Last Update: 12 Apr 2021 20:15 GMT+0
The Kenya 10Y Government Bond has a 12.775% yield.
10 Years vs 2 Years bond spread is 282.5 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 | 58.4 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 133.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 282.5 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
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 | 7.096% | +7.2 bp | +62.8 bp | ||||||
| 6 months | 7.914% | +8.2 bp | +106.1 bp | ||||||
| 1 year | 9.366% | +22.2 bp | +160.4 bp | 91.44 | -0.20 % | -1.47 % | |||
| 2 years | 9.950% | +47.3 bp | +68.1 bp | 82.72 | -0.86 % | -1.23 % | |||
| 3 years | 10.534% | +21.2 bp | +41.9 bp | 74.05 | -0.58 % | -1.13 % | |||
| 4 years | 10.807% | +5.4 bp | +36.7 bp | 66.33 | -0.20 % | -1.32 % | |||
| 5 years | 11.284% | +26.5 bp | +63.3 bp | 58.59 | -1.18 % | -2.82 % | |||
| 6 years | 12.477% | +40.4 bp | +161.8 bp | 49.39 | -2.14 % | -8.32 % | |||
| 7 years | 12.760% | +78.9 bp | +163.6 bp | 43.14 | -4.81 % | -9.73 % | |||
| 8 years | 12.699% | +51.1 bp | +104.3 bp | 38.43 | -3.56 % | -7.15 % | |||
| 9 years | 12.722% | +37.4 bp | +85.4 bp | 34.03 | -2.97 % | -6.64 % | |||
| 10 years | 12.775% | +21.3 bp | +80.0 bp | 30.05 | -1.89 % | -6.88 % | |||
| 15 years | 13.307% | +21.2 bp | +48.0 bp | 15.35 | -2.79 % | -6.17 % | |||
| 20 years | 13.681% | +10.7 bp | +42.8 bp | 7.70 | -1.79 % | -7.23 % | |||
| 25 years | 13.881% | +5.0 bp | +41.3 bp | 3.88 | -1.02 % | -8.71 % | |||
10Y Bond Yield Spread - Kenya vs Main Countries
The Kenya 10Y Government Bond has a 12.775% 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 | 1306.7 bp | +19.7 | +54.6 | ||
| France 10Y | 1280.9 bp | +17.9 | +54.9 | ||
| Japan 10Y | 1267.1 bp | +21.9 | +72.2 | ||
| Spain 10Y | 1238.7 bp | +15.7 | +55.8 | ||
| Italy 10Y | 1204.0 bp | +10.5 | +73.8 | ||
| United Kingdom 10Y | 1198.7 bp | +25.1 | +28.5 | ||
| Canada 10Y | 1125.6 bp | +28.9 | -9.0 | ||
| United States 10Y | 1110.4 bp | +16.7 | -9.2 | ||
| Australia 10Y | 1103.9 bp | +29.6 | -8.2 | ||
| China 10Y | 955.4 bp | +27.4 | +78.9 | ||
| India 10Y | 676.4 bp | +43.4 | +68.8 | ||
| Russia 10Y | 546.0 bp | -31.7 | -54.0 | ||
| Brazil 10Y | 365.6 bp | -28.5 | -67.7 |
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 | 13.881% | 3.88 | 10.80 | 24.65 | 38.50 | 52.35 | 66.20 | |
| 20 years | 13.681% | 7.70 | 14.44 | 27.94 | 41.43 | 54.92 | 68.42 | |
| 15 years | 13.307% | 15.35 | 21.71 | 34.44 | 47.16 | 59.88 | 72.60 | |
| 10 years | 12.775% | 30.05 | 35.53 | 46.48 | 57.43 | 68.38 | 79.33 | |
| 9 years | 12.722% | 34.03 | 39.22 | 49.59 | 59.96 | 70.33 | 80.70 | |
| 8 years | 12.699% | 38.43 | 43.28 | 52.97 | 62.67 | 72.37 | 82.06 | |
| 7 years | 12.760% | 43.14 | 47.60 | 56.51 | 65.42 | 74.33 | 83.25 | |
| 6 years | 12.477% | 49.39 | 53.44 | 61.56 | 69.67 | 77.78 | 85.90 | |
| 5 years | 11.284% | 58.59 | 62.26 | 69.60 | 76.94 | 84.28 | 91.62 | |
| 4 years | 10.807% | 66.33 | 69.45 | 75.68 | 81.91 | 88.14 | 94.37 | |
| 3 years | 10.534% | 74.05 | 76.51 | 81.44 | 86.37 | 91.29 | 96.22 | |
| 2 years | 9.950% | 82.72 | 84.46 | 87.93 | 91.40 | 94.88 | 98.35 | |
| 1 year | 9.366% | 91.44 | 92.35 | 94.18 | 96.01 | 97.84 | 99.67 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||