Last Update: 19 Apr 2019 8:15 GMT+0
The France 10Y Government Bond has a 0.370% yield.
10 Years vs 2 Years bond spread is 87.3 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 27.30 and implied probability of default is 0.46%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -3.4 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 27.7 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 87.3 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 | 27.30 | -2.50 % | -0.73 % | +64.46 % | 0.46 % |
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 | -0.538% | -3.3 bp | +7.9 bp | ||||||
| 3 months | -0.505% | +0.5 bp | +25.0 bp | ||||||
| 6 months | -0.521% | +2.3 bp | +15.5 bp | ||||||
| 9 months | -0.526% | -1.6 bp | +12.6 bp | ||||||
| 1 year | -0.469% | +4.6 bp | +17.0 bp | 100.47 | -0.05 % | -0.17 % | |||
| 2 years | -0.503% | -4.5 bp | +3.0 bp | 101.01 | +0.09 % | -0.06 % | |||
| 3 years | -0.439% | -8.9 bp | -6.3 bp | 101.33 | +0.27 % | +0.19 % | |||
| 4 years | -0.339% | -7.9 bp | -16.1 bp | 101.37 | +0.32 % | +0.65 % | |||
| 5 years | -0.226% | -8.0 bp | -41.5 bp | 101.14 | +0.41 % | +2.10 % | |||
| 6 years | -0.100% | -6.7 bp | -35.2 bp | 100.60 | +0.40 % | +2.13 % | |||
| 7 years | -0.052% | -8.5 bp | -46.1 bp | 100.36 | +0.59 % | +3.27 % | |||
| 8 years | 0.130% | -8.6 bp | -46.3 bp | 98.97 | +0.69 % | +3.76 % | |||
| 9 years | 0.254% | -9.6 bp | -39.9 bp | 97.74 | +0.87 % | +3.64 % | |||
| 10 years | 0.370% | -10.7 bp | -46.5 bp | 96.37 | +1.07 % | +4.73 % | |||
| 15 years | 0.792% | -8.6 bp | -44.6 bp | 88.84 | +1.29 % | +6.84 % | |||
| 20 years | 1.057% | -8.9 bp | -29.3 bp | 81.03 | +1.77 % | +5.95 % | |||
| 25 years | 1.257% | -7.5 bp | -33.6 bp | 73.18 | +1.88 % | +8.64 % | |||
| 30 years | 1.444% | -6.2 bp | -25.2 bp | 65.04 | +1.85 % | +7.72 % | |||
| 50 years | 1.657% | -3.4 bp | -23.4 bp | 43.97 | +1.69 % | +12.20 % | |||
10Y Bond Yield Spread - France vs Main Countries
The France 10Y Government Bond has a 0.370% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | 39.7 bp | -12.4 | -28.9 | ||
| Germany 10Y | 34.7 bp | -2.5 | -3.5 | ||
| Spain 10Y | -69.1 bp | +1.8 | +23.4 | ||
| United Kingdom 10Y | -81.9 bp | -10.7 | -6.8 | ||
| Canada 10Y | -139.6 bp | -14.5 | +26.4 | ||
| Australia 10Y | -155.5 bp | -10.6 | +31.5 | ||
| United States 10Y | -219.0 bp | -4.9 | +17.1 | ||
| Italy 10Y | -224.2 bp | -23.0 | +49.2 | ||
| China 10Y | -302.0 bp | -33.9 | -27.2 | ||
| India 10Y | -705.0 bp | +0.9 | +3.6 | ||
| Russia 10Y | -787.0 bp | -6.7 | -11.5 | ||
| Brazil 10Y | -859.0 bp | -30.7 | +95.5 |
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 | 1.657% | 43.97 | 77.78 | 145.41 | 213.04 | 280.68 | 348.31 | |
| 30 years | 1.444% | 65.04 | 89.25 | 137.67 | 186.08 | 234.50 | 282.91 | |
| 25 years | 1.257% | 73.18 | 94.52 | 137.19 | 179.87 | 222.55 | 265.23 | |
| 20 years | 1.057% | 81.03 | 98.98 | 134.86 | 170.75 | 206.63 | 242.52 | |
| 15 years | 0.792% | 88.84 | 102.93 | 131.11 | 159.29 | 187.48 | 215.66 | |
| 10 years | 0.370% | 96.37 | 106.17 | 125.77 | 145.37 | 164.97 | 184.57 | |
| 9 years | 0.254% | 97.74 | 106.63 | 124.40 | 142.18 | 159.95 | 177.72 | |
| 8 years | 0.130% | 98.97 | 106.92 | 122.83 | 138.73 | 154.64 | 170.55 | |
| 7 years | -0.052% | 100.36 | 107.38 | 121.41 | 135.44 | 149.47 | 163.50 | |
| 6 years | -0.100% | 100.60 | 106.62 | 118.67 | 130.71 | 142.75 | 154.79 | |
| 5 years | -0.226% | 101.14 | 106.17 | 116.24 | 126.31 | 136.38 | 146.44 | |
| 4 years | -0.339% | 101.37 | 105.40 | 113.47 | 121.54 | 129.61 | 137.67 | |
| 3 years | -0.439% | 101.33 | 104.36 | 110.41 | 116.46 | 122.51 | 128.57 | |
| 2 years | -0.503% | 101.01 | 103.03 | 107.06 | 111.09 | 115.12 | 119.15 | |
| 1 year | -0.469% | 100.47 | 101.48 | 103.49 | 105.49 | 107.50 | 109.51 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||