Last Update: 14 Aug 2020 12:15 GMT+0
The Kenya 10Y Government Bond has a 11.921% yield.
10 Years vs 2 Years bond spread is 250.6 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 | 189.8 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 115.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 250.6 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 | 6.200% | -7.4 bp | -110.0 bp | ||||||
| 6 months | 6.561% | -19.8 bp | -168.7 bp | ||||||
| 1 year | 7.517% | -18.3 bp | -235.6 bp | 93.01 | +0.17 % | +2.20 % | |||
| 2 years | 9.415% | -8.4 bp | -128.1 bp | 83.53 | +0.16 % | +2.35 % | |||
| 3 years | 9.905% | -69.0 bp | -127.0 bp | 75.33 | +1.89 % | +3.52 % | |||
| 4 years | 10.481% | -51.2 bp | -117.5 bp | 67.12 | +1.87 % | +4.32 % | |||
| 5 years | 10.566% | -53.7 bp | -119.8 bp | 60.52 | +2.45 % | +5.55 % | |||
| 6 years | 10.754% | -37.3 bp | -122.0 bp | 54.18 | +2.03 % | +6.80 % | |||
| 7 years | 11.123% | -16.3 bp | -90.2 bp | 47.79 | +1.01 % | +5.82 % | |||
| 8 years | 11.550% | -61.2 bp | -53.2 bp | 41.71 | +4.48 % | +3.89 % | |||
| 9 years | 11.997% | -30.7 bp | -56.4 bp | 36.07 | +2.50 % | +4.61 % | |||
| 10 years | 11.921% | -69.1 bp | -69.2 bp | 32.43 | +6.36 % | +6.36 % | |||
| 15 years | 12.751% | -9.6 bp | -7.5 bp | 16.53 | +1.29 % | +1.04 % | |||
| 20 years | 13.297% | +30.8 bp | +4.3 bp | 8.23 | -5.40 % | -0.84 % | |||
| 25 years | 13.424% | -20.3 bp | +1.1 bp | 4.29 | +4.63 % | -0.23 % | |||
10Y Bond Yield Spread - Kenya vs Main Countries
The Kenya 10Y Government Bond has a 11.921% 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 | 1234.0 bp | -71.1 | -67.0 | ||
| France 10Y | 1205.1 bp | -69.5 | -72.2 | ||
| Japan 10Y | 1187.7 bp | -71.6 | -75.6 | ||
| United Kingdom 10Y | 1167.1 bp | -79.0 | -31.3 | ||
| Spain 10Y | 1156.2 bp | -64.7 | -76.6 | ||
| Canada 10Y | 1128.3 bp | -79.4 | +3.6 | ||
| United States 10Y | 1121.3 bp | -77.4 | +18.8 | ||
| Australia 10Y | 1098.6 bp | -72.4 | -56.9 | ||
| Italy 10Y | 1086.7 bp | -47.5 | -82.8 | ||
| China 10Y | 895.5 bp | -53.2 | -77.2 | ||
| India 10Y | 595.9 bp | -82.8 | -28.5 | ||
| Russia 10Y | 594.6 bp | -87.1 | -61.2 | ||
| Brazil 10Y | 493.1 bp | -123.4 | -125.9 |
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 | 13.424% | 4.29 | 11.42 | 25.68 | 39.94 | 54.20 | 68.46 | |
| 20 years | 13.297% | 8.23 | 15.14 | 28.94 | 42.74 | 56.54 | 70.35 | |
| 15 years | 12.751% | 16.53 | 23.07 | 36.17 | 49.26 | 62.35 | 75.44 | |
| 10 years | 11.921% | 32.43 | 38.09 | 49.43 | 60.77 | 72.11 | 83.44 | |
| 9 years | 11.997% | 36.07 | 41.40 | 52.06 | 62.71 | 73.37 | 84.03 | |
| 8 years | 11.550% | 41.71 | 46.76 | 56.85 | 66.94 | 77.04 | 87.13 | |
| 7 years | 11.123% | 47.79 | 52.49 | 61.87 | 71.26 | 80.65 | 90.04 | |
| 6 years | 10.754% | 54.18 | 58.44 | 66.96 | 75.48 | 84.01 | 92.53 | |
| 5 years | 10.566% | 60.52 | 64.26 | 71.73 | 79.20 | 86.68 | 94.15 | |
| 4 years | 10.481% | 67.12 | 70.26 | 76.53 | 82.81 | 89.08 | 95.35 | |
| 3 years | 9.905% | 75.33 | 77.82 | 82.80 | 87.78 | 92.76 | 97.75 | |
| 2 years | 9.415% | 83.53 | 85.28 | 88.78 | 92.28 | 95.78 | 99.27 | |
| 1 year | 7.517% | 93.01 | 93.94 | 95.80 | 97.66 | 99.52 | 101.38 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||