FIXED INCOME

LIVE

Primary Market Reinvestment

Optimize reinvestment of maturing T-Bills · Central Bank of Kenya Auctions

Select Upcoming Maturity

Target Allocation

91-Day T-Bill

Rate: 15.92%

182-Day T-Bill

Rate: 16.18%

364-Day T-Bill

Rate: 16.52%

2-Year Bond

Rate: 16.85%

5-Year Bond

Rate: 17.25%

Total Allocation:100%

Reinvestment Analysis

MATURING AMOUNT

KES 24.5B

Thursday, January 9, 2025

CURRENT RATE

15.85%

TARGET RATE

16.21%

YIELD PICKUP

+0.36%

AVG DURATION

0.65Y

ALLOCATION BREAKDOWN

91-Day T-Bill:

KES 9.80B(40%)

182-Day T-Bill:

KES 7.35B(30%)

364-Day T-Bill:

KES 4.90B(20%)

2-Year Bond:

KES 2.45B(10%)

Reinvestment Strategy

Optimize your T-Bill maturities by reallocating across different tenors to achieve target yield and duration. Consider market conditions, liquidity needs, and interest rate outlook when setting allocation targets. The weighted average rate and duration help assess portfolio characteristics after reinvestment.