Last Update: 22 Feb 2019 1:15 GMT+0
The Poland 10Y Government Bond has a 2.761% yield.
10 Years vs 2 Years bond spread is 119.9 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 1.50%.
The Poland rating is A-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 65.40 and implied probability of default is 1.09%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 12.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 59.2 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 119.9 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 | 1.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 65.40 | 0.00 % | -0.30 % | +32.39 % | 1.09 % |
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 | 1.370% | -15.0 bp | -9.0 bp | ||||||
| 2 months | 1.200% | 0.0 bp | -25.0 bp | ||||||
| 1 year | 1.437% | +28.0 bp | +6.7 bp | 98.58 | -0.28 % | -0.07 % | |||
| 2 years | 1.562% | +15.9 bp | -6.3 bp | 96.95 | -0.31 % | +0.12 % | |||
| 3 years | 1.789% | +15.8 bp | -9.4 bp | 94.82 | -0.46 % | +0.27 % | |||
| 4 years | 1.920% | -9.1 bp | -32.2 bp | 92.67 | +0.36 % | +1.27 % | |||
| 5 years | 2.154% | -8.5 bp | -34.8 bp | 89.89 | +0.41 % | +1.71 % | |||
| 8 years | 2.590% | -9.3 bp | -46.7 bp | 81.50 | +0.73 % | +3.70 % | |||
| 9 years | 2.677% | -10.0 bp | -47.5 bp | 78.84 | +0.88 % | +4.24 % | |||
| 10 years | 2.761% | -7.5 bp | -41.7 bp | 76.16 | +0.74 % | +4.13 % | |||
| 12 years | 2.591% | -26.3 bp | -49.8 bp | 73.57 | +3.13 % | +5.99 % | |||
10Y Bond Yield Spread - Poland vs Main Countries
The Poland 10Y Government Bond has a 2.761% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | 279.8 bp | -3.4 | -28.6 | ||
| Germany 10Y | 263.7 bp | +2.9 | -20.1 | ||
| France 10Y | 221.6 bp | +1.9 | -27.4 | ||
| United Kingdom 10Y | 155.9 bp | +4.3 | -35.2 | ||
| Spain 10Y | 153.8 bp | +6.0 | -23.8 | ||
| Canada 10Y | 83.7 bp | -3.0 | -8.4 | ||
| Australia 10Y | 65.9 bp | +10.4 | +2.1 | ||
| United States 10Y | 7.3 bp | -1.7 | -28.6 | ||
| Italy 10Y | -9.6 bp | -15.2 | -21.1 | ||
| China 10Y | -40.1 bp | -10.7 | +6.7 | ||
| India 10Y | -478.3 bp | -8.6 | -13.4 | ||
| Russia 10Y | -567.9 bp | -23.5 | -23.7 | ||
| Brazil 10Y | -623.9 bp | -1.5 | +274.3 |
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% | |||
| 12 years | 2.591% | 73.57 | 83.77 | 104.17 | 124.58 | 144.98 | 165.38 | |
| 10 years | 2.761% | 76.16 | 84.79 | 102.06 | 119.33 | 136.60 | 153.87 | |
| 9 years | 2.677% | 78.84 | 86.74 | 102.55 | 118.36 | 134.17 | 149.98 | |
| 8 years | 2.590% | 81.50 | 88.64 | 102.93 | 117.21 | 131.50 | 145.78 | |
| 5 years | 2.154% | 89.89 | 94.58 | 103.97 | 113.35 | 122.74 | 132.12 | |
| 4 years | 1.920% | 92.67 | 96.49 | 104.12 | 111.75 | 119.38 | 127.01 | |
| 3 years | 1.789% | 94.82 | 97.72 | 103.51 | 109.30 | 115.09 | 120.88 | |
| 2 years | 1.562% | 96.95 | 98.90 | 102.81 | 106.72 | 110.63 | 114.53 | |
| 1 year | 1.437% | 98.58 | 99.57 | 101.54 | 103.51 | 105.48 | 107.46 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||