COUNTRY •
SRI LANKA
Last Update: 2 Oct 2023 2:15 GMT+0
The Sri Lanka 10Y Government Bond has a 12.691% yield.
10 Years vs 2 Years bond spread is -311 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities.
Central Bank Rate is 11.00% (last modification in July 2023).
The Sri Lanka credit rating is SD, according to Standard & Poor's agency.
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Residual Maturity |
Yield | ZC Price | Last Change |
||||||
---|---|---|---|---|---|---|---|---|---|
Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
3 months | 18.000% | -50.0 bp | -700.0 bp | 02 Oct | |||||
6 months | 16.250% | +25.0 bp | -875.0 bp | 02 Oct | |||||
1 year | 15.734% | -23.1 bp | -1645.6 bp | 86.41 | +0.21 % | +14.22 % | 02 Oct | ||
2 years | 15.801% | +41.0 bp | -1629.2 bp | 74.57 | -0.71 % | +30.12 % | 02 Oct | ||
3 years | 15.625% | +28.0 bp | -1689.1 bp | 64.69 | -0.72 % | +50.55 % | 02 Oct | ||
4 years | 15.120% | +33.6 bp | -1512.2 bp | 56.94 | -1.16 % | +63.86 % | 02 Oct | ||
5 years | 14.586% | -9.5 bp | -1556.6 bp | 50.62 | +0.42 % | +89.02 % | 02 Oct | ||
6 years | 13.910% | -36.9 bp | -1354.5 bp | 45.78 | +1.96 % | +96.23 % | 02 Oct | ||
7 years | 13.486% | -66.3 bp | -1325.1 bp | 41.25 | +4.17 % | +116.65 % | 02 Oct | ||
8 years | 13.363% | -77.7 bp | -1257.5 bp | 36.66 | +5.62 % | +132.03 % | 02 Oct | ||
9 years | 13.304% | -39.7 bp | -1329.3 bp | 32.49 | +3.18 % | +171.43 % | 02 Oct | ||
10 years | 12.691% | -80.9 bp | -1278.4 bp | 30.28 | +7.41 % | +192.84 % | 02 Oct | ||
15 years | 12.675% | -72.1 bp | -1210.3 bp | 16.70 | +10.09 % | +362.60 % | 02 Oct |
Last Update: 2 Oct 2023 2:15 GMT+0
Sri Lanka Yield Curve Analysis
Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases.
For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive.
If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
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Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (11.00%) |
||||
---|---|---|---|---|---|---|---|
3 months | 1 year | 2 years | 5 years | ||||
10 years | 12.691% | 169.1 bp | |||||
5 years | 14.586% | 358.6 bp | |||||
2 years | 15.801% | 480.1 bp | |||||
1 year | 15.734% | 473.4 bp | |||||
3 months | 18.000% | 700.0 bp |
Focusing on 2 years Government Bond:
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2Y vs 1Y | 6.7 bp | Yield Curve is flat in Short-Term Maturities | ||
5Y vs 2Y | -121.5 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
10Y vs 2Y | -311 bp | Yield Curve is inverted in Long-Term vs Short-Term Maturities |
Readings that may interest you
Sri Lanka Credit Ratings
A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation).
For a deeper analysis of credit ratings, click here
Sri Lanka Credit Ratings History
Rating Agency | Rating | Outlook |
---|---|---|
Standard & Poor's |
SD
|
- |
Moody's Investors Service |
Ca
|
- |
Fitch Ratings |
RD
|
- |
DBRS |
-
|
- |
Sri Lanka Interest Rates
A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
Interest Rates | Value | |
---|---|---|
Central Bank Rate | 11.00% |
Sri Lanka 10Y Bond Yield Spread
The Sri Lanka 10Y Government Bond has a 12.691% yield. Click on Spread value for the historical serie.
A positive spread, marked by
, means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
If data are not all visible, swipe table left
Sri Lanka 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
---|---|---|---|---|---|
Japan 10Y | 1192.5 bp | -95.4 bp | -1322.1 bp | Compare | |
China 10Y | 998.5 bp | -89.2 bp | -1261.6 bp | Compare | |
Germany 10Y | 983.7 bp | -112.3 bp | -1335.2 bp | Compare | |
France 10Y | 927.5 bp | -114.9 bp | -1341.6 bp | Compare | |
Spain 10Y | 873.8 bp | -119.8 bp | -1344.2 bp | Compare | |
Canada 10Y | 862.2 bp | -128.0 bp | -1393.6 bp | Compare | |
United Kingdom 10Y | 825.1 bp | -84.7 bp | -1375.9 bp | Compare | |
Australia 10Y | 819.3 bp | -126.5 bp | -1404.5 bp | Compare | |
United States 10Y | 807.6 bp | -124.3 bp | -1392.6 bp | Compare | |
Italy 10Y | 793.0 bp | -133.9 bp | -1346.8 bp | Compare | |
India 10Y | 548.1 bp | -84.4 bp | -1267.9 bp | Compare | |
Brazil 10Y | 98.0 bp | -136.8 bp | -1159.5 bp | Compare | |
Russia 10Y | -20.9 bp | -163.9 bp | -1538.4 bp | Compare |
Sri Lanka Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
Click on
for a forecast of the yield.
If data are not all visible, swipe table left
Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
---|---|---|---|---|---|---|---|---|---|
0% | 1% | 3% | 5% | 7% | 9% | ||||
15 years | 12.675% | 16.70 | 23.27 | 36.41 | 49.56 | 62.70 | 75.85 | ||
10 years | 12.691% | 30.28 | 35.77 | 46.76 | 57.75 | 68.73 | 79.72 | ||
9 years | 13.304% | 32.49 | 37.57 | 47.72 | 57.86 | 68.01 | 78.16 | ||
8 years | 13.363% | 36.66 | 41.40 | 50.88 | 60.36 | 69.84 | 79.32 | ||
7 years | 13.486% | 41.25 | 45.60 | 54.32 | 63.03 | 71.74 | 80.46 | ||
6 years | 13.910% | 45.78 | 49.67 | 57.47 | 65.27 | 73.06 | 80.86 | ||
5 years | 14.586% | 50.62 | 54.01 | 60.78 | 67.55 | 74.32 | 81.09 | ||
4 years | 15.120% | 56.94 | 59.79 | 65.48 | 71.18 | 76.87 | 82.57 | ||
3 years | 15.625% | 64.69 | 66.95 | 71.47 | 75.99 | 80.51 | 85.03 | ||
2 years | 15.801% | 74.57 | 76.18 | 79.40 | 82.62 | 85.84 | 89.06 | ||
1 year | 15.734% | 86.41 | 87.27 | 89.00 | 90.73 | 92.45 | 94.18 | ||
Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |