Kazakhstan Government Bond Yield Curve

Kazakhstan yield curve is a graphical representation of interest rates on Kazakhstan government bonds across different maturities. The benchmark is used to assess government borrowing costs across different time horizons and to analyze conditions in the domestic debt market. The curve is calculated using a Nelson–Siegel model adapted to the characteristics of the relatively low-liquidity Kazakh market. The methodology incorporates transactions in government bonds from both primary and secondary markets, including over-the-counter trades, as well as aggregated market quotations. The curve includes 383 tenors ranging from 1 day to 30 years. Curve values are published daily on business days for the previous trading day.

The data on the curves on the page is available for the past 3 years — access to additional data is available through the Cbn-data API