Fixed Income Yield Curve
Country 1MTH 3MTH 6MTH 9MTH 12MTH C.P.I% Kenya Repo
KENYA 17.126 17.679 20.955 19.72 09Dec11
UGANDA 23.389 24.264 24.310 29.0 no repo today
TANZANIA 12.40 15.36 17.75 16.8
MAURITIUS 4.32 4.61 4.70 4.79 7.0 Tanzania Repo
ZAMBIA 7.0797 9.5959 11.4289 13.4590 8.8 4D 10BLN 14.40
MALAWI 6.50 7.30 8.70 7.0 7D 7BLN 15.50
NIGERIA 13.90 15.10 15.49 10.50
EGYPT 14.438 14.648 14.949 14.932 11.2 Uganda Repo
SOUTH AFRICA 5.49 5.53 5.52 5.52 09Dec11
GHANA 9.63 10.83 11.25 8.40 no repo today

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