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%.
| 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 | ||
| 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 | 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.
| 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.
| 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.
| 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 | ||