Last Update: 23 Aug 2019 4:15 GMT+0
The Poland 10Y Government Bond has a 2.035% yield.
10 Years vs 2 Years bond spread is 47.5 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 66.00 and implied probability of default is 1.10%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 23.4 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 22.3 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 47.5 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 | 1.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 66.00 | 0.00 % | +2.80 % | +1.23 % | 1.10 % |
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 | 1.550% | +20.0 bp | +10.0 bp | ||||||
| 2 months | 1.620% | +24.0 bp | +27.0 bp | ||||||
| 1 year | 1.326% | +9.8 bp | -12.8 bp | 98.69 | -0.10 % | +0.12 % | |||
| 2 years | 1.560% | -2.1 bp | -1.1 bp | 96.95 | +0.04 % | +0.02 % | |||
| 3 years | 1.656% | -1.6 bp | -13.3 bp | 95.19 | +0.04 % | +0.39 % | |||
| 4 years | 1.716% | -4.1 bp | -20.4 bp | 93.42 | +0.16 % | +0.81 % | |||
| 5 years | 1.783% | -9.4 bp | -37.0 bp | 91.54 | +0.46 % | +1.82 % | |||
| 8 years | 1.960% | -9.6 bp | -62.9 bp | 85.62 | +0.75 % | +5.04 % | |||
| 9 years | 1.952% | -10.8 bp | -71.7 bp | 84.03 | +0.96 % | +6.52 % | |||
| 10 years | 2.035% | -8.0 bp | -71.9 bp | 81.75 | +0.78 % | +7.27 % | |||
10Y Bond Yield Spread - Poland vs Main Countries
The Poland 10Y Government Bond has a 2.035% 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 | 267.6 bp | +21.3 | +1.1 | ||
| France 10Y | 239.2 bp | +18.9 | +15.6 | ||
| Japan 10Y | 227.3 bp | +1.2 | -52.1 | ||
| Spain 10Y | 187.3 bp | +16.6 | +30.3 | ||
| United Kingdom 10Y | 151.6 bp | +8.9 | -7.8 | ||
| Australia 10Y | 105.7 bp | +26.2 | +38.4 | ||
| Canada 10Y | 74.5 bp | +12.1 | -11.8 | ||
| Italy 10Y | 73.0 bp | +21.8 | +85.1 | ||
| United States 10Y | 39.8 bp | +35.5 | +29.8 | ||
| China 10Y | -103.7 bp | +1.0 | -64.3 | ||
| India 10Y | -453.5 bp | -18.6 | +31.6 | ||
| Russia 10Y | -516.5 bp | 0.0 | +51.1 | ||
| Brazil 10Y | -518.0 bp | -6.5 | +99.6 |
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 | 2.035% | 81.75 | 90.72 | 108.65 | 126.58 | 144.52 | 162.45 | |
| 9 years | 1.952% | 84.03 | 92.21 | 108.57 | 124.94 | 141.30 | 157.66 | |
| 8 years | 1.960% | 85.62 | 92.96 | 107.63 | 122.31 | 136.98 | 151.66 | |
| 5 years | 1.783% | 91.54 | 96.29 | 105.77 | 115.26 | 124.75 | 134.23 | |
| 4 years | 1.716% | 93.42 | 97.25 | 104.92 | 112.59 | 120.26 | 127.93 | |
| 3 years | 1.656% | 95.19 | 98.10 | 103.90 | 109.71 | 115.52 | 121.32 | |
| 2 years | 1.560% | 96.95 | 98.91 | 102.81 | 106.72 | 110.63 | 114.54 | |
| 1 year | 1.326% | 98.69 | 99.68 | 101.65 | 103.63 | 105.60 | 107.57 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||