Listed NSE Bonds

BondPrices 13-Jul-2016

                                                 BONDS LISTED AT THE NAIROBI SECURITIES  EXCHANGE 07-Dec-12
Issue Maturity Days Issued Value Coupon Coupon Traded Dirty Clean Previous  Total
Date Date to in millions Rate (%) Yield Price Price Price  Value Traded
Issue No. Maturity (%) (%) (%) (%)  (kshs)
GOVERNMENT OF KENYA FIXED RATE TREASURY BONDS November 26, 2012
ONE YEAR BOND
FXD1/2011/1Yr KE2000002267 26-Dec-11 24-Dec-12 17    11,104.21 Fixed 21.408 118.7082
FXD1/2012/1Yr KE2000002283 30-Jan-12 28-Jan-13 52    14,942.35 Fixed 21.082 101.4189
FXD2/2012/1Yr KE2000002291 27-Feb-12 25-Feb-13 80    10,516.25 Fixed 18.030 101.2956
FXD3/2012/1Yr KE2000003216 26-Mar-12 25-Mar-13 108    15,038.39 Fixed 16.432 102.2404
TWO YEAR BONDS
FXD 4/2010/2Yr KE2000001442 27-Dec-10 24-Dec-12 17      8,947.01 Fixed 4.5860 96.2708
FXD 1/2011/2Yr KE2000001111 28-Feb-11 25-Feb-13 80    14,269.92 Fixed 5.2840 98.2257
FXD 2/2011/2Yr (Re-opened) KE2000002150 25-Apr-11 22-Apr-13 136      6,695.71 Fixed 7.4390 98.5184
FXD 3/2011/2Yr (Re-opened) KE2000002234 26-Sep-11 23-Sep-13 290    10,000.00 Fixed 10.500 84.5111
FXD 4/2011/2Yr KE2000002259 28-Nov-11 25-Nov-13 353      9,980.05 Fixed 22.844 110.0011
FXD 1/2012/2Yr KE2000003356 30-Apr-12 28-Apr-14 507      6,468.64 Fixed 13.826 99.7592
FXD 2/2012/2Yr KE2000002414 27-Aug-12 25-Aug-14 626    16,312.35 Fixed 11.114 97.8291
FXD 3/2012/2Yr KE2000002034 29-Oct-12 27-Oct-14 689    13,786.50 Fixed 12.496 100.8188
FIVE YEAR BONDS
FXD 1/2008/5Yr KE1000001394 28-Jan-08 21-Jan-13 45      5,530.85 Fixed 9.5000 98.9973
FXD 2/2008/5Yr KE1000001436 28-Apr-08 22-Apr-13 136      4,095.80 Fixed 9.5000 99.4950
FXD 3/2008/5Yr KE1000001543 25-Aug-08 19-Aug-13 255    14,809.15 Fixed 9.5000 99.1998
FXD 4/2008/5Yr (Re-opened) KE1000001576 27-Oct-08 21-Oct-13 318    10,007.50 Fixed 9.5000 99.7280
FXD 1/2009/5Yr (Re-opened) KE1000001725 21-Sep-09 15-Sep-14 1,400      9,751.41 Fixed 9.5000 94.8413
FXD 1/2010/5Yr (Re-opened) KE1000001931 24-May-10 18-May-15 892    11,998.76 Fixed 6.9510 12.0000 89.5664 89.4327 89.3840                12,500,000
FXD 2/2010/5Yr KE2000001228 30-Nov-10 23-Nov-15 1,081    11,970.90 Fixed 6.6710 86.7822
FXD 1/2011/5Yr (Re-opened) KE2000001996 31-Jan-11 25-Jan-16 1,144    11,272.90 Fixed 7.6360 90.1476
FXD 1/2012/5Yr (Re-opened) KE2000002309 28-May-12 22-May-17 1,627      7,460.91 Fixed 11.8550 102.9839
SIX YEAR BONDS
FXD 1/2007/6Yr KE1000001105 30-Apr-07 22-Apr-13 136      5,948.00 Fixed 11.5000 100.4486
SEVEN YEAR BONDS
FXD 2/2006/7Yr KE1000001162 25-Dec-06 16-Dec-13 374      2,317.95 Fixed 12.0000 101.4670
FXD 1/2006/7Yr KE1000001154 30-Jan-06 21-Jan-13 45      3,236.00 Fixed 13.2500 100.3732
