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.
| 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 | ||
| 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.
| 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.
| 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.
| 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 | ||