Last Update: 27 Jan 2021 23:15 GMT+0
The France 10Y Government Bond has a -0.308% yield.
10 Years vs 2 Years bond spread is 39.5 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 16.50 and implied probability of default is 0.28%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -8.8 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 5.2 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 39.5 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 | 16.50 | +3.77 % | -0.60 % | -11.76 % | 0.28 % |
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 | -0.626% | +25.2 bp | -6.2 bp | ||||||
| 3 months | -0.655% | +7.1 bp | -8.7 bp | ||||||
| 6 months | -0.628% | -67.8 bp | -6.6 bp | ||||||
| 9 months | -0.644% | +2.9 bp | -7.4 bp | ||||||
| 1 year | -0.615% | +5.0 bp | -6.0 bp | 100.62 | -0.05 % | +0.06 % | |||
| 2 years | -0.703% | 0.0 bp | -7.3 bp | 101.42 | 0.00 % | +0.15 % | |||
| 3 years | -0.725% | -2.3 bp | -12.0 bp | 102.21 | +0.07 % | +0.36 % | |||
| 4 years | -0.680% | -1.1 bp | -9.1 bp | 102.77 | +0.05 % | +0.37 % | |||
| 5 years | -0.651% | -2.3 bp | -10.0 bp | 103.32 | +0.12 % | +0.51 % | |||
| 6 years | -0.590% | -1.6 bp | -8.8 bp | 103.61 | +0.10 % | +0.52 % | |||
| 7 years | -0.548% | -1.3 bp | -12.6 bp | 103.92 | +0.09 % | +0.89 % | |||
| 8 years | -0.462% | +0.4 bp | -10.0 bp | 103.77 | -0.04 % | +0.81 % | |||
| 9 years | -0.383% | +0.2 bp | -12.7 bp | 103.51 | -0.02 % | +1.15 % | |||
| 10 years | -0.308% | -0.4 bp | -12.0 bp | 103.13 | +0.04 % | +1.21 % | |||
| 15 years | -0.143% | +1.0 bp | -12.6 bp | 102.17 | -0.15 % | +1.91 % | |||
| 20 years | 0.136% | +2.2 bp | -11.2 bp | 97.32 | -0.44 % | +2.26 % | |||
| 25 years | 0.231% | +1.9 bp | -11.9 bp | 94.39 | -0.47 % | +3.00 % | |||
| 30 years | 0.420% | +3.5 bp | -9.3 bp | 88.18 | -1.04 % | +2.81 % | |||
| 50 years | 0.522% | +3.6 bp | -6.1 bp | 77.08 | -1.77 % | +3.08 % | |||
10Y Bond Yield Spread - France vs Main Countries
The France 10Y Government Bond has a -0.308% 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 | 24.0 bp | -0.6 | -5.9 | ||
| Japan 10Y | -34.3 bp | -2.2 | -14.1 | ||
| Spain 10Y | -38.6 bp | -1.2 | +14.1 | ||
| United Kingdom 10Y | -57.7 bp | -2.0 | -27.3 | ||
| Italy 10Y | -92.6 bp | -6.5 | +31.0 | ||
| Canada 10Y | -110.1 bp | -7.7 | -39.1 | ||
| United States 10Y | -132.1 bp | -9.1 | -51.6 | ||
| Australia 10Y | -134.9 bp | -4.9 | -24.8 | ||
| China 10Y | -349.4 bp | +6.8 | -39.4 | ||
| India 10Y | -626.2 bp | -2.9 | -21.5 | ||
| Russia 10Y | -658.8 bp | -36.9 | -56.5 | ||
| Brazil 10Y | -799.3 bp | -59.3 | -129.8 |
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 | 0.522% | 77.08 | 120.99 | 208.80 | 296.62 | 384.43 | 472.25 | |
| 30 years | 0.420% | 88.18 | 116.32 | 172.58 | 228.84 | 285.11 | 341.37 | |
| 25 years | 0.231% | 94.39 | 118.66 | 167.19 | 215.72 | 264.25 | 312.78 | |
| 20 years | 0.136% | 97.32 | 117.04 | 156.47 | 195.90 | 235.34 | 274.77 | |
| 15 years | -0.143% | 102.17 | 117.34 | 147.69 | 178.03 | 208.38 | 238.73 | |
| 10 years | -0.308% | 103.13 | 113.30 | 133.65 | 153.99 | 174.33 | 194.68 | |
| 9 years | -0.383% | 103.51 | 112.69 | 131.04 | 149.39 | 167.74 | 186.09 | |
| 8 years | -0.462% | 103.77 | 111.94 | 128.28 | 144.62 | 160.96 | 177.29 | |
| 7 years | -0.548% | 103.92 | 111.08 | 125.39 | 139.70 | 154.01 | 168.33 | |
| 6 years | -0.590% | 103.61 | 109.74 | 121.99 | 134.24 | 146.50 | 158.75 | |
| 5 years | -0.651% | 103.32 | 108.42 | 118.62 | 128.82 | 139.01 | 149.21 | |
| 4 years | -0.680% | 102.77 | 106.84 | 114.97 | 123.11 | 131.25 | 139.39 | |
| 3 years | -0.725% | 102.21 | 105.25 | 111.34 | 117.43 | 123.52 | 129.60 | |
| 2 years | -0.703% | 101.42 | 103.44 | 107.48 | 111.53 | 115.57 | 119.61 | |
| 1 year | -0.615% | 100.62 | 101.62 | 103.64 | 105.65 | 107.66 | 109.67 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||