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  • IBPA Pricing Public

    Încărcat de

    Dito Yudhanto
    326 vizualizări3 pagini
    The document provides daily yield curves and pricing information for Indonesian government bonds and corporate bonds as of March 1, 2019. It shows: 1) The yield curve for Indonesian government bonds, with yields ranging from 6.08% for 0.1 year bonds to 8.12% for 13 year bonds. 2) The benchmark yields and prices for several Indonesian government bond maturities from 15-23 years. 3) A yield curve for Indonesian corporate bonds by credit rating, from AAA to BBB, showing corporate bond yields are higher than government bond yields.

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    indonesia bond pricing agency

    Titlu original

    20190301 IBPA Pricing Public

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    © © All Rights Reserved

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    The document provides daily yield curves and pricing information for Indonesian government bonds and corporate bonds as of March 1, 2019. It shows: 1) The yield curve for Indonesian government bonds, with yields ranging from 6.08% for 0.1 year bonds to 8.12% for 13 year bonds. 2) The benchmark yields and prices for several Indonesian government bond maturities from 15-23 years. 3) A yield curve for Indonesian corporate bonds by credit rating, from AAA to BBB, showing corporate bond yields are higher than government bond yields.

    Drepturi de autor:

    © All Rights Reserved
    Descărcați ca PDF, TXT sau citiți online pe Scribd
    Indicator pentru conținut neadecvat
    326 vizualizări3 pagini

    IBPA Pricing Public

    Încărcat de

    Dito Yudhanto
    The document provides daily yield curves and pricing information for Indonesian government bonds and corporate bonds as of March 1, 2019. It shows: 1) The yield curve for Indonesian government bonds, with yields ranging from 6.08% for 0.1 year bonds to 8.12% for 13 year bonds. 2) The benchmark yields and prices for several Indonesian government bond maturities from 15-23 years. 3) A yield curve for Indonesian corporate bonds by credit rating, from AAA to BBB, showing corporate bond yields are higher than government bond yields.

    Drepturi de autor:

    © All Rights Reserved
    Descărcați ca PDF, TXT sau citiți online pe Scribd
    Indicator pentru conținut neadecvat
    din 3

    DAILY FAIR PRICE & YIELD

    INDONESIA GOVERNMENT SECURITIES


    March 1, 2019

    5-May-10
    INDONESIA GOVERNMENT BONDS YIELD CURVE Tenor Yield (%)
    1-Mar-19 (Year) Today Yesterday Last Week Last Month
    0.1 6.0854 6.0458 6.0672 5.9864
    1 6.5750 6.5750 6.6735 6.6929
    IBPA Yield Curve 2 6.9611 6.9765 7.1236 7.1974
    9.00 3 7.2382 7.2537 7.4231 7.5164
    4 7.4395 7.4485 7.6222 7.7159
    8.50
    5 7.5887 7.5895 7.7561 7.8407
    6 7.7024 7.6960 7.8488 7.9210
    8.00
    7 7.7922 7.7806 7.9164 7.9766
    8 7.8659 7.8516 7.9695 8.0200
    Yield (%)

    7.50 Last Month


    9 7.9289 7.9142 8.0150 8.0586
    7.00 Last Week 10 7.9846 7.9712 8.0567 8.0967
    Yesterday 11 8.0352 8.0245 8.0971 8.1364
    6.50 12 8.0821 8.0750 8.1372 8.1783
    Today
    13 8.1261 8.1230 8.1774 8.2224
    6.00
    14 8.1676 8.1686 8.2176 8.2680
    5.50 15 8.2068 8.2118 8.2576 8.3144
    0 5 10 15 20 25 30 16 8.2439 8.2525 8.2970 8.3609
    Maturity (Year) 17 8 2787
    8.2787 8 2905
    8.2905 8 3355
    8.3355 8 4066
    8.4066
    18 8.3114 8.3258 8.3725 8.4511
    19 8.3419 8.3584 8.4079 8.4937
    INDONESIA BOND PRICING AGENCY (IBPA) 20 8.3702 8.3883 8.4413 8.5341
    GOVERNMENT BONDS BENCHMARK RATES 21 8.3963 8.4155 8.4727 8.5720
    March 1, 2019 22 8.4203 8.4402 8.5019 8.6072
    Benchmark Today Yesterday Last Week Last Month 23 8.4423 8.4624 8.5289 8.6397
    Maturity
    Series Yield (%) Price (%) Yield (%) Price (%) Yield (%) Price (%) Yield (%) Price (%) 24 8.4623 8.4823 8.5537 8.6695
    15-May-23 FR0077 7.4735 102.7500 7.4796 102.7250 7.7185 101.7024 7.7111 101.7500 25 8.4805 8.5001 8.5763 8.6966
    15-May-28 FR0078 7.8294 102.9000 7.7836 103.2250 7.8935 102.4500 7.8384 102.8500 26 8.4968 8.5159 8.5968 8.7211
    15-May-33 FR0068 8.1560 101.8725 8.1247 102.1442 8.1960 101.5242 8.1643 101.7958 27 8.5116 8.5299 8.6153 8.7431
    15-May-38 FR0079 8.2485 101.2160 8.2451 101.2500 8.2704 101.0000 8.2702 101.0000 28 8.5248 8.5422 8.6320 8.7629
    29 8.5366 8.5530 8.6469 8.7805
    30 8.5471 8.5625 8.6602 8.7961

