Last Update: 4 Aug 2020 14:15 GMT+0
The France 10Y Government Bond has a -0.244% yield.
10 Years vs 2 Years bond spread is 39.8 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 19.90 and implied probability of default is 0.33%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -8.4 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 3.5 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 39.8 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 | 19.90 | -1.49 % | -12.33 % | -6.13 % | 0.33 % |
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 | -0.560% | +0.3 bp | -0.1 bp | ||||||
| 3 months | -0.571% | -3.2 bp | +1.9 bp | ||||||
| 6 months | -0.564% | -2.6 bp | +2.3 bp | ||||||
| 9 months | -0.577% | -3.8 bp | +2.2 bp | ||||||
| 1 year | -0.558% | -2.1 bp | +2.1 bp | 100.56 | +0.02 % | -0.02 % | |||
| 2 years | -0.642% | -1.5 bp | -2.2 bp | 101.30 | +0.03 % | +0.05 % | |||
| 3 years | -0.639% | -3.8 bp | -5.7 bp | 101.94 | +0.12 % | +0.17 % | |||
| 4 years | -0.637% | -7.1 bp | -8.0 bp | 102.59 | +0.28 % | +0.32 % | |||
| 5 years | -0.607% | -9.2 bp | -13.3 bp | 103.09 | +0.46 % | +0.67 % | |||
| 6 years | -0.563% | -11.1 bp | -14.5 bp | 103.45 | +0.67 % | +0.88 % | |||
| 7 years | -0.492% | -12.6 bp | -16.7 bp | 103.51 | +0.89 % | +1.18 % | |||
| 8 years | -0.426% | -12.1 bp | -16.0 bp | 103.47 | +0.98 % | +1.29 % | |||
| 9 years | -0.312% | -12.7 bp | -12.6 bp | 102.85 | +1.15 % | +1.14 % | |||
| 10 years | -0.244% | -12.8 bp | -10.3 bp | 102.47 | +1.28 % | +1.04 % | |||
| 15 years | -0.074% | -16.9 bp | -19.6 bp | 101.12 | +2.57 % | +2.98 % | |||
| 20 years | 0.186% | -16.5 bp | -18.9 bp | 96.35 | +3.35 % | +3.84 % | |||
| 25 years | 0.286% | -18.9 bp | -22.1 bp | 93.11 | +4.82 % | +5.66 % | |||
| 30 years | 0.441% | -17.6 bp | -26.0 bp | 87.63 | +5.39 % | +8.07 % | |||
| 50 years | 0.512% | -17.0 bp | -28.4 bp | 77.46 | +8.81 % | +15.15 % | |||
10Y Bond Yield Spread - France vs Main Countries
The France 10Y Government Bond has a -0.244% 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 | 31.4 bp | -0.6 | +5.2 | ||
| Japan 10Y | -25.3 bp | -10.4 | -15.9 | ||
| United Kingdom 10Y | -31.2 bp | -0.9 | +38.9 | ||
| Spain 10Y | -52.2 bp | +3.5 | -11.0 | ||
| Canada 10Y | -68.0 bp | -0.7 | +79.6 | ||
| United States 10Y | -75.9 bp | +2.6 | +98.5 | ||
| Australia 10Y | -106.2 bp | -4.0 | +8.3 | ||
| Italy 10Y | -126.1 bp | +17.6 | -18.2 | ||
| China 10Y | -321.2 bp | -16.7 | -19.7 | ||
| India 10Y | -607.7 bp | -11.6 | +56.8 | ||
| Russia 10Y | -612.9 bp | +2.7 | +26.7 | ||
| Brazil 10Y | -650.2 bp | +8.1 | +19.6 |
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 | 0.512% | 77.46 | 121.48 | 209.51 | 297.54 | 385.56 | 473.59 | |
| 30 years | 0.441% | 87.63 | 115.68 | 171.76 | 227.85 | 283.93 | 340.01 | |
| 25 years | 0.286% | 93.11 | 117.20 | 165.39 | 213.58 | 261.77 | 309.95 | |
| 20 years | 0.186% | 96.35 | 115.97 | 155.20 | 194.43 | 233.65 | 272.88 | |
| 15 years | -0.074% | 101.12 | 116.21 | 146.38 | 176.56 | 206.74 | 236.92 | |
| 10 years | -0.244% | 102.47 | 112.61 | 132.88 | 153.15 | 173.42 | 193.69 | |
| 9 years | -0.312% | 102.85 | 111.99 | 130.28 | 148.56 | 166.85 | 185.13 | |
| 8 years | -0.426% | 103.47 | 111.63 | 127.94 | 144.25 | 160.56 | 176.87 | |
| 7 years | -0.492% | 103.51 | 110.65 | 124.93 | 139.21 | 153.49 | 167.77 | |
| 6 years | -0.563% | 103.45 | 109.57 | 121.81 | 134.05 | 146.29 | 158.53 | |
| 5 years | -0.607% | 103.09 | 108.18 | 118.37 | 128.55 | 138.74 | 148.92 | |
| 4 years | -0.637% | 102.59 | 106.65 | 114.78 | 122.91 | 131.04 | 139.17 | |
| 3 years | -0.639% | 101.94 | 104.98 | 111.06 | 117.14 | 123.21 | 129.29 | |
| 2 years | -0.642% | 101.30 | 103.32 | 107.35 | 111.39 | 115.43 | 119.47 | |
| 1 year | -0.558% | 100.56 | 101.57 | 103.58 | 105.59 | 107.60 | 109.61 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||