Last Update: 24 Jan 2020 23:15 GMT+0
The Poland 10Y Government Bond has a 2.245% yield.
10 Years vs 2 Years bond spread is 73.7 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 49.50 and implied probability of default is 0.83%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 29.3 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 | 73.7 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 | 49.50 | -3.32 % | -12.54 % | -24.20 % | 0.83 % |
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 | 1.410% | -92.0 bp | +1.0 bp | ||||||
| 2 months | 1.480% | -56.0 bp | +4.0 bp | ||||||
| 1 year | 1.215% | +29.9 bp | +0.3 bp | 98.80 | -0.29 % | 0.00 % | |||
| 2 years | 1.508% | +5.8 bp | -2.3 bp | 97.05 | -0.11 % | +0.04 % | |||
| 3 years | 1.710% | +11.5 bp | +4.5 bp | 95.04 | -0.34 % | -0.14 % | |||
| 4 years | 1.783% | +9.4 bp | +6.7 bp | 93.17 | -0.37 % | -0.27 % | |||
| 5 years | 1.905% | +11.8 bp | +17.5 bp | 91.00 | -0.57 % | -0.85 % | |||
| 8 years | 2.206% | +17.3 bp | +25.3 bp | 83.98 | -1.35 % | -1.96 % | |||
| 9 years | 2.247% | +17.0 bp | +26.2 bp | 81.87 | -1.49 % | -2.29 % | |||
| 10 years | 2.245% | +16.7 bp | +22.1 bp | 80.09 | -1.62 % | -2.14 % | |||
10Y Bond Yield Spread - Poland vs Main Countries
The Poland 10Y Government Bond has a 2.245% 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 | 258.4 bp | +26.1 | +18.5 | ||
| France 10Y | 232.6 bp | +30.7 | +18.9 | ||
| Japan 10Y | 225.5 bp | +17.9 | +8.2 | ||
| Spain 10Y | 190.2 bp | +24.6 | +23.5 | ||
| United Kingdom 10Y | 167.8 bp | +37.0 | +33.1 | ||
| Australia 10Y | 118.8 bp | +41.6 | +44.7 | ||
| Italy 10Y | 102.0 bp | +44.8 | +49.5 | ||
| Canada 10Y | 88.0 bp | +41.9 | +30.5 | ||
| United States 10Y | 55.9 bp | +38.4 | +58.3 | ||
| China 10Y | -78.9 bp | +33.5 | +36.5 | ||
| Russia 10Y | -396.0 bp | +29.7 | +128.6 | ||
| India 10Y | -433.3 bp | +16.0 | +8.1 | ||
| Brazil 10Y | -445.2 bp | +40.7 | +71.4 |
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 | 2.245% | 80.09 | 88.96 | 106.70 | 124.43 | 142.17 | 159.91 | |
| 9 years | 2.247% | 81.87 | 89.94 | 106.07 | 122.21 | 138.34 | 154.48 | |
| 8 years | 2.206% | 83.98 | 91.24 | 105.77 | 120.29 | 134.81 | 149.33 | |
| 5 years | 1.905% | 91.00 | 95.72 | 105.18 | 114.63 | 124.08 | 133.53 | |
| 4 years | 1.783% | 93.17 | 97.00 | 104.66 | 112.31 | 119.97 | 127.63 | |
| 3 years | 1.710% | 95.04 | 97.94 | 103.74 | 109.54 | 115.34 | 121.14 | |
| 2 years | 1.508% | 97.05 | 99.01 | 102.92 | 106.83 | 110.74 | 114.65 | |
| 1 year | 1.215% | 98.80 | 99.79 | 101.76 | 103.74 | 105.72 | 107.69 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||