ratings
A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation). For a deeper analysis of credit ratings, click here Mauritius Credit Ratings History
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's | BBB- | - |
| Moody's Investors Service | Baa3 | - |
| Fitch Ratings | - | - |
| DBRS | - | - |
Mauritius Interest Rates
A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
| Interest Rates | Value | |
|---|---|---|
| Central Bank Rate | 4.50% |
Mauritius 10Y Bond Yield Spread
The Mauritius 10Y Government Bond has a 5.520% yield.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Mauritius 10Y vs | Current Spread | Chg 1M | Chg 6M | Compare Countries |
|
|---|---|---|---|---|---|
| vs Japan 10Y | 463.8 bp | +7.0 bp | +102.8 bp | ||
| vs China 10Y | 317.8 bp | +15.1 bp | +142.9 bp | ||
| vs Germany 10Y | 294.2 bp | -2.7 bp | +127.2 bp | ||
| vs France 10Y | 245.1 bp | -0.2 bp | +140.7 bp | ||
| vs Spain 10Y | 214.9 bp | +3.9 bp | +157.4 bp | ||
| vs Canada 10Y | 166.9 bp | -11.1 bp | +120.3 bp | ||
| vs Italy 10Y | 163.0 bp | +4.5 bp | +198.5 bp | ||
| vs United Kingdom 10Y | 119.2 bp | -13.6 bp | +127.0 bp | ||
| vs Australia 10Y | 98.0 bp | -29.7 bp | +131.3 bp | ||
| vs United States 10Y | 85.7 bp | -20.7 bp | +121.8 bp | ||
| vs India 10Y | -167.9 bp | +9.9 bp | +118.8 bp | ||
| vs Brazil 10Y | -606.7 bp | -38.1 bp | +117.0 bp | ||
| vs Russia 10Y | -891.0 bp | -34.4 bp | -90.4 bp |
Mauritius Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates.
Click on for a forecast of the yield.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | ||||
| 20 years | 5.786% | 32.47 | 44.14 | 67.48 | 90.83 | 114.17 | 137.51 | ||
| 15 years | 5.663% | 43.77 | 53.70 | 73.56 | 93.42 | 113.28 | 133.14 | ||
| 10 years | 5.520% | 58.43 | 65.96 | 81.02 | 96.08 | 111.14 | 126.21 | ||
| 5 years | 5.066% | 78.11 | 82.43 | 91.07 | 99.71 | 108.36 | 117.00 | ||
| 4 years | 4.898% | 82.59 | 86.15 | 93.25 | 100.36 | 107.47 | 114.58 | ||
| 3 years | 4.536% | 87.54 | 90.29 | 95.78 | 101.27 | 106.77 | 112.26 | ||
| 2 years | 3.977% | 92.50 | 94.38 | 98.16 | 101.93 | 105.70 | 109.48 | ||
| 1 year | 3.984% | 96.17 | 97.13 | 99.05 | 100.98 | 102.90 | 104.82 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||
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