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.
| 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 | ||
| 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.
| 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.
| 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.
| 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 | ||