Last Update: 29 May 2020 0:15 GMT+0

The Kenya 10Y Government Bond has a 12.505% yield.

10 Years vs 2 Years bond spread is 178.5 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.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 152.5 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 82.7 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 178.5 bp Normal Convexity in Long-Term vs Short-Term Maturities
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Rating Agency Rating Outlook
Standard & Poor's
B+
-
Moody's Investors Service
B2
negative
Fitch Ratings
B+
-
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.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
3 months 7.319% +11.8 bp +15.7 bp
6 months 8.227% +13.8 bp +2.3 bp
1 year 9.195% +10.4 bp -60.5 bp 91.58 -0.10 % +0.56 %
2 years 10.720% +5.3 bp +40.1 bp 81.57 -0.10 % -0.73 %
3 years 11.096% -12.8 bp +61.5 bp 72.93 +0.34 % -1.65 %
4 years 11.576% +11.2 bp +40.3 bp 64.52 -0.40 % -1.44 %
5 years 11.547% +1.9 bp +16.0 bp 57.90 -0.09 % -0.72 %
6 years 11.629% +0.1 bp -8.7 bp 51.68 0.00 % +0.47 %
7 years 11.974% +0.1 bp +10.7 bp 45.31 0.00 % -0.66 %
8 years 12.344% -20.0 bp +31.7 bp 39.41 +1.44 % -2.23 %
9 years 12.532% -7.9 bp +39.5 bp 34.56 +0.64 % -3.11 %
10 years 12.505% -37.6 bp +26.4 bp 30.78 +3.39 % -2.32 %
15 years 13.387% +14.4 bp +52.8 bp 15.19 -1.87 % -6.75 %
20 years 13.707% +3.8 bp +40.1 bp 7.66 -0.65 % -6.81 %
25 years 13.574% -10.7 bp +10.5 bp 4.15 +2.47 % -2.35 %

10Y Bond Yield Spread - Kenya vs Main Countries

The Kenya 10Y Government Bond has a 12.505% 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.

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Kenya 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Germany 10Y 1293.0 bp -44.7 +32.5
France 10Y 1255.9 bp -36.9 +27.3
Japan 10Y 1250.7 bp -41.9 +18.9
United Kingdom 10Y 1230.2 bp -29.4 +76.7
Canada 10Y 1194.6 bp -37.1 +117.1
Spain 10Y 1192.0 bp -16.8 +8.9
United States 10Y 1182.1 bp -43.1 +135.4
Australia 10Y 1162.8 bp -32.4 +43.0
Italy 10Y 1108.3 bp -4.1 +17.5
China 10Y 980.2 bp -57.3 +75.8
Russia 10Y 694.5 bp +17.4 +110.4
India 10Y 651.5 bp -24.1 +73.4
Brazil 10Y 552.0 bp +42.1 +20.2

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.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
25 years 13.574% 4.15 11.21 25.33 39.46 53.58 67.70
20 years 13.707% 7.66 14.40 27.87 41.34 54.82 68.29
15 years 13.387% 15.19 21.53 34.20 46.87 59.54 72.21
10 years 12.505% 30.78 36.32 47.39 58.46 69.53 80.60
9 years 12.532% 34.56 39.78 50.22 60.67 71.11 81.56
8 years 12.344% 39.41 44.32 54.13 63.95 73.77 83.59
7 years 11.974% 45.31 49.88 59.01 68.15 77.28 86.42
6 years 11.629% 51.68 55.84 64.15 72.46 80.77 89.08
5 years 11.547% 57.90 61.55 68.84 76.13 83.42 90.71
4 years 11.576% 64.52 67.59 73.72 79.85 85.98 92.11
3 years 11.096% 72.93 75.37 80.25 85.13 90.01 94.89
2 years 10.720% 81.57 83.29 86.73 90.17 93.61 97.04
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

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