Filetype Excel XLS | Posted on 09 Aug 2022 | 3 years ago
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204x Filetype XLS File size 0.15 MB Source: www.cbsl.gov.lk
Sheet 1: Main Menu
| GOVERNMENT SECURITIES MARKET | ||||||||||||
| SECONDARY MARKET TRANSACTIONS | ||||||||||||
| DATE OF TRADING | 12-May-20 | |||||||||||
| REPORTING DATE | 13-May-20 | |||||||||||
| Phone: | 2477062 | 2477271 | Fax : | 2477718 | 4277719 | E-Mail : | pdebt@cbsl.lk | |||||
| Summary Statistics | Two Way Quotes _Treasury Bills | Two Way Quotes _Treasury Bonds | ||||||||||
| REPORT PREPARED DY | MIDDLE OFFICE | |||||||||||
| Public Debt Department | ||||||||||||
| Central Bank of Sri Lanka | ||||||||||||
| DAILY REPORTING FORM: PDD-DR1 | ||||||||||||
| TWO_WAY QUOTES (TREASURY BONDS) | ||||||||||||
| Main Menu | REPORTING DATE : | 13-May-20 | ||||||||||
| Treasury Bond By Series | Maturity Period ( Years) | Maturity Date (DD/MM/YY) | Days to Maturity | Average Buying Price | Yield | Average Selling Price | Yield | Buying & Selling Spread | ||||
| 08.00%2020A | 8 | 1-Jun-20 | 19 | 100.0468 | 6.85% | 100.0609 | 6.59% | 0.0141 | ||||
| 06.20%2020A | 10 | 1-Aug-20 | 80 | 99.8198 | 6.91% | 99.8747 | 6.66% | 0.0550 | ||||
| 09.50%2020A | 5 | 15-Dec-20 | 216 | 101.4235 | 6.98% | 101.5102 | 6.83% | 0.0867 | ||||
| 10.75%2021A | 5 | 1-Mar-21 | 292 | 102.8211 | 7.04% | 102.9156 | 6.92% | 0.0945 | ||||
| 09.00%2021A | 8 | 1-May-21 | 353 | 101.7418 | 7.10% | 101.8584 | 6.98% | 0.1166 | ||||
| 11.00%2021A | 7 | 1-Aug-21 | 445 | 104.3744 | 7.17% | 104.4874 | 7.08% | 0.1129 | ||||
| 09.45%2021A | 7 | 15-Oct-21 | 520 | 102.9146 | 7.25% | 103.0560 | 7.15% | 0.1414 | ||||
| 11.50%2021A | 5 | 15-Dec-21 | 581 | 106.1458 | 7.33% | 106.3255 | 7.21% | 0.1798 | ||||
| 08.00%2022A | 10 | 1-Jan-22 | 598 | 100.6844 | 7.54% | 100.8747 | 7.41% | 0.1903 | ||||
| 10.70%2022A | 3 | 15-Mar-22 | 671 | 105.1561 | 7.63% | 105.3660 | 7.51% | 0.2099 | ||||
| 11.20%2022A | 9 | 1-Jul-22 | 779 | 106.6484 | 7.75% | 106.9113 | 7.62% | 0.2628 | ||||
| 10.00%2022A | 8 | 1-Oct-22 | 871 | 104.5883 | 7.85% | 104.7988 | 7.75% | 0.2105 | ||||
| 08.65%2023A | 3 | 15-Jan-23 | 977 | 101.4153 | 8.04% | 101.6954 | 7.93% | 0.2801 | ||||
| 10.00%2023A | 6 | 15-Mar-23 | 1036 | 104.5303 | 8.17% | 104.8678 | 8.04% | 0.3375 | ||||
| 11.50%2023A | 6 | 15-May-23 | 1097 | 108.5790 | 8.22% | 108.9564 | 8.08% | 0.3774 | ||||
| 10.20%2023A | 5 | 15-Jul-23 | 1158 | 105.4240 | 8.22% | 105.8047 | 8.08% | 0.3807 | ||||
| 09.00%2023A | 10 | 1-Sep-23 | 1206 | 102.0462 | 8.27% | 102.4253 | 8.14% | 0.3790 | ||||
| 11.20%2023A | 9 | 1-Sep-23 | 1206 | 108.4565 | 8.21% | 108.8852 | 8.07% | 0.4287 | ||||
| 07.00%2023A | 20 | 1-Oct-23 | 1236 | 96.3486 | 8.25% | 96.7583 | 8.11% | 0.4097 | ||||
