Weekly Government Securities Market – 08-02-2018

Ceylon Today | 2018-02-08

Weekly Yield movement & Volume

Overall yield curve remained almost unchanged however there was a slight upward shift during the latter part of the week with moderate volumes. At the Treasury Bill auction held on 07 Feb, 6M Bill and 1-yr Bill saw its yields increasing by 4bps while the yield of the 3M Bill increased by 6bps.

Liquidity & CBSL Holdings

Market liquidity had an upward trend at the beginning of the week followed by a declining phase during the latter part of the week. The highest volatility was recorded on 30 Jan amounting to LKR 13.1Bn and a slight drop was witnessed on 2nd Feb and continued on an upward trend thereon.

Foreign Interest

Amidst continued foreign buying interest, foreign holding increased by LKR 1.99Bn to record at LKR 330.1Bn. With the overall government, securities increased with foreign buying interest the overall foreign holding percentage remained at 6.7%.

Maturities for next Week

The Government securities market has Treasury Bill maturity amounting to LKR 18.232Bn which needs to be settled on 16 February 2018.

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