Last Update: 6 Dec 2019 1:15 GMT+0
The Kenya 10Y Government Bond has a 12.508% yield.
10 Years vs 2 Years bond spread is 224.2 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 8.50% (last modification in November 2019).
The Kenya credit rating is B+, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 46.6 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 112.3 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 224.2 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 | 8.50% |
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 | 7.162% | +77.2 bp | +16.7 bp | ||||||
| 6 months | 8.204% | +101.5 bp | +55.3 bp | ||||||
| 1 year | 9.800% | +2.0 bp | +48.9 bp | 91.07 | -0.02 % | -0.45 % | |||
| 2 years | 10.266% | +0.1 bp | +41.6 bp | 82.25 | 0.00 % | -0.75 % | |||
| 3 years | 10.534% | +10.6 bp | +38.4 bp | 74.05 | -0.28 % | -1.03 % | |||
| 4 years | 11.121% | +63.4 bp | +72.1 bp | 65.59 | -2.26 % | -2.57 % | |||
| 5 years | 11.389% | +79.4 bp | +73.9 bp | 58.32 | -3.51 % | -3.27 % | |||
| 6 years | 11.421% | +28.9 bp | +42.1 bp | 52.26 | -1.54 % | -2.24 % | |||
| 7 years | 11.496% | +26.5 bp | +19.6 bp | 46.69 | -1.64 % | -1.21 % | |||
| 8 years | 11.921% | +42.5 bp | +47.1 bp | 40.62 | -2.99 % | -3.31 % | |||
| 9 years | 11.755% | -22.2 bp | +5.5 bp | 36.78 | +1.80 % | -0.43 % | |||
| 10 years | 12.508% | +48.0 bp | +45.8 bp | 30.77 | -4.20 % | -3.99 % | |||
| 15 years | 12.890% | +14.5 bp | +29.0 bp | 16.22 | -1.93 % | -3.80 % | |||
| 20 years | 13.306% | +5.4 bp | +50.6 bp | 8.22 | -0.96 % | -8.57 % | |||
| 25 years | 13.523% | +10.7 bp | +57.3 bp | 4.20 | -2.33 % | -11.76 % | |||
10Y Bond Yield Spread - Kenya vs Main Countries
The Kenya 10Y Government Bond has a 12.508% 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 | 1280.7 bp | +43.6 | +52.5 | ||
| Japan 10Y | 1253.4 bp | +42.2 | +36.3 | ||
| France 10Y | 1248.9 bp | +41.3 | +56.2 | ||
| Spain 10Y | 1202.4 bp | +29.5 | +58.6 | ||
| United Kingdom 10Y | 1173.7 bp | +41.6 | +51.3 | ||
| Australia 10Y | 1137.8 bp | +59.2 | +81.1 | ||
| Italy 10Y | 1104.3 bp | +10.5 | +148.7 | ||
| Canada 10Y | 1089.0 bp | +40.6 | +30.3 | ||
| United States 10Y | 1070.3 bp | +50.5 | +78.1 | ||
| China 10Y | 929.4 bp | +54.0 | +50.7 | ||
| Russia 10Y | 611.8 bp | +45.0 | +182.8 | ||
| India 10Y | 590.0 bp | +35.8 | +78.1 | ||
| Brazil 10Y | 572.5 bp | +17.5 | +190.5 |
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 | 13.523% | 4.20 | 11.28 | 25.45 | 39.62 | 53.79 | 67.96 | |
| 20 years | 13.306% | 8.22 | 15.12 | 28.91 | 42.71 | 56.50 | 70.30 | |
| 15 years | 12.890% | 16.22 | 22.72 | 35.72 | 48.72 | 61.72 | 74.72 | |
| 10 years | 12.508% | 30.77 | 36.31 | 47.38 | 58.45 | 69.52 | 80.58 | |
| 9 years | 11.755% | 36.78 | 42.16 | 52.91 | 63.67 | 74.43 | 85.18 | |
| 8 years | 11.921% | 40.62 | 45.60 | 55.56 | 65.52 | 75.49 | 85.45 | |
| 7 years | 11.496% | 46.69 | 51.32 | 60.60 | 69.87 | 79.15 | 88.42 | |
| 6 years | 11.421% | 52.26 | 56.44 | 64.80 | 73.16 | 81.52 | 89.88 | |
| 5 years | 11.389% | 58.32 | 61.98 | 69.30 | 76.62 | 83.94 | 91.26 | |
| 4 years | 11.121% | 65.59 | 68.68 | 74.87 | 81.06 | 87.25 | 93.44 | |
| 3 years | 10.534% | 74.05 | 76.51 | 81.44 | 86.37 | 91.29 | 96.22 | |
| 2 years | 10.266% | 82.25 | 83.98 | 87.43 | 90.89 | 94.35 | 97.81 | |
| 1 year | 9.800% | 91.07 | 91.99 | 93.81 | 95.63 | 97.45 | 99.27 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||