COUNTRY • SRI LANKA
Last Update: 29 Nov 2022 3:15 GMT+0

The Sri Lanka 10Y Government Bond has a 31.132% yield.

10 Years vs 2 Years bond spread is 28.5 bp.
Yield Curve is flat in Long-Term vs Short-Term Maturities.

Central Bank Rate is 14.50% (last modification in July 2022).

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 32.500% 0.0 bp +950.0 bp 18 Nov
6 months 32.000% -25.0 bp +800.0 bp 18 Nov
1 year 26.131% +26.3 bp +513.1 bp 79.28 -0.21 % -4.07 % 29 Nov
2 years 30.847% +294.2 bp +909.9 bp 58.41 -4.45 % -13.42 % 29 Nov
3 years 32.162% +30.9 bp +981.5 bp 43.32 -0.69 % -20.66 % 29 Nov
4 years 28.735% +44.8 bp +619.0 bp 36.41 -1.38 % -17.88 % 29 Nov
5 years 29.532% +105.6 bp +697.9 bp 27.42 -4.03 % -24.19 % 29 Nov
6 years 31.668% +91.9 bp +915.3 bp 19.19 -4.15 % -35.10 % 29 Nov
7 years 28.359% -28.2 bp +630.0 bp 17.42 +1.57 % -29.67 % 29 Nov
8 years 28.135% +5.2 bp +602.5 bp 13.76 -0.36 % -31.98 % 29 Nov
9 years 29.970% -28.7 bp +718.8 bp 9.45 +2.05 % -40.08 % 29 Nov
10 years 31.132% -32.1 bp +697.4 bp 6.65 +2.47 % -42.12 % 29 Nov
15 years 26.646% -0.4 bp +402.8 bp 2.89 0.00 % -38.51 % 29 Nov
Last Update: 29 Nov 2022 3:15 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 (14.50%)
3 months 1 year 2 years 5 years
10 years 31.132% 1663.2 bp
5 years 29.532%
1503.2 bp
2 years 30.847%
1634.7 bp
1 year 26.131%
1163.1 bp
3 months 32.500%
1800.0 bp
Focusing on 2 years Government Bond:
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2Y vs 1Y 471.6 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y -131.5 bp Yield Curve is inverted in Mid-Term vs Short-Term Maturities
10Y vs 2Y 28.5 bp Yield Curve is flat 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 14.50%

Sri Lanka 10Y Bond Yield Spread

The Sri Lanka 10Y Government Bond has a 31.132% 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.
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Sri Lanka 10Y vs Current Spread Chg 1M Chg 6M
Japan 10Y 3087.7 bp -33.1 bp +694.2 bp Compare
Germany 10Y 2914.8 bp -20.4 bp +596.6 bp Compare
France 10Y 2851.6 bp -32.9 bp +585.2 bp Compare
China 10Y 2821.2 bp -55.8 bp +680.4 bp Compare
Canada 10Y 2818.9 bp -2.4 bp +682.1 bp Compare
Spain 10Y 2814.1 bp -16.1 bp +607.1 bp Compare
United Kingdom 10Y 2800.1 bp +4.3 bp +576.7 bp Compare
Australia 10Y 2752.2 bp -15.0 bp +661.9 bp Compare
United States 10Y 2742.3 bp -1.4 bp +600.8 bp Compare
Italy 10Y 2722.2 bp -6.2 bp +596.0 bp Compare
India 10Y 2384.6 bp -19.1 bp +703.8 bp Compare
Russia 10Y 2104.2 bp -55.1 bp +639.4 bp Compare
Brazil 10Y 1753.5 bp -192.8 bp +581.0 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 26.646% 2.89 6.54 13.82 21.11 28.40 35.69
10 years 31.132% 6.65 9.65 15.65 21.64 27.64 33.64
9 years 29.970% 9.45 12.47 18.51 24.56 30.60 36.64
8 years 28.135% 13.76 16.83 22.96 29.09 35.22 41.35
7 years 28.359% 17.42 20.33 26.15 31.98 37.80 43.63
6 years 31.668% 19.19 21.74 26.85 31.95 37.05 42.16
5 years 29.532% 27.42 29.88 34.80 39.71 44.63 49.54
4 years 28.735% 36.41 38.62 43.05 47.47 51.90 56.33
3 years 32.162% 43.32 45.08 48.61 52.13 55.66 59.18
2 years 30.847% 58.41 59.76 62.45 65.15 67.85 70.54
1 year 26.131% 79.28 80.08 81.66 83.25 84.83 86.42
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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