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French 10-Year Yields Briefly Top Italy’s as Spreads Converge

Forthcoming rating decisions now loom as the key test for France’s market credibility.

Overview

  • Market data showed France’s and Italy’s 10-year borrowing costs at parity around 3.47%, the first such reading in the euro era.
  • Intraday moves saw France’s OAT marginally exceed Italy’s BTP, with Italy’s 10-year near 3.51% and the BTP–Bund spread about 85 basis points.
  • Investors cite France’s political turmoil after the Bayrou government’s collapse, with fresh street protests planned, as a driver of the repricing.
  • Rating reviews begin with Fitch on Friday, followed by DBRS, Scope, Moody’s and S&P in the coming weeks, a sequence markets say could sway funding costs.
  • Analysts warn a French debt shock could quickly hit Italy through financial contagion and trade ties, noting a 2024 Italian goods surplus with France of over €12 billion.