    Please see important disclaimer at the back of this report. Page 1/3
    DAILY PRICE & FAIR VALUES
    INDONESIA CORPORATE BONDS
    March 1, 2019

    INDONESIA CORPORATE BONDS YIELD CURVE


    1-Mar-19

    IBPA Yield Curve


    15.00
    14.00
    13.00
    12.00
    11.00 BBB
    Yield (%)

    10.00 A
    9.00 AA
    8.00 AAA
    7.00 IGS
    6.00
    5.00
    0 1 2 3 4 5 6 7 8 9 10
    Maturity (Year)

    IDR Corporate Bonds Credit Spread Matrix (in bps) Anda membutuhkan
    Tenor AAA AA A BBB Harga Pasar Wajar dari setiap seri
    Spread Chg Spread Chg Spread Chg Spread Chg SBN (Surat Berharga Negara), SBSN
    0.1 103.52 4.00 144.31 3.91 258.58 3.95 371.93 3.96 (Surat Berharga Syariah Negara)
    Obligasi Korporasi, Sukuk Korporasi
    1 76.11 -0.15 114.04 0.09 227.96 0.02 401.83 0.00
    dan ABS (Asset Back Securities) ?
    2 54.75 -1.49 94.53 -1.53 207.57 -1.55 414.52 -1.66
    3 41.89 -1.36 84.00 -1.61 198.31 -1.57 432.45 -1.57 Dapatkan hanya melalui :
    4 36.15 -0.74 79.65 -0.98 198.34 -0.92 456.76 -0.82 BIPS - Bond Information & Pricing Services
    5 35.41 -0.07 79.45 -0.12 205.55 -0.08 482.49 0.01
    INFORMASI SELENGKAPNYA
    6 37.66 0.50 81.93 0.67 217.90 0.66 505.71 0.64
    Dept. Pemasaran & Pengembangan Layanan
    7 41.31 0.92 86.05 1.24 233.61 1.18 524.54 1.04 Telp. (021) 5155620
    8 45.25 1.20 91.08 1.54 251.19 1.47 538.60 1.28 Ext. 290 (Sigit), 291 (Hera), 293 (Lisa)
    9 48.78 1.38 96.51 1.56 269.48 1.50 548.35 1.37 Email : enquiries@ibpa.co.id
    10 51.51 1.48 102.01 1.31 287.62 1.32 554.52 1.40 Website : http://www.ibpa.co.id

    DISCLAIMER :
    Informasi yang disajikan oleh IBPA dalam dokumen ini hanya dapat digunakan untuk kepentingan penerima saja. Penerima dilarang untuk
    mendistribusikan kembali, seluruhnya atau sebagian informasi, dalam bentuk apapun tanpa izin tertulis dari IBPA. Informasi dalam dokumen ini
    didasarkan pada sumber-sumber data yang dapat dipercaya yang tersedia hingga batas waktu pengumpulan data yang ditetapkan oleh IBPA.
    Dokumen ini dimaksudkan semata-mata hanya untuk tujuan penyediaan informasi tentang harga pasar wajar harian atas Efek bersifat utang dan
    Sukuk serta gambaran umum aktivitas terkini pasar surat utang, dan bukan merupakan rekomendasi, penawaran, saran ataupun pendapat dari
    IBPA untuk membeli, menjual, atau menyimpan Efek tertentu, atau bukan untuk mengesahkan dokumen, pajak, akuntansi, atau bukan merupakan
    saran investasi, atau bukan sebagai layanan yang menjanjikan keuntungan tertentu, atau kesesuaian dari Efek apapun atau investasi lainnya.
    IBPA, termasuk direksi, karyawan dan agen resmi IBPA, tidak bertanggung jawab atas kerugian yang timbul dari segala bentuk penggunaan
    informasi yang terdapat di dalam dokumen ini oleh penerima informasi dan akan membebaskan IBPA dari tuntutan atau upaya hukum apapun
    yang diakibatkannya.

    Page 2/3
    Get Inside Indonesia Fixed Income Markets
    IDR Gov’t & Corp. Bonds, Sukuk and RMBS …

    BIPS – Bond Information & Pricing Services

    It’s ONLY one-click away

    For More Information


    +62.21.515 -5620
    enquiries@ibpa.co.id
    www.ibpa.co.id

    Page 3/3

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