Last Update: 27 Jan 2021 21:15 GMT+0
The Kenya 10Y Government Bond has a 12.135% yield.
10 Years vs 2 Years bond spread is 265.4 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 | 97.3 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 133.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 265.4 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 | 6.983% | +6.7 bp | +87.1 bp | ||||||
| 6 months | 7.508% | +10.9 bp | +106.8 bp | ||||||
| 1 year | 8.508% | +22.5 bp | +113.8 bp | 92.16 | -0.21 % | -1.05 % | |||
| 2 years | 9.481% | +21.0 bp | +46.3 bp | 83.43 | -0.38 % | -0.84 % | |||
| 3 years | 9.639% | -30.5 bp | -24.6 bp | 75.88 | +0.84 % | +0.68 % | |||
| 4 years | 10.548% | +28.1 bp | +17.0 bp | 66.96 | -1.01 % | -0.61 % | |||
| 5 years | 10.812% | +37.0 bp | +26.7 bp | 59.85 | -1.66 % | -1.21 % | |||
| 6 years | 11.073% | +26.5 bp | +10.4 bp | 53.25 | -1.43 % | -0.56 % | |||
| 7 years | 11.601% | +36.9 bp | +37.2 bp | 46.38 | -2.30 % | -2.32 % | |||
| 8 years | 11.923% | +30.8 bp | +35.4 bp | 40.61 | -2.19 % | -2.50 % | |||
| 9 years | 11.977% | +15.4 bp | +20.8 bp | 36.13 | -1.23 % | -1.66 % | |||
| 10 years | 12.135% | +16.0 bp | +21.4 bp | 31.81 | -1.43 % | -1.91 % | |||
| 15 years | 13.040% | +10.7 bp | +26.7 bp | 15.90 | -1.43 % | -3.52 % | |||
| 20 years | 13.522% | -37.3 bp | +32.2 bp | 7.91 | +6.75 % | -5.61 % | |||
| 25 years | 14.181% | +11.5 bp | +71.5 bp | 3.63 | -2.42 % | -14.59 % | |||
10Y Bond Yield Spread - Kenya vs Main Countries
The Kenya 10Y Government Bond has a 12.135% 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 | 1268.3 bp | +15.8 | +27.5 | ||
| France 10Y | 1244.3 bp | +16.4 | +33.4 | ||
| Japan 10Y | 1210.0 bp | +14.2 | +19.3 | ||
| Spain 10Y | 1205.7 bp | +15.2 | +47.5 | ||
| United Kingdom 10Y | 1186.6 bp | +14.4 | +6.1 | ||
| Italy 10Y | 1151.7 bp | +9.9 | +64.4 | ||
| Canada 10Y | 1133.7 bp | +8.2 | -6.2 | ||
| United States 10Y | 1112.4 bp | +7.5 | -18.0 | ||
| Australia 10Y | 1109.0 bp | +11.1 | +8.2 | ||
| China 10Y | 894.9 bp | +23.2 | -6.0 | ||
| India 10Y | 618.1 bp | +13.5 | +11.9 | ||
| Russia 10Y | 585.5 bp | -20.5 | -23.1 | ||
| Brazil 10Y | 445.0 bp | -42.9 | -96.4 |
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 | 14.181% | 3.63 | 10.43 | 24.02 | 37.61 | 51.20 | 64.79 | |
| 20 years | 13.522% | 7.91 | 14.72 | 28.34 | 41.96 | 55.58 | 69.20 | |
| 15 years | 13.040% | 15.90 | 22.35 | 35.25 | 48.15 | 61.05 | 73.95 | |
| 10 years | 12.135% | 31.81 | 37.43 | 48.67 | 59.91 | 71.15 | 82.38 | |
| 9 years | 11.977% | 36.13 | 41.46 | 52.13 | 62.79 | 73.46 | 84.12 | |
| 8 years | 11.923% | 40.61 | 45.59 | 55.55 | 65.52 | 75.48 | 85.44 | |
| 7 years | 11.601% | 46.38 | 51.00 | 60.25 | 69.49 | 78.73 | 87.98 | |
| 6 years | 11.073% | 53.25 | 57.48 | 65.92 | 74.36 | 82.81 | 91.25 | |
| 5 years | 10.812% | 59.85 | 63.56 | 70.99 | 78.42 | 85.84 | 93.27 | |
| 4 years | 10.548% | 66.96 | 70.09 | 76.35 | 82.62 | 88.89 | 95.15 | |
| 3 years | 9.639% | 75.88 | 78.38 | 83.38 | 88.39 | 93.40 | 98.40 | |
| 2 years | 9.481% | 83.43 | 85.18 | 88.67 | 92.17 | 95.66 | 99.16 | |
| 1 year | 8.508% | 92.16 | 93.08 | 94.92 | 96.77 | 98.61 | 100.45 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||