Sri Lanka Government Bonds - Yields Curve

COUNTRY • SUMMARY
SRI LANKA
Last Update: 21 May 2024 2:15 GMT+0

The Sri Lanka 10Y Government Bond has a 13.090% yield.

10 Years vs 2 Years bond spread is 247.2 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 8.50% (last modification in March 2024).

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

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Sri Lanka Yield Curve

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 9.000% -110.0 bp -620.0 bp 20 May
6 months 9.250% -95.0 bp -500.0 bp 20 May
1 year 10.158% -49.8 bp -488.3 bp 90.78 +0.45 % +4.43 % 21 May
2 years 10.618% -99.1 bp -432.5 bp 81.72 +1.79 % +7.97 % 21 May
3 years 10.924% -124.5 bp -415.5 bp 73.27 +3.40 % +11.66 % 21 May
4 years 11.428% -110.1 bp -361.4 bp 64.87 +4.01 % +13.63 % 21 May
5 years 11.366% -116.5 bp -345.4 bp 58.38 +5.34 % +16.50 % 21 May
6 years 12.014% -75.5 bp -252.6 bp 50.63 +4.11 % +14.31 % 21 May
7 years 12.146% -62.7 bp -213.2 bp 44.82 +3.97 % +14.07 % 21 May
8 years 12.620% -45.8 bp -154.0 bp 38.64 +3.29 % +11.48 % 21 May
9 years 12.594% -52.9 bp -160.7 bp 34.38 +4.31 % +13.58 % 21 May
10 years 13.090% -35.8 bp -21.2 bp 29.23 +3.21 % +1.92 % 21 May
15 years 13.188% -32.8 bp -39.0 bp 15.60 +4.49 % +5.33 % 21 May
Last Update: 21 May 2024 2:15 GMT+0

Sri Lanka Yield 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).

If data are not all visible, swipe table left
Residual
Maturity
Yield Spread vs Bond Spread vs
Central Bank
Rate (8.50%)
3 months 1 year 2 years 5 years
10 years 13.090% 459.0 bp
5 years 11.366%
286.6 bp
2 years 10.618%
211.8 bp
1 year 10.158%
165.8 bp
3 months 9.000%
50.0 bp

Focusing on 2 years Government Bond:

If data are not all visible, swipe table left
2Y vs 1Y 46 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 74.8 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 247.2 bp Normal Convexity 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 8.50%

Sri Lanka 10Y Bond Yield Spread

The Sri Lanka 10Y Government Bond has a 13.090% yield.

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 Compare
Countries
vs Japan 10Y 1211.6 bp -48.9 bp -48.8 bp
vs China 10Y 1076.4 bp -41.8 bp +14.2 bp
vs Germany 10Y 1055.9 bp -38.6 bp -16.9 bp
vs France 10Y 1007.1 bp -35.8 bp -9.7 bp
vs Spain 10Y 980.4 bp -32.7 bp +7.2 bp
vs Canada 10Y 943.5 bp -24.0 bp -18.5 bp
vs Italy 10Y 927.4 bp -26.5 bp +31.1 bp
vs United Kingdom 10Y 887.9 bp -33.8 bp -28.7 bp
vs Australia 10Y 878.7 bp -31.5 bp -6.5 bp
vs United States 10Y 864.4 bp -17.2 bp -25.2 bp
vs India 10Y 599.5 bp -22.8 bp -3.8 bp
vs Brazil 10Y 137.3 bp -66.7 bp -82.1 bp
vs Russia 10Y -201.0 bp -149.8 bp -327.2 bp

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 13.188% 15.60 22.00 34.80 47.60 60.40 73.20
10 years 13.090% 29.23 34.63 45.45 56.26 67.07 77.89
9 years 12.594% 34.38 39.59 50.01 60.43 70.85 81.28
8 years 12.620% 38.64 43.51 53.23 62.95 72.68 82.40
7 years 12.146% 44.82 49.37 58.45 67.54 76.62 85.71
6 years 12.014% 50.63 54.73 62.95 71.17 79.39 87.61
5 years 11.366% 58.38 62.04 69.36 76.69 84.01 91.34
4 years 11.428% 64.87 67.94 74.09 80.24 86.39 92.54
3 years 10.924% 73.27 75.72 80.61 85.50 90.40 95.29
2 years 10.618% 81.72 83.45 86.89 90.33 93.77 97.22
1 year 10.158% 90.78 91.69 93.50 95.32 97.13 98.95
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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