| 11.60%2023A | 5 | 15-Dec-23 | 1311 | 109.9572 | 8.33% | 110.3188 | 8.22% | 0.3616 | ||||
| 11.40%2024A | 10 | 1-Jan-24 | 1328 | 108.9487 | 8.48% | 109.2413 | 8.39% | 0.2926 | ||||
| 10.90%2024A | 5 | 15-Mar-24 | 1402 | 107.5127 | 8.56% | 107.8501 | 8.46% | 0.3374 | ||||
| 10.25%2024A | 5 | 15-Jun-24 | 1494 | 105.6230 | 8.59% | 105.9324 | 8.50% | 0.3093 | ||||
| 11.00%2024A | 8 | 1-Aug-24 | 1541 | 108.1464 | 8.65% | 108.5185 | 8.55% | 0.3721 | ||||
| 09.85%2024A | 5 | 15-Sep-24 | 1586 | 104.4131 | 8.60% | 104.7497 | 8.51% | 0.3366 | ||||
| 06.00%2024A | 10 | 1-Dec-24 | 1663 | 90.3077 | 8.62% | 90.6566 | 8.52% | 0.3488 | ||||
| 10.25%2025A | 10 | 15-Mar-25 | 1767 | 105.8264 | 8.74% | 106.2295 | 8.64% | 0.4031 | ||||
| 09.00%2025A | 12 | 1-May-25 | 1814 | 101.2122 | 8.69% | 101.6300 | 8.59% | 0.4178 | ||||
| 11.00%2025A | 10 | 1-Aug-25 | 1906 | 109.3602 | 8.72% | 109.8857 | 8.60% | 0.5255 | ||||
| 10.35%2025A | 8 | 15-Oct-25 | 1981 | 106.8569 | 8.73% | 107.3235 | 8.63% | 0.4665 | ||||
| 09.00%2026A | 13 | 1-Feb-26 | 2090 | 100.8268 | 8.81% | 101.3172 | 8.70% | 0.4904 | ||||
| 05.35%2026A | 15 | 1-Mar-26 | 2118 | 84.4986 | 8.82% | 84.9338 | 8.71% | 0.4352 | ||||
| 11.00%2026A | 11 | 1-Jun-26 | 2210 | 110.0552 | 8.82% | 110.5767 | 8.71% | 0.5215 | ||||
| 11.50%2026A | 10 | 1-Aug-26 | 2271 | 112.2807 | 8.88% | 112.8527 | 8.77% | 0.5720 | ||||
| 11.40%2027A | 8 | 15-Jan-27 | 2438 | 112.3724 | 8.90% | 112.9192 | 8.79% | 0.5467 | ||||
| 11.75%2027A | 10 | 15-Jun-27 | 2589 | 114.6868 | 8.91% | 115.2546 | 8.81% | 0.5678 | ||||
| 10.30%2027A | 8 | 15-Oct-27 | 2711 | 107.2784 | 8.94% | 107.8284 | 8.84% | 0.5500 | ||||
| 11.25%2027A | 10 | 15-Dec-27 | 2772 | 112.3850 | 8.96% | 113.1200 | 8.84% | 0.7350 | ||||
| 10.75%2028A | 10 | 15-Mar-28 | 2863 | 109.4029 | 9.05% | 110.1841 | 8.91% | 0.7812 | ||||
| 09.00%2028B | 15 | 1-May-28 | 2910 | 99.6865 | 9.06% | 100.4153 | 8.93% | 0.7288 | ||||
| 09.00%2028A | 15 | 1-Jul-28 | 2971 | 99.8101 | 9.03% | 100.4594 | 8.92% | 0.6492 | ||||
| 11.50%2028A | 13 | 1-Sep-28 | 3033 | 113.9949 | 9.06% | 114.7511 | 8.94% | 0.7562 | ||||
| 13.00%2029A | 15 | 1-Jan-29 | 3155 | 122.3621 | 9.19% | 123.8048 | 8.98% | 1.4428 | ||||
| 13.00%2029B | 15 | 1-May-29 | 3275 | 123.0892 | 9.17% | 124.4881 | 8.97% | 1.3989 | ||||
| 11.00%2030A | 15 | 15-May-30 | 3654 | 111.9074 | 9.16% | 113.4161 | 8.94% | 1.5087 | ||||
| 11.25%2031A | 12 | 15-Mar-31 | 3958 | 113.5728 | 9.24% | 115.3268 | 9.00% | 1.7540 | ||||
| 08.00%2032A | 20 | 1-Jan-32 | 4250 | 90.8745 | 9.30% | 92.8104 | 9.01% | 1.9359 | ||||
| 09.00%2032A | 20 | 1-Oct-32 | 4524 | 97.7489 | 9.31% | 99.7615 | 9.03% | 2.0126 | ||||
| 11.20%2033A | 15 | 15-Jan-33 | 4630 | 113.9184 | 9.30% | 116.4477 | 9.00% | 2.5293 | ||||
