GOVERNMENT SECURITIES MARKET

WEEKLY SUMMARY OF PRIMARY & SECONDARY MARKET TRANSACTIONS

AND WEIGHTED AVERAGE YIELD RATES
Item / Week Ended

Outstanding Stock of Government Securities

Treasury Bills
Outstanding
o/w. amounts held by PDs
o/w. amounts held by Foreign Investors
Treasury Bonds
Outstanding
o/w. amounts held by PDs
o/w. amounts held by Foreign Investors
Primary Issues
Treasury Bills
Amount Offered
Total Bids Received
Total Bids Accepted
Treasury Bonds
Amount Offered
Total Bids Received
Total Bids Accepted
Latest Primary Issues
Treasury Bills
<=91 days
<=182 days
<=364 days
Treasury Bonds
<2 year Last Issue
2 year
Last Issue
3 year
Last Issue
4 year
Last Issue
5 year
Last Issue
6 year
Last Issue
10 year Last Issue
15 year Last Issue
20 year Last Issue

02/08/2012
24/01/2013
02/08/2012
15/02/2013
02/08/2012
02/07/2012
01/02/2013
01/02/2012

Week Ending

Week Ending

Item / Week Ended

Week Ending

13-Feb-2013

06-Feb-2013

Secondary Market

13-Feb-2013

Rs Mn

Rs Mn

785,762
69,955
58,330

758,695
73,953
60,125

2,616,100
24,221
412,814

2,616,100
24,361
412,794

15,000
39,803
24,431

20,000
44,745
20,390

2,000
10,250
4,300

0
0
0

9.1000 %
10.0800 %
11.1000 %

9.2500 %
10.1600 %
11.1100 %

0.0000 %
13.6200 %
10.9800 %
14.1000 %
10.7300 %
14.2500 %
14.7500 %
12.2100 %
11.0000 %

0.0000 %
13.6200 %
10.9800 %
14.1000 %
10.7400 %
14.2500 %
14.7500 %
12.2100 %
11.0000 %

Weighted Average Yield Rates

Treasury Bills
Purchased
<=91 days
<=182 days
<=364 days
Sold
<=91 days
<=182 days
<=364 days

After Tax

Treasury Bonds
Purchased
<=1 year
<=2 year
<=3 year
<=4 year
<=5 year
<=10 year
<=15 year
>15 year
Sold
<=1 year
<=2 year
<=3 year
<=4 year
<=5 year
<=10 year
<=15 year
>15 year

Week Ending
06-Feb-2013

After Tax

9.10%
10.05%
11.10%

9.30%
10.30%
11.10%

9.00%
9.95%
11.03%

9.20%
10.20%
11.00%

0.00%
11.00%
11.00%
10.90%
10.90%
0.00%
0.00%
0.00%

0.00%
10.70%
10.80%
10.85%
10.86%
0.00%
0.00%
0.00%

0.00%
10.70%
10.80%
10.75%
10.86%
0.00%
0.00%
0.00%

0.00%
10.60%
10.70%
10.75%
10.80%
0.00%
0.00%
0.00%

Secondary Market Yield Curves

17.0
16.0

14,036
33,644

28,682
20,042

43,205
18,184

2,000
1,855

18,197
17,822

132,095
11,857

152,335
11,810

12.0

10.0

8.0
7.5
da
ys
<=
18
2
da
ys
<=
1
ye
ar
<=
2
ye
ar
<=
3
ye
ar
<=
4
ye
ar
<=
5
ye
ar
<=
10
ye
ar
<=
15
ye
ar
>1
5
ye
ar

10,049
21,031

<=
91

Yield

14.0

Secondary market Activities

Treasury Bills
Outright Transactions
Purchased
Sold
Repo Transactions
Repurchase
Reverse Repurchase
Treasury Bonds
Outright Transactions
Purchased
Sold
Repo Transactions
Repurchase
Reverse Repurchase

Maturity

ThisWeek

LastWeek

LastMonth

Treasury Bonds
7 Years Last Issue 16/04/2012 12.50%
8 Years Last Issue 01/02/2013 11.44%
9 Years Last Issue 15/09/2011 09.00%
12 Yeras Last Issue 17/10/2011 09.15%
The yield rates of Treasury bills in the primary market auction held on February 13,2013 showed a decrease for all three maturities. The Treasury bill auction was
oversubscribed with Rs.39,803 million of bids received against the offered amount of Rs. 15,000 million. Rs. 24,431 million was accepted.
The total outright transactions reported by primary dealers for the week ending February 13,2013 amounted to Rs. 34,935 million, of which Rs. 3,855 million was reported
for Treasury bonds and Rs . 31,080 million was reported for Treasury bills. The repurchase and reverse repurchase transactions by primary dealers amounted to Rs.192,675
million for the same period.

Source : Primary Dealer Weekly Reporting System, Public Debt Department, CBSL