France weekly government bond yield over 7 years (TME)
France weekly government bond yield over 7 years (TME) stood at 4.85% on Oct 15, 2026, according to Banque de France – Webstat (webstat.banque-france.fr). It is one of the indicators in the Daily debt market rates table (Value · Daily), with a complete series running from Nov 4, 2004 to Oct 15, 2026. The complete series with an interactive chart, free to download.
This indicator in the Daily debt market rates table
| Indicator | 15-10-2026 | 08-10-2026 | 01-10-2026 | 24-09-2026 | 17-09-2026 | 10-09-2026 | 03-09-2026 | 27-08-2026 | 20-08-2026 | 13-08-2026 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Weekly bond yields | |||||||||||
| Government bonds over 7 years (weekly TME) | 4.85 | 4.9 | 4.8 | 4.56 | 4.53 | 4.29 | 4.22 | 4.12 | 4.1 | 3.99 | |
| Primary market issues over 7 years (weekly TMO) | 5.05 | 5.1 | 5 | 4.76 | 4.73 | 4.49 | 4.42 | 4.32 | 4.3 | 4.19 |
Understanding france weekly government bond yield over 7 years (TME)
This weekly series reports the aggregate yield on French government bonds with remaining maturities exceeding seven years, calculated on a periodic frequency rather than daily constant maturity modeling. Unlike single-point constant maturity rates, this broad category encompasses all long-dated sovereign debt issues past the seven-year threshold, offering a blended view of long-term state borrowing costs. The compilation aggregates secondary market trading data across multiple long-term nominal bond lines, excluding short-term paper, medium-term maturities under seven years, inflation-linked securities, and private sector debt. This distinguishes it from narrower constant maturity metrics and specific primary auction indicators.
Interpretation of this weekly aggregate requires understanding that it smooths out daily market noise by pooling various long-duration instruments into a single weekly figure. Seasonal adjustments are unnecessary because underlying secondary trading responds directly to continuous macroeconomic developments, making week-on-week comparisons the logical analytical approach. Analysts should avoid treating this broad aggregate as a precise pricing gauge for a single maturity date, as it blends seven-year, ten-year, and ultra-long bonds together. Historical comparisons must account for the gradual issuance of new long-term benchmarks that enter the pool over time.
Frequently asked questions
- How does this weekly series differ from daily constant maturity rates?
- It aggregates all government bonds with maturities over seven years on a weekly frequency, rather than estimating a single exact duration daily.
- Does this weekly over-seven-years yield include inflation-linked bonds?
- No, the calculation focuses exclusively on standard nominal government bond issues.
- Why use a weekly frequency for this specific bond yield measure?
- Weekly aggregation provides a broader overview of long-term borrowing trends while filtering out erratic daily market fluctuations.