Last Update: 11 Dec 2019 13:15 GMT+0
The France 10Y Government Bond has a -0.005% yield.
10 Years vs 2 Years bond spread is 64.3 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 18.90 and implied probability of default is 0.32%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -6.5 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 21.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 64.3 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 | 18.90 | +1.61 % | +1.61 % | -46.91 % | 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 | -0.717% | -15.8 bp | -15.0 bp | ||||||
| 3 months | -0.645% | -5.3 bp | -10.5 bp | ||||||
| 6 months | -0.633% | -4.1 bp | -6.0 bp | ||||||
| 9 months | -0.624% | 0.0 bp | -5.4 bp | ||||||
| 1 year | -0.583% | +0.7 bp | -3.3 bp | 100.59 | 0.00 % | +0.04 % | |||
| 2 years | -0.648% | -5.2 bp | -4.8 bp | 101.31 | +0.11 % | +0.10 % | |||
| 3 years | -0.610% | -3.3 bp | -3.8 bp | 101.85 | +0.10 % | +0.11 % | |||
| 4 years | -0.551% | -4.4 bp | -3.4 bp | 102.23 | +0.18 % | +0.13 % | |||
| 5 years | -0.434% | -5.4 bp | -0.7 bp | 102.20 | +0.27 % | +0.04 % | |||
| 6 years | -0.339% | -5.0 bp | -3.1 bp | 102.06 | +0.30 % | +0.19 % | |||
| 7 years | -0.253% | -4.8 bp | -4.3 bp | 101.79 | +0.34 % | +0.31 % | |||
| 8 years | -0.210% | -4.7 bp | -10.6 bp | 101.70 | +0.38 % | +0.85 % | |||
| 9 years | -0.092% | -5.3 bp | -9.6 bp | 100.83 | +0.48 % | +0.87 % | |||
| 10 years | -0.005% | -5.4 bp | -12.5 bp | 100.05 | +0.54 % | +1.25 % | |||
| 15 years | 0.266% | -4.5 bp | -24.4 bp | 96.09 | +0.67 % | +3.71 % | |||
| 20 years | 0.477% | -4.7 bp | -27.1 bp | 90.92 | +0.93 % | +5.54 % | |||
| 25 years | 0.649% | -5.1 bp | -28.6 bp | 85.07 | +1.27 % | +7.36 % | |||
| 30 years | 0.788% | -5.3 bp | -32.2 bp | 79.02 | +1.59 % | +10.04 % | |||
| 50 years | 0.941% | -5.7 bp | -35.7 bp | 62.61 | +2.88 % | +19.30 % | |||
10Y Bond Yield Spread - France vs Main Countries
The France 10Y Government Bond has a -0.005% 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 | 31.2 bp | +1.3 | -3.8 | ||
| Japan 10Y | -0.6 bp | -11.8 | -23.6 | ||
| Spain 10Y | -43.2 bp | -6.1 | +3.2 | ||
| United Kingdom 10Y | -78.8 bp | -2.6 | -5.9 | ||
| Australia 10Y | -117.4 bp | +6.4 | +16.7 | ||
| Italy 10Y | -131.2 bp | -0.7 | +95.0 | ||
| Canada 10Y | -160.8 bp | -7.2 | -19.8 | ||
| United States 10Y | -183.5 bp | +6.1 | +19.0 | ||
| China 10Y | -321.9 bp | +0.4 | -5.3 | ||
| Russia 10Y | -639.0 bp | -0.9 | +118.0 | ||
| India 10Y | -676.5 bp | -25.3 | +15.2 | ||
| Brazil 10Y | -678.3 bp | -20.3 | +108.7 |
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 | 0.941% | 62.61 | 102.34 | 181.82 | 261.30 | 340.77 | 420.25 | |
| 30 years | 0.788% | 79.02 | 105.64 | 158.89 | 212.14 | 265.39 | 318.64 | |
| 25 years | 0.649% | 85.07 | 108.08 | 154.09 | 200.11 | 246.13 | 292.14 | |
| 20 years | 0.477% | 90.92 | 109.95 | 148.02 | 186.08 | 224.15 | 262.21 | |
| 15 years | 0.266% | 96.09 | 110.78 | 140.15 | 169.52 | 198.89 | 228.26 | |
| 10 years | -0.005% | 100.05 | 110.05 | 130.06 | 150.06 | 170.07 | 190.07 | |
| 9 years | -0.092% | 100.83 | 109.87 | 127.96 | 146.04 | 164.12 | 182.21 | |
| 8 years | -0.210% | 101.70 | 109.77 | 125.92 | 142.08 | 158.23 | 174.38 | |
| 7 years | -0.253% | 101.79 | 108.86 | 123.00 | 137.15 | 151.29 | 165.43 | |
| 6 years | -0.339% | 102.06 | 108.13 | 120.27 | 132.42 | 144.56 | 156.70 | |
| 5 years | -0.434% | 102.20 | 107.26 | 117.40 | 127.53 | 137.66 | 147.79 | |
| 4 years | -0.551% | 102.23 | 106.29 | 114.40 | 122.51 | 130.62 | 138.74 | |
| 3 years | -0.610% | 101.85 | 104.89 | 110.96 | 117.04 | 123.11 | 129.19 | |
| 2 years | -0.648% | 101.31 | 103.33 | 107.37 | 111.41 | 115.45 | 119.49 | |
| 1 year | -0.583% | 100.59 | 101.59 | 103.60 | 105.62 | 107.63 | 109.64 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||