Last Update: 20 Aug 2019 0:15 GMT+0
The France 10Y Government Bond has a -0.362% yield.
10 Years vs 2 Years bond spread is 42.7 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 23.00 and implied probability of default is 0.38%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -7.5 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 3.9 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 42.7 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 | 23.00 | +1.77 % | +4.07 % | -14.81 % | 0.38 % |
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 | -0.535% | -2.5 bp | -8.0 bp | ||||||
| 3 months | -0.603% | -4.6 bp | -10.0 bp | ||||||
| 6 months | -0.698% | -9.0 bp | -18.7 bp | ||||||
| 9 months | -0.690% | -5.0 bp | -19.0 bp | ||||||
| 1 year | -0.714% | -7.4 bp | -21.0 bp | 100.72 | +0.08 % | +0.21 % | |||
| 2 years | -0.789% | -11.3 bp | -33.6 bp | 101.60 | +0.23 % | +0.68 % | |||
| 3 years | -0.827% | -13.3 bp | -48.1 bp | 102.52 | +0.40 % | +1.45 % | |||
| 4 years | -0.805% | -14.9 bp | -57.4 bp | 103.29 | +0.60 % | +2.34 % | |||
| 5 years | -0.750% | -17.8 bp | -65.3 bp | 103.84 | +0.90 % | +3.33 % | |||
| 6 years | -0.674% | -20.8 bp | -70.8 bp | 104.14 | +1.26 % | +4.35 % | |||
| 7 years | -0.596% | -22.8 bp | -69.5 bp | 104.27 | +1.62 % | +4.99 % | |||
| 8 years | -0.517% | -25.2 bp | -84.4 bp | 104.23 | +2.04 % | +6.99 % | |||
| 9 years | -0.440% | -26.9 bp | -90.2 bp | 104.05 | +2.46 % | +8.45 % | |||
| 10 years | -0.362% | -29.1 bp | -89.4 bp | 103.69 | +2.96 % | +9.34 % | |||
| 15 years | -0.034% | -33.6 bp | -103.1 bp | 100.51 | +5.16 % | +16.64 % | |||
| 20 years | 0.172% | -36.5 bp | -107.3 bp | 96.62 | +7.55 % | +23.74 % | |||
| 25 years | 0.333% | -38.8 bp | -108.0 bp | 92.02 | +10.12 % | +30.69 % | |||
| 30 years | 0.511% | -39.4 bp | -101.6 bp | 85.82 | +12.45 % | +35.21 % | |||
| 50 years | 0.688% | -40.2 bp | -106.6 bp | 70.98 | +22.04 % | +69.32 % | |||
10Y Bond Yield Spread - France vs Main Countries
The France 10Y Government Bond has a -0.362% 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 | 28.4 bp | +3.1 | -14.8 | ||
| Japan 10Y | -13.8 bp | -19.2 | -70.6 | ||
| Spain 10Y | -50.9 bp | -5.1 | +16.1 | ||
| United Kingdom 10Y | -84.6 bp | -3.8 | -20.0 | ||
| Australia 10Y | -130.5 bp | +12.2 | +26.3 | ||
| Canada 10Y | -155.0 bp | +3.0 | -18.6 | ||
| Italy 10Y | -184.3 bp | -16.4 | +52.0 | ||
| United States 10Y | -195.6 bp | +17.2 | +15.3 | ||
| China 10Y | -340.3 bp | -15.9 | -79.0 | ||
| India 10Y | -694.3 bp | -51.1 | +7.0 | ||
| Brazil 10Y | -764.2 bp | -24.6 | +71.6 | ||
| Russia 10Y | -771.2 bp | -29.1 | +7.6 |
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 | 0.688% | 70.98 | 113.16 | 197.53 | 281.90 | 366.27 | 450.64 | |
| 30 years | 0.511% | 85.82 | 113.57 | 169.06 | 224.56 | 280.06 | 335.55 | |
| 25 years | 0.333% | 92.02 | 115.97 | 163.87 | 211.77 | 259.67 | 307.57 | |
| 20 years | 0.172% | 96.62 | 116.26 | 155.55 | 194.84 | 234.12 | 273.41 | |
| 15 years | -0.034% | 100.51 | 115.55 | 145.63 | 175.72 | 205.80 | 235.88 | |
| 10 years | -0.362% | 103.69 | 113.90 | 134.30 | 154.70 | 175.11 | 195.51 | |
| 9 years | -0.440% | 104.05 | 113.25 | 131.65 | 150.05 | 168.46 | 186.86 | |
| 8 years | -0.517% | 104.23 | 112.42 | 128.80 | 145.18 | 161.56 | 177.94 | |
| 7 years | -0.596% | 104.27 | 111.44 | 125.78 | 140.12 | 154.46 | 168.80 | |
| 6 years | -0.674% | 104.14 | 110.29 | 122.57 | 134.86 | 147.15 | 159.44 | |
| 5 years | -0.750% | 103.84 | 108.95 | 119.18 | 129.41 | 139.64 | 149.87 | |
| 4 years | -0.805% | 103.29 | 107.37 | 115.53 | 123.69 | 131.86 | 140.02 | |
| 3 years | -0.827% | 102.52 | 105.57 | 111.67 | 117.77 | 123.87 | 129.98 | |
| 2 years | -0.789% | 101.60 | 103.62 | 107.67 | 111.72 | 115.76 | 119.81 | |
| 1 year | -0.714% | 100.72 | 101.73 | 103.74 | 105.76 | 107.77 | 109.78 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||