The "non-responsive" category in the polls presumably contains not only undecided but also those who will abstain or cast blank ballots.

Not abstainers, since the population polled has answered a first question on whether they have the firm intention of going to vote. (See the Le Monde graph Jérôme posts. There, the term "Abstention" refers to those who say they are certain to vote but have not expressed a choice in the poll - ie, they have "abstained" from the poll). However, some of these may cast a blank ballot, I suppose. If they don't change their minds before then...

The 40% undecided figure comes from a recent much-commented poll that researched exactly that question.

Bayrou's undecided supporters, if they decided not to vote for him, could go anywhere, depending on the dynamics of the week.