Last Update: 20 Oct 2019 22:15 GMT+0
The Kenya 10Y Government Bond has a 11.816% yield.
10 Years vs 2 Years bond spread is 181.4 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 9.00% (last modification in July 2018).
The Kenya credit rating is B+, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 21 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 70.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 181.4 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 | 6.369% | +5.4 bp | -93.6 bp | ||||||
| 6 months | 7.250% | +10.7 bp | -79.2 bp | ||||||
| 1 year | 9.792% | +21.0 bp | +43.8 bp | 91.08 | -0.20 % | -0.40 % | |||
| 2 years | 10.002% | -3.5 bp | -74.8 bp | 82.64 | +0.06 % | +1.36 % | |||
| 3 years | 10.059% | -3.8 bp | -79.1 bp | 75.01 | +0.11 % | +2.17 % | |||
| 4 years | 10.592% | +39.2 bp | -40.8 bp | 66.85 | -1.42 % | +1.49 % | |||
| 5 years | 10.706% | +16.0 bp | -9.4 bp | 60.14 | -0.71 % | +0.43 % | |||
| 6 years | 11.026% | +7.6 bp | -47.4 bp | 53.39 | -0.41 % | +2.59 % | |||
| 7 years | 11.072% | +7.2 bp | -62.8 bp | 47.95 | -0.46 % | +4.04 % | |||
| 8 years | 11.443% | +9.3 bp | -45.7 bp | 42.03 | -0.66 % | +3.32 % | |||
| 9 years | 11.711% | +20.1 bp | -38.9 bp | 36.91 | -1.60 % | +3.19 % | |||
| 10 years | 11.816% | -3.8 bp | -33.4 bp | 32.73 | +0.34 % | +3.02 % | |||
| 15 years | 12.659% | +21.1 bp | -9.1 bp | 16.73 | -2.79 % | +1.21 % | |||
| 20 years | 13.092% | +15.0 bp | +24.2 bp | 8.54 | -2.62 % | -4.15 % | |||
| 25 years | 13.256% | +19.0 bp | +5.6 bp | 4.45 | -4.09 % | -1.33 % | |||
10Y Bond Yield Spread - Kenya vs Main Countries
The Kenya 10Y Government Bond has a 11.816% 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 | 1219.9 bp | -18.0 | +7.2 | ||
| Japan 10Y | 1195.6 bp | -11.3 | -22.1 | ||
| France 10Y | 1189.7 bp | -17.8 | +11.7 | ||
| Spain 10Y | 1157.4 bp | -2.7 | +48.7 | ||
| United Kingdom 10Y | 1110.7 bp | -12.3 | +14.6 | ||
| Italy 10Y | 1079.4 bp | -12.9 | +125.6 | ||
| Australia 10Y | 1069.0 bp | -14.2 | +49.0 | ||
| Canada 10Y | 1026.6 bp | -20.5 | -11.8 | ||
| United States 10Y | 1006.2 bp | -7.4 | +47.2 | ||
| China 10Y | 861.8 bp | -11.8 | -14.2 | ||
| Brazil 10Y | 528.1 bp | +49.7 | +209.1 | ||
| Russia 10Y | 524.6 bp | +40.2 | +133.6 | ||
| India 10Y | 501.0 bp | -6.2 | +28.0 |
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 | 13.256% | 4.45 | 11.66 | 26.08 | 40.49 | 54.91 | 69.32 | |
| 20 years | 13.092% | 8.54 | 15.52 | 29.50 | 43.47 | 57.44 | 71.41 | |
| 15 years | 12.659% | 16.73 | 23.31 | 36.46 | 49.62 | 62.78 | 75.93 | |
| 10 years | 11.816% | 32.73 | 38.42 | 49.81 | 61.20 | 72.58 | 83.97 | |
| 9 years | 11.711% | 36.91 | 42.30 | 53.07 | 63.85 | 74.62 | 85.40 | |
| 8 years | 11.443% | 42.03 | 47.10 | 57.23 | 67.36 | 77.49 | 87.62 | |
| 7 years | 11.072% | 47.95 | 52.65 | 62.05 | 71.45 | 80.86 | 90.26 | |
| 6 years | 11.026% | 53.39 | 57.62 | 66.07 | 74.53 | 82.98 | 91.44 | |
| 5 years | 10.706% | 60.14 | 63.86 | 71.31 | 78.75 | 86.20 | 93.65 | |
| 4 years | 10.592% | 66.85 | 69.98 | 76.24 | 82.50 | 88.76 | 95.02 | |
| 3 years | 10.059% | 75.01 | 77.49 | 82.46 | 87.43 | 92.40 | 97.37 | |
| 2 years | 10.002% | 82.64 | 84.38 | 87.85 | 91.32 | 94.79 | 98.26 | |
| 1 year | 9.792% | 91.08 | 91.99 | 93.81 | 95.64 | 97.46 | 99.28 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||