FXD 1/2007/7Yr KE1000001170 30-Jul-07 21-Jul-14 591      8,269.85 Fixed 9.7500 94.7887
EIGHT YEAR BONDS
FXD1/2006/8Yr KE1000001212 27-Feb-06 17-Feb-14 437      3,318.80 Fixed 13.2500 101.2072
FXD1/2007/8Yr KE1000001220 26-Feb-07 16-Feb-15 801      2,656.90 Fixed 12.7500 106.3129
NINE YEAR BONDS
FXD 1/2006/9Yr KE1000001253 24-Apr-06 13-Apr-15 857      3,060.25 Fixed 13.5000 108.3461
TEN YEAR BONDS
FXD 1/2003/10Yr KE1000001261 23-Jun-03 10-Jun-13 185      2,704.80 Fixed 13.2500 97.1265
FXD 2/2003/10Yr KE1000001279 25-Aug-03 12-Aug-13 248      6,352.87 Fixed 8.5000 98.2501
FXD 1/2006/10Yr KE1000001287 27-Mar-06 14-Mar-16 1,193      3,451.05 Fixed 14.0000 108.2891
FXD 2/2006/10Yr KE1000001295 29-May-06 16-May-16 1,256      5,028.10 Fixed 14.0000 108.6537
FXD 1/2007/10Yr KE1000001303 29-Oct-07 16-Oct-17 1,774      9,308.80 Fixed 10.7500 91.9652
FXD 1/2008/10Yr KE1000001311 29-Oct-07 16-Oct-17 1,774      2,992.75 Fixed 10.7500 98.6593
FXD 2/2008/10Yr (Re-opened) KE1000001527 28-Jul-08 16-Jul-18 2,047    13,504.70 Fixed 10.7500 125.3769
FXD 3/2008/10Yr KE1000001550 29-Sep-08 28-Sep-18 2,121      4,151.60 Fixed 10.7500 97.6518
FXD 1/2009/10Yr KE1000001659 27-Sep-09 15-Apr-19 2,320      4,966.85 Fixed 10.7500 97.5145
FXD 1/2010/10Yr (Re-opened) KE1000001923 26-Apr-10 13-Apr-20 3,350      5,895.64 Fixed 8.7900 84.4854
FXD 2/2010/10Yr (Re-opened) KE1000001998 1-Nov-10 19-Oct-20 2,873    14,462.47 Fixed 9.3070 93.5722
FXD 1/2012/10Yr (Re-opened) KE2000002358 25-Jun-12 13-Jun-22 3,475      5,043.74 Fixed 12.7050 102.4953
ELEVEN YEAR BONDS
FXD1/2006/11Yr KE1000001311 25-Sep-06 11-Sep-17 1,739      4,031.40 Fixed 13.7500 108.1918
TWELVE YEAR BONDS
FXD1/2006/12Yr KE1000001329 28-Aug-06 13-Aug-18 2,075      3,900.95 Fixed 14.0000 112.1472
FXD1/2007/12Yr KE1000001337 28-May-07 13-May-19 2,348      4,864.60 Fixed 13.0000 106.7678
FIFTEEN YEAR BONDS
FXD1/2007/15Yr KE1000001345 26-Mar-07 7-Mar-22 3,377      3,654.60 Fixed 14.5000 108.8250
FXD2/2007/15Yr KE1000001352 25-Jun-07 6-Jun-22 3,468      7,236.95 Fixed 13.5000 13.5000 105.7206 99.9720 102.6688                  2,000,000
FXD3/2007/15Yr (Re-opened) KE1000001360 26-Nov-07 7-Nov-22 3,622    18,030.20 Fixed 12.5000 11.2500 107.6184 107.3780 94.5960                  6,500,000
FXD3/2007/15Yr (Re-opened) KE1000001360 26-Nov-07 7-Nov-22 3,622    18,030.20 Fixed 12.5000 12.0000 99.8136 99.5732 94.5960              300,000,000
FXD1/2008/15Yr KE1000001428 31-Mar-08 13-Mar-23 4,731      7,380.90 Fixed 12.5000 104.0817
FXD1/2009/15Yr KE1000001733 26-Oct-09 7-Oct-24 4,322      9,420.45 Fixed 12.5000 108.3691
FXD1/2010/15Yr KE1000001907 29-Mar-10 10-Mar-25 4,476    10,419.88 Fixed 10.2500 12.2000 85.7288 83.9548 88.8468                84,000,000
