Fixed Income Intelligence
Professional terminal for Kenyan Capital Markets - Fixed income data, analytics, and models
INTERBANK RATE
13.45%
↓-0.15%
AVG T-BILL RATE
16.21%
↑+0.08%
10Y YIELD
17.85%
↓-0.22%
WEEKLY TURNOVER
8.2B
↑+12.5%
CBK Data
🏦Central Bank of Kenya primary market data, interbank rates, and issuance plans
- •Interbank Liquidity Dashboard
- •T-Bill Auction Results
- •Secondary Trading Activity
- •Redemption Profile
- •Issuance Calendar
- •Auction Trends vs Implied Curve
NSE Data
📊Nairobi Securities Exchange yield curves, implied yields, and issuance programmes
- •Observed Yield Curve (Historical)
- •Implied Yield Curve (Forward)
- •Bond Programme by Half-Year
Calculators
🧮Bond pricing, yield, and risk metric calculations for primary and secondary markets
- •Primary Market (Price ↔ Yield)
- •Secondary Market Switches
- •Duration & Convexity
Models
📈Scenario analysis and portfolio strategy models for risk management
- •Yield Curve Scenarios (Shock Analysis)
- •Primary Market Reinvestment
- •Secondary Market Switch Analysis
DATA SOURCES
Central Bank of Kenya (CBK)
Nairobi Securities Exchange (NSE)
Cloudflare D1 Database