Last Update: 18 Apr 2019 20:15 GMT+0
The Poland 10Y Government Bond has a 2.889% yield.
10 Years vs 2 Years bond spread is 118.4 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 67.70 and implied probability of default is 1.13%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 18.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 51.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 118.4 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 | 67.70 | -1.46 % | +4.31 % | +38.16 % | 1.13 % |
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 | 1.490% | -1.0 bp | 0.0 bp | ||||||
| 2 months | 1.510% | +43.0 bp | +6.0 bp | ||||||
| 1 year | 1.520% | -0.1 bp | +20.2 bp | 98.50 | 0.00 % | -0.20 % | |||
| 2 years | 1.705% | +7.2 bp | +14.1 bp | 96.68 | -0.13 % | -0.27 % | |||
| 3 years | 1.799% | -4.8 bp | -7.9 bp | 94.79 | +0.14 % | +0.23 % | |||
| 4 years | 1.974% | -1.2 bp | -25.3 bp | 92.48 | +0.04 % | +0.99 % | |||
| 5 years | 2.220% | -0.9 bp | -28.3 bp | 89.60 | +0.04 % | +1.39 % | |||
| 8 years | 2.733% | +0.3 bp | -31.2 bp | 80.60 | -0.02 % | +2.45 % | |||
| 9 years | 2.788% | -2.0 bp | -34.3 bp | 78.08 | +0.18 % | +3.05 % | |||
| 10 years | 2.889% | -0.4 bp | -29.4 bp | 75.22 | +0.04 % | +2.90 % | |||
| 12 years | 2.591% | 0.0 bp | -51.8 bp | 73.57 | 0.00 % | +6.24 % | |||
10Y Bond Yield Spread - Poland vs Main Countries
The Poland 10Y Government Bond has a 2.889% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | 291.9 bp | -1.0 | -11.0 | ||
| Germany 10Y | 286.3 bp | +5.5 | +8.8 | ||
| France 10Y | 252.3 bp | +8.4 | +14.9 | ||
| Spain 10Y | 182.8 bp | +10.2 | +37.8 | ||
| United Kingdom 10Y | 170.0 bp | +0.2 | +5.8 | ||
| Canada 10Y | 112.3 bp | -5.4 | +44.0 | ||
| Australia 10Y | 96.4 bp | +4.6 | +50.3 | ||
| United States 10Y | 32.9 bp | +4.1 | +32.7 | ||
| Italy 10Y | 27.7 bp | -15.4 | +83.2 | ||
| China 10Y | -49.7 bp | -23.7 | -10.2 | ||
| India 10Y | -453.1 bp | +5.6 | +19.5 | ||
| Russia 10Y | -535.1 bp | +6.6 | +7.6 | ||
| Brazil 10Y | -607.1 bp | -15.4 | +116.6 |
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 | 2.889% | 75.22 | 83.79 | 100.95 | 118.11 | 135.27 | 152.42 | |
| 9 years | 2.788% | 78.08 | 85.94 | 101.67 | 117.39 | 133.12 | 148.85 | |
| 8 years | 2.733% | 80.60 | 87.70 | 101.90 | 116.09 | 130.29 | 144.49 | |
| 5 years | 2.220% | 89.60 | 94.29 | 103.65 | 113.02 | 122.39 | 131.75 | |
| 4 years | 1.974% | 92.48 | 96.29 | 103.91 | 111.53 | 119.15 | 126.77 | |
| 3 years | 1.799% | 94.79 | 97.69 | 103.48 | 109.27 | 115.06 | 120.85 | |
| 2 years | 1.705% | 96.68 | 98.63 | 102.53 | 106.43 | 110.33 | 114.23 | |
| 1 year | 1.520% | 98.50 | 99.49 | 101.46 | 103.43 | 105.40 | 107.37 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||