| 09.00%2033A | 20 | 1-Jun-33 | 4767 | 97.6209 | 9.32% | 99.7445 | 9.03% | 2.1236 | ||||
| 13.25%2033A | 20 | 1-Jul-33 | 4797 | 128.8735 | 9.38% | 132.0084 | 9.04% | 3.1348 | ||||
| 09.00%2033B | 20 | 1-Nov-33 | 4920 | 97.1584 | 9.38% | 99.7052 | 9.04% | 2.5468 | ||||
| 13.25%2034A | 20 | 1-Jan-34 | 4981 | 129.2216 | 9.40% | 132.4493 | 9.06% | 3.2277 | ||||
| 10.25%2034A | 15 | 15-Sep-34 | 5238 | 106.8868 | 9.36% | 109.7149 | 9.03% | 2.8281 | ||||
| 11.50%2035A | 20 | 15-Mar-35 | 5419 | 117.0856 | 9.35% | 119.9269 | 9.03% | 2.8413 | ||||
| 10.50%2039A | 20 | 15-Aug-39 | 7033 | 109.4304 | 9.43% | 112.7220 | 9.09% | 3.2916 | ||||
| 12.00%2041A | 25 | 1-Jan-41 | 7538 | 121.8845 | 9.55% | 125.1020 | 9.25% | 3.2175 | ||||
| 09.00%2043A | 30 | 1-Jun-43 | 8419 | 94.6802 | 9.58% | 97.5311 | 9.26% | 2.8509 | ||||
| 13.50%2044A | 30 | 1-Jan-44 | 8633 | 136.1645 | 9.60% | 139.6734 | 9.32% | 3.5089 | ||||
| 13.50%2044B | 30 | 1-Jun-44 | 8785 | 136.0480 | 9.63% | 139.8209 | 9.32% | 3.7728 | ||||
| 12.50%2045A | 30 | 1-Mar-45 | 9058 | 126.6462 | 9.65% | 130.4629 | 9.33% | 3.8167 | ||||
| Inflation Linked Bonds | 0 | 0.0000 | 0.0000 | 0.0000 | ||||||||
| Series | Maturity Period ( Years) | Maturity Date (DD/MM/YY) | Daye to Maturity | Average Buying Price | Yield | Average Selling Price | Yield | Buying & Selling Spread | ||||
| Department of Public Debt | Fax 2477718 | |||||||||||
| Central Bank of Sri Lanka | Phone 2477292 | |||||||||||
| pdebt@cbsl.lk | ||||||||||||
| DAILY REPORTING FORM: PDD-DR2 | ||||||
| TWO_WAY QUOTES (TREASURY BILLS) | ||||||
| Main Menu | REPORTING DATE : | 13-May-20 | ||||
| Remaining Maturity | Average Buying Price | Yield | Average Selling Price | Yield | Buying & Selling Spread | |
| 1-7 Days | 99.8773 | 6.41% | 99.8814 | 6.20% | 0.0041 | |
| 1 Month | 99.4631 | 6.55% | 99.4754 | 6.40% | 0.0123 | |
| 2 Month | 98.9145 | 6.62% | 98.9368 | 6.49% | 0.0222 | |
| 3 Month | 98.3491 | 6.71% | 98.3994 | 6.51% | 0.0503 | |
| 4 Month | 97.7672 | 6.81% | 97.8266 | 6.63% | 0.0594 | |
| 5 Month | 97.1860 | 6.87% | 97.2628 | 6.68% | 0.0768 | |
| 6 Month | 96.6133 | 6.89% | 96.7049 | 6.70% | 0.0917 | |
| 7 Month | 96.0216 | 6.93% | 96.1220 | 6.76% | 0.1004 | |
| 8 Month | 95.4145 | 6.97% | 95.5296 | 6.80% | 0.1151 | |
| 9 Month | 94.8182 | 7.01% | 94.9310 | 6.85% | 0.1128 | |
| 10 Month | 94.2209 | 7.03% | 94.3288 | 6.90% | 0.1079 | |
| 11 Month | 93.6102 | 7.07% | 93.7323 | 6.93% | 0.1221 | |
| 12 Month | 93.0331 | 7.06% | 93.1676 | 6.93% | 0.1345 | |
| Return by 09.00 am daily to: | ||||||
| Department of Public Debt | Fax 2477718 | |||||
| Central Bank of Sri Lanka | Phone 2477292 | |||||
| pdebt@cbsl.lk | ||||||
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