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.

If data are not all visible, swipe table left
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).
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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

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

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