FXD2/2010/15Yr (Re-opened) KE2000001558 25-Apr-11 8-Dec-25 4,749      4,787.10 Fixed 9.0000 80.4179
FXD1/2012/15Yr KE2000002426 24-Sep-12 6-Sep-27 5,386    19,526.31 Fixed 11.0000 11.8000 96.3273 94.4235 94.9564                40,000,000
FXD1/2012/15Yr KE2000002426 24-Sep-12 6-Sep-27 5,386    19,526.31 Fixed 11.0000 11.6000 97.5776 95.7644 94.9564              100,000,000
TWENTY YEAR BOND
FXD1/2008/20Yr (Re-opened) KE1000001493 30-Jun-08 5-Jun-28 5,659    20,360.95 Fixed 13.7500 12.2000 116.4872 110.6699 107.0240                95,600,000
FXD1/2008/20Yr (Re-opened) KE1000001493 30-Jun-08 5-Jun-28 5,659    20,360.95 Fixed 13.7500 12.5000 114.2773 108.4600 107.0240                11,400,000
FXD1/2011/20Yr (Re-opened) KE2000002176 30-May-11 5-May-31 6,723      6,010.63 Fixed 10.0000 79.1041
TWENTY FIVE YEAR BOND
FXD1/2010/25Yr (Re-opened) KE1000001949 28-Jun-10 28-May-35 8,207    14,953.06 Fixed 11.2500 90.5942
THIRTY YEAR BOND
SDB 1/2011/30Yr (Re-opened) KE2000002135 28-Feb-11 21-Jan-41 10,272    10,041.55 Fixed 12.0000 80.2813
INFRASTRUCTURE BONDS
IFB 1/2009/12Yr KE1000001634 23-Feb-09 8-Feb-21 2,985    19,726.85 Fixed 12.5000 98.3248
IFB 2/2009/12Yr KE1000001758 7-Dec-09 22-Nov-21 3,272    18,897.65 Fixed 12.0000 11.7000 106.8681 101.0989 96.4062                  5,400,000
IFB 1/2010/8Yr KE1000001790 1-Mar-10 19-Feb-18 1,900    16,908.05 Fixed 9.7500 94.2862
IFB 2/2010/9Yr KE1000001956 31-Aug-10 19-Sep-19 2,477    30,590.12 Fixed 6.0000 108.7675
IFB 1/2011/12Yr KE2000002242 3-Oct-11 18-Sep-23 3,937    11,625.75 Fixed 12.0000 12.0000 101.8091 99.9629 100.7556              100,000,000
BONDS SELL/BUY BACK TRANSACTIONS
FXD 2/2008/10Yr (Re-opened) KE1000001527 28-Jul-08 16-Jul-18 2,047    13,504.70 Fixed 10.7500 5.7500 127.5503 123.8291              200,000,000
CORPORATE BONDS DTC
CONSOLIDATED BANK OF KENYA LTD  MEDIUM TERM NOTE PROGRAMME
CON.BD-FXD(SN)/2012/7Yr KE2000002382 30-Jul-12 24-Jul-19 2,420      1,480.60 FIXED 13.25% 100.0000
CON.BD-FXD(SBN)/2012/7Yr KE2000002390 30-Jul-12 22-Jul-19 2,418         196.50 FIXED 13.60%
CON.BD-FR(SN)/2012/7Yr KE2000002402 30-Jul-12 22-Jul-19 2,418             1.00 T.B (182) + 2%
SHELTER AFRIQUE MEDIUM TERM NOTES
FR 1 /2011/3Yr KE2000002218 11-Jul-11 7-Jul-14 577      1,416.79 T.B (182) + 1.50% 94.7582
FXD /2011/3Yr KE2000002226 11-Jul-11 7-Jul-14 577      1,083.21 FIXED 94.7582
PTA BANK LTD FLOATING RATE BOND
FR(MTN)/2007/7Yr KE1000000677 15-Oct-07 31-Oct-14 693              600 T.B.+1.00% 100.0000
BARCLAYS BANK  MEDIUM TERM FLOATING RATE NOTES
FR (MTN)/2007/7Yr KE1000000701 19-Nov-07 19-Nov-14 712           1,500 T.B.+0.6% 90.3789
FXD (MTN)/2008/7Yr KE1000001501 14-Jul-08 14-Jul-15 949           1,300 FIXED 8.70% 86.5987
