Last Update: 25 Jan 2022 3:15 GMT+0
The Poland 10Y Government Bond has a 3.908% yield.
10 Years vs 2 Years bond spread is 80.5 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.50% (last modification in October 2021).
The Poland credit rating is A-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 43.20 and implied probability of default is 0.72%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 20.1 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 81.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 80.5 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 | 0.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 43.20 | +3.10 % | +8.27 % | -17.24 % | 0.72 % |
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 | 2.220% | +56.0 bp | +233.0 bp | ||||||
| 2 months | 2.500% | -1.0 bp | +258.0 bp | ||||||
| 1 year | 2.902% | +100.1 bp | +291.3 bp | 97.18 | -0.97 % | -2.83 % | |||
| 2 years | 3.103% | -7.5 bp | +277.2 bp | 94.07 | +0.15 % | -5.31 % | |||
| 3 years | 3.376% | -3.0 bp | +288.6 bp | 90.52 | +0.09 % | -8.14 % | |||
| 4 years | 3.569% | -7.8 bp | +278.2 bp | 86.91 | +0.30 % | -10.32 % | |||
| 5 years | 3.917% | +9.9 bp | +287.4 bp | 82.52 | -0.48 % | -13.08 % | |||
| 6 years | 3.943% | +10.8 bp | +281.3 bp | 79.29 | -0.63 % | -15.18 % | |||
| 7 years | 3.886% | +17.5 bp | +268.5 bp | 76.58 | -1.17 % | -16.74 % | |||
| 9 years | 3.836% | +38.2 bp | +245.6 bp | 71.26 | -3.27 % | -19.39 % | |||
| 10 years | 3.908% | +42.5 bp | +238.8 bp | 68.16 | -4.01 % | -20.74 % | |||
Poland 10Y Bond Yield Spread
The Poland 10Y Government Bond has a 3.908% 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 | 401.9 bp | +28.2 bp | +207.9 bp | Compare | |
| Japan 10Y | 377.7 bp | +35.3 bp | +227.7 bp | Compare | |
| France 10Y | 360.7 bp | +24.2 bp | +200.0 bp | Compare | |
| Spain 10Y | 327.7 bp | +31.1 bp | +202.2 bp | Compare | |
| United Kingdom 10Y | 277.9 bp | +21.8 bp | +184.8 bp | Compare | |
| Italy 10Y | 255.6 bp | +19.4 bp | +165.8 bp | Compare | |
| United States 10Y | 213.7 bp | +14.7 bp | +189.8 bp | Compare | |
| Canada 10Y | 209.0 bp | +8.3 bp | +177.8 bp | Compare | |
| Australia 10Y | 195.0 bp | +6.1 bp | +163.2 bp | Compare | |
| China 10Y | 120.6 bp | +56.7 bp | +262.4 bp | Compare | |
| India 10Y | -274.4 bp | +23.5 bp | +190.1 bp | Compare | |
| Russia 10Y | -580.7 bp | -87.0 bp | -33.7 bp | Compare | |
| Brazil 10Y | -720.4 bp | -44.6 bp | +44.4 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 | 3.908% | 68.16 | 76.31 | 92.60 | 108.90 | 125.19 | 141.49 | |
| 9 years | 3.836% | 71.26 | 78.75 | 93.74 | 108.72 | 123.70 | 138.68 | |
| 7 years | 3.886% | 76.58 | 82.60 | 94.66 | 106.71 | 118.77 | 130.82 | |
| 6 years | 3.943% | 79.29 | 84.54 | 95.05 | 105.55 | 116.05 | 126.56 | |
| 5 years | 3.917% | 82.52 | 86.98 | 95.91 | 104.83 | 113.76 | 122.68 | |
| 4 years | 3.569% | 86.91 | 90.58 | 97.91 | 105.25 | 112.58 | 119.92 | |
| 3 years | 3.376% | 90.52 | 93.33 | 98.94 | 104.56 | 110.18 | 115.79 | |
| 2 years | 3.103% | 94.07 | 95.98 | 99.80 | 103.62 | 107.45 | 111.27 | |
| 1 year | 2.902% | 97.18 | 98.15 | 100.10 | 102.04 | 103.98 | 105.93 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||