Last Update: 9 Aug 2020 20:15 GMT+0
The Poland 10Y Government Bond has a 1.283% yield.
10 Years vs 2 Years bond spread is 118.9 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.10% (last modification in May 2020).
The Poland credit rating is A-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 60.20 and implied probability of default is 1.00%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 7.2 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 55.9 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 118.9 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 | 0.10% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 60.20 | +1.01 % | +2.38 % | -8.51 % | 1.00 % |
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 | -0.080% | -9.0 bp | -155.0 bp | ||||||
| 2 months | -0.080% | -11.0 bp | -157.0 bp | ||||||
| 1 year | 0.022% | +3.5 bp | -131.6 bp | 99.98 | -0.03 % | +1.32 % | |||
| 2 years | 0.094% | +3.2 bp | -141.1 bp | 99.81 | -0.07 % | +2.83 % | |||
| 3 years | 0.274% | -3.2 bp | -127.6 bp | 99.18 | +0.09 % | +3.86 % | |||
| 4 years | 0.481% | +11.8 bp | -115.4 bp | 98.10 | -0.47 % | +4.67 % | |||
| 5 years | 0.653% | -3.3 bp | -110.4 bp | 96.80 | +0.17 % | +5.61 % | |||
| 8 years | 1.103% | -8.8 bp | -96.8 bp | 91.60 | +0.70 % | +7.92 % | |||
| 9 years | 1.187% | -6.9 bp | -96.4 bp | 89.92 | +0.62 % | +8.90 % | |||
| 10 years | 1.283% | -3.5 bp | -79.6 bp | 88.03 | +0.34 % | +8.14 % | |||
10Y Bond Yield Spread - Poland vs Main Countries
The Poland 10Y Government Bond has a 1.283% 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 | 178.9 bp | +0.4 | -67.8 | ||
| France 10Y | 149.4 bp | +3.4 | -72.2 | ||
| Japan 10Y | 127.5 bp | -2.6 | -82.9 | ||
| United Kingdom 10Y | 114.6 bp | -0.9 | -36.5 | ||
| Spain 10Y | 100.4 bp | +8.8 | -79.3 | ||
| Canada 10Y | 80.6 bp | +2.0 | +5.3 | ||
| United States 10Y | 71.7 bp | +1.3 | +22.0 | ||
| Australia 10Y | 43.0 bp | -1.6 | -64.3 | ||
| Italy 10Y | 29.5 bp | +26.2 | -84.6 | ||
| China 10Y | -172.4 bp | +13.7 | -94.4 | ||
| India 10Y | -460.3 bp | -14.9 | -24.3 | ||
| Russia 10Y | -465.2 bp | -20.0 | -56.6 | ||
| Brazil 10Y | -519.9 bp | -13.5 | -69.8 |
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 | 1.283% | 88.03 | 97.36 | 116.02 | 134.68 | 153.33 | 171.99 | |
| 9 years | 1.187% | 89.92 | 98.41 | 115.39 | 132.37 | 149.34 | 166.32 | |
| 8 years | 1.103% | 91.60 | 99.22 | 114.45 | 129.68 | 144.92 | 160.15 | |
| 5 years | 0.653% | 96.80 | 101.70 | 111.51 | 121.32 | 131.12 | 140.93 | |
| 4 years | 0.481% | 98.10 | 102.05 | 109.96 | 117.86 | 125.77 | 133.67 | |
| 3 years | 0.274% | 99.18 | 102.17 | 108.13 | 114.10 | 120.07 | 126.04 | |
| 2 years | 0.094% | 99.81 | 101.81 | 105.80 | 109.80 | 113.79 | 117.79 | |
| 1 year | 0.022% | 99.98 | 100.98 | 102.98 | 104.98 | 106.98 | 108.98 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||