Polish sovereign zero-coupon yield curve

Daily NSS-fitted curves, 2005-2026. Monthly snapshots with the underlying bond panel, 1y forwards, the NBP Survey of Professional Forecasters implied path, and US/euro-area comparison at 12 tenors. Click bonds to see their YTM history. Download the snapshot panel as CSV.

Sample period
21 years of daily observations
Daily fits
trading-day NSS estimates
Snapshot date
monthly viewer
Bonds in fit
on selected date
Latest 10y zero
on latest date

Zero-coupon curve and bond panel

NSS fit (solid line) with the underlying coupon-bond panel as bubbles, sized by outstanding amount. Salmon dots are long-end bonds (>7y), dark blue is the belly (1.5–7y), grey is the short end. Click any bond row in the table below to highlight it on the curve and show its YTM history.

NSS fit short ≤1.5y belly 1.5-7y long >7y NBP bill rate

Forecast family — NSS forwards, ACM & BRW rf, NBP SPF

Four short-rate forecast paths overlaid: NSS 1-year-spaced forwards from the fitted curve, ACM expected average short rate (rf), BRW rf with the Bauer-Rudebusch-Wu bias correction, and the most recent NBP Survey of Professional Forecasters implied path. SPF vintage: —

NSS 1y forwards ACM rf BRW rf (bias-corrected) NBP SPF implied NBP reference

Cross-country snapshot — full curve at all tenors

PL versus US (GSW Treasury) versus euro-area AAA zero-coupon yields at 3m, 6m, 1y, 2y, 3y, 4y, 5y, 6y, 7y, 8y, 9y, 10y on the snapshot date.

Bond panel — click a row to highlight on the curve

All bonds in the snapshot fit, sorted by time-to-maturity. Outstanding amount in PLN bn, prior-month BondSpot turnover in PLN bn, fitted YTM in percent.

ISINSeriesTTM (y)YTM (%)Outstanding (PLNbn)Turnover prior month (PLNbn)Segment

Selected bond — YTM history

Click a bond row above to load its weekly YTM history.

Polish curve — time series

Zero rates 2y/5y/10y NSS betas NSS taus Fit diagnostics PCA factors (level/slope/curvature)

Cross-country comparison — time series

PL vs US vs EA, 10y PL vs US vs EA, 10y-2y spread

Methodology: liquidity-weighted Nelson-Siegel-Svensson (LW-NSS) on BondSpot venue closing fixings. Weights derived from Min-Fin disclosures of outstanding amounts and prior-month turnover. NBP Survey of Professional Forecasters implied path constructed from quarterly survey releases per PhD Chapter 5.4. US zeros from Gürkaynak-Sack-Wright. Euro-area zeros from the ECB AAA spot-rate database. PCA factors from the EH-paper panel. Build date 2026-05-10.