Exploring Mexico's Yield Curves with Alphacast

Exploring Mexico's Yield Curves with Alphacast

By Martina Mas(mmas@alphacast.io)


Access Global Yield Curves data here


In the fast-paced realm of finance, knowledge is power. And when it comes to navigating the intricate world of yield curves, having accurate and timely information is paramount such.

Our dataset provides an extensive analysis of yield curves across multiple countries, encompassing a wide range of maturities. With this information at your fingertips, you can gain valuable insights and create visual information that can help you understand the global economic outlook.

Let's see World Data

In AlphaCast, users have the flexibility to either create custom variables for analyzing global data or directly utilize the variables as they come within the dataset. You can add such as many variables as you need. We suggest you to give a quick read to how to calculate variables and a full list of all fuctions.

Here's a sneak peek of an idea: you can visualize the spread of each country versus the United States for 10-year yield curves. The variable spread refers to the gap or difference between the yields of the government bonds of Mexico and the United States, typically measured in basis points.

Related to the mencionated before, on the left you can find a world map showcasing the spread between every country and United States for 10-year yield curves. This chart offers a compelling visual representation of global financial markets. Countries such as Mexico, Peru, Chile, and China tend to have lower spreads, indicating that their bond yields are closer to or even lower than the yields of U.S. Treasury bonds. Conversely, Pakistan, Egypt, Russia, Brazil, and others show relatively higher spreads. Particulary, Mexico stands out with significantly higher 10-year yields spread compared to other countries worldwide, ranging between 300-600 basis points.

To your right, you can explore the anual difference in basic point of spreads for all countries. Additionally, users can customize the chart by adding or removing countries according to their preferences. By examining the chart, it is evident that Mexico has experienced a slight decrease of spread compared to the same period in 2022.

Mexico's Yield Curves Analysis

Alphacast offers the ability to create a multitude of visualizations, from time series charts to bar charts. Simply click on the Transform Data button within our dataset and dive into the world of creating pipelines and performing all the necessary transformations to organize your data. For that, just take a look at all transforms you can apply.

In Mexico, the 10-year yield curves currently range between 800 and 1000 basis points, while the spread with the United States falls within the range of 450-600 basis points. This information highlights the higher yields and risk perception in Mexico's bond market compared to the United States.

Moreover, Alphacast provides the capability to examine the changes in the 10-year yield curve for various timeframes. For that, the second chart reflects variations for one week, one month, three months, six months, nine months, one year and even more.

Read more Alphacast Highlights here

Martina Mas

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Martina Mas

This repository compiles the contributions of the Alphacast team on various current topics in the global economy.

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