Last Update: 26 Nov 2020 21:15 GMT+0

The Sri Lanka 10Y Government Bond has a 7.851% yield.

10 Years vs 2 Years bond spread is 188.9 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 4.50% (last modification in July 2020).

The Sri Lanka credit rating is B-, according to Standard & Poor's agency.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 74.5 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 80.4 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 188.9 bp Normal Convexity in Long-Term vs Short-Term Maturities
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Rating Agency Rating Outlook
Standard & Poor's
B-
-
Moody's Investors Service
Caa1
-
Fitch Ratings
B-
negative
DBRS
-
-
Sri Lanka Credit Ratings History
Interest Rates
Central Bank Rate 4.50%

Sri Lanka Government Bonds

List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link , to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
3 months 4.800% +20.0 bp -188.0 bp
6 months 4.900% +15.0 bp -190.0 bp
1 year 5.217% +10.3 bp -185.8 bp 95.04 -0.09 % +1.77 %
2 years 5.962% +28.3 bp -166.3 bp 89.06 -0.54 % +3.16 %
3 years 6.138% +30.7 bp -199.3 bp 83.63 -0.87 % +5.73 %
4 years 6.629% +43.6 bp -192.1 bp 77.36 -1.63 % +7.41 %
5 years 6.766% +20.6 bp -194.1 bp 72.08 -0.96 % +9.43 %
6 years 7.074% +26.0 bp -181.6 bp 66.36 -1.44 % +10.62 %
7 years 7.382% +41.4 bp -161.2 bp 60.74 -2.68 % +11.00 %
8 years 7.489% +26.0 bp -160.9 bp 56.12 -1.91 % +12.62 %
9 years 7.540% +15.6 bp -161.0 bp 51.98 -1.31 % +14.29 %
10 years 7.851% +33.7 bp -135.2 bp 46.96 -3.10 % +13.27 %
15 years 8.030% +44.1 bp -127.7 bp 31.39 -5.96 % +19.26 %

10Y Bond Yield Spread - Sri Lanka vs Main Countries

The Sri Lanka 10Y Government Bond has a 7.851% yield. Click on Spread value for the historical serie.

A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.

Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.

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Sri Lanka 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Germany 10Y 844.1 bp +34.7 -120.0
France 10Y 820.3 bp +38.7 -99.4
Japan 10Y 783.2 bp +34.5 -137.0
Spain 10Y 780.2 bp +46.6 -71.1
United Kingdom 10Y 756.8 bp +33.2 -141.7
Italy 10Y 728.7 bp +50.4 -37.2
Canada 10Y 716.5 bp +27.8 -148.8
United States 10Y 696.8 bp +25.7 -154.0
Australia 10Y 694.5 bp +23.6 -135.9
China 10Y 452.3 bp +23.0 -197.6
Russia 10Y 201.6 bp +49.2 -166.7
India 10Y 197.9 bp +29.9 -124.9
Brazil 10Y 19.0 bp +17.8 -207.5

Sri Lanka Government Bonds Prices

Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
15 years 8.030% 31.39 39.94 57.02 74.11 91.20 108.29
10 years 7.851% 46.96 53.72 67.23 80.74 94.25 107.76
9 years 7.540% 51.98 58.35 71.09 83.82 96.56 109.30
8 years 7.489% 56.12 61.98 73.70 85.42 97.13 108.85
7 years 7.382% 60.74 66.06 76.70 87.33 97.97 108.60
6 years 7.074% 66.36 71.11 80.63 90.14 99.65 109.16
5 years 6.766% 72.08 76.21 84.46 92.71 100.97 109.22
4 years 6.629% 77.36 80.77 87.60 94.44 101.27 108.10
3 years 6.138% 83.63 86.30 91.63 96.97 102.30 107.63
2 years 5.962% 89.06 90.90 94.57 98.24 101.90 105.57
1 year 5.217% 95.04 95.99 97.89 99.79 101.69 103.60
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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