Last Update: 29 Mar 2020 2:15 GMT+0
The Kenya 10Y Government Bond has a 12.667% yield.
10 Years vs 2 Years bond spread is 223.5 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 7.25% (last modification in March 2020).
The Kenya credit rating is B+, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 138.7 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 111.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 223.5 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 | 7.25% |
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 | 7.240% | -7.5 bp | +87.2 bp | ||||||
| 6 months | 8.118% | -11.7 bp | +96.8 bp | ||||||
| 1 year | 9.045% | -45.5 bp | -66.0 bp | 91.71 | +0.43 % | +0.61 % | |||
| 2 years | 10.432% | -10.5 bp | +63.2 bp | 82.00 | +0.20 % | -1.15 % | |||
| 3 years | 10.955% | -22.0 bp | +95.5 bp | 73.21 | +0.60 % | -2.56 % | |||
| 4 years | 11.076% | -52.8 bp | +102.6 bp | 65.69 | +1.91 % | -3.65 % | |||
| 5 years | 11.546% | -11.2 bp | +119.6 bp | 57.91 | +0.50 % | -5.24 % | |||
| 6 years | 11.601% | -15.8 bp | +90.1 bp | 51.76 | +0.86 % | -4.75 % | |||
| 7 years | 11.707% | -15.9 bp | +85.7 bp | 46.07 | +0.99 % | -5.24 % | |||
| 8 years | 12.080% | -5.3 bp | +88.0 bp | 40.16 | +0.37 % | -6.10 % | |||
| 9 years | 12.402% | -21.2 bp | +100.2 bp | 34.92 | +1.72 % | -7.74 % | |||
| 10 years | 12.667% | 0.0 bp | +111.7 bp | 30.34 | 0.00 % | -9.49 % | |||
| 15 years | 13.040% | +10.7 bp | +45.7 bp | 15.90 | -1.43 % | -5.92 % | |||
| 20 years | 13.414% | +5.3 bp | +56.4 bp | 8.07 | -0.86 % | -9.43 % | |||
| 25 years | 13.788% | -21.3 bp | +73.8 bp | 3.96 | +4.76 % | -15.02 % | |||
10Y Bond Yield Spread - Kenya vs Main Countries
The Kenya 10Y Government Bond has a 12.667% 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 | 1314.4 bp | -13.2 | +102.1 | ||
| France 10Y | 1273.0 bp | -23.0 | +90.0 | ||
| Japan 10Y | 1265.6 bp | -16.0 | +88.2 | ||
| United Kingdom 10Y | 1230.6 bp | +8.7 | +124.0 | ||
| Spain 10Y | 1215.0 bp | -23.5 | +75.4 | ||
| United States 10Y | 1199.1 bp | +48.7 | +212.8 | ||
| Canada 10Y | 1193.2 bp | +39.5 | +174.0 | ||
| Australia 10Y | 1181.0 bp | -17.4 | +121.2 | ||
| Italy 10Y | 1135.6 bp | -22.5 | +63.3 | ||
| China 10Y | 998.5 bp | +11.3 | +159.8 | ||
| India 10Y | 652.3 bp | +22.7 | +170.2 | ||
| Russia 10Y | 563.7 bp | -56.0 | +110.7 | ||
| Brazil 10Y | 485.0 bp | -106.6 | +35.0 |
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 | 13.788% | 3.96 | 10.92 | 24.86 | 38.79 | 52.72 | 66.65 | |
| 20 years | 13.414% | 8.07 | 14.92 | 28.63 | 42.33 | 56.04 | 69.75 | |
| 15 years | 13.040% | 15.90 | 22.35 | 35.25 | 48.15 | 61.05 | 73.95 | |
| 10 years | 12.667% | 30.34 | 35.84 | 46.84 | 57.84 | 68.84 | 79.83 | |
| 9 years | 12.402% | 34.92 | 40.16 | 50.66 | 61.16 | 71.65 | 82.15 | |
| 8 years | 12.080% | 40.16 | 45.11 | 55.02 | 64.93 | 74.83 | 84.74 | |
| 7 years | 11.707% | 46.07 | 50.68 | 59.89 | 69.10 | 78.32 | 87.53 | |
| 6 years | 11.601% | 51.76 | 55.92 | 64.23 | 72.55 | 80.87 | 89.18 | |
| 5 years | 11.546% | 57.91 | 61.55 | 68.84 | 76.14 | 83.43 | 90.72 | |
| 4 years | 11.076% | 65.69 | 68.79 | 74.99 | 81.18 | 87.37 | 93.57 | |
| 3 years | 10.955% | 73.21 | 75.65 | 80.55 | 85.44 | 90.33 | 95.22 | |
| 2 years | 10.432% | 82.00 | 83.72 | 87.18 | 90.63 | 94.08 | 97.53 | |
| 1 year | 9.045% | 91.71 | 92.62 | 94.46 | 96.29 | 98.12 | 99.96 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||