Last Update: 22 Oct 2019 20:15 GMT+0
The Poland 10Y Government Bond has a 1.977% yield.
10 Years vs 2 Years bond spread is 50 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 67.10 and implied probability of default is 1.12%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 33.6 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 25.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 50 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 | 67.10 | 0.00 % | +0.60 % | +0.60 % | 1.12 % |
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 | 1.510% | +5.0 bp | +7.0 bp | ||||||
| 2 months | 1.540% | +4.0 bp | +33.0 bp | ||||||
| 1 year | 1.141% | -5.3 bp | -35.4 bp | 98.87 | +0.05 % | +0.35 % | |||
| 2 years | 1.477% | +1.0 bp | -22.7 bp | 97.11 | -0.02 % | +0.44 % | |||
| 3 years | 1.543% | -7.0 bp | -28.0 bp | 95.51 | +0.21 % | +0.83 % | |||
| 4 years | 1.665% | -8.7 bp | -31.8 bp | 93.61 | +0.34 % | +1.25 % | |||
| 5 years | 1.732% | -6.9 bp | -48.7 bp | 91.77 | +0.34 % | +2.41 % | |||
| 8 years | 1.922% | -8.9 bp | -80.6 bp | 85.87 | +0.69 % | +6.50 % | |||
| 9 years | 1.943% | -6.2 bp | -84.5 bp | 84.10 | +0.55 % | +7.71 % | |||
| 10 years | 1.977% | -6.1 bp | -90.7 bp | 82.22 | +0.60 % | +9.26 % | |||
10Y Bond Yield Spread - Poland vs Main Countries
The Poland 10Y Government Bond has a 1.977% 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 | 234.3 bp | -22.0 | -51.7 | ||
| Japan 10Y | 210.3 bp | -15.0 | -81.0 | ||
| France 10Y | 204.5 bp | -21.4 | -46.9 | ||
| Spain 10Y | 171.7 bp | -6.9 | -10.4 | ||
| United Kingdom 10Y | 126.5 bp | -14.9 | -42.8 | ||
| Italy 10Y | 95.7 bp | -15.0 | +67.0 | ||
| Australia 10Y | 82.7 bp | -19.3 | -10.7 | ||
| Canada 10Y | 45.1 bp | -20.0 | -64.5 | ||
| United States 10Y | 20.7 bp | -10.9 | -9.2 | ||
| China 10Y | -127.2 bp | -19.2 | -73.7 | ||
| Russia 10Y | -450.3 bp | +46.9 | +86.3 | ||
| Brazil 10Y | -458.8 bp | +45.4 | +146.8 | ||
| India 10Y | -483.8 bp | -9.4 | -24.8 |
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 | 1.977% | 82.22 | 91.21 | 109.20 | 127.19 | 145.17 | 163.16 | |
| 9 years | 1.943% | 84.10 | 92.28 | 108.65 | 125.02 | 141.39 | 157.76 | |
| 8 years | 1.922% | 85.87 | 93.22 | 107.92 | 122.62 | 137.32 | 152.02 | |
| 5 years | 1.732% | 91.77 | 96.52 | 106.02 | 115.52 | 125.02 | 134.53 | |
| 4 years | 1.665% | 93.61 | 97.45 | 105.12 | 112.80 | 120.48 | 128.16 | |
| 3 years | 1.543% | 95.51 | 98.42 | 104.24 | 110.06 | 115.88 | 121.70 | |
| 2 years | 1.477% | 97.11 | 99.07 | 102.98 | 106.89 | 110.81 | 114.72 | |
| 1 year | 1.141% | 98.87 | 99.86 | 101.84 | 103.82 | 105.79 | 107.77 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||