Last Update: 27 Oct 2020 5:15 GMT+0
The France 10Y Government Bond has a -0.302% yield.
10 Years vs 2 Years bond spread is 40.1 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 19.00 and implied probability of default is 0.32%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -6.3 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 4.6 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 40.1 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 | 19.00 | 0.00 % | -0.52 % | -2.06 % | 0.32 % |
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 | -0.620% | -2.6 bp | -5.1 bp | ||||||
| 3 months | -0.668% | -7.9 bp | -19.6 bp | ||||||
| 6 months | -0.664% | -6.8 bp | -22.5 bp | ||||||
| 9 months | -0.664% | -7.9 bp | -21.2 bp | ||||||
| 1 year | -0.640% | -6.0 bp | -19.9 bp | 100.64 | +0.06 % | +0.20 % | |||
| 2 years | -0.703% | -4.1 bp | -16.8 bp | 101.42 | +0.08 % | +0.34 % | |||
| 3 years | -0.720% | -5.4 bp | -25.6 bp | 102.19 | +0.17 % | +0.77 % | |||
| 4 years | -0.692% | -5.0 bp | -27.9 bp | 102.82 | +0.20 % | +1.13 % | |||
| 5 years | -0.657% | -4.9 bp | -33.8 bp | 103.35 | +0.24 % | +1.71 % | |||
| 6 years | -0.616% | -3.8 bp | -38.6 bp | 103.78 | +0.23 % | +2.36 % | |||
| 7 years | -0.545% | -4.8 bp | -39.1 bp | 103.90 | +0.34 % | +2.79 % | |||
| 8 years | -0.484% | -5.6 bp | -38.5 bp | 103.96 | +0.45 % | +3.13 % | |||
| 9 years | -0.376% | -4.8 bp | -34.8 bp | 103.45 | +0.44 % | +3.19 % | |||
| 10 years | -0.302% | -5.0 bp | -32.0 bp | 103.07 | +0.50 % | +3.26 % | |||
| 15 years | -0.142% | -4.9 bp | -41.6 bp | 102.15 | +0.73 % | +6.43 % | |||
| 20 years | 0.120% | -4.9 bp | -36.4 bp | 97.63 | +0.98 % | +7.53 % | |||
| 25 years | 0.218% | -4.9 bp | -36.3 bp | 94.70 | +1.23 % | +9.45 % | |||
| 30 years | 0.384% | -4.0 bp | -32.3 bp | 89.14 | +1.20 % | +10.12 % | |||
| 50 years | 0.452% | -5.0 bp | -30.9 bp | 79.81 | +2.52 % | +16.60 % | |||
10Y Bond Yield Spread - France vs Main Countries
The France 10Y Government Bond has a -0.302% 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 | 27.8 bp | +0.4 | -18.6 | ||
| Japan 10Y | -32.7 bp | -7.0 | -37.6 | ||
| Spain 10Y | -48.0 bp | +1.9 | +38.9 | ||
| United Kingdom 10Y | -58.0 bp | -14.0 | -29.2 | ||
| Canada 10Y | -92.9 bp | -13.5 | -32.4 | ||
| Italy 10Y | -103.3 bp | +11.0 | +70.5 | ||
| United States 10Y | -110.1 bp | -19.3 | -45.5 | ||
| Australia 10Y | -111.2 bp | -2.7 | -16.4 | ||
| China 10Y | -351.3 bp | -10.5 | -100.7 | ||
| India 10Y | -613.6 bp | +15.4 | -0.1 | ||
| Russia 10Y | -629.2 bp | +24.0 | -19.0 | ||
| Brazil 10Y | -783.9 bp | -51.3 | +65.2 |
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 | 0.452% | 79.81 | 124.48 | 213.80 | 303.13 | 392.45 | 481.78 | |
| 30 years | 0.384% | 89.14 | 117.42 | 173.99 | 230.56 | 287.14 | 343.71 | |
| 25 years | 0.218% | 94.70 | 119.01 | 167.62 | 216.23 | 264.84 | 313.45 | |
| 20 years | 0.120% | 97.63 | 117.38 | 156.88 | 196.38 | 235.88 | 275.38 | |
| 15 years | -0.142% | 102.15 | 117.33 | 147.67 | 178.01 | 208.36 | 238.70 | |
| 10 years | -0.302% | 103.07 | 113.24 | 133.58 | 153.91 | 174.25 | 194.58 | |
| 9 years | -0.376% | 103.45 | 112.62 | 130.96 | 149.31 | 167.65 | 185.99 | |
| 8 years | -0.484% | 103.96 | 112.13 | 128.49 | 144.84 | 161.20 | 177.55 | |
| 7 years | -0.545% | 103.90 | 111.05 | 125.36 | 139.67 | 153.98 | 168.29 | |
| 6 years | -0.616% | 103.78 | 109.91 | 122.17 | 134.43 | 146.70 | 158.96 | |
| 5 years | -0.657% | 103.35 | 108.45 | 118.65 | 128.85 | 139.05 | 149.25 | |
| 4 years | -0.692% | 102.82 | 106.89 | 115.03 | 123.17 | 131.31 | 139.45 | |
| 3 years | -0.720% | 102.19 | 105.24 | 111.32 | 117.41 | 123.50 | 129.58 | |
| 2 years | -0.703% | 101.42 | 103.44 | 107.48 | 111.53 | 115.57 | 119.61 | |
| 1 year | -0.640% | 100.64 | 101.65 | 103.66 | 105.68 | 107.69 | 109.70 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||