Last Update: 20 Sep 2021 5:15 GMT+0

The Kenya 10Y Government Bond has a 12.563% yield.

10 Years vs 2 Years bond spread is 370.9 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 7.00% (last modification in May 2020).

The Kenya credit rating is B, according to Standard & Poor's agency.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 100.9 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 237.5 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 370.9 bp Normal Convexity in Long-Term vs Short-Term Maturities
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Rating Agency Rating Outlook
Standard & Poor's
B
-
Moody's Investors Service
B2
negative
Fitch Ratings
B+
negative
DBRS
-
-
Kenya Credit Ratings History
Interest Rates
Central Bank Rate 7.00%

Kenya 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.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
3 months 6.870% +27.1 bp -20.1 bp
6 months 7.250% +14.6 bp -63.4 bp
1 year 7.845% +42.5 bp -136.8 bp 92.73 -0.39 % +1.28 %
2 years 8.854% -57.5 bp -67.6 bp 84.39 +1.05 % +1.24 %
3 years 10.116% +0.1 bp -25.9 bp 74.89 -0.01 % +0.70 %
4 years 10.757% 0.0 bp +5.6 bp 66.45 0.00 % -0.21 %
5 years 11.229% -10.5 bp -44.9 bp 58.74 +0.48 % +2.03 %
6 years 11.759% -0.5 bp -68.4 bp 51.32 +0.02 % +3.72 %
7 years 12.079% -5.3 bp -67.0 bp 45.01 +0.33 % +4.26 %
8 years 12.403% -10.6 bp -34.4 bp 39.24 +0.74 % +2.45 %
9 years 12.507% -5.2 bp -24.6 bp 34.62 +0.41 % +1.97 %
10 years 12.563% -10.5 bp -21.2 bp 30.62 +0.92 % +1.90 %
15 years 13.253% -5.6 bp +10.6 bp 15.46 +0.72 % -1.40 %
20 years 13.735% +5.4 bp +0.1 bp 7.62 -1.04 % 0.00 %
25 years 13.992% +11.1 bp -5.7 bp 3.79 -2.32 % +1.34 %

Kenya 10Y Bond Yield Spread

The Kenya 10Y Government Bond has a 12.563% 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. 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.

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Kenya 10Y vs Current Spread Chg 1M Chg 6M
Germany 10Y 1284.5 bp -31.8 bp -21.8 bp Compare
Japan 10Y 1251.8 bp -14.4 bp -14.8 bp Compare
France 10Y 1251.6 bp -30.0 bp -30.0 bp Compare
Spain 10Y 1220.8 bp -24.8 bp -22.2 bp Compare
Italy 10Y 1184.5 bp -27.6 bp -26.3 bp Compare
United Kingdom 10Y 1171.5 bp -42.6 bp -21.4 bp Compare
Canada 10Y 1128.0 bp -24.5 bp +9.7 bp Compare
Australia 10Y 1123.6 bp -35.9 bp +31.0 bp Compare
United States 10Y 1120.0 bp -21.3 bp +15.5 bp Compare
China 10Y 967.2 bp -12.8 bp +16.5 bp Compare
India 10Y 640.3 bp -3.1 bp -17.9 bp Compare
Russia 10Y 547.8 bp -24.0 bp -26.2 bp Compare
Brazil 10Y 147.3 bp -54.8 bp -266.1 bp Compare

Kenya 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.

For each maturity, the current market yield is shown.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
25 years 13.992% 3.79 10.66 24.41 38.17 51.92 65.67
20 years 13.735% 7.62 14.35 27.80 41.25 54.70 68.15
15 years 13.253% 15.46 21.84 34.60 47.36 60.11 72.87
10 years 12.563% 30.62 36.15 47.19 58.23 69.28 80.32
9 years 12.507% 34.62 39.85 50.31 60.76 71.21 81.67
8 years 12.403% 39.24 44.14 53.94 63.74 73.53 83.33
7 years 12.079% 45.01 49.56 58.67 67.77 76.88 85.98
6 years 11.759% 51.32 55.46 63.74 72.02 80.30 88.58
5 years 11.229% 58.74 62.41 69.76 77.11 84.46 91.81
4 years 10.757% 66.45 69.57 75.81 82.05 88.28 94.52
3 years 10.116% 74.89 77.38 82.34 87.30 92.27 97.23
2 years 8.854% 84.39 86.16 89.68 93.21 96.73 100.26
1 year 7.845% 92.73 93.65 95.51 97.36 99.22 101.07
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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