Scribd Logo
Upload

Welcome to Scribd!

  • 199 views

    PHEI Yield Curve: Daily Fair Price & Yield Indonesia Government Securities September 3, 2020

    Uploaded by

    Bojes Wandi
    The document is a daily report on Indonesia government bond prices, yields, and fair values from September 3, 2020. It includes the following key information: - The Indonesia government bond yield curve, showing yields from 0.1 to 30 years. Yields increased slightly from the previous day across most tenors. - Benchmark bond rates and prices for 4 government bond series maturing between 2023 and 2038. Yields were largely unchanged from the previous day. - The Indonesia corporate bond yield curve, showing higher yields than government bonds according to credit ratings from AAA to BBB. - A credit spread matrix showing spreads in basis points of corporate bond yields over government bonds by credit rating and tenor from 0.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content

    You might also like

    PHEI Yield Curve: Daily Fair Price & Yield Indonesia Government Securities September 3, 2020

    Uploaded by

    Bojes Wandi
    199 views3 pages
    The document is a daily report on Indonesia government bond prices, yields, and fair values from September 3, 2020. It includes the following key information: - The Indonesia government bond yield curve, showing yields from 0.1 to 30 years. Yields increased slightly from the previous day across most tenors. - Benchmark bond rates and prices for 4 government bond series maturing between 2023 and 2038. Yields were largely unchanged from the previous day. - The Indonesia corporate bond yield curve, showing higher yields than government bonds according to credit ratings from AAA to BBB. - A credit spread matrix showing spreads in basis points of corporate bond yields over government bonds by credit rating and tenor from 0.

    Original Description:

    Original Title

    20200903_PHEI_Pricing_Public

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    The document is a daily report on Indonesia government bond prices, yields, and fair values from September 3, 2020. It includes the following key information: - The Indonesia government bond yield curve, showing yields from 0.1 to 30 years. Yields increased slightly from the previous day across most tenors. - Benchmark bond rates and prices for 4 government bond series maturing between 2023 and 2038. Yields were largely unchanged from the previous day. - The Indonesia corporate bond yield curve, showing higher yields than government bonds according to credit ratings from AAA to BBB. - A credit spread matrix showing spreads in basis points of corporate bond yields over government bonds by credit rating and tenor from 0.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    199 views3 pages

    PHEI Yield Curve: Daily Fair Price & Yield Indonesia Government Securities September 3, 2020

    Uploaded by

    Bojes Wandi
    The document is a daily report on Indonesia government bond prices