Afronomics African Sovereign Bill Index · week of 5 October 2026
ASBI 12.33%, −7 bps on the week
The Afronomics African Sovereign Bill Index (ASBI) stands at 12.33% for the week of 5 October 2026, down 7 basis points from the previous week, −27 bps on the month and −228 bps on the year.
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Published every Monday at 07:30 Nairobi in this format. Quote the number with “according to Afronomics”. Get it by email: desk@afronomicsfeed.com.
Week on week, Zambia fell 90 bps to 10.00%, Egypt rose 21 bps to 25.67%; the other 8 markets had no new one-year result.
The index is the equal-weighted average of the latest 364-day Treasury bill rate in 10 markets. Egypt pays most (25.67%) and Tanzania least (6.29%). The series high is 19.82% (11 March 2024) and the low 9.27% (27 July 2020).
By market
364-day Treasury bill, latest result
| Market | Rate | Week | Date |
|---|---|---|---|
| Egypt | 25.67% | +21 bps | 2026-09-29 |
| Malawi | 16.00% | +0 bps | 2026-09-29 |
| Nigeria | 15.89% | +0 bps | 2026-09-23 |
| Mozambique | 12.09% | +0 bps | 2026-09-30 |
| Uganda | 11.00% | +0 bps | 2026-09-03 |
| Zambia | 10.00% | −90 bps | 2026-10-01 |
| Ghana | 9.83% | +0 bps | 2026-09-28 |
| Kenya | 9.04% | +0 bps | 2026-10-05 |
| South Africa | 7.50% | +0 bps | 2026-09-28 |
| Tanzania | 6.29% | +0 bps | 2026-09-23 |
The Afronomics African Sovereign Bill Index is published every Monday by Afronomics from the auction results of 10 African central banks. Method, series and contributions: https://www.afronomicsfeed.com/markets/bill-index. Free to quote with attribution to Afronomics.