Data
Yield curve history
One permanent page per close with this site’s fitted yield curve for each African Eurobond issuer, read at 2, 5, 7, 10, 20 and 30 years. The record starts on 12 October 2026 and grows by one page each business day. Download every day as CSV, or follow it by RSS.
- 26 October 2026 14 curves
- 23 October 2026 14 curves
- 22 October 2026 14 curves
- 21 October 2026 14 curves
- 20 October 2026 14 curves
- 19 October 2026 14 curves
- 16 October 2026 14 curves
- 15 October 2026 14 curves
- 14 October 2026 14 curves
- 13 October 2026 14 curves
- 12 October 2026 14 curves
Embed a curve on your site
Each curve has a small live table that always shows the latest close, dated, with a link back here. Copy the line for the curve you want into your page. No script, no cookies.
Egypt USD
South Africa USD
Nigeria USD
Kenya USD
Angola USD
Côte d’Ivoire USD
Morocco EUR
Morocco USD
Côte d’Ivoire EUR
Gabon USD
Ghana USD
OCP USD
Africa Finance Corporation USD
Benin EUR
What is and is not recorded
Nelson-Siegel curve in yield, fitted to the day’s closing prices of each issuer’s bonds (mid of bid and ask; tenor = years to maturity, or the weighted average life of the remaining instalments for an amortiser).
The record holds the curves only, never a bond’s price or yield, and only curves fitted to more bonds than they have parameters. A tenor outside the range a curve was fitted over is left blank. Model outputs for information only: not quotations, not advice. The live, bond-by-bond view is the relative-value chart.