Last Update: 17 Apr 2021 16:15 GMT+0
The Poland 10Y Government Bond has a 1.471% yield.
10 Years vs 2 Years bond spread is 140.6 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 41.90 and implied probability of default is 0.70%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 8.8 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 71.2 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 140.6 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 | 41.90 | -20.34 % | -18.96 % | -33.28 % | 0.70 % |
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 | -0.150% | +5.0 bp | -22.0 bp | ||||||
| 2 months | -0.120% | +4.0 bp | -19.0 bp | ||||||
| 1 year | -0.023% | +3.2 bp | +3.5 bp | 100.02 | -0.04 % | -0.04 % | |||
| 2 years | 0.065% | +3.4 bp | +8.0 bp | 99.87 | -0.07 % | -0.16 % | |||
| 3 years | 0.322% | -4.3 bp | +18.4 bp | 99.04 | +0.13 % | -0.55 % | |||
| 4 years | 0.580% | -0.3 bp | +22.1 bp | 97.71 | +0.01 % | -0.88 % | |||
| 5 years | 0.777% | -7.5 bp | +33.7 bp | 96.20 | +0.37 % | -1.67 % | |||
| 6 years | 0.933% | -8.7 bp | n.a. | 94.58 | +0.52 % | n.a. | |||
| 7 years | 1.135% | -5.9 bp | n.a. | 92.40 | +0.40 % | n.a. | |||
| 9 years | 1.336% | -1.9 bp | +18.1 bp | 88.74 | +0.17 % | -1.60 % | |||
| 10 years | 1.471% | -2.5 bp | +19.4 bp | 86.41 | +0.24 % | -1.90 % | |||
10Y Bond Yield Spread - Poland vs Main Countries
The Poland 10Y Government Bond has a 1.471% 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 | 173.0 bp | -6.7 | -17.3 | ||
| France 10Y | 147.6 bp | -7.0 | -15.2 | ||
| Japan 10Y | 138.7 bp | -2.0 | +12.7 | ||
| Spain 10Y | 107.4 bp | -4.7 | -8.6 | ||
| Italy 10Y | 72.5 bp | -7.5 | +10.0 | ||
| United Kingdom 10Y | 70.6 bp | +4.1 | -39.0 | ||
| Canada 10Y | -7.4 bp | +2.7 | -77.6 | ||
| United States 10Y | -11.9 bp | +3.1 | -64.7 | ||
| Australia 10Y | -22.1 bp | +4.6 | -76.7 | ||
| China 10Y | -171.5 bp | +7.2 | +25.6 | ||
| India 10Y | -461.7 bp | +7.2 | +4.1 | ||
| Russia 10Y | -560.4 bp | -21.5 | -84.1 | ||
| Brazil 10Y | -760.8 bp | -52.3 | -124.8 |
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 | 1.471% | 86.41 | 95.65 | 114.12 | 132.60 | 151.07 | 169.54 | |
| 9 years | 1.336% | 88.74 | 97.17 | 114.02 | 130.88 | 147.73 | 164.59 | |
| 7 years | 1.135% | 92.40 | 99.10 | 112.48 | 125.87 | 139.25 | 152.64 | |
| 6 years | 0.933% | 94.58 | 100.39 | 112.01 | 123.62 | 135.24 | 146.86 | |
| 5 years | 0.777% | 96.20 | 101.09 | 110.86 | 120.63 | 130.40 | 140.17 | |
| 4 years | 0.580% | 97.71 | 101.66 | 109.54 | 117.43 | 125.31 | 133.20 | |
| 3 years | 0.322% | 99.04 | 102.02 | 107.98 | 113.94 | 119.91 | 125.87 | |
| 2 years | 0.065% | 99.87 | 101.87 | 105.86 | 109.86 | 113.86 | 117.85 | |
| 1 year | -0.023% | 100.02 | 101.02 | 103.02 | 105.02 | 107.02 | 109.03 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||