FR (MTN)/2008/7Yr KE2000002362 14-Jul-08 14-Jul-15 949           0.700 T.B (182) + 1%
MRM
FR (MRM) 2008/8Yr KE1000001581 27-Oct-08 17-Oct-16 1,410         621.50 T.B.+1.75% 100.0000
FXD (MRM) 2008/8Yr KE1000001597 27-Oct-08 17-Oct-16 1,410      1,378.50 FIXED 13.00 100.0000
CFC STANBIC BANK SENIOR & SUBORDINATED BOND ISSUE
FR (CFC Stanbic) 2009/7Yr KE1000000644 7-Jul-09 7-Jul-16 1,308           97.91 T.B (182) + 1.75%
FXD (CFC Stanbic) 2009/7Yr KE1000001684 7-Jul-09 7-Jul-16 1,308      2,402.09 FIXED 12.50 98.3077
FXD2 (CFC Stanbic) 2010/4Yr KE2000002143 27-Dec-10 22-Dec-14 745      2,500.00 FIXED 7.25 88.4609
KENGEN PUBLIC INFRASTRUCTURE BOND OFFER 2019
FXIB 1/2009/10Yr KE1000001741 2-Nov-09 31-Oct-19 2,519    23,437.50 FIXED 12.50 86.2086
SAFARICOM LTD DOMESTIC MEDIUM TERM NOTE
FR (Safaricom Ltd) 2009/5Yr KE1000001763 2-Nov-09 3-Nov-14 696         463.40 T.B (182) + 1.85% 100.0000
FXD (Safaricom Ltd) 2009/5Yr KE1000001771 2-Nov-09 3-Nov-14 696      7,049.60 FIXED 12.25 100.0059
FXD2 (Safaricom Ltd) 2009/5Yr KE1000001772 2-Nov-09 3-Nov-14 696      5,000.00 FIXED 7.75 99.9958
HOUSING FINANCE MEDIUM TERM NOTE
FXD (HFCK) 02/2012/7Yr       2nd Tranche KE2000002364 22-Oct-12 14-Oct-19 2,502      2,969.10 FIXED 13.00
FR (HFCK) 2010/7Yr KE1000001882 26-Oct-10 2-Oct-17 1,760      1,166.50 T.B (182) + 3.00%
FXD (HFCK) 2010/7Yr KE1000001972 26-Oct-10 2-Oct-17

1,760

     5,864.40 FIXED 8.50 100.0000
                   Turnover in Bonds.               Total Deals (Bonds)
FTSE NSE Bond Index – Base Date 01-Jan-2012 = 100 Today Previous    Today Previous
 Up 0.582 points to close at 96.946    957,400,000   2,081,850,000 14 17
KEY BOND INVESTMENT CONSIDERATIONS
There are a number of key variables to look at when investing in bonds: the bond’s maturity, redemption features, credit quality, interest rate, price, yield and tax status.
Together, these factors help determine the value of your bond investment and the degree to which it matches your financial objectives.
Abbr.
FR: Floating Rate Treasury Bond       EADB: East African Development Bank     MA: 12 weeks 91 day rates Moving Average  : MTN: Medium Term Note;
FXT: Fixed Rate Treasury Bond      YTM: yield to maturity           YTC: Yield to next coupon reset date           CBK: Central Bank of Kenya      MRM: Mabati Rolling Mills               IFB:  Infrastructure Bond
DISCLAIMER: Utmost care has been taken in the preparation of this report. However, the Nairobi Securities Exchange does not warrant accuracy,adequacy or completeness of this information- and expressly disclaims liability for errors or omissions in this information. No warranty of any kind, implied, express or statutory is