Last Update: 22 Feb 2019 1:15 GMT+0
The Kenya 10Y Government Bond has a 12.510% yield.
10 Years vs 2 Years bond spread is 190.3 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 9.00%.
The Kenya rating is B+, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 105.6 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 114.3 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 190.3 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 | 9.00% |
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 | 7.016% | -11.8 bp | -64.8 bp | ||||||
| 6 months | 8.483% | -44.4 bp | -52.2 bp | ||||||
| 1 year | 9.551% | -40.2 bp | -43.3 bp | 91.28 | +0.36 % | +0.40 % | |||
| 2 years | 10.607% | -49.3 bp | -69.3 bp | 81.74 | +0.89 % | +1.25 % | |||
| 3 years | 11.025% | -32.5 bp | -56.2 bp | 73.07 | +0.88 % | +1.53 % | |||
| 4 years | 11.471% | -7.9 bp | -40.9 bp | 64.77 | +0.29 % | +1.49 % | |||
| 5 years | 11.750% | +15.0 bp | -38.7 bp | 57.38 | -0.68 % | +1.74 % | |||
| 6 years | 11.950% | +5.0 bp | -15.0 bp | 50.80 | -0.27 % | +0.81 % | |||
| 7 years | 12.128% | +7.8 bp | -23.3 bp | 44.87 | -0.49 % | +1.45 % | |||
| 8 years | 12.234% | +8.4 bp | +6.4 bp | 39.72 | -0.60 % | -0.45 % | |||
| 9 years | 12.375% | +7.5 bp | -34.2 bp | 34.99 | -0.60 % | +2.76 % | |||
| 10 years | 12.510% | +1.0 bp | -79.0 bp | 30.77 | -0.06 % | +7.25 % | |||
| 12 years | 13.100% | 0.0 bp | 0.0 bp | 22.83 | 0.00 % | 0.00 % | |||
| 15 years | 12.800% | +10.0 bp | -20.0 bp | 16.42 | -1.32 % | +2.69 % | |||
| 20 years | 12.950% | +5.0 bp | -45.0 bp | 8.76 | -0.79 % | +8.28 % | |||
| 25 years | 13.250% | +15.0 bp | -45.0 bp | 4.46 | -3.25 % | +10.40 % | |||
10Y Bond Yield Spread - Kenya vs Main Countries
The Kenya 10Y Government Bond has a 12.510% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | 1254.7 bp | +5.1 | -65.9 | ||
| Germany 10Y | 1238.6 bp | +11.4 | -57.4 | ||
| France 10Y | 1196.5 bp | +10.4 | -64.7 | ||
| United Kingdom 10Y | 1130.8 bp | +12.8 | -72.5 | ||
| Spain 10Y | 1128.7 bp | +14.5 | -61.1 | ||
| Canada 10Y | 1058.6 bp | +5.5 | -45.7 | ||
| Australia 10Y | 1040.8 bp | +18.9 | -35.2 | ||
| United States 10Y | 982.2 bp | +6.8 | -65.9 | ||
| Italy 10Y | 965.3 bp | -6.7 | -58.4 | ||
| China 10Y | 934.8 bp | -2.2 | -30.6 | ||
| India 10Y | 496.6 bp | -0.1 | -50.7 | ||
| Russia 10Y | 407.0 bp | -15.0 | -61.0 | ||
| Brazil 10Y | 351.0 bp | +7.0 | +237.0 |
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 | 13.250% | 4.46 | 11.67 | 26.09 | 40.51 | 54.93 | 69.35 | |
| 20 years | 12.950% | 8.76 | 15.80 | 29.89 | 43.98 | 58.08 | 72.17 | |
| 15 years | 12.800% | 16.42 | 22.95 | 36.01 | 49.07 | 62.13 | 75.19 | |
| 12 years | 13.100% | 22.83 | 28.72 | 40.50 | 52.28 | 64.06 | 75.85 | |
| 10 years | 12.510% | 30.77 | 36.30 | 47.37 | 58.44 | 69.51 | 80.57 | |
| 9 years | 12.375% | 34.99 | 40.25 | 50.75 | 61.26 | 71.76 | 82.27 | |
| 8 years | 12.234% | 39.72 | 44.65 | 54.50 | 64.36 | 74.21 | 84.07 | |
| 7 years | 12.128% | 44.87 | 49.42 | 58.51 | 67.60 | 76.69 | 85.78 | |
| 6 years | 11.950% | 50.80 | 54.92 | 63.15 | 71.39 | 79.62 | 87.85 | |
| 5 years | 11.750% | 57.38 | 61.01 | 68.26 | 75.52 | 82.77 | 90.03 | |
| 4 years | 11.471% | 64.77 | 67.84 | 73.98 | 80.12 | 86.27 | 92.41 | |
| 3 years | 11.025% | 73.07 | 75.51 | 80.40 | 85.28 | 90.17 | 95.05 | |
| 2 years | 10.607% | 81.74 | 83.46 | 86.90 | 90.35 | 93.79 | 97.23 | |
| 1 year | 9.551% | 91.28 | 92.19 | 94.02 | 95.85 | 97.67 | 99.50 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||