Last Update: 21 Oct 2019 0:15 GMT+0

The France 10Y Government Bond has a -0.081% yield.

10 Years vs 2 Years bond spread is 55.6 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 19.60 and implied probability of default is 0.33%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y -3.4 bp Yield Curve is inverted in Short-Term Maturities
5Y vs 2Y 18.1 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 55.6 bp Normal Convexity in Long-Term vs Short-Term Maturities
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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%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 19.60 +1.03 % -2.00 % -34.45 % 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.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
1 month -0.600% -1.5 bp -6.2 bp
3 months -0.603% -3.2 bp -9.8 bp
6 months -0.596% -1.1 bp -7.5 bp
9 months -0.604% +2.4 bp -7.8 bp
1 year -0.603% -0.5 bp -13.4 bp 100.61 +0.01 % +0.14 %
2 years -0.637% +2.9 bp -13.4 bp 101.29 -0.06 % +0.28 %
3 years -0.614% +5.9 bp -17.5 bp 101.86 -0.19 % +0.52 %
4 years -0.568% +7.5 bp -22.9 bp 102.30 -0.30 % +0.92 %
5 years -0.456% +11.9 bp -23.0 bp 102.31 -0.60 % +1.16 %
6 years -0.389% +11.7 bp -28.3 bp 102.37 -0.70 % +1.72 %
7 years -0.322% +12.2 bp -26.9 bp 102.28 -0.85 % +1.90 %
8 years -0.275% +10.1 bp -40.5 bp 102.23 -0.81 % +3.29 %
9 years -0.164% +14.6 bp -41.8 bp 101.49 -1.30 % +3.84 %
10 years -0.081% +14.0 bp -45.1 bp 100.81 -1.40 % +4.61 %
15 years 0.177% +8.8 bp -61.5 bp 97.38 -1.31 % +9.61 %
20 years 0.404% +10.3 bp -65.3 bp 92.25 -2.04 % +13.85 %
25 years 0.559% +10.2 bp -69.8 bp 86.99 -2.51 % +18.87 %
30 years 0.723% +10.5 bp -72.1 bp 80.56 -3.08 % +23.86 %
50 years 0.897% +7.9 bp -76.0 bp 63.99 -3.83 % +45.53 %

10Y Bond Yield Spread - France vs Main Countries

The France 10Y Government Bond has a -0.081% 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.

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France 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Germany 10Y 30.2 bp -0.2 -4.5
Japan 10Y 6.2 bp +6.8 -33.5
Spain 10Y -32.3 bp +15.0 +36.8
United Kingdom 10Y -79.0 bp +5.5 +3.9
Italy 10Y -110.3 bp +4.9 +112.4
Australia 10Y -120.9 bp +3.4 +34.4
Canada 10Y -163.1 bp -2.3 -23.5
United States 10Y -182.1 bp +12.2 +36.9
China 10Y -327.9 bp +6.0 -25.9
Brazil 10Y -661.6 bp +68.5 +197.4
Russia 10Y -665.1 bp +58.0 +121.9
India 10Y -688.7 bp +11.6 +16.3

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.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
50 years 0.897% 63.99 104.14 184.43 264.73 345.03 425.33
30 years 0.723% 80.56 107.45 161.21 214.98 268.74 322.51
25 years 0.559% 86.99 110.26 156.80 203.35 249.89 296.43
20 years 0.404% 92.25 111.43 149.78 188.13 226.49 264.84
15 years 0.177% 97.38 112.17 141.75 171.33 200.91 230.49
10 years -0.081% 100.81 110.86 130.95 151.04 171.13 191.22
9 years -0.164% 101.49 110.56 128.71 146.86 165.01 183.16
8 years -0.275% 102.23 110.33 126.53 142.73 158.93 175.13
7 years -0.322% 102.28 109.37 123.56 137.74 151.92 166.10
6 years -0.389% 102.37 108.45 120.61 132.78 144.94 157.11
5 years -0.456% 102.31 107.38 117.52 127.66 137.80 147.93
4 years -0.568% 102.30 106.36 114.48 122.59 130.71 138.82
3 years -0.614% 101.86 104.90 110.98 117.05 123.13 129.20
2 years -0.637% 101.29 103.31 107.34 111.38 115.42 119.46
1 year -0.603% 100.61 101.61 103.62 105.64 107.65 109.66
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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