Last Update: 19 Jan 2022 18:15 GMT+0
The Kenya 10Y Government Bond has a 13.041% yield.
10 Years vs 2 Years bond spread is 271.3 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 | 85.4 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 150 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 271.3 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
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 | 7.309% | +2.9 bp | +78.9 bp | ||||||
| 6 months | 8.081% | +9.7 bp | +109.7 bp | ||||||
| 1 year | 9.474% | +38.3 bp | +196.8 bp | 91.35 | -0.35 % | -1.80 % | |||
| 2 years | 10.328% | +75.7 bp | +69.0 bp | 82.15 | -1.37 % | -1.25 % | |||
| 3 years | 10.568% | +36.3 bp | +19.0 bp | 73.98 | -0.98 % | -0.51 % | |||
| 4 years | 11.608% | +77.3 bp | +90.4 bp | 64.45 | -2.75 % | -3.20 % | |||
| 5 years | 11.828% | +15.9 bp | +54.1 bp | 57.18 | -0.71 % | -2.39 % | |||
| 6 years | 12.345% | +17.9 bp | +63.5 bp | 49.74 | -0.94 % | -3.34 % | |||
| 7 years | 12.613% | +25.7 bp | +48.0 bp | 43.54 | -1.58 % | -2.94 % | |||
| 8 years | 12.826% | +3.1 bp | +26.5 bp | 38.08 | -0.24 % | -1.88 % | |||
| 9 years | 12.934% | +1.7 bp | +32.1 bp | 33.46 | -0.15 % | -2.53 % | |||
| 10 years | 13.041% | +0.1 bp | +31.9 bp | 29.35 | 0.00 % | -2.78 % | |||
| 15 years | 13.469% | -10.7 bp | +32.0 bp | 15.03 | +1.49 % | -4.15 % | |||
| 20 years | 14.004% | +1.4 bp | +48.2 bp | 7.27 | -0.27 % | -8.09 % | |||
| 25 years | 14.288% | +13.6 bp | +56.8 bp | 3.55 | -3.01 % | -11.69 % | |||
Kenya 10Y Bond Yield Spread
The Kenya 10Y Government Bond has a 13.041% 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. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Kenya 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 1305.1 bp | -37.1 bp | -6.5 bp | Compare | |
| Japan 10Y | 1290.7 bp | -9.1 bp | +20.0 bp | Compare | |
| France 10Y | 1266.3 bp | -40.6 bp | -10.5 bp | Compare | |
| Spain 10Y | 1236.2 bp | -34.2 bp | -2.0 bp | Compare | |
| United Kingdom 10Y | 1177.9 bp | -49.7 bp | -39.7 bp | Compare | |
| Italy 10Y | 1163.5 bp | -50.5 bp | -38.4 bp | Compare | |
| United States 10Y | 1120.9 bp | -42.4 bp | -32.1 bp | Compare | |
| Canada 10Y | 1117.6 bp | -54.3 bp | -40.1 bp | Compare | |
| Australia 10Y | 1108.5 bp | -36.5 bp | -45.9 bp | Compare | |
| China 10Y | 1029.6 bp | +12.7 bp | +54.0 bp | Compare | |
| India 10Y | 644.3 bp | -18.6 bp | -15.2 bp | Compare | |
| Russia 10Y | 377.1 bp | -85.4 bp | -172.6 bp | Compare | |
| Brazil 10Y | 149.0 bp | -78.6 bp | -244.3 bp | Compare |
Kenya Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 25 years | 14.288% | 3.55 | 10.30 | 23.80 | 37.30 | 50.80 | 64.30 | |
| 20 years | 14.004% | 7.27 | 13.89 | 27.14 | 40.38 | 53.62 | 66.87 | |
| 15 years | 13.469% | 15.03 | 21.33 | 33.95 | 46.57 | 59.19 | 71.81 | |
| 10 years | 13.041% | 29.35 | 34.77 | 45.60 | 56.44 | 67.27 | 78.11 | |
| 9 years | 12.934% | 33.46 | 38.61 | 48.90 | 59.19 | 69.47 | 79.76 | |
| 8 years | 12.826% | 38.08 | 42.91 | 52.57 | 62.22 | 71.88 | 81.53 | |
| 7 years | 12.613% | 43.54 | 48.02 | 56.97 | 65.92 | 74.87 | 83.83 | |
| 6 years | 12.345% | 49.74 | 53.81 | 61.95 | 70.09 | 78.24 | 86.38 | |
| 5 years | 11.828% | 57.18 | 60.80 | 68.04 | 75.28 | 82.52 | 89.76 | |
| 4 years | 11.608% | 64.45 | 67.51 | 73.64 | 79.76 | 85.89 | 92.01 | |
| 3 years | 10.568% | 73.98 | 76.44 | 81.37 | 86.29 | 91.21 | 96.14 | |
| 2 years | 10.328% | 82.15 | 83.88 | 87.34 | 90.79 | 94.25 | 97.71 | |
| 1 year | 9.474% | 91.35 | 92.26 | 94.09 | 95.91 | 97.74 | 99.57 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||