Last Update: 20 Sep 2021 8:15 GMT+0
The Poland 10Y Government Bond has a 2.023% yield.
10 Years vs 2 Years bond spread is 151.9 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 47.50 and implied probability of default is 0.79%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 42.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 97.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 151.9 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 | 47.50 | -5.94 % | -6.31 % | -19.22 % | 0.79 % |
Poland 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 | -0.050% | +2.0 bp | +12.0 bp | ||||||
| 2 months | -0.010% | +2.0 bp | +13.0 bp | ||||||
| 1 year | 0.079% | +9.8 bp | +10.8 bp | 99.92 | -0.10 % | -0.11 % | |||
| 2 years | 0.504% | +14.3 bp | +48.7 bp | 99.00 | -0.28 % | -0.97 % | |||
| 3 years | 0.911% | +31.4 bp | +57.2 bp | 97.32 | -0.93 % | -1.69 % | |||
| 4 years | 1.059% | +24.1 bp | +47.4 bp | 95.87 | -0.95 % | -1.86 % | |||
| 5 years | 1.479% | +44.6 bp | +63.0 bp | 92.92 | -2.18 % | -3.07 % | |||
| 6 years | 1.477% | +29.6 bp | +46.6 bp | 91.58 | -1.74 % | -2.72 % | |||
| 7 years | 1.554% | +33.3 bp | +36.2 bp | 89.77 | -2.28 % | -2.47 % | |||
| 9 years | 1.881% | +35.2 bp | +52.2 bp | 84.56 | -3.06 % | -4.52 % | |||
| 10 years | 2.023% | +34.4 bp | +52.0 bp | 81.85 | -3.32 % | -4.98 % | |||
Poland 10Y Bond Yield Spread
The Poland 10Y Government Bond has a 2.023% 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. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Poland 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 233.6 bp | +16.2 bp | +54.5 bp | Compare | |
| France 10Y | 199.8 bp | +17.1 bp | +45.4 bp | Compare | |
| Japan 10Y | 197.8 bp | +30.5 bp | +58.4 bp | Compare | |
| Spain 10Y | 168.7 bp | +22.0 bp | +52.9 bp | Compare | |
| Italy 10Y | 130.7 bp | +17.5 bp | +47.1 bp | Compare | |
| United Kingdom 10Y | 120.8 bp | +5.6 bp | +55.1 bp | Compare | |
| Canada 10Y | 74.0 bp | +20.4 bp | +82.9 bp | Compare | |
| Australia 10Y | 73.3 bp | +12.7 bp | +107.9 bp | Compare | |
| United States 10Y | 68.0 bp | +25.6 bp | +90.7 bp | Compare | |
| China 10Y | -86.8 bp | +32.1 bp | +89.7 bp | Compare | |
| India 10Y | -412.3 bp | +43.2 bp | +56.7 bp | Compare | |
| Russia 10Y | -506.7 bp | +20.4 bp | +46.5 bp | Compare | |
| Brazil 10Y | -906.7 bp | -9.9 bp | -192.9 bp | Compare |
Poland Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 2.023% | 81.85 | 90.82 | 108.77 | 126.71 | 144.65 | 162.60 | |
| 9 years | 1.881% | 84.56 | 92.77 | 109.19 | 125.60 | 142.02 | 158.44 | |
| 7 years | 1.554% | 89.77 | 96.35 | 109.52 | 122.69 | 135.86 | 149.03 | |
| 6 years | 1.477% | 91.58 | 97.28 | 108.68 | 120.09 | 131.49 | 142.89 | |
| 5 years | 1.479% | 92.92 | 97.71 | 107.28 | 116.85 | 126.42 | 135.99 | |
| 4 years | 1.059% | 95.87 | 99.77 | 107.56 | 115.36 | 123.15 | 130.94 | |
| 3 years | 0.911% | 97.32 | 100.26 | 106.15 | 112.05 | 117.94 | 123.83 | |
| 2 years | 0.504% | 99.00 | 100.98 | 104.95 | 108.92 | 112.89 | 116.86 | |
| 1 year | 0.079% | 99.92 | 100.92 | 102.92 | 104.92 | 106.92 | 108.91 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||