Last Update: 19 Jan 2022 18:15 GMT+0
The France 10Y Government Bond has a 0.378% yield.
10 Years vs 2 Years bond spread is 90.1 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.00% (last modification in March 2016).
The France credit rating is AA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 19.70 and implied probability of default is 0.33%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 11.2 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 38.7 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 90.1 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA
|
- |
| Moody's Investors Service |
Aa2
|
- |
| Fitch Ratings |
AA
|
negative |
| DBRS |
AA (high)
|
- |
| France Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 19.70 | -1.99 % | -5.74 % | +23.90 % | 0.33 % |
France 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 | ||||
| 1 month | -0.638% | +40.1 bp | +2.1 bp | ||||||
| 3 months | -0.645% | +19.7 bp | -0.7 bp | ||||||
| 6 months | -0.702% | +7.9 bp | +1.8 bp | ||||||
| 9 months | -0.669% | +4.0 bp | +0.5 bp | ||||||
| 1 year | -0.635% | +4.4 bp | +1.0 bp | 100.64 | -0.04 % | -0.01 % | |||
| 2 years | -0.523% | +14.2 bp | +15.1 bp | 101.05 | -0.29 % | -0.31 % | |||
| 3 years | -0.373% | +29.3 bp | +30.2 bp | 101.13 | -0.87 % | -0.90 % | |||
| 4 years | -0.257% | +30.5 bp | +35.1 bp | 101.03 | -1.22 % | -1.41 % | |||
| 5 years | -0.136% | +36.2 bp | +41.2 bp | 100.68 | -1.80 % | -2.05 % | |||
| 6 years | -0.050% | +38.1 bp | +41.2 bp | 100.30 | -2.27 % | -2.45 % | |||
| 7 years | -0.006% | +35.0 bp | +37.7 bp | 100.04 | -2.42 % | -2.61 % | |||
| 8 years | 0.121% | +38.8 bp | +40.6 bp | 99.04 | -3.05 % | -3.20 % | |||
| 9 years | 0.249% | +36.4 bp | +38.9 bp | 97.79 | -3.22 % | -3.44 % | |||
| 10 years | 0.378% | +40.7 bp | +42.4 bp | 96.30 | -3.98 % | -4.14 % | |||
| 15 years | 0.578% | +35.0 bp | +35.7 bp | 91.72 | -5.09 % | -5.19 % | |||
| 20 years | 0.680% | +33.1 bp | +30.5 bp | 87.32 | -6.38 % | -5.90 % | |||
| 25 years | 0.868% | +39.3 bp | +36.8 bp | 80.57 | -9.30 % | -8.73 % | |||
| 30 years | 1.008% | +31.0 bp | +26.4 bp | 74.02 | -8.81 % | -7.54 % | |||
| 50 years | 1.126% | +29.6 bp | +23.7 bp | 57.13 | -13.64 % | -11.07 % | |||
France 10Y Bond Yield Spread
The France 10Y Government Bond has a 0.378% 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. Instead, a negative spread is marked by a green circle.
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.
| France 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 38.8 bp | +3.5 bp | +4.0 bp | Compare | |
| Japan 10Y | 24.4 bp | +31.5 bp | +30.5 bp | Compare | |
| Spain 10Y | -30.1 bp | +6.4 bp | +8.5 bp | Compare | |
| United Kingdom 10Y | -88.4 bp | -9.1 bp | -29.2 bp | Compare | |
| Italy 10Y | -102.8 bp | -9.9 bp | -27.9 bp | Compare | |
| United States 10Y | -145.4 bp | -1.8 bp | -21.6 bp | Compare | |
| Canada 10Y | -148.7 bp | -13.7 bp | -29.6 bp | Compare | |
| Australia 10Y | -157.8 bp | +4.1 bp | -35.4 bp | Compare | |
| China 10Y | -236.7 bp | +53.3 bp | +64.5 bp | Compare | |
| India 10Y | -622.0 bp | +22.0 bp | -4.7 bp | Compare | |
| Russia 10Y | -889.2 bp | -44.8 bp | -162.1 bp | Compare | |
| Brazil 10Y | -1117.3 bp | -38.0 bp | -233.8 bp | Compare |
France Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 50 years | 1.126% | 57.13 | 95.20 | 171.35 | 247.50 | 323.64 | 399.79 | |
| 30 years | 1.008% | 74.02 | 99.79 | 151.35 | 202.90 | 254.46 | 306.01 | |
| 25 years | 0.868% | 80.57 | 102.96 | 147.73 | 192.50 | 237.27 | 282.05 | |
| 20 years | 0.680% | 87.32 | 105.96 | 143.25 | 180.53 | 217.81 | 255.09 | |
| 15 years | 0.578% | 91.72 | 106.05 | 134.70 | 163.36 | 192.02 | 220.67 | |
| 10 years | 0.378% | 96.30 | 106.09 | 125.68 | 145.27 | 164.86 | 184.45 | |
| 9 years | 0.249% | 97.79 | 106.68 | 124.45 | 142.23 | 160.01 | 177.79 | |
| 8 years | 0.121% | 99.04 | 106.99 | 122.91 | 138.82 | 154.73 | 170.65 | |
| 7 years | -0.006% | 100.04 | 107.04 | 121.04 | 135.05 | 149.05 | 163.05 | |
| 6 years | -0.050% | 100.30 | 106.31 | 118.33 | 130.35 | 142.37 | 154.40 | |
| 5 years | -0.136% | 100.68 | 105.70 | 115.74 | 125.79 | 135.83 | 145.87 | |
| 4 years | -0.257% | 101.03 | 105.06 | 113.11 | 121.16 | 129.22 | 137.27 | |
| 3 years | -0.373% | 101.13 | 104.15 | 110.19 | 116.24 | 122.29 | 128.33 | |
| 2 years | -0.523% | 101.05 | 103.07 | 107.10 | 111.13 | 115.16 | 119.20 | |
| 1 year | -0.635% | 100.64 | 101.65 | 103.66 | 105.67 | 107.68 | 109.70 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||