Curve history

Yield curves at the close, 22 October 2026

Name: African Eurobond fitted yield curves, 22 October 2026
Creator: African Eurobonds

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	7.62%	8.31%	8.86%	9.54%	10.70%	11.14%	19	31 bp
South AfricaSovereign	USD	5.64%	5.93%	6.40%	7.05%	8.25%	—	16	19 bp
NigeriaSovereign	USD	6.35%	7.34%	7.81%	8.29%	9.01%	—	15	10 bp
KenyaSovereign	USD	7.42%	9.45%	9.94%	10.24%	10.40%	—	11	52 bp
AngolaSovereign	USD	7.41%	9.32%	9.99%	10.58%	11.32%	—	9	6 bp
Côte d’IvoireSovereign	USD	6.16%	7.06%	7.44%	7.81%	—	—	6	4 bp
MoroccoSovereign	EUR	—	4.84%	5.18%	5.55%	—	—	6	9 bp
MoroccoSovereign	USD	5.66%	6.01%	6.27%	6.58%	7.11%	—	6	8 bp
GabonSovereign	USD	13.75%	13.13%	—	—	—	—	5	27 bp
Côte d’IvoireSovereign	EUR	—	5.90%	6.37%	6.94%	7.89%	—	5	10 bp
GhanaSovereign	USD	7.37%	8.03%	8.28%	—	—	—	4	7 bp
OCPQuasi-sovereign	USD	—	6.57%	6.98%	7.37%	7.89%	—	4	6 bp
Africa Finance CorporationSupranational	USD	6.09%	—	—	—	—	—	3	1 bp
BeninSovereign	EUR	—	6.12%	6.70%	7.25%	7.98%	—	3	14 bp

← 21 October 2026 · All dates · 23 October 2026 →

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Egypt USD

Egypt USD yield curve (fitted), close of 22 October 2026: 2y 7.62%, 5y 8.31%, 7y 8.86%, 10y 9.54%, 20y 10.70%, 30y 11.14%. Source: <a href="https://www.africaneurobonds.com/curves/2026-10-22/">African Eurobonds</a> (model outputs, not quotations).

South Africa USD

South Africa USD yield curve (fitted), close of 22 October 2026: 2y 5.64%, 5y 5.93%, 7y 6.40%, 10y 7.05%, 20y 8.25%. Source: <a href="https://www.africaneurobonds.com/curves/2026-10-22/">African Eurobonds</a> (model outputs, not quotations).

Nigeria USD

Nigeria USD yield curve (fitted), close of 22 October 2026: 2y 6.35%, 5y 7.34%, 7y 7.81%, 10y 8.29%, 20y 9.01%. Source: <a href="https://www.africaneurobonds.com/curves/2026-10-22/">African Eurobonds</a> (model outputs, not quotations).

Kenya USD

Kenya USD yield curve (fitted), close of 22 October 2026: 2y 7.42%, 5y 9.45%, 7y 9.94%, 10y 10.24%, 20y 10.40%. Source: <a href="https://www.africaneurobonds.com/curves/2026-10-22/">African Eurobonds</a> (model outputs, not quotations).

Angola USD

Angola USD yield curve (fitted), close of 22 October 2026: 2y 7.41%, 5y 9.32%, 7y 9.99%, 10y 10.58%, 20y 11.32%. Source: <a href="https://www.africaneurobonds.com/curves/2026-10-22/">African Eurobonds</a> (model outputs, not quotations).

Côte d’Ivoire USD

Côte d’Ivoire USD yield curve (fitted), close of 22 October 2026: 2y 6.16%, 5y 7.06%, 7y 7.44%, 10y 7.81%. Source: <a href="https://www.africaneurobonds.com/curves/2026-10-22/">African Eurobonds</a> (model outputs, not quotations).

Morocco EUR

Morocco EUR yield curve (fitted), close of 22 October 2026: 5y 4.84%, 7y 5.18%, 10y 5.55%. Source: <a href="https://www.africaneurobonds.com/curves/2026-10-22/">African Eurobonds</a> (model outputs, not quotations).

Morocco USD

Morocco USD yield curve (fitted), close of 22 October 2026: 2y 5.66%, 5y 6.01%, 7y 6.27%, 10y 6.58%, 20y 7.11%. Source: <a href="https://www.africaneurobonds.com/curves/2026-10-22/">African Eurobonds</a> (model outputs, not quotations).

Gabon USD

Gabon USD yield curve (fitted), close of 22 October 2026: 2y 13.75%, 5y 13.13%. Source: <a href="https://www.africaneurobonds.com/curves/2026-10-22/">African Eurobonds</a> (model outputs, not quotations).

Côte d’Ivoire EUR

Côte d’Ivoire EUR yield curve (fitted), close of 22 October 2026: 5y 5.90%, 7y 6.37%, 10y 6.94%, 20y 7.89%. Source: <a href="https://www.africaneurobonds.com/curves/2026-10-22/">African Eurobonds</a> (model outputs, not quotations).

Ghana USD

Ghana USD yield curve (fitted), close of 22 October 2026: 2y 7.37%, 5y 8.03%, 7y 8.28%. Source: <a href="https://www.africaneurobonds.com/curves/2026-10-22/">African Eurobonds</a> (model outputs, not quotations).

OCP USD

OCP USD yield curve (fitted), close of 22 October 2026: 5y 6.57%, 7y 6.98%, 10y 7.37%, 20y 7.89%. Source: <a href="https://www.africaneurobonds.com/curves/2026-10-22/">African Eurobonds</a> (model outputs, not quotations).

Africa Finance Corporation USD

Africa Finance Corporation USD yield curve (fitted), close of 22 October 2026: 2y 6.09%. Source: <a href="https://www.africaneurobonds.com/curves/2026-10-22/">African Eurobonds</a> (model outputs, not quotations).

Benin EUR

Benin EUR yield curve (fitted), close of 22 October 2026: 5y 6.12%, 7y 6.70%, 10y 7.25%, 20y 7.98%. Source: <a href="https://www.africaneurobonds.com/curves/2026-10-22/">African Eurobonds</a> (model outputs, not quotations).

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, 22 October 2026. Available at: https://www.africaneurobonds.com/curves/2026-10-22/