Spreads souverains - spreads

Data - Investing

Author

Last data update: 04 sept. 2026, 01:11

Last compile: 04 sept. 2026, 01:14

Instantané quotidien de https://fr.investing.com/rates-bonds/government-bond-spreads : taux souverain 10 ans, écart vs Bund et vs T-Note (points de base). Une ligne par pays et par jour ; l’historique se constitue au fil des relevés.

Dernier instantané

Code

last_day <- max(spreads$scraped_date)

spreads |>
  filter(scraped_date == last_day) |>
  transmute(Pays = country,
            `Taux 10 ans` = yield,
            `Var.` = chg,
            `Vs. Bund` = spread_bund,
            `Vs. T-Note` = spread_tnote,
            Heure = quote_time) |>
  arrange(`Vs. Bund`) |>
  print_table_conditional()

Source : investing.com, instantané du 03 septembre 2026.

Zone euro — spread vs Bund

Code

euro <- c("France", "Italie", "Espagne", "Portugal", "Belgique", "Pays-Bas",
          "Grèce", "Autriche", "Irlande", "Finlande", "Slovaquie", "Slovénie",
          "Lituanie", "Chypre")

spreads |>
  filter(scraped_date == max(scraped_date), country %in% euro) |>
  mutate(country = fct_reorder(country, spread_bund)) |>
  ggplot(aes(x = country, y = spread_bund)) +
  geom_col(aes(fill = country == "France")) +
  geom_text(aes(label = round(spread_bund)), hjust = -0.2, size = 3) +
  scale_fill_manual(values = c(`FALSE` = "grey60", `TRUE` = "#002395"),
                    guide = "none") +
  coord_flip() + theme_minimal() +
  xlab("") + ylab("Spread vs Bund 10 ans (points de base)")

Évolution du spread vs Bund

Code

sel <- c("France", "Italie", "Espagne", "Grèce", "Portugal", "Belgique")
d <- spreads |> filter(country %in% sel)

if (n_distinct(d$scraped_date) < 2) {
  knitr::asis_output(paste0(
    "_Série trop courte (", n_distinct(d$scraped_date),
    " relevé) — le graphique se remplira au fil des instantanés quotidiens._"))
} else {
  d |>
    ggplot() +
    geom_line(aes(x = scraped_date, y = spread_bund, color = country)) +
    theme_minimal() + xlab("") + ylab("Spread vs Bund 10 ans (pb)") +
    scale_color_viridis_d() +
    theme(legend.position = "bottom", legend.title = element_blank())
}