Yield curve
Where Sri Lanka's Treasury bills and bonds trade on each day, from one week to 20 years, and how the curve has moved: pick any trading day since 2020 to compare.
1,634 trading days since 2020
From 8.91% at one week to 12.08% at 10 years
Bid/offer average yield by remaining maturity, 15 October 2026 (latest)
15 October 2026
Compare with
- 15 October 2026latest
- 15 September 2026a month before
On the day
| Maturity | Yield | vs 15 Sep 2026 |
|---|---|---|
| 3 months | 9.17% | +16 bp |
| 1 year | 9.91% | +13 bp |
| 2 years | 10.28% | +30 bp |
| 5 years | 11.45% | +34 bp |
| 10 years | 12.08% | +23 bp |
| 20 years | 12.37% | +19 bp |
| 10 years less 3 monthssteep | 2.91 pp |
Up to three earlier days against the one shown. The slider under the chart moves the day shown.
Since 2020
Three points on the curve, and the gap between its ends: a negative gap is an inverted curve, when short money costs more than long.
Yields at three maturities
10 years less 3 months
About this curve
- Each point is the average of the bid and offer yields that primary dealers quote in the secondary market, as the Public Debt Management Office reports them at the end of each trading day. The band around the latest curve is the bid/offer spread.
- Treasury bills are grouped by remaining maturity: 1 to 7 days, then each month to 12 months. Treasury bonds are grouped by the year their remaining maturity falls under: the 5-year point averages bonds with between 4 and 5 years to run. A 30-year point was reported until July 2024 and is left out.
- The shaded band at the short end is the Central Bank's policy corridor, from the standing deposit rate to the standing lending rate, on the day shown.
- The US Treasury curve is the Federal Reserve's constant-maturity yields (H.15), from 1 month to 20 years, on the last US business day on or before the day shown; the Federal Reserve publishes them a day later. The gap between Sri Lanka's 10-year yield and the US's over time is on World rates. Source: Board of Governors of the Federal Reserve System, public domain.
- No quotes are reported on bank holidays or weekends; the comparison buttons pick the nearest trading day before the date. Every tenor is also a series of its own under Government debt, with its full history to download.