Tuesday but Friday-ish
Another public holiday tomorrow for us in Kenya as we celebrate Mashujaa (Heroes) Day. This day is set aside to honour all Kenyans who have contributed towards the struggle for Kenya’s independence. At a more personal level, remember and celebrate those who have paved the way for you to be where you are today.
Back to the fixed income space, below is a snapshot of what is at play within the secondary market.
Happy hunting!
|
|
| Indicative Two-Way Quotes - Benchmark Tenors |
| Benchmark Tenor |
Bid (%) |
Offer (%) |
Mov (t-t0)% |
| 1Yr |
8.80 |
8.50 |
0.00 |
| 2Yr |
9.60 |
9.20 |
0.00 |
| 5yr |
11.20 |
11.00 |
0.00 |
| 10yr |
12.20 |
12.10 |
0.00 |
| 15yr |
12.90 |
12.65 |
0.00 |
| 20yr |
13.45 |
13.35 |
0.00 |
| 25yr |
13.85 |
13.75 |
0.00 |
|
|
| Indicative Two-Way Quotes - IFB Series |
| IFB series |
Maturity |
Bid (%) |
Offer (%) |
Mov (t-t0)% |
| IFB1/2017/7
(IFB13)
|
Nov-24 |
9.20 |
8.75 |
0.00 |
IFB1/2016/9
(IFB10) |
May-25 |
9.20 |
8.75 |
0.00 |
IFB1/2015/12
(IFB8) |
Mar-27 |
9.50 |
9.00 |
0.00 |
IFB1/2017/12
(IFB12) |
Feb-29 |
10.80 |
10.60 |
0.00 |
IFB1/2016/15
(IFB11) |
Oct-31 |
11.10 |
11.00 |
0.00 |
IFB1/2018/15
(IFB14) |
Jan-33 |
11.45 |
11.25 |
0.00 |
IFB1/2018/20
(IFB15) |
Oct-38 |
12.00 |
11.65 |
0.00 |
IFB1/2019/25
(IFB16) |
Feb-44 |
12.50 |
12.10 |
0.00 |
IFB1/2019/16
(IFB17) |
Oct-35 |
12.00 |
11.80 |
0.00 |
IFB1/2020/9
(IFB18) |
Apr-29 |
10.95 |
10.70 |
0.00 |
IFB1/2020/6
(IFB19) |
May-26 |
9.30 |
9.00 |
0.00 |
IFB1/2020/11
(IFB20) |
Aug-31 |
11.10 |
10.90 |
0.03 |
IFB1/2021/16
(IFB21) |
Jan-37 |
12.20 |
12.00 |
0.00 |
IFB1/2021/18
(IFB22) |
Mar-39 |
12.30 |
12.00 |
0.00 |
IFB1/2021/21
(IFB23) |
Aug-42 |
12.60 |
12.50 |
0.03 |
|
|
| Key Interest Rates |
|
Mov (bps) |
| O/N Interbank |
4.2534% |
61.46 |
| 91 Day T-bill |
6.952% |
1.70 |
| 182 Day T-bill |
7.428% |
11.20 |
| 364 Day T-bill |
8.225% |
19.70 |
| Inflation |
6.91% |
34.00 |
|
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