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Weekly Yield Movement & Volume

First capital

The secondary market yield curve shifted slightly upwards on the belly end of the curve while short and long tenure maturities remained broadly unchanged. Activities were mainly centred on 2021, 2023, 2024, and 2027 maturities.
At  the  monetary  policy  announcement,  CBSL decided to maintain its policy rates at current levels of 7.00% (SDFR) and 8.00% (SLFR) respectively.
At the weekly Treasury Bill auction, the 6M Bill and benchmark 1-Yr saw yields declining by 7bps each to 7.60% and 8.22%, respectively, while the 3M Bill remained unchanged.

Meanwhile, in the forex market, the rupee depreciated to close the week at LKR 181.24 from LKR 180.94 held at the beginning of the week.

Liquidity & CBSL Holdings

Volatility  in  liquidity  was  witnessed  although  itv remained positive during the week. The highest excess liquidity for the week was recorded on 28th Nov amounting to LKR 46.0Bn. Meanwhile, CBSL holdings slightly declined to close at LKR 77.4Bn.

Foreign Interest

Foreign holding in Government Securities increased vby LKR 4.3Bn to record at LKR 120.8Bn while foreign holding percentage increased to 2.2%.
Maturities for next week
The  government  security  market  has  to  settle  a Treasury Bill maturity amounting to LKR  27.3Bn during the week ending 13 Dec 2019