Last Update: 21 Oct 2020 10:15 GMT+0
The Poland 10Y Government Bond has a 1.270% yield.
10 Years vs 2 Years bond spread is 130.1 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 62.00 and implied probability of default is 1.03%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 4.6 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 52.3 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 130.1 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 | 62.00 | -0.16 % | +5.44 % | -7.60 % | 1.03 % |
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 | 0.110% | +13.0 bp | -51.0 bp | ||||||
| 2 months | 0.110% | +10.0 bp | -47.0 bp | ||||||
| 1 year | -0.077% | -7.5 bp | -55.9 bp | 100.08 | +0.08 % | +0.56 % | |||
| 2 years | -0.031% | -7.6 bp | -62.3 bp | 100.06 | +0.15 % | +1.24 % | |||
| 3 years | 0.103% | -12.6 bp | -49.2 bp | 99.69 | +0.37 % | +1.48 % | |||
| 4 years | 0.314% | -11.6 bp | -41.9 bp | 98.75 | +0.46 % | +1.68 % | |||
| 5 years | 0.492% | -12.7 bp | -42.8 bp | 97.58 | +0.64 % | +2.16 % | |||
| 8 years | 1.015% | -11.3 bp | -31.2 bp | 92.24 | +0.90 % | +2.50 % | |||
| 9 years | 1.138% | -9.8 bp | -101.3 bp | 90.32 | +0.88 % | +9.39 % | |||
| 10 years | 1.270% | -2.3 bp | -5.2 bp | 88.14 | +0.23 % | +0.51 % | |||
10Y Bond Yield Spread - Poland vs Main Countries
The Poland 10Y Government Bond has a 1.270% 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 | 186.7 bp | +5.1 | +7.0 | ||
| France 10Y | 159.5 bp | +5.2 | +35.2 | ||
| Japan 10Y | 124.0 bp | -3.3 | -6.8 | ||
| Spain 10Y | 109.0 bp | +5.3 | +76.6 | ||
| United Kingdom 10Y | 105.8 bp | -7.2 | +3.7 | ||
| Canada 10Y | 63.7 bp | -10.5 | -10.4 | ||
| Italy 10Y | 52.9 bp | +15.8 | +135.7 | ||
| Australia 10Y | 47.0 bp | +6.9 | -1.9 | ||
| United States 10Y | 45.9 bp | -16.5 | -29.7 | ||
| China 10Y | -194.6 bp | -11.1 | -68.1 | ||
| India 10Y | -464.2 bp | +8.1 | +24.8 | ||
| Russia 10Y | -469.0 bp | +28.7 | +34.8 | ||
| Brazil 10Y | -607.8 bp | +2.2 | -48.7 |
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 | 1.270% | 88.14 | 97.48 | 116.15 | 134.82 | 153.49 | 172.16 | |
| 9 years | 1.138% | 90.32 | 98.83 | 115.84 | 132.86 | 149.88 | 166.89 | |
| 8 years | 1.015% | 92.24 | 99.89 | 115.18 | 130.47 | 145.77 | 161.06 | |
| 5 years | 0.492% | 97.58 | 102.50 | 112.36 | 122.21 | 132.07 | 141.92 | |
| 4 years | 0.314% | 98.75 | 102.72 | 110.66 | 118.60 | 126.54 | 134.47 | |
| 3 years | 0.103% | 99.69 | 102.69 | 108.67 | 114.66 | 120.65 | 126.64 | |
| 2 years | -0.031% | 100.06 | 102.06 | 106.06 | 110.07 | 114.07 | 118.07 | |
| 1 year | -0.077% | 100.08 | 101.08 | 103.08 | 105.08 | 107.08 | 109.08 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||