COUNTRY •
SRI LANKA
Last Update: 1 Apr 2023 2:15 GMT+0
The Sri Lanka 10Y Government Bond has a 25.475% yield.
10 Years vs 2 Years bond spread is -661.8 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities.
Central Bank Rate is 15.50% (last modification in March 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 | 25.000% | -475.0 bp | -425.0 bp | 31 Mar | |||||
| 6 months | 25.000% | -400.0 bp | -500.0 bp | 31 Mar | |||||
| 1 year | 32.190% | -82.4 bp | +851.3 bp | 75.65 | +0.63 % | -6.44 % | 31 Mar | ||
| 2 years | 32.093% | -65.4 bp | +610.7 bp | 57.31 | +0.99 % | -9.03 % | 31 Mar | ||
| 3 years | 32.516% | -81.8 bp | +346.1 bp | 42.97 | +1.85 % | -7.63 % | 31 Mar | ||
| 4 years | 30.242% | -124.3 bp | +417.6 bp | 34.75 | +3.86 % | -12.23 % | 31 Mar | ||
| 5 years | 30.152% | -93.8 bp | +345.4 bp | 26.78 | +3.68 % | -12.57 % | 31 Mar | ||
| 6 years | 27.455% | -157.7 bp | -40.6 bp | 23.33 | +7.66 % | +1.92 % | 31 Mar | ||
| 7 years | 26.737% | -107.3 bp | -140.1 bp | 19.04 | +6.07 % | +8.00 % | 31 Mar | ||
| 8 years | 25.938% | -67.9 bp | -128.5 bp | 15.80 | +4.36 % | +8.44 % | 31 Mar | ||
| 9 years | 26.597% | -104.3 bp | -284.0 bp | 11.97 | +7.64 % | +22.02 % | 31 Mar | ||
| 10 years | 25.475% | -234.8 bp | -82.1 bp | 10.34 | +20.37 % | +6.71 % | 31 Mar | ||
| 15 years | 24.778% | -126.2 bp | +85.8 bp | 3.61 | +16.08 % | -9.98 % | 31 Mar | ||
Last Update: 1 Apr 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).
If data are not all visible, swipe table left
| Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (15.50%) |
||||
|---|---|---|---|---|---|---|---|
| 3 months | 1 year | 2 years | 5 years | ||||
| 10 years | 25.475% | 997.5 bp | |||||
| 5 years | 30.152% | 1465.2 bp | |||||
| 2 years | 32.093% | 1659.3 bp | |||||
| 1 year | 32.190% | 1669.0 bp | |||||
| 3 months | 25.000% | 950.0 bp | |||||
Focusing on 2 years Government Bond:
If data are not all visible, swipe table left
| 2Y vs 1Y | -9.7 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -194.1 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -661.8 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 | 15.50% |
Sri Lanka 10Y Bond Yield Spread
The Sri Lanka 10Y Government Bond has a 25.475% 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 | 2514.6 bp | -217.6 bp | -90.7 bp | Compare | |
| Germany 10Y | 2319.2 bp | -190.5 bp | -98.6 bp | Compare | |
| France 10Y | 2269.1 bp | -192.8 bp | -87.2 bp | Compare | |
| China 10Y | 2260.1 bp | -229.0 bp | -91.3 bp | Compare | |
| Canada 10Y | 2255.8 bp | -182.7 bp | -56.8 bp | Compare | |
| Australia 10Y | 2223.5 bp | -175.6 bp | -15.4 bp | Compare | |
| Spain 10Y | 2218.0 bp | -188.7 bp | -80.9 bp | Compare | |
| United Kingdom 10Y | 2201.0 bp | -198.8 bp | -20.3 bp | Compare | |
| United States 10Y | 2200.2 bp | -182.5 bp | -45.7 bp | Compare | |
| Italy 10Y | 2139.8 bp | -184.2 bp | -39.1 bp | Compare | |
| India 10Y | 1816.0 bp | -222.9 bp | -73.8 bp | Compare | |
| Russia 10Y | 1517.5 bp | -165.3 bp | -88.1 bp | Compare | |
| Brazil 10Y | 1257.5 bp | -190.7 bp | -175.8 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 | 24.778% | 3.61 | 7.50 | 15.28 | 23.06 | 30.84 | 38.62 | ||
| 10 years | 25.475% | 10.34 | 13.86 | 20.90 | 27.94 | 34.98 | 42.01 | ||
| 9 years | 26.597% | 11.97 | 15.28 | 21.90 | 28.52 | 35.14 | 41.76 | ||
| 8 years | 25.938% | 15.80 | 19.05 | 25.54 | 32.03 | 38.53 | 45.02 | ||
| 7 years | 26.737% | 19.04 | 22.07 | 28.12 | 34.18 | 40.24 | 46.29 | ||
| 6 years | 27.455% | 23.33 | 26.12 | 31.71 | 37.29 | 42.88 | 48.46 | ||
| 5 years | 30.152% | 26.78 | 29.20 | 34.06 | 38.92 | 43.78 | 48.63 | ||
| 4 years | 30.242% | 34.75 | 36.91 | 41.23 | 45.54 | 49.86 | 54.17 | ||
| 3 years | 32.516% | 42.97 | 44.73 | 48.23 | 51.74 | 55.25 | 58.76 | ||
| 2 years | 32.093% | 57.31 | 58.64 | 61.30 | 63.96 | 66.62 | 69.28 | ||
| 1 year | 32.190% | 75.65 | 76.41 | 77.92 | 79.43 | 80.94 | 82.46 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||