Last Update: 18 Jun 2019 18:15 GMT+0
The France 10Y Government Bond has a 0.014% yield.
10 Years vs 2 Years bond spread is 69.8 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 0.00%.
The France rating is AA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 27.20 and implied probability of default is 0.45%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -9.5 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 16 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 69.8 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 | 27.20 | -3.20 % | -4.56 % | +4.21 % | 0.45 % |
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 | -0.570% | -2.2 bp | +37.2 bp | ||||||
| 3 months | -0.605% | -6.2 bp | +28.5 bp | ||||||
| 6 months | -0.575% | +0.6 bp | +24.5 bp | ||||||
| 9 months | -0.590% | -1.7 bp | +6.6 bp | ||||||
| 1 year | -0.589% | -3.9 bp | +5.1 bp | 100.59 | +0.04 % | -0.05 % | |||
| 2 years | -0.684% | -12.5 bp | -25.5 bp | 101.38 | +0.25 % | +0.52 % | |||
| 3 years | -0.662% | -15.4 bp | -38.1 bp | 102.01 | +0.46 % | +1.15 % | |||
| 4 years | -0.614% | -19.6 bp | -48.5 bp | 102.49 | +0.79 % | +1.96 % | |||
| 5 years | -0.524% | -22.2 bp | -56.6 bp | 102.66 | +1.12 % | +2.88 % | |||
| 6 years | -0.409% | -21.9 bp | -60.5 bp | 102.49 | +1.32 % | +3.70 % | |||
| 7 years | -0.310% | -18.1 bp | -57.5 bp | 102.20 | +1.28 % | +4.12 % | |||
| 8 years | -0.205% | -25.2 bp | -71.3 bp | 101.66 | +2.05 % | +5.86 % | |||
| 9 years | -0.098% | -26.4 bp | -74.7 bp | 100.89 | +2.41 % | +6.94 % | |||
| 10 years | 0.014% | -27.2 bp | -69.5 bp | 99.86 | +2.76 % | +7.17 % | |||
| 15 years | 0.396% | -30.1 bp | -74.1 bp | 94.24 | +4.58 % | +11.66 % | |||
| 20 years | 0.629% | -32.8 bp | -71.8 bp | 88.21 | +6.71 % | +15.28 % | |||
| 25 years | 0.802% | -35.0 bp | -71.9 bp | 81.90 | +9.05 % | +19.44 % | |||
| 30 years | 0.973% | -35.8 bp | -65.8 bp | 74.79 | +11.20 % | +21.51 % | |||
| 50 years | 1.163% | -36.2 bp | -68.4 bp | 56.09 | +19.54 % | +40.05 % | |||
10Y Bond Yield Spread - France vs Main Countries
The France 10Y Government Bond has a 0.014% 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 | 33.3 bp | -5.9 | -13.6 | ||
| Japan 10Y | 14.8 bp | -19.4 | -53.8 | ||
| Spain 10Y | -38.4 bp | +21.3 | +29.2 | ||
| United Kingdom 10Y | -79.4 bp | -4.2 | -22.3 | ||
| Australia 10Y | -134.3 bp | +1.0 | +34.5 | ||
| Canada 10Y | -141.2 bp | -0.9 | -10.6 | ||
| United States 10Y | -204.4 bp | +6.3 | +7.3 | ||
| Italy 10Y | -210.7 bp | +28.7 | +11.1 | ||
| China 10Y | -324.5 bp | -24.8 | -54.5 | ||
| India 10Y | -679.4 bp | +28.2 | -15.8 | ||
| Russia 10Y | -754.6 bp | +20.8 | +52.5 | ||
| Brazil 10Y | -787.6 bp | +93.8 | +113.5 |
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 | 1.163% | 56.09 | 93.85 | 169.35 | 244.86 | 320.36 | 395.87 | |
| 30 years | 0.973% | 74.79 | 100.70 | 152.52 | 204.34 | 256.16 | 307.98 | |
| 25 years | 0.802% | 81.90 | 104.47 | 149.61 | 194.76 | 239.90 | 285.04 | |
| 20 years | 0.629% | 88.21 | 106.95 | 144.43 | 181.90 | 219.38 | 256.85 | |
| 15 years | 0.396% | 94.24 | 108.78 | 137.85 | 166.92 | 195.99 | 225.06 | |
| 10 years | 0.014% | 99.86 | 109.85 | 129.84 | 149.82 | 169.81 | 189.79 | |
| 9 years | -0.098% | 100.89 | 109.93 | 128.02 | 146.11 | 164.20 | 182.28 | |
| 8 years | -0.205% | 101.66 | 109.73 | 125.88 | 142.03 | 158.18 | 174.32 | |
| 7 years | -0.310% | 102.20 | 109.29 | 123.46 | 137.64 | 151.81 | 165.99 | |
| 6 years | -0.409% | 102.49 | 108.58 | 120.75 | 132.92 | 145.10 | 157.27 | |
| 5 years | -0.524% | 102.66 | 107.74 | 117.90 | 128.06 | 138.22 | 148.38 | |
| 4 years | -0.614% | 102.49 | 106.56 | 114.68 | 122.80 | 130.93 | 139.05 | |
| 3 years | -0.662% | 102.01 | 105.05 | 111.13 | 117.21 | 123.29 | 129.37 | |
| 2 years | -0.684% | 101.38 | 103.40 | 107.44 | 111.49 | 115.53 | 119.57 | |
| 1 year | -0.589% | 100.59 | 101.60 | 103.61 | 105.62 | 107.63 | 109.65 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||