Last Update: 4 Jun 2020 4:15 GMT+0
The Poland 10Y Government Bond has a 1.347% yield.
10 Years vs 2 Years bond spread is 113.5 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 60.90 and implied probability of default is 1.02%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 18.3 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 53.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 113.5 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 | 0.10% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 60.90 | +2.70 % | -4.40 % | -8.83 % | 1.02 % |
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 | 0.220% | -28.0 bp | -191.0 bp | ||||||
| 2 months | 0.230% | -22.0 bp | -172.0 bp | ||||||
| 1 year | 0.029% | -37.8 bp | -91.8 bp | 99.97 | +0.38 % | +0.92 % | |||
| 2 years | 0.212% | -27.1 bp | -116.9 bp | 99.58 | +0.55 % | +2.35 % | |||
| 3 years | 0.338% | -20.3 bp | -113.7 bp | 98.99 | +0.61 % | +3.44 % | |||
| 4 years | 0.554% | -18.8 bp | -110.7 bp | 97.81 | +0.74 % | +4.48 % | |||
| 5 years | 0.743% | -25.0 bp | -99.0 bp | 96.37 | +1.25 % | +5.01 % | |||
| 8 years | 1.207% | -22.8 bp | -73.1 bp | 90.85 | +1.82 % | +5.92 % | |||
| 9 years | 1.267% | -88.4 bp | -71.6 bp | 89.29 | +8.14 % | +6.55 % | |||
| 10 years | 1.347% | -16.9 bp | -63.9 bp | 87.48 | +1.69 % | +6.49 % | |||
10Y Bond Yield Spread - Poland vs Main Countries
The Poland 10Y Government Bond has a 1.347% 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 | 170.2 bp | -38.2 | -60.8 | ||
| France 10Y | 134.5 bp | -23.5 | -65.6 | ||
| Japan 10Y | 132.4 bp | -20.7 | -70.2 | ||
| United Kingdom 10Y | 106.3 bp | -22.9 | -19.2 | ||
| Spain 10Y | 73.4 bp | +4.1 | -81.5 | ||
| Canada 10Y | 73.1 bp | -21.4 | +29.3 | ||
| United States 10Y | 60.9 bp | -27.6 | +40.1 | ||
| Australia 10Y | 34.3 bp | -33.4 | -55.3 | ||
| Italy 10Y | -19.8 bp | +6.5 | -80.7 | ||
| China 10Y | -147.2 bp | -46.3 | -24.4 | ||
| Russia 10Y | -419.8 bp | +39.6 | +21.1 | ||
| India 10Y | -446.8 bp | +10.0 | +0.8 | ||
| Brazil 10Y | -530.4 bp | +92.7 | -51.2 |
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 | 1.347% | 87.48 | 96.77 | 115.37 | 133.96 | 152.56 | 171.15 | |
| 9 years | 1.267% | 89.29 | 97.74 | 114.65 | 131.56 | 148.47 | 165.39 | |
| 8 years | 1.207% | 90.85 | 98.43 | 113.60 | 128.76 | 143.92 | 159.09 | |
| 5 years | 0.743% | 96.37 | 101.26 | 111.04 | 120.82 | 130.60 | 140.38 | |
| 4 years | 0.554% | 97.81 | 101.76 | 109.65 | 117.54 | 125.43 | 133.32 | |
| 3 years | 0.338% | 98.99 | 101.97 | 107.93 | 113.89 | 119.85 | 125.81 | |
| 2 years | 0.212% | 99.58 | 101.57 | 105.56 | 109.55 | 113.53 | 117.52 | |
| 1 year | 0.029% | 99.97 | 100.97 | 102.97 | 104.97 | 106.97 | 108.97 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||