Last Update: 21 Jan 2021 17:15 GMT+0
The Poland 10Y Government Bond has a 1.222% yield.
10 Years vs 2 Years bond spread is 118.8 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.10% (last modification in May 2020).
The Poland credit rating is A-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 54.40 and implied probability of default is 0.91%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 11.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 37 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 118.8 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
A-
|
- |
| Moody's Investors Service |
A2
|
- |
| Fitch Ratings |
A-
|
- |
| DBRS |
A
|
- |
| Poland Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.10% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 54.40 | -7.48 % | -3.03 % | +7.09 % | 0.91 % |
Poland 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 | -0.290% | -55.0 bp | -28.0 bp | ||||||
| 2 months | -0.260% | -44.0 bp | -27.0 bp | ||||||
| 1 year | -0.081% | -8.9 bp | -9.1 bp | 100.08 | +0.09 % | +0.09 % | |||
| 2 years | 0.034% | -0.5 bp | -5.3 bp | 99.93 | +0.01 % | +0.10 % | |||
| 3 years | 0.069% | -4.0 bp | -20.6 bp | 99.79 | +0.12 % | +0.62 % | |||
| 4 years | 0.234% | -8.5 bp | -15.3 bp | 99.07 | +0.34 % | +0.61 % | |||
| 5 years | 0.404% | -1.6 bp | -33.8 bp | 98.00 | +0.07 % | +1.69 % | |||
| 8 years | 0.893% | -5.0 bp | -29.7 bp | 93.13 | +0.39 % | +2.37 % | |||
| 9 years | 1.052% | -4.6 bp | -19.3 bp | 91.01 | +0.41 % | +1.73 % | |||
| 10 years | 1.222% | +0.3 bp | -9.2 bp | 88.56 | -0.03 % | +0.91 % | |||
10Y Bond Yield Spread - Poland vs Main Countries
The Poland 10Y Government Bond has a 1.222% 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.
| Poland 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 171.6 bp | -8.3 | -6.2 | ||
| France 10Y | 148.8 bp | -6.9 | +0.9 | ||
| Japan 10Y | 119.2 bp | -1.9 | -11.3 | ||
| Spain 10Y | 109.1 bp | -7.4 | +12.6 | ||
| United Kingdom 10Y | 89.1 bp | -11.8 | -29.0 | ||
| Italy 10Y | 57.0 bp | -11.5 | +40.9 | ||
| Canada 10Y | 35.0 bp | -14.0 | -44.8 | ||
| Australia 10Y | 15.7 bp | -8.3 | -29.2 | ||
| United States 10Y | 12.0 bp | -16.4 | -58.9 | ||
| China 10Y | -194.6 bp | +14.8 | -31.2 | ||
| India 10Y | -473.4 bp | +0.4 | -21.9 | ||
| Russia 10Y | -493.8 bp | -22.7 | -49.7 | ||
| Brazil 10Y | -632.3 bp | -25.5 | -136.4 |
Poland 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% | |||
| 10 years | 1.222% | 88.56 | 97.92 | 116.64 | 135.36 | 154.08 | 172.80 | |
| 9 years | 1.052% | 91.01 | 99.56 | 116.64 | 133.73 | 150.82 | 167.91 | |
| 8 years | 0.893% | 93.13 | 100.82 | 116.20 | 131.57 | 146.95 | 162.33 | |
| 5 years | 0.404% | 98.00 | 102.94 | 112.82 | 122.70 | 132.58 | 142.46 | |
| 4 years | 0.234% | 99.07 | 103.05 | 111.00 | 118.95 | 126.91 | 134.86 | |
| 3 years | 0.069% | 99.79 | 102.79 | 108.78 | 114.77 | 120.76 | 126.76 | |
| 2 years | 0.034% | 99.93 | 101.93 | 105.93 | 109.93 | 113.92 | 117.92 | |
| 1 year | -0.081% | 100.08 | 101.08 | 103.08 | 105.09 | 107.09 | 109.09 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||