The Poland 10Y Government Bond has a 5.761% yield.
10 Years vs 2 Years bond spread is 28.4 bp.
Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 5.75% (last modification in October 2023).
The Poland credit rating is A-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 151.00 and implied probability of default is 2.52%.
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Poland Yield Curve
| Residual Maturity |
Yield | ZC Price | Last Change |
||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 5.500% | -11.0 bp | -10.0 bp | 27 Apr | |||||
| 2 months | 5.500% | 0.0 bp | -20.0 bp | 27 Apr | |||||
| 1 year | 5.154% | +3.0 bp | -11.5 bp | 95.10 | -0.03 % | +0.12 % | 27 Apr | ||
| 2 years | 5.477% | +31.6 bp | +25.8 bp | 89.88 | -0.61 % | -0.50 % | 27 Apr | ||
| 3 years | 5.410% | +22.3 bp | +24.0 bp | 85.38 | -0.63 % | -0.69 % | 27 Apr | ||
| 4 years | 5.484% | +24.1 bp | +22.4 bp | 80.77 | -0.91 % | -0.85 % | 27 Apr | ||
| 5 years | 5.598% | +21.4 bp | +20.8 bp | 76.16 | -1.01 % | -0.98 % | 27 Apr | ||
| 6 years | 5.576% | +26.1 bp | +14.9 bp | 72.21 | -1.47 % | -0.85 % | 27 Apr | ||
| 7 years | 5.633% | +26.9 bp | +16.0 bp | 68.14 | -1.77 % | -1.06 % | 27 Apr | ||
| 8 years | 5.814% | +29.1 bp | +0.7 bp | 63.63 | -2.18 % | -0.05 % | 25 Apr | ||
| 10 years | 5.761% | +27.5 bp | -0.9 bp | 57.11 | -2.58 % | +0.07 % | 27 Apr | ||
| Last Update: 27 Apr 2024 17:23 GMT+0 | |||||||||
Poland Yield Analysis
Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases.
For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive.
If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
| Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (5.75%) |
|||
|---|---|---|---|---|---|---|
| 1 year | 2 years | 5 years | ||||
| 10 years | 5.761% | 1.1 bp | ||||
| 5 years | 5.598% | -15.2 bp | ||||
| 2 years | 5.477% | -27.3 bp | ||||
| 1 year | 5.154% | -59.6 bp | ||||
Focusing on 2 years Government Bond:
| 2Y vs 1Y | 32.3 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 12.1 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 28.4 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities |
Poland Credit Ratings
A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation). For a deeper analysis of credit ratings, click here Poland Credit Ratings History
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's | A- | - |
| Moody's Investors Service | A2 | - |
| Fitch Ratings | A- | - |
| DBRS | A | - |
Poland Interest Rates
A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
| Interest Rates | Value | |
|---|---|---|
| Central Bank Rate | 5.75% |
Poland Credit Default Swaps
The term credit default swap (CDS) refers to a financial derivative that allows an investor to swap or offset their credit risk with that of another investor. To swap the risk of default, the lender buys a CDS from another investor who agrees to reimburse the lender in the case the borrower defaults.
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD(*) | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 151.00 | 0.00 % | 0.00 % | +189.27 % | 2.52 % | |
| (*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate. |
Poland 10Y Bond Yield Spread
The Poland 10Y Government Bond has a 5.761% yield.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Poland 10Y vs | Current Spread | Chg 1M | Chg 6M | Compare Countries |
|
|---|---|---|---|---|---|
| vs Japan 10Y | 487.9 bp | +10.4 bp | -1.7 bp | ||
| vs China 10Y | 355.6 bp | +38.2 bp | +52.1 bp | ||
| vs Germany 10Y | 318.3 bp | -1.3 bp | +22.7 bp | ||
| vs France 10Y | 269.2 bp | -0.5 bp | +36.2 bp | ||
| vs Spain 10Y | 239.0 bp | +3.6 bp | +52.9 bp | ||
| vs Canada 10Y | 191.0 bp | -10.8 bp | +15.5 bp | ||
| vs Italy 10Y | 187.1 bp | +0.0 bp | +94.0 bp | ||
| vs United Kingdom 10Y | 143.3 bp | -12.1 bp | +22.5 bp | ||
| vs Australia 10Y | 122.1 bp | -27.3 bp | +26.4 bp | ||
| vs United States 10Y | 109.8 bp | -20.0 bp | +16.6 bp | ||
| vs India 10Y | -143.8 bp | +14.8 bp | +14.3 bp | ||
| vs Brazil 10Y | -582.6 bp | -39.0 bp | -10.8 bp | ||
| vs Russia 10Y | -866.9 bp | -39.5 bp | -194.9 bp |
Poland Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates.
Click on for a forecast of the yield.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | ||||
| 10 years | 5.761% | 57.11 | 64.56 | 79.45 | 94.34 | 109.22 | 124.11 | ||
| 8 years | 5.814% | 63.63 | 69.88 | 82.40 | 94.91 | 107.42 | 119.93 | ||
| 7 years | 5.633% | 68.14 | 73.80 | 85.11 | 96.42 | 107.73 | 119.04 | ||
| 6 years | 5.576% | 72.21 | 77.20 | 87.16 | 97.13 | 107.10 | 117.06 | ||
| 5 years | 5.598% | 76.16 | 80.42 | 88.94 | 97.45 | 105.97 | 114.49 | ||
| 4 years | 5.484% | 80.77 | 84.28 | 91.29 | 98.30 | 105.32 | 112.33 | ||
| 3 years | 5.410% | 85.38 | 88.08 | 93.49 | 98.89 | 104.30 | 109.70 | ||
| 2 years | 5.477% | 89.88 | 91.73 | 95.43 | 99.12 | 102.81 | 106.51 | ||
| 1 year | 5.154% | 95.10 | 96.05 | 97.95 | 99.85 | 101.76 | 103.66 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||
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