Last Update: 10 Dec 2019 1:15 GMT+0
The Poland 10Y Government Bond has a 1.959% yield.
10 Years vs 2 Years bond spread is 58.5 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.50% (last modification in March 2015).
The Poland credit rating is A-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 59.30 and implied probability of default is 0.99%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 46 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 35.3 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 58.5 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 | 1.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 59.30 | -3.73 % | -10.15 % | -11.76 % | 0.99 % |
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 | 1.930% | +28.0 bp | +48.0 bp | ||||||
| 2 months | 1.840% | 0.0 bp | +39.0 bp | ||||||
| 1 year | 0.914% | +11.3 bp | -58.3 bp | 99.09 | -0.12 % | +0.57 % | |||
| 2 years | 1.374% | -3.4 bp | -28.8 bp | 97.31 | +0.07 % | +0.57 % | |||
| 3 years | 1.473% | -9.1 bp | -36.4 bp | 95.71 | +0.27 % | +1.08 % | |||
| 4 years | 1.652% | -6.8 bp | -19.7 bp | 93.66 | +0.27 % | +0.79 % | |||
| 5 years | 1.727% | -11.7 bp | -28.7 bp | 91.79 | +0.57 % | +1.41 % | |||
| 8 years | 1.911% | -19.2 bp | -48.9 bp | 85.95 | +1.52 % | +3.90 % | |||
| 9 years | 1.950% | -19.7 bp | -49.3 bp | 84.05 | +1.76 % | +4.45 % | |||
| 10 years | 1.959% | -21.4 bp | -54.7 bp | 82.37 | +2.12 % | +5.51 % | |||
10Y Bond Yield Spread - Poland vs Main Countries
The Poland 10Y Government Bond has a 1.959% 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 | 226.4 bp | -17.7 | -45.9 | ||
| Japan 10Y | 196.0 bp | -27.3 | -66.6 | ||
| France 10Y | 195.1 bp | -19.4 | -42.1 | ||
| Spain 10Y | 151.2 bp | -27.3 | -38.7 | ||
| United Kingdom 10Y | 119.5 bp | -18.8 | -47.6 | ||
| Australia 10Y | 83.5 bp | -1.8 | -18.9 | ||
| Italy 10Y | 58.5 bp | -31.1 | +44.7 | ||
| Canada 10Y | 37.0 bp | -21.8 | -61.9 | ||
| United States 10Y | 13.8 bp | -9.0 | -22.3 | ||
| China 10Y | -126.6 bp | -14.4 | -49.9 | ||
| Russia 10Y | -443.1 bp | -19.4 | +75.3 | ||
| India 10Y | -470.0 bp | -31.9 | -12.9 | ||
| Brazil 10Y | -479.2 bp | -32.1 | +80.2 |
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 | 1.959% | 82.37 | 91.37 | 109.37 | 127.37 | 145.38 | 163.38 | |
| 9 years | 1.950% | 84.05 | 92.23 | 108.59 | 124.95 | 141.32 | 157.68 | |
| 8 years | 1.911% | 85.95 | 93.30 | 108.01 | 122.72 | 137.42 | 152.13 | |
| 5 years | 1.727% | 91.79 | 96.55 | 106.05 | 115.55 | 125.05 | 134.55 | |
| 4 years | 1.652% | 93.66 | 97.50 | 105.18 | 112.86 | 120.54 | 128.22 | |
| 3 years | 1.473% | 95.71 | 98.62 | 104.45 | 110.28 | 116.10 | 121.93 | |
| 2 years | 1.374% | 97.31 | 99.27 | 103.19 | 107.11 | 111.02 | 114.94 | |
| 1 year | 0.914% | 99.09 | 100.09 | 102.07 | 104.05 | 106.03 | 108.01 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||