A press release published by the African Development Bank (AfDB) on February 24, 2015 announced that “Bloomberg and the AfDB through the African Financial Markets Initiative (AFMI) have launched the AFMISM Bloomberg® African Bond Index (ABABI), a new family of African bond indices. Calculated by Bloomberg Indexes, this composite index is comprised of the Bloomberg South Africa, Egypt, Nigeria and Kenya local currency sovereign indices.”
You may read the press release on the news & events page of the AfDB internet site.