Curve history
Yield curves at the close, 16 October 2026
This site’s fitted curve for each issuer, read at fixed tenors. A permanent record: this page keeps these numbers. A dash means the tenor lies outside the maturities the curve was fitted to.
| Issuer | Ccy | 2y | 5y | 7y | 10y | 20y | 30y | Bonds | RMSE |
|---|---|---|---|---|---|---|---|---|---|
| EgyptSovereign | USD | 7.19% | 7.99% | 8.57% | 9.27% | 10.47% | 10.92% | 19 | 38 bp |
| South AfricaSovereign | USD | 5.64% | 5.90% | 6.37% | 7.02% | 8.21% | — | 16 | 22 bp |
| NigeriaSovereign | USD | 6.34% | 7.33% | 7.78% | 8.25% | 8.93% | — | 15 | 9 bp |
| KenyaSovereign | USD | 7.10% | 9.08% | 9.62% | 10.00% | 10.31% | — | 11 | 47 bp |
| AngolaSovereign | USD | 7.04% | 8.90% | 9.59% | 10.22% | 11.05% | — | 9 | 4 bp |
| Côte d’IvoireSovereign | USD | 6.00% | 6.89% | 7.29% | 7.70% | — | — | 6 | 3 bp |
| MoroccoSovereign | EUR | — | 4.74% | 5.09% | 5.45% | — | — | 6 | 8 bp |
| MoroccoSovereign | USD | 5.52% | 5.89% | 6.16% | 6.49% | 7.05% | — | 6 | 6 bp |
| Côte d’IvoireSovereign | EUR | — | 5.70% | 6.20% | 6.80% | 7.82% | — | 5 | 8 bp |
| GabonSovereign | USD | 12.28% | 12.37% | — | — | — | — | 4 | 28 bp |
| GhanaSovereign | USD | 6.85% | 7.69% | 8.02% | — | — | — | 4 | 4 bp |
| OCPQuasi-sovereign | USD | — | 6.47% | 6.88% | 7.26% | 7.77% | — | 4 | 7 bp |
| Africa Finance CorporationSupranational | USD | 6.01% | — | — | — | — | — | 3 | 3 bp |
| BeninSovereign | EUR | — | 5.93% | 6.55% | 7.12% | 7.89% | — | 3 | 14 bp |
← 15 October 2026 · All dates · 19 October 2026 →
Quote these figures
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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
How these curves are made
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). Each curve is fitted to the issuer’s own bonds in one currency; the parameters are in the day’s file.
Only curves fitted to more bonds than they have parameters are recorded, so no figure here is any single bond’s price or yield. Bonds in distress, issuers with a single bond, and issuers with too few bonds for a curve are not shown. These are model outputs for information only: not quotations, not advice, and not an offer to trade. For live prices see the price page.
Cite this page
African Eurobonds (2026) African Eurobond yield curves at the close, 16 October 2026. Available at: https://www.africaneurobonds.com/curves/2026-10-16/