Last Update: 18 Jun 2019 18:15 GMT+0
The Poland 10Y Government Bond has a 2.342% yield.
10 Years vs 2 Years bond spread is 75.4 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 1.50%.
The Poland rating is A-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 64.20 and implied probability of default is 1.07%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 13.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 39.7 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 75.4 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 | 64.20 | -3.60 % | -3.46 % | -3.75 % | 1.07 % |
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 | 1.440% | -14.0 bp | -57.0 bp | ||||||
| 2 months | 1.500% | -12.0 bp | +20.0 bp | ||||||
| 1 year | 1.453% | -9.9 bp | +45.3 bp | 98.57 | +0.10 % | -0.44 % | |||
| 2 years | 1.588% | -12.6 bp | +18.0 bp | 96.90 | +0.25 % | -0.35 % | |||
| 3 years | 1.693% | -19.5 bp | -3.9 bp | 95.09 | +0.58 % | +0.12 % | |||
| 4 years | 1.868% | -18.3 bp | -13.9 bp | 92.86 | +0.72 % | +0.54 % | |||
| 5 years | 1.985% | -28.4 bp | -33.6 bp | 90.64 | +1.40 % | +1.66 % | |||
| 8 years | 2.274% | -47.2 bp | -44.0 bp | 83.54 | +3.75 % | +3.49 % | |||
| 9 years | 2.298% | -51.4 bp | -51.2 bp | 81.51 | +4.62 % | +4.59 % | |||
| 10 years | 2.342% | -55.1 bp | -55.8 bp | 79.33 | +5.51 % | +5.58 % | |||
| 12 years | 2.591% | 0.0 bp | -30.9 bp | 73.57 | 0.00 % | +3.68 % | |||
10Y Bond Yield Spread - Poland vs Main Countries
The Poland 10Y Government Bond has a 2.342% 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 | 266.1 bp | -33.8 | +0.1 | ||
| Japan 10Y | 247.6 bp | -47.3 | -40.1 | ||
| France 10Y | 232.8 bp | -27.9 | +13.7 | ||
| Spain 10Y | 194.4 bp | -6.6 | +42.9 | ||
| United Kingdom 10Y | 153.4 bp | -32.1 | -8.6 | ||
| Australia 10Y | 98.5 bp | -26.9 | +48.2 | ||
| Canada 10Y | 91.6 bp | -28.8 | +3.1 | ||
| United States 10Y | 28.4 bp | -21.6 | +21.0 | ||
| Italy 10Y | 22.1 bp | +0.8 | +24.8 | ||
| China 10Y | -91.7 bp | -52.7 | -40.8 | ||
| India 10Y | -446.6 bp | +0.3 | -2.1 | ||
| Russia 10Y | -521.8 bp | -7.1 | +66.2 | ||
| Brazil 10Y | -554.8 bp | +65.9 | +127.2 |
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% | |||
| 12 years | 2.591% | 73.57 | 83.77 | 104.17 | 124.58 | 144.98 | 165.38 | |
| 10 years | 2.342% | 79.33 | 88.16 | 105.81 | 123.45 | 141.10 | 158.75 | |
| 9 years | 2.298% | 81.51 | 89.55 | 105.65 | 121.74 | 137.84 | 153.93 | |
| 8 years | 2.274% | 83.54 | 90.78 | 105.26 | 119.74 | 134.21 | 148.69 | |
| 5 years | 1.985% | 90.64 | 95.36 | 104.79 | 114.22 | 123.65 | 133.08 | |
| 4 years | 1.868% | 92.86 | 96.68 | 104.32 | 111.96 | 119.60 | 127.24 | |
| 3 years | 1.693% | 95.09 | 97.99 | 103.79 | 109.59 | 115.40 | 121.20 | |
| 2 years | 1.588% | 96.90 | 98.85 | 102.76 | 106.66 | 110.57 | 114.48 | |
| 1 year | 1.453% | 98.57 | 99.55 | 101.52 | 103.50 | 105.47 | 107.44 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||