Last Update: 12 Apr 2021 22:15 GMT+0
The France 10Y Government Bond has a -0.034% yield.
10 Years vs 2 Years bond spread is 62.6 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 19.00 and implied probability of default is 0.32%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -3.5 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 18.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 62.6 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
|
negative |
| DBRS |
AA (high)
|
- |
| 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 | 19.00 | +9.20 % | +24.18 % | -50.52 % | 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 | -0.610% | +2.7 bp | +0.5 bp | ||||||
| 3 months | -0.617% | +5.3 bp | +3.0 bp | ||||||
| 6 months | -0.619% | +4.0 bp | +3.4 bp | ||||||
| 9 months | -0.641% | -4.1 bp | -1.2 bp | ||||||
| 1 year | -0.625% | -3.0 bp | +0.1 bp | 100.63 | +0.03 % | 0.00 % | |||
| 2 years | -0.660% | -0.5 bp | +4.0 bp | 101.33 | +0.01 % | -0.08 % | |||
| 3 years | -0.622% | -0.8 bp | +8.3 bp | 101.89 | +0.03 % | -0.25 % | |||
| 4 years | -0.560% | -0.4 bp | +11.5 bp | 102.27 | +0.01 % | -0.47 % | |||
| 5 years | -0.476% | +0.3 bp | +16.5 bp | 102.41 | -0.02 % | -0.83 % | |||
| 6 years | -0.388% | 0.0 bp | +21.9 bp | 102.36 | 0.00 % | -1.31 % | |||
| 7 years | -0.287% | +1.7 bp | +23.8 bp | 102.03 | -0.12 % | -1.66 % | |||
| 8 years | -0.186% | +2.0 bp | +28.0 bp | 101.50 | -0.16 % | -2.23 % | |||
| 9 years | -0.110% | +3.2 bp | +25.1 bp | 101.00 | -0.29 % | -2.24 % | |||
| 10 years | -0.034% | +3.4 bp | +25.1 bp | 100.34 | -0.34 % | -2.49 % | |||
| 15 years | 0.317% | +4.7 bp | +43.9 bp | 95.36 | -0.71 % | -6.37 % | |||
| 20 years | 0.473% | +5.8 bp | +33.3 bp | 90.99 | -1.15 % | -6.43 % | |||
| 25 years | 0.622% | +6.8 bp | +38.4 bp | 85.64 | -1.68 % | -9.12 % | |||
| 30 years | 0.827% | +8.0 bp | +42.4 bp | 78.11 | -2.35 % | -11.87 % | |||
| 50 years | 0.980% | +7.5 bp | +51.0 bp | 61.41 | -3.64 % | -22.36 % | |||
10Y Bond Yield Spread - France vs Main Countries
The France 10Y Government Bond has a -0.034% 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 | 25.8 bp | +1.8 | -0.3 | ||
| Japan 10Y | -13.8 bp | +4.0 | +17.3 | ||
| Spain 10Y | -42.1 bp | -2.1 | +1.0 | ||
| Italy 10Y | -76.9 bp | -7.4 | +18.9 | ||
| United Kingdom 10Y | -82.2 bp | +7.2 | -26.4 | ||
| Canada 10Y | -154.8 bp | +11.5 | -63.4 | ||
| United States 10Y | -170.3 bp | -1.0 | -63.9 | ||
| Australia 10Y | -177.0 bp | +11.7 | -63.1 | ||
| China 10Y | -325.5 bp | +9.5 | +24.0 | ||
| India 10Y | -604.5 bp | +25.5 | +13.9 | ||
| Russia 10Y | -734.9 bp | -49.6 | -108.9 | ||
| Brazil 10Y | -915.3 bp | -46.4 | -122.6 |
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 | 0.980% | 61.41 | 100.79 | 179.54 | 258.30 | 337.06 | 415.82 | |
| 30 years | 0.827% | 78.11 | 104.58 | 157.52 | 210.47 | 263.41 | 316.35 | |
| 25 years | 0.622% | 85.64 | 108.73 | 154.90 | 201.07 | 247.25 | 293.42 | |
| 20 years | 0.473% | 90.99 | 110.03 | 148.11 | 186.20 | 224.28 | 262.36 | |
| 15 years | 0.317% | 95.36 | 109.99 | 139.24 | 168.50 | 197.75 | 227.00 | |
| 10 years | -0.034% | 100.34 | 110.36 | 130.40 | 150.43 | 170.47 | 190.51 | |
| 9 years | -0.110% | 101.00 | 110.05 | 128.14 | 146.24 | 164.34 | 182.44 | |
| 8 years | -0.186% | 101.50 | 109.57 | 125.70 | 141.84 | 157.97 | 174.11 | |
| 7 years | -0.287% | 102.03 | 109.11 | 123.27 | 137.43 | 151.60 | 165.76 | |
| 6 years | -0.388% | 102.36 | 108.44 | 120.61 | 132.77 | 144.94 | 157.10 | |
| 5 years | -0.476% | 102.41 | 107.49 | 117.63 | 127.78 | 137.92 | 148.06 | |
| 4 years | -0.560% | 102.27 | 106.33 | 114.44 | 122.55 | 130.67 | 138.78 | |
| 3 years | -0.622% | 101.89 | 104.93 | 111.00 | 117.08 | 123.15 | 129.23 | |
| 2 years | -0.660% | 101.33 | 103.35 | 107.39 | 111.43 | 115.47 | 119.51 | |
| 1 year | -0.625% | 100.63 | 101.64 | 103.65 | 105.66 | 107.67 | 109.69 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||