TZ
Tanzania Yield Curve Analytics Sovereign curve intelligence from Bank of Tanzania data
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SOVEREIGN FIXED-INCOME ANALYTICS

Read Tanzania's yield curve
with clarity.

Compare curves across dates, follow maturity-specific movements, monitor term spreads, decompose the curve into level, slope and curvature, and explore implied forward rates — updated every trading day.

Data through 2026-08-14 · 186 trading days since 2025-11-28
Latest curve snapshot
12.136%
10-year sovereign yield
3.763% 10Y–1Y spread
12.628% 25Y yield
Demonstration data. These figures are synthetic, generated to exercise the dashboard. They are not Bank of Tanzania published yields and must not be used for analysis or decisions. Real data appears once the collector is configured.
CURVE COMPARISON

Compare any two market dates

CURVE SHAPE

Today's curve and fitted term structure

normal
Level β₀
12.92%
Slope β₁
-6.31
Curvature β₂
2.39
Decay τ
2.02
Fit error
1.8bp
DECOMPOSITION

Principal components

Level, slope and curvature from daily changes
MOVEMENT

Change by maturity and horizon

Basis points
MaturityYield %1 day 1 week1 month2 months
35D 6.791
-12 -11 +41 +74
91D 7.142
-11 -5 +47 +76
182D 7.570
-10 -11 +40 +60
364D 8.373
-9 -12 +36 +48
2Y 9.532
-12 -15 +24 +28
3Y 10.344
-9 -18 +19 +16
5Y 11.278
-6 -19 +10 +3
7Y 11.746
-7 -16 +4 +1
10Y 12.136
-3 -15 -0 +3
15Y 12.351
-5 -23 -10 -5
20Y 12.517
-1 -11 -6 +1
25Y 12.628
+6 -9 -4 +6
DAILY MOVEMENT

Yield change by selected maturity

TERM STRUCTURE

Term spreads over time

RISK PROFILE

Daily volatility by maturity

Standard deviation of daily yield changes, basis points
CO-MOVEMENT

Correlation heat map

Correlation of daily yield changes
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MARKET EXPECTATIONS

One-year implied forward curve

Bootstrapped from par yields
SURVEILLANCE

Unusual movements

Daily moves beyond 3 standard deviations

No unusual movements on 2026-08-14.