Last Update: 30 Mar 2020 4:15 GMT+0
The Poland 10Y Government Bond has a 1.810% yield.
10 Years vs 2 Years bond spread is 78.8 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.00% (last modification in March 2020).
The Poland credit rating is A-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 63.80 and implied probability of default is 1.06%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 28.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 31.8 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 78.8 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 | 1.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 63.80 | +6.87 % | +21.52 % | -7.27 % | 1.06 % |
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 | 1.200% | -46.0 bp | -41.0 bp | ||||||
| 2 months | 1.050% | -57.0 bp | -56.0 bp | ||||||
| 1 year | 0.737% | -55.3 bp | -50.6 bp | 99.27 | +0.55 % | +0.51 % | |||
| 2 years | 1.022% | -39.7 bp | -49.6 bp | 97.99 | +0.79 % | +0.99 % | |||
| 3 years | 0.954% | -49.2 bp | -64.7 bp | 97.19 | +1.47 % | +1.93 % | |||
| 4 years | 1.075% | -40.5 bp | -66.0 bp | 95.81 | +1.61 % | +2.64 % | |||
| 5 years | 1.340% | -21.1 bp | -44.3 bp | 93.56 | +1.05 % | +2.21 % | |||
| 8 years | 1.831% | +6.9 bp | -11.4 bp | 86.49 | -0.54 % | +0.90 % | |||
| 9 years | 2.151% | 0.0 bp | +19.2 bp | 82.57 | 0.00 % | -1.68 % | |||
| 10 years | 1.810% | +2.5 bp | -18.5 bp | 83.58 | -0.24 % | +1.83 % | |||
10Y Bond Yield Spread - Poland vs Main Countries
The Poland 10Y Government Bond has a 1.810% 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 | 228.7 bp | -10.7 | -28.3 | ||
| France 10Y | 187.3 bp | -20.5 | -39.6 | ||
| Japan 10Y | 180.9 bp | -12.5 | -40.0 | ||
| United Kingdom 10Y | 145.9 bp | +12.2 | -5.1 | ||
| Spain 10Y | 129.3 bp | -21.0 | -54.5 | ||
| United States 10Y | 114.0 bp | +51.8 | +81.8 | ||
| Canada 10Y | 107.5 bp | +42.0 | +44.7 | ||
| Australia 10Y | 103.1 bp | -5.8 | +5.2 | ||
| Italy 10Y | 49.9 bp | -20.0 | -66.3 | ||
| China 10Y | -88.6 bp | +12.4 | +27.4 | ||
| India 10Y | -433.8 bp | +24.8 | +36.2 | ||
| Russia 10Y | -522.0 bp | -53.5 | -19.5 | ||
| Brazil 10Y | -600.7 bp | -104.1 | -96.2 |
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 | 1.810% | 83.58 | 92.65 | 110.80 | 128.94 | 147.09 | 165.23 | |
| 9 years | 2.151% | 82.57 | 90.67 | 106.88 | 123.09 | 139.29 | 155.50 | |
| 8 years | 1.831% | 86.49 | 93.87 | 108.63 | 123.38 | 138.14 | 152.90 | |
| 5 years | 1.340% | 93.56 | 98.37 | 107.98 | 117.59 | 127.20 | 136.81 | |
| 4 years | 1.075% | 95.81 | 99.71 | 107.50 | 115.29 | 123.08 | 130.87 | |
| 3 years | 0.954% | 97.19 | 100.14 | 106.02 | 111.91 | 117.80 | 123.68 | |
| 2 years | 1.022% | 97.99 | 99.96 | 103.90 | 107.84 | 111.78 | 115.71 | |
| 1 year | 0.737% | 99.27 | 100.26 | 102.25 | 104.23 | 106.22 | 108.20 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||