Last Update: 27 Oct 2020 3:15 GMT+0
The Kenya 10Y Government Bond has a 12.029% yield.
10 Years vs 2 Years bond spread is 270.7 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 | 148.2 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 122.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 270.7 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B+
|
negative |
| 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 | 6.589% | +28.0 bp | -61.2 bp | ||||||
| 6 months | 6.967% | +19.4 bp | -112.2 bp | ||||||
| 1 year | 7.840% | +15.0 bp | -125.1 bp | 92.73 | -0.14 % | +1.16 % | |||
| 2 years | 9.322% | +15.8 bp | -121.6 bp | 83.67 | -0.30 % | +2.24 % | |||
| 3 years | 10.146% | +71.4 bp | -70.3 bp | 74.83 | -1.94 % | +1.92 % | |||
| 4 years | 10.422% | +3.5 bp | -96.7 bp | 67.26 | -0.13 % | +3.54 % | |||
| 5 years | 10.546% | -10.5 bp | -105.3 bp | 60.57 | +0.46 % | +4.85 % | |||
| 6 years | 10.860% | +0.1 bp | -84.7 bp | 53.87 | 0.00 % | +4.66 % | |||
| 7 years | 11.177% | 0.0 bp | -58.4 bp | 47.63 | 0.00 % | +3.72 % | |||
| 8 years | 11.733% | +23.7 bp | -46.9 bp | 41.17 | -1.67 % | +3.42 % | |||
| 9 years | 11.936% | +6.6 bp | -51.1 bp | 36.25 | -0.52 % | +4.20 % | |||
| 10 years | 12.029% | +0.1 bp | -58.5 bp | 32.11 | -0.03 % | +5.35 % | |||
| 15 years | 12.774% | -10.6 bp | -37.3 bp | 16.48 | +1.42 % | +5.10 % | |||
| 20 years | 13.306% | +5.2 bp | -26.7 bp | 8.22 | -0.96 % | +4.85 % | |||
| 25 years | 13.511% | +9.7 bp | -17.0 bp | 4.21 | -2.09 % | +3.95 % | |||
10Y Bond Yield Spread - Kenya vs Main Countries
The Kenya 10Y Government Bond has a 12.029% 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 | 1260.9 bp | +5.5 | -45.1 | ||
| France 10Y | 1233.1 bp | +5.1 | -26.5 | ||
| Japan 10Y | 1200.3 bp | -2.0 | -64.2 | ||
| Spain 10Y | 1185.1 bp | +7.0 | +12.4 | ||
| United Kingdom 10Y | 1175.1 bp | -8.9 | -55.7 | ||
| Canada 10Y | 1140.2 bp | -8.4 | -58.9 | ||
| Italy 10Y | 1129.8 bp | +16.1 | +44.0 | ||
| United States 10Y | 1123.1 bp | -14.1 | -71.9 | ||
| Australia 10Y | 1122.4 bp | +2.9 | -42.4 | ||
| China 10Y | 881.9 bp | -5.3 | -127.1 | ||
| India 10Y | 619.5 bp | +20.5 | -26.6 | ||
| Russia 10Y | 603.9 bp | +29.1 | -45.5 | ||
| Brazil 10Y | 449.2 bp | -46.2 | +38.7 |
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 | 13.511% | 4.21 | 11.30 | 25.48 | 39.66 | 53.84 | 68.02 | |
| 20 years | 13.306% | 8.22 | 15.12 | 28.91 | 42.71 | 56.50 | 70.30 | |
| 15 years | 12.774% | 16.48 | 23.02 | 36.09 | 49.17 | 62.25 | 75.32 | |
| 10 years | 12.029% | 32.11 | 37.76 | 49.04 | 60.33 | 71.62 | 82.91 | |
| 9 years | 11.936% | 36.25 | 41.59 | 52.27 | 62.95 | 73.64 | 84.32 | |
| 8 years | 11.733% | 41.17 | 46.18 | 56.21 | 66.24 | 76.27 | 86.30 | |
| 7 years | 11.177% | 47.63 | 52.32 | 61.69 | 71.06 | 80.43 | 89.80 | |
| 6 years | 10.860% | 53.87 | 58.12 | 66.61 | 75.11 | 83.60 | 92.10 | |
| 5 years | 10.546% | 60.57 | 64.31 | 71.79 | 79.27 | 86.74 | 94.22 | |
| 4 years | 10.422% | 67.26 | 70.40 | 76.69 | 82.97 | 89.25 | 95.53 | |
| 3 years | 10.146% | 74.83 | 77.31 | 82.27 | 87.24 | 92.20 | 97.16 | |
| 2 years | 9.322% | 83.67 | 85.42 | 88.93 | 92.43 | 95.93 | 99.44 | |
| 1 year | 7.840% | 92.73 | 93.66 | 95.51 | 97.37 | 99.22 | 101.08 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||