Last Update: 28 Feb 2020 3:15 GMT+0
The France 10Y Government Bond has a -0.248% yield.
10 Years vs 2 Years bond spread is 42.2 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 16.40 and implied probability of default is 0.27%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -5.5 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 13.9 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 42.2 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
|
- |
| 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 | 16.40 | +0.61 % | -11.35 % | -51.76 % | 0.27 % |
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 | -0.611% | -2.0 bp | +1.1 bp | ||||||
| 3 months | -0.598% | -2.5 bp | -1.3 bp | ||||||
| 6 months | -0.602% | -2.2 bp | +9.1 bp | ||||||
| 9 months | -0.614% | -2.6 bp | +10.6 bp | ||||||
| 1 year | -0.615% | -3.9 bp | +12.0 bp | 100.62 | +0.04 % | -0.12 % | |||
| 2 years | -0.670% | -8.3 bp | +15.5 bp | 101.35 | +0.17 % | -0.31 % | |||
| 3 years | -0.628% | -7.7 bp | +21.3 bp | 101.91 | +0.24 % | -0.64 % | |||
| 4 years | -0.613% | -10.2 bp | +20.1 bp | 102.49 | +0.41 % | -0.80 % | |||
| 5 years | -0.531% | -10.1 bp | +22.9 bp | 102.70 | +0.51 % | -1.15 % | |||
| 6 years | -0.484% | -11.6 bp | +21.2 bp | 102.95 | +0.69 % | -1.28 % | |||
| 7 years | -0.414% | -13.8 bp | +21.9 bp | 102.95 | +0.98 % | -1.53 % | |||
| 8 years | -0.358% | -14.3 bp | +21.2 bp | 102.91 | +1.15 % | -1.69 % | |||
| 9 years | -0.295% | -16.0 bp | +21.2 bp | 102.69 | +1.45 % | -1.90 % | |||
| 10 years | -0.248% | -15.7 bp | +18.0 bp | 102.51 | +1.59 % | -1.79 % | |||
| 15 years | -0.021% | -19.1 bp | +11.2 bp | 100.32 | +2.91 % | -1.67 % | |||
| 20 years | 0.234% | -15.5 bp | +16.8 bp | 95.43 | +3.13 % | -3.30 % | |||
| 25 years | 0.367% | -19.3 bp | +16.2 bp | 91.25 | +4.92 % | -3.96 % | |||
| 30 years | 0.544% | -16.1 bp | +16.4 bp | 84.98 | +4.91 % | -4.78 % | |||
| 50 years | 0.635% | -21.8 bp | +5.3 bp | 72.87 | +11.42 % | -2.59 % | |||
10Y Bond Yield Spread - France vs Main Countries
The France 10Y Government Bond has a -0.248% 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 | 29.9 bp | +1.0 | +1.6 | ||
| Japan 10Y | -11.0 bp | -5.0 | +4.3 | ||
| Spain 10Y | -56.6 bp | -16.4 | -5.4 | ||
| United Kingdom 10Y | -73.5 bp | -10.0 | +13.5 | ||
| Australia 10Y | -110.2 bp | -1.5 | +21.6 | ||
| Italy 10Y | -133.1 bp | -21.3 | +14.5 | ||
| Canada 10Y | -139.6 bp | +7.3 | +16.2 | ||
| United States 10Y | -150.7 bp | +24.5 | +39.4 | ||
| China 10Y | -306.4 bp | +6.1 | +43.4 | ||
| Russia 10Y | -649.8 bp | -14.7 | +112.0 | ||
| India 10Y | -662.6 bp | +4.0 | +36.6 | ||
| Brazil 10Y | -690.5 bp | -12.7 | +103.3 |
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 | 0.635% | 72.87 | 115.59 | 201.04 | 286.49 | 371.94 | 457.39 | |
| 30 years | 0.544% | 84.98 | 112.59 | 167.81 | 223.03 | 278.26 | 333.48 | |
| 25 years | 0.367% | 91.25 | 115.09 | 162.79 | 210.48 | 258.17 | 305.86 | |
| 20 years | 0.234% | 95.43 | 114.95 | 153.98 | 193.02 | 232.05 | 271.09 | |
| 15 years | -0.021% | 100.32 | 115.34 | 145.39 | 175.44 | 205.49 | 235.54 | |
| 10 years | -0.248% | 102.51 | 112.65 | 132.93 | 153.20 | 173.48 | 193.75 | |
| 9 years | -0.295% | 102.69 | 111.83 | 130.10 | 148.37 | 166.63 | 184.90 | |
| 8 years | -0.358% | 102.91 | 111.04 | 127.30 | 143.56 | 159.82 | 176.08 | |
| 7 years | -0.414% | 102.95 | 110.06 | 124.30 | 138.53 | 152.77 | 167.00 | |
| 6 years | -0.484% | 102.95 | 109.06 | 121.26 | 133.47 | 145.67 | 157.88 | |
| 5 years | -0.531% | 102.70 | 107.78 | 117.94 | 128.10 | 138.26 | 148.42 | |
| 4 years | -0.613% | 102.49 | 106.55 | 114.68 | 122.80 | 130.92 | 139.05 | |
| 3 years | -0.628% | 101.91 | 104.95 | 111.02 | 117.10 | 123.17 | 129.25 | |
| 2 years | -0.670% | 101.35 | 103.37 | 107.41 | 111.45 | 115.50 | 119.54 | |
| 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 | ||