COUNTRY • KAZAKHSTAN
Last Update: 28 Jun 2022 23:15 GMT+0

The Kazakhstan 10Y Government Bond has a 12.701% yield.

10 Years vs 2 Years bond spread is 74.4 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 14.00% (last modification in April 2022).

The Kazakhstan credit rating is BBB-, according to Standard & Poor's agency.

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Residual
Maturity
Yield ZC Price Last
Change
Last Chg 1M Last Chg 1M
1 year 11.681% -9.0 bp 89.54 +0.08 % 28 Jun
2 years 11.957% -6.2 bp 79.78 +0.11 % 28 Jun
3 years 12.082% -6.2 bp 71.02 +0.17 % 28 Jun
4 years 12.255% -5.8 bp 62.98 +0.21 % 28 Jun
5 years 12.326% -5.7 bp 55.92 +0.25 % 28 Jun
6 years 12.576% -5.4 bp 49.13 +0.29 % 28 Jun
7 years 12.651% -5.4 bp 43.44 +0.35 % 28 Jun
8 years 12.665% -5.2 bp 38.52 +0.36 % 28 Jun
9 years 12.696% -5.1 bp 34.11 +0.41 % 28 Jun
10 years 12.701% -5.3 bp 30.25 +0.46 % 28 Jun
15 years 12.772% -5.1 bp 16.48 +0.67 % 28 Jun
25 years 12.850% -5.1 bp 4.87 +1.25 % 28 Jun
Last Update: 28 Jun 2022 23:15 GMT+0

Kazakhstan Yield Curve 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).
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Residual
Maturity
Yield Spread vs Bond Spread vs
Central Bank
Rate (14.00%)
1 year 2 years 5 years
10 years 12.701% -129.9 bp
5 years 12.326%
-167.4 bp
2 years 11.957%
-204.3 bp
1 year 11.681%
-231.9 bp
Focusing on 2 years Government Bond:
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2Y vs 1Y 27.6 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 36.9 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 74.4 bp Normal Convexity in Long-Term vs Short-Term Maturities

Kazakhstan 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 Kazakhstan Credit Ratings History
Rating Agency Rating Outlook
Standard & Poor's
BBB-
-
Moody's Investors Service
Baa2
-
Fitch Ratings
BBB
-
DBRS
-
-

Kazakhstan 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 14.00%

Kazakhstan 10Y Bond Yield Spread

The Kazakhstan 10Y Government Bond has a 12.701% yield. Click on Spread value for the historical serie.

A positive spread, marked by , means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.

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.
If data are not all visible, swipe table left
Kazakhstan 10Y vs Current Spread Chg 1M Chg 6M
Japan 10Y 1247.1 bp -6.0 bp n.a. Compare
Germany 10Y 1107.7 bp -70.1 bp n.a. Compare
France 10Y 1053.0 bp -73.0 bp n.a. Compare
United Kingdom 10Y 1022.3 bp -60.7 bp n.a. Compare
Spain 10Y 995.1 bp -71.5 bp n.a. Compare
China 10Y 985.4 bp -15.0 bp n.a. Compare
United States 10Y 952.4 bp -48.7 bp n.a. Compare
Canada 10Y 936.7 bp -59.7 bp n.a. Compare
Italy 10Y 903.6 bp -82.2 bp n.a. Compare
Australia 10Y 891.6 bp -58.3 bp n.a. Compare
India 10Y 523.5 bp -16.9 bp n.a. Compare
Russia 10Y 405.1 bp +80.7 bp n.a. Compare
Brazil 10Y -29.1 bp -61.2 bp n.a. Compare

Kazakhstan Government Bonds Prices

Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
Click on for a forecast of the yield.
If data are not all visible, swipe table left
Residual
Maturity
Yield Bond Price - with different Coupon Rates Fx
0% 1% 3% 5% 7% 9%
25 years 12.850% 4.87 12.27 27.08 41.89 56.69 71.50
15 years 12.772% 16.48 23.02 36.10 49.18 62.26 75.33
10 years 12.701% 30.25 35.74 46.72 57.71 68.69 79.68
9 years 12.696% 34.11 39.30 49.68 60.06 70.44 80.82
8 years 12.665% 38.52 43.37 53.08 62.79 72.50 82.21
7 years 12.651% 43.44 47.91 56.85 65.79 74.73 83.68
6 years 12.576% 49.13 53.17 61.26 69.35 77.44 85.53
5 years 12.326% 55.92 59.50 66.65 73.80 80.96 88.11
4 years 12.255% 62.98 66.00 72.04 78.08 84.12 90.17
3 years 12.082% 71.02 73.42 78.22 83.01 87.81 92.61
2 years 11.957% 79.78 81.47 84.85 88.24 91.62 95.00
1 year 11.681% 89.54 90.44 92.23 94.02 95.81 97.60
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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