Last Update: 2 Jun 2020 16:15 GMT+0
The France 10Y Government Bond has a -0.045% yield.
10 Years vs 2 Years bond spread is 49.8 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 33.20 and implied probability of default is 0.55%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -2.3 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 11.8 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 49.8 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 |
AAA
|
negative |
| 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 | 33.20 | -13.32 % | -24.55 % | +11.41 % | 0.55 % |
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 | -0.549% | +3.4 bp | +18.1 bp | ||||||
| 3 months | -0.515% | +0.1 bp | +12.8 bp | ||||||
| 6 months | -0.501% | -2.7 bp | +12.2 bp | ||||||
| 9 months | -0.522% | -2.3 bp | +8.6 bp | ||||||
| 1 year | -0.520% | -2.5 bp | +6.4 bp | 100.52 | +0.02 % | -0.07 % | |||
| 2 years | -0.543% | +8.9 bp | +7.0 bp | 101.09 | -0.19 % | -0.15 % | |||
| 3 years | -0.530% | +7.3 bp | +5.1 bp | 101.61 | -0.22 % | -0.15 % | |||
| 4 years | -0.507% | +4.4 bp | +0.9 bp | 102.05 | -0.18 % | -0.04 % | |||
| 5 years | -0.425% | +4.7 bp | -3.0 bp | 102.15 | -0.23 % | +0.15 % | |||
| 6 years | -0.333% | +3.9 bp | -3.1 bp | 102.02 | -0.23 % | +0.19 % | |||
| 7 years | -0.230% | +6.3 bp | -0.5 bp | 101.62 | -0.45 % | +0.03 % | |||
| 8 years | -0.162% | +6.8 bp | +1.6 bp | 101.31 | -0.54 % | -0.13 % | |||
| 9 years | -0.091% | +6.3 bp | -3.4 bp | 100.82 | -0.57 % | +0.31 % | |||
| 10 years | -0.045% | +6.3 bp | -7.2 bp | 100.45 | -0.63 % | +0.72 % | |||
| 15 years | 0.229% | +6.0 bp | -5.0 bp | 96.63 | -0.89 % | +0.75 % | |||
| 20 years | 0.478% | +9.0 bp | -1.5 bp | 90.90 | -1.78 % | +0.30 % | |||
| 25 years | 0.601% | +11.2 bp | -6.4 bp | 86.09 | -2.75 % | +1.61 % | |||
| 30 years | 0.742% | +12.5 bp | -6.0 bp | 80.11 | -3.66 % | +1.80 % | |||
| 50 years | 0.793% | +12.0 bp | -16.9 bp | 67.37 | -5.79 % | +8.73 % | |||
10Y Bond Yield Spread - France vs Main Countries
The France 10Y Government Bond has a -0.045% 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 | 36.4 bp | -11.4 | +5.6 | ||
| Japan 10Y | -5.4 bp | +3.9 | -12.2 | ||
| United Kingdom 10Y | -27.2 bp | +8.3 | +44.1 | ||
| Canada 10Y | -58.9 bp | +4.3 | +92.2 | ||
| Spain 10Y | -61.0 bp | +22.2 | -15.6 | ||
| United States 10Y | -71.6 bp | +1.0 | +107.9 | ||
| Australia 10Y | -97.3 bp | -0.4 | +12.3 | ||
| Italy 10Y | -153.8 bp | +32.5 | -12.6 | ||
| China 10Y | -282.9 bp | -20.6 | +36.2 | ||
| Russia 10Y | -557.0 bp | +64.3 | +83.3 | ||
| India 10Y | -604.3 bp | +17.5 | +41.4 | ||
| Brazil 10Y | -696.5 bp | +68.9 | -9.4 |
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 | 0.793% | 67.37 | 108.52 | 190.81 | 273.10 | 355.38 | 437.67 | |
| 30 years | 0.742% | 80.11 | 106.92 | 160.53 | 214.14 | 267.76 | 321.37 | |
| 25 years | 0.601% | 86.09 | 109.24 | 155.53 | 201.83 | 248.12 | 294.42 | |
| 20 years | 0.478% | 90.90 | 109.93 | 147.99 | 186.06 | 224.12 | 262.18 | |
| 15 years | 0.229% | 96.63 | 111.36 | 140.81 | 170.27 | 199.73 | 229.19 | |
| 10 years | -0.045% | 100.45 | 110.48 | 130.53 | 150.58 | 170.62 | 190.67 | |
| 9 years | -0.091% | 100.82 | 109.86 | 127.95 | 146.03 | 164.11 | 182.19 | |
| 8 years | -0.162% | 101.31 | 109.36 | 125.48 | 141.60 | 157.72 | 173.83 | |
| 7 years | -0.230% | 101.62 | 108.69 | 122.82 | 136.95 | 151.08 | 165.21 | |
| 6 years | -0.333% | 102.02 | 108.09 | 120.23 | 132.37 | 144.52 | 156.66 | |
| 5 years | -0.425% | 102.15 | 107.22 | 117.35 | 127.47 | 137.60 | 147.73 | |
| 4 years | -0.507% | 102.05 | 106.11 | 114.21 | 122.31 | 130.41 | 138.51 | |
| 3 years | -0.530% | 101.61 | 104.64 | 110.70 | 116.77 | 122.83 | 128.90 | |
| 2 years | -0.543% | 101.09 | 103.11 | 107.14 | 111.18 | 115.21 | 119.24 | |
| 1 year | -0.520% | 100.52 | 101.53 | 103.54 | 105.55 | 107.56 | 109.57 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||