Last Update: 19 Apr 2019 8:15 GMT+0
The Kenya 10Y Government Bond has a 12.150% yield.
10 Years vs 2 Years bond spread is 140 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 | 139.6 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 5 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 140 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 | 7.305% | +46.8 bp | -20.2 bp | ||||||
| 6 months | 8.042% | -22.8 bp | -40.8 bp | ||||||
| 1 year | 9.354% | -8.5 bp | -22.5 bp | 91.45 | +0.08 % | +0.21 % | |||
| 2 years | 10.750% | 0.0 bp | -10.0 bp | 81.53 | 0.00 % | +0.18 % | |||
| 3 years | 10.850% | 0.0 bp | -45.0 bp | 73.42 | 0.00 % | +1.23 % | |||
| 4 years | 11.000% | 0.0 bp | -45.0 bp | 65.87 | 0.00 % | +1.62 % | |||
| 5 years | 10.800% | -40.0 bp | -90.0 bp | 59.88 | +1.82 % | +4.12 % | |||
| 6 years | 11.500% | 0.0 bp | -27.0 bp | 52.04 | 0.00 % | +1.46 % | |||
| 7 years | 11.700% | 0.0 bp | -30.0 bp | 46.09 | 0.00 % | +1.90 % | |||
| 8 years | 11.900% | -5.0 bp | -40.0 bp | 40.68 | +0.37 % | +2.91 % | |||
| 9 years | 12.100% | 0.0 bp | -35.0 bp | 35.77 | 0.00 % | +2.85 % | |||
| 10 years | 12.150% | -10.0 bp | -40.0 bp | 31.77 | +0.89 % | +3.62 % | |||
| 12 years | 13.100% | 0.0 bp | 0.0 bp | 22.83 | 0.00 % | 0.00 % | |||
| 15 years | 12.750% | 0.0 bp | +15.0 bp | 16.53 | 0.00 % | -1.96 % | |||
| 20 years | 12.850% | 0.0 bp | +5.0 bp | 8.91 | 0.00 % | -0.89 % | |||
| 25 years | 13.200% | +15.0 bp | 0.0 bp | 4.51 | -3.22 % | 0.00 % | |||
10Y Bond Yield Spread - Kenya vs Main Countries
The Kenya 10Y Government Bond has a 12.150% 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 | 1217.7 bp | -11.7 | -22.4 | ||
| Germany 10Y | 1212.7 bp | -1.8 | +3.0 | ||
| France 10Y | 1178.0 bp | +0.7 | +6.5 | ||
| Spain 10Y | 1108.9 bp | +2.5 | +29.9 | ||
| United Kingdom 10Y | 1096.1 bp | -10.0 | -0.3 | ||
| Canada 10Y | 1038.4 bp | -13.8 | +32.9 | ||
| Australia 10Y | 1022.5 bp | -9.9 | +38.0 | ||
| United States 10Y | 959.0 bp | -4.2 | +23.6 | ||
| Italy 10Y | 953.8 bp | -22.3 | +55.7 | ||
| China 10Y | 876.0 bp | -33.2 | -20.7 | ||
| India 10Y | 473.0 bp | +1.6 | +10.1 | ||
| Russia 10Y | 391.0 bp | -6.0 | -5.0 | ||
| Brazil 10Y | 319.0 bp | -30.0 | +102.0 |
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 | 13.200% | 4.51 | 11.74 | 26.21 | 40.68 | 55.15 | 69.62 | |
| 20 years | 12.850% | 8.91 | 16.00 | 30.18 | 44.35 | 58.53 | 72.71 | |
| 15 years | 12.750% | 16.53 | 23.08 | 36.17 | 49.26 | 62.36 | 75.45 | |
| 12 years | 13.100% | 22.83 | 28.72 | 40.50 | 52.28 | 64.06 | 75.85 | |
| 10 years | 12.150% | 31.77 | 37.38 | 48.62 | 59.85 | 71.08 | 82.31 | |
| 9 years | 12.100% | 35.77 | 41.08 | 51.70 | 62.31 | 72.93 | 83.55 | |
| 8 years | 11.900% | 40.68 | 45.66 | 55.63 | 65.60 | 75.57 | 85.54 | |
| 7 years | 11.700% | 46.09 | 50.70 | 59.91 | 69.13 | 78.34 | 87.56 | |
| 6 years | 11.500% | 52.04 | 56.21 | 64.55 | 72.89 | 81.23 | 89.57 | |
| 5 years | 10.800% | 59.88 | 63.60 | 71.03 | 78.46 | 85.88 | 93.31 | |
| 4 years | 11.000% | 65.87 | 68.98 | 75.18 | 81.39 | 87.59 | 93.80 | |
| 3 years | 10.850% | 73.42 | 75.87 | 80.77 | 85.67 | 90.57 | 95.47 | |
| 2 years | 10.750% | 81.53 | 83.25 | 86.68 | 90.12 | 93.56 | 96.99 | |
| 1 year | 9.354% | 91.45 | 92.36 | 94.19 | 96.02 | 97.85 | 99.68 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||