Last Update: 24 Jan 2020 9:15 GMT+0
The Kenya 10Y Government Bond has a 12.400% yield.
10 Years vs 2 Years bond spread is 175.7 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 8.50% (last modification in November 2019).
The Kenya credit rating is B+, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 78.4 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 96.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 175.7 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B+
|
- |
| Moody's Investors Service |
B2
|
- |
| Fitch Ratings |
B+
|
- |
| DBRS |
-
|
- |
| Kenya Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 8.50% |
Kenya 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 | ||||
| 3 months | 7.279% | +10.2 bp | +78.1 bp | ||||||
| 6 months | 8.212% | +8.7 bp | +85.4 bp | ||||||
| 1 year | 9.859% | +7.0 bp | +107.4 bp | 91.03 | -0.05 % | -0.97 % | |||
| 2 years | 10.643% | +27.1 bp | +114.3 bp | 81.69 | -0.49 % | -2.05 % | |||
| 3 years | 11.121% | +53.4 bp | +132.1 bp | 72.88 | -1.43 % | -3.52 % | |||
| 4 years | 11.497% | +0.9 bp | +154.7 bp | 64.71 | -0.03 % | -5.44 % | |||
| 5 years | 11.604% | -15.5 bp | +110.4 bp | 57.76 | +0.70 % | -4.84 % | |||
| 6 years | 11.815% | +5.7 bp | +81.5 bp | 51.17 | -0.29 % | -4.28 % | |||
| 7 years | 11.865% | +10.3 bp | +101.5 bp | 45.62 | -0.63 % | -6.17 % | |||
| 8 years | 12.030% | -10.4 bp | +88.0 bp | 40.30 | +0.75 % | -6.13 % | |||
| 9 years | 12.188% | -15.8 bp | +43.8 bp | 35.52 | +1.28 % | -3.45 % | |||
| 10 years | 12.400% | -10.8 bp | +38.3 bp | 31.07 | +0.97 % | -3.36 % | |||
| 15 years | 12.932% | -1.2 bp | +31.5 bp | 16.13 | +0.12 % | -4.10 % | |||
| 20 years | 13.253% | -16.0 bp | +33.2 bp | 8.30 | +2.85 % | -5.68 % | |||
| 25 years | 13.413% | -15.9 bp | +23.4 bp | 4.30 | +3.61 % | -5.08 % | |||
10Y Bond Yield Spread - Kenya vs Main Countries
The Kenya 10Y Government Bond has a 12.400% 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.
| Kenya 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 1269.1 bp | -6.2 | +29.9 | ||
| France 10Y | 1244.2 bp | -0.7 | +31.2 | ||
| Japan 10Y | 1242.0 bp | -8.6 | +25.4 | ||
| Spain 10Y | 1202.2 bp | -6.4 | +36.2 | ||
| United Kingdom 10Y | 1179.3 bp | +5.5 | +45.3 | ||
| Australia 10Y | 1129.7 bp | +9.5 | +56.3 | ||
| Italy 10Y | 1112.3 bp | +12.1 | +60.5 | ||
| Canada 10Y | 1098.3 bp | +9.2 | +41.5 | ||
| United States 10Y | 1064.8 bp | +4.3 | +67.9 | ||
| China 10Y | 936.6 bp | +6.0 | +52.7 | ||
| Russia 10Y | 620.0 bp | +2.7 | +145.3 | ||
| India 10Y | 580.6 bp | -13.1 | +22.7 | ||
| Brazil 10Y | 570.3 bp | +13.2 | +87.6 |
Kenya 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% | |||
| 25 years | 13.413% | 4.30 | 11.43 | 25.70 | 39.97 | 54.24 | 68.51 | |
| 20 years | 13.253% | 8.30 | 15.22 | 29.06 | 42.90 | 56.73 | 70.57 | |
| 15 years | 12.932% | 16.13 | 22.62 | 35.59 | 48.56 | 61.53 | 74.50 | |
| 10 years | 12.400% | 31.07 | 36.63 | 47.75 | 58.86 | 69.98 | 81.10 | |
| 9 years | 12.188% | 35.52 | 40.81 | 51.39 | 61.97 | 72.55 | 83.13 | |
| 8 years | 12.030% | 40.30 | 45.26 | 55.19 | 65.11 | 75.04 | 84.96 | |
| 7 years | 11.865% | 45.62 | 50.20 | 59.37 | 68.54 | 77.70 | 86.87 | |
| 6 years | 11.815% | 51.17 | 55.30 | 63.57 | 71.83 | 80.10 | 88.37 | |
| 5 years | 11.604% | 57.76 | 61.40 | 68.68 | 75.96 | 83.24 | 90.52 | |
| 4 years | 11.497% | 64.71 | 67.78 | 73.92 | 80.06 | 86.20 | 92.33 | |
| 3 years | 11.121% | 72.88 | 75.32 | 80.20 | 85.07 | 89.95 | 94.83 | |
| 2 years | 10.643% | 81.69 | 83.41 | 86.85 | 90.29 | 93.73 | 97.17 | |
| 1 year | 9.859% | 91.03 | 91.94 | 93.76 | 95.58 | 97.40 | 99.22 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||