Last Update: 20 Sep 2021 8:15 GMT+0
The France 10Y Government Bond has a 0.025% yield.
10 Years vs 2 Years bond spread is 72.7 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 20.00 and implied probability of default is 0.33%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -5.7 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 18.6 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 72.7 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 | 20.00 | -1.96 % | -5.66 % | +17.65 % | 0.33 % |
France 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 | -0.644% | +2.4 bp | -2.5 bp | ||||||
| 3 months | -0.641% | -0.6 bp | -7.0 bp | ||||||
| 6 months | -0.665% | +4.4 bp | -4.2 bp | ||||||
| 9 months | -0.658% | +3.6 bp | -4.2 bp | ||||||
| 1 year | -0.645% | +2.0 bp | -3.8 bp | 100.65 | -0.02 % | +0.04 % | |||
| 2 years | -0.702% | +1.9 bp | -2.0 bp | 101.42 | -0.04 % | +0.04 % | |||
| 3 years | -0.665% | +5.9 bp | -2.4 bp | 102.02 | -0.18 % | +0.07 % | |||
| 4 years | -0.597% | +7.4 bp | -2.4 bp | 102.42 | -0.30 % | +0.09 % | |||
| 5 years | -0.516% | +10.5 bp | -2.3 bp | 102.62 | -0.52 % | +0.12 % | |||
| 6 years | -0.424% | +12.1 bp | -2.9 bp | 102.58 | -0.73 % | +0.18 % | |||
| 7 years | -0.334% | +13.5 bp | -3.4 bp | 102.37 | -0.95 % | +0.23 % | |||
| 8 years | -0.233% | +14.1 bp | -3.8 bp | 101.88 | -1.13 % | +0.31 % | |||
| 9 years | -0.072% | +16.8 bp | +4.7 bp | 100.65 | -1.51 % | -0.43 % | |||
| 10 years | 0.025% | +17.3 bp | +6.6 bp | 99.75 | -1.71 % | -0.66 % | |||
| 15 years | 0.303% | +18.3 bp | -0.1 bp | 95.56 | -2.71 % | +0.01 % | |||
| 20 years | 0.456% | +18.0 bp | -1.0 bp | 91.30 | -3.53 % | +0.20 % | |||
| 25 years | 0.586% | +18.1 bp | -3.0 bp | 86.41 | -4.40 % | +0.75 % | |||
| 30 years | 0.841% | +19.1 bp | +1.8 bp | 77.78 | -5.54 % | -0.54 % | |||
| 50 years | 0.973% | +17.2 bp | -0.4 bp | 61.62 | -8.18 % | +0.20 % | |||
France 10Y Bond Yield Spread
The France 10Y Government Bond has a 0.025% 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. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| France 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 33.8 bp | -0.9 bp | +9.1 bp | Compare | |
| Japan 10Y | -2.0 bp | +13.4 bp | +13.0 bp | Compare | |
| Spain 10Y | -31.1 bp | +4.9 bp | +7.5 bp | Compare | |
| Italy 10Y | -69.1 bp | +0.4 bp | +1.7 bp | Compare | |
| United Kingdom 10Y | -79.0 bp | -11.5 bp | +9.7 bp | Compare | |
| Canada 10Y | -125.8 bp | +3.3 bp | +37.5 bp | Compare | |
| Australia 10Y | -126.5 bp | -4.4 bp | +62.5 bp | Compare | |
| United States 10Y | -131.8 bp | +8.5 bp | +45.3 bp | Compare | |
| China 10Y | -286.6 bp | +15.0 bp | +44.3 bp | Compare | |
| India 10Y | -612.1 bp | +26.1 bp | +11.3 bp | Compare | |
| Russia 10Y | -706.5 bp | +3.3 bp | +1.1 bp | Compare | |
| Brazil 10Y | -1106.5 bp | -27.0 bp | -238.3 bp | Compare |
France Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 50 years | 0.973% | 61.62 | 101.06 | 179.95 | 258.84 | 337.72 | 416.61 | |
| 30 years | 0.841% | 77.78 | 104.20 | 157.03 | 209.87 | 262.70 | 315.54 | |
| 25 years | 0.586% | 86.41 | 109.60 | 155.99 | 202.37 | 248.75 | 295.14 | |
| 20 years | 0.456% | 91.30 | 110.38 | 148.52 | 186.67 | 224.82 | 262.96 | |
| 15 years | 0.303% | 95.56 | 110.21 | 139.49 | 168.78 | 198.06 | 227.35 | |
| 10 years | 0.025% | 99.75 | 109.74 | 129.71 | 149.68 | 169.65 | 189.63 | |
| 9 years | -0.072% | 100.65 | 109.68 | 127.75 | 145.81 | 163.88 | 181.94 | |
| 8 years | -0.233% | 101.88 | 109.97 | 126.14 | 142.31 | 158.48 | 174.64 | |
| 7 years | -0.334% | 102.37 | 109.46 | 123.65 | 137.84 | 152.03 | 166.22 | |
| 6 years | -0.424% | 102.58 | 108.67 | 120.85 | 133.03 | 145.21 | 157.39 | |
| 5 years | -0.516% | 102.62 | 107.70 | 117.86 | 128.01 | 138.17 | 148.33 | |
| 4 years | -0.597% | 102.42 | 106.48 | 114.61 | 122.73 | 130.85 | 138.97 | |
| 3 years | -0.665% | 102.02 | 105.06 | 111.14 | 117.22 | 123.30 | 129.38 | |
| 2 years | -0.702% | 101.42 | 103.44 | 107.48 | 111.53 | 115.57 | 119.61 | |
| 1 year | -0.645% | 100.65 | 101.66 | 103.67 | 105.68 | 107.69 | 109.71 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||