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).
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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:
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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

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

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