Last Update: 20 Aug 2019 0:15 GMT+0
The Kenya 10Y Government Bond has a 11.500% yield.
10 Years vs 2 Years bond spread is 210 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 9.00%.
The Kenya rating is B+, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 20.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 70 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 210 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 | 9.00% |
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 | 6.355% | -14.3 bp | -66.1 bp | ||||||
| 6 months | 7.052% | -30.6 bp | -143.1 bp | ||||||
| 1 year | 9.195% | +41.0 bp | -35.6 bp | 91.58 | -0.37 % | +0.33 % | |||
| 2 years | 9.400% | -15.0 bp | -120.7 bp | 83.55 | +0.28 % | +2.21 % | |||
| 3 years | 9.500% | -35.0 bp | -152.5 bp | 76.17 | +0.97 % | +4.24 % | |||
| 4 years | 9.650% | -45.0 bp | -182.1 bp | 69.18 | +1.66 % | +6.81 % | |||
| 5 years | 10.100% | -15.0 bp | -165.0 bp | 61.81 | +0.68 % | +7.72 % | |||
| 6 years | 10.400% | -5.0 bp | -155.0 bp | 55.23 | +0.27 % | +8.72 % | |||
| 7 years | 10.500% | -25.0 bp | -162.8 bp | 49.71 | +1.59 % | +10.79 % | |||
| 8 years | 11.100% | -5.0 bp | -113.4 bp | 43.08 | +0.35 % | +8.46 % | |||
| 9 years | 11.300% | -15.0 bp | -107.5 bp | 38.15 | +1.22 % | +9.03 % | |||
| 10 years | 11.500% | -15.0 bp | -101.0 bp | 33.67 | +1.35 % | +9.42 % | |||
| 15 years | 12.250% | -10.0 bp | -55.0 bp | 17.67 | +1.38 % | +7.61 % | |||
| 20 years | 12.750% | +10.0 bp | -20.0 bp | 9.07 | -1.73 % | +3.54 % | |||
| 25 years | 12.950% | -8.7 bp | -30.0 bp | 4.76 | +1.93 % | +6.73 % | |||
10Y Bond Yield Spread - Kenya vs Main Countries
The Kenya 10Y Government Bond has a 11.500% 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 | 1214.6 bp | +17.2 | -26.4 | ||
| France 10Y | 1186.2 bp | +14.1 | -11.6 | ||
| Japan 10Y | 1172.4 bp | -5.1 | -82.2 | ||
| Spain 10Y | 1135.3 bp | +9.0 | +4.5 | ||
| United Kingdom 10Y | 1101.6 bp | +10.3 | -31.6 | ||
| Australia 10Y | 1055.7 bp | +26.3 | +14.7 | ||
| Canada 10Y | 1031.2 bp | +17.1 | -30.2 | ||
| Italy 10Y | 1001.9 bp | -2.3 | +40.4 | ||
| United States 10Y | 990.6 bp | +31.3 | +3.7 | ||
| China 10Y | 845.9 bp | -1.8 | -90.6 | ||
| India 10Y | 491.9 bp | -37.0 | -4.6 | ||
| Brazil 10Y | 422.0 bp | -10.5 | +60.0 | ||
| Russia 10Y | 415.0 bp | -15.0 | -4.0 |
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 | 12.950% | 4.76 | 12.12 | 26.83 | 41.53 | 56.24 | 70.95 | |
| 20 years | 12.750% | 9.07 | 16.20 | 30.47 | 44.73 | 58.99 | 73.26 | |
| 15 years | 12.250% | 17.67 | 24.39 | 37.83 | 51.27 | 64.72 | 78.16 | |
| 10 years | 11.500% | 33.67 | 39.44 | 50.97 | 62.51 | 74.05 | 85.58 | |
| 9 years | 11.300% | 38.15 | 43.63 | 54.57 | 65.52 | 76.47 | 87.41 | |
| 8 years | 11.100% | 43.08 | 48.21 | 58.46 | 68.72 | 78.98 | 89.23 | |
| 7 years | 10.500% | 49.71 | 54.50 | 64.08 | 73.66 | 83.24 | 92.82 | |
| 6 years | 10.400% | 55.23 | 59.54 | 68.15 | 76.75 | 85.36 | 93.97 | |
| 5 years | 10.100% | 61.81 | 65.59 | 73.15 | 80.72 | 88.28 | 95.84 | |
| 4 years | 9.650% | 69.18 | 72.37 | 78.76 | 85.15 | 91.54 | 97.92 | |
| 3 years | 9.500% | 76.17 | 78.67 | 83.69 | 88.71 | 93.73 | 98.75 | |
| 2 years | 9.400% | 83.55 | 85.30 | 88.80 | 92.30 | 95.80 | 99.30 | |
| 1 year | 9.195% | 91.58 | 92.50 | 94.33 | 96.16 | 97.99 | 99.82 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||