Last Update: 17 Jan 2020 19:15 GMT+0
The France 10Y Government Bond has a 0.042% yield.
10 Years vs 2 Years bond spread is 61.9 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 18.80 and implied probability of default is 0.31%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 0.1 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 19.7 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 61.9 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA
|
- |
| Moody's Investors Service |
Aa2
|
positive |
| Fitch Ratings |
AA
|
- |
| DBRS |
AAA
|
- |
| 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 | 18.80 | 0.00 % | 0.00 % | -50.00 % | 0.31 % |
France 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 | ||||
| 1 month | -0.579% | +11.6 bp | -7.9 bp | ||||||
| 3 months | -0.584% | +7.0 bp | -2.9 bp | ||||||
| 6 months | -0.591% | +6.4 bp | +1.3 bp | ||||||
| 9 months | -0.601% | +5.3 bp | +3.8 bp | ||||||
| 1 year | -0.578% | +4.5 bp | +6.2 bp | 100.58 | -0.05 % | -0.06 % | |||
| 2 years | -0.577% | +6.7 bp | +8.8 bp | 101.16 | -0.14 % | -0.18 % | |||
| 3 years | -0.543% | +6.6 bp | +13.1 bp | 101.65 | -0.20 % | -0.39 % | |||
| 4 years | -0.483% | +6.5 bp | +15.4 bp | 101.96 | -0.25 % | -0.61 % | |||
| 5 years | -0.380% | +4.6 bp | +16.6 bp | 101.92 | -0.23 % | -0.84 % | |||
| 6 years | -0.290% | +4.5 bp | +14.9 bp | 101.76 | -0.26 % | -0.89 % | |||
| 7 years | -0.208% | +4.0 bp | +13.2 bp | 101.47 | -0.28 % | -0.92 % | |||
| 8 years | -0.162% | +3.9 bp | +7.6 bp | 101.31 | -0.31 % | -0.60 % | |||
| 9 years | -0.050% | +3.4 bp | +9.0 bp | 100.45 | -0.31 % | -0.81 % | |||
| 10 years | 0.042% | +3.6 bp | +8.3 bp | 99.58 | -0.36 % | -0.83 % | |||
| 15 years | 0.316% | +5.1 bp | -1.4 bp | 95.38 | -0.76 % | +0.21 % | |||
| 20 years | 0.542% | +6.8 bp | -2.5 bp | 89.75 | -1.35 % | +0.49 % | |||
| 25 years | 0.725% | +8.1 bp | -2.2 bp | 83.48 | -1.98 % | +0.55 % | |||
| 30 years | 0.871% | +8.8 bp | -5.4 bp | 77.09 | -2.59 % | +1.62 % | |||
| 50 years | 1.012% | +7.7 bp | -8.5 bp | 60.44 | -3.74 % | +4.30 % | |||
10Y Bond Yield Spread - France vs Main Countries
The France 10Y Government Bond has a 0.042% 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.
| France 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 25.8 bp | -4.1 | +0.5 | ||
| Japan 10Y | 3.8 bp | +2.5 | -4.2 | ||
| Spain 10Y | -41.6 bp | -3.1 | +7.6 | ||
| United Kingdom 10Y | -58.6 bp | +16.8 | +20.8 | ||
| Australia 10Y | -113.1 bp | +5.8 | +28.1 | ||
| Italy 10Y | -132.8 bp | -5.5 | +30.2 | ||
| Canada 10Y | -152.8 bp | +10.5 | +4.4 | ||
| United States 10Y | -178.7 bp | +8.2 | +30.6 | ||
| China 10Y | -309.8 bp | +14.0 | +13.7 | ||
| Russia 10Y | -614.3 bp | +16.1 | +126.8 | ||
| India 10Y | -658.0 bp | +15.8 | -19.4 | ||
| Brazil 10Y | -675.0 bp | +18.1 | +60.1 |
France 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% | |||
| 50 years | 1.012% | 60.44 | 99.53 | 177.71 | 255.88 | 334.05 | 412.23 | |
| 30 years | 0.871% | 77.09 | 103.39 | 155.99 | 208.60 | 261.20 | 313.80 | |
| 25 years | 0.725% | 83.48 | 106.27 | 151.85 | 197.43 | 243.01 | 288.59 | |
| 20 years | 0.542% | 89.75 | 108.66 | 146.47 | 184.28 | 222.09 | 259.90 | |
| 15 years | 0.316% | 95.38 | 110.01 | 139.26 | 168.52 | 197.77 | 227.03 | |
| 10 years | 0.042% | 99.58 | 109.56 | 129.51 | 149.47 | 169.42 | 189.37 | |
| 9 years | -0.050% | 100.45 | 109.47 | 127.52 | 145.56 | 163.61 | 181.65 | |
| 8 years | -0.162% | 101.31 | 109.36 | 125.48 | 141.60 | 157.72 | 173.83 | |
| 7 years | -0.208% | 101.47 | 108.53 | 122.64 | 136.76 | 150.88 | 165.00 | |
| 6 years | -0.290% | 101.76 | 107.82 | 119.94 | 132.06 | 144.19 | 156.31 | |
| 5 years | -0.380% | 101.92 | 106.98 | 117.09 | 127.21 | 137.32 | 147.44 | |
| 4 years | -0.483% | 101.96 | 106.00 | 114.10 | 122.20 | 130.30 | 138.39 | |
| 3 years | -0.543% | 101.65 | 104.68 | 110.75 | 116.81 | 122.88 | 128.94 | |
| 2 years | -0.577% | 101.16 | 103.18 | 107.22 | 111.25 | 115.29 | 119.32 | |
| 1 year | -0.578% | 100.58 | 101.59 | 103.60 | 105.61 | 107.62 | 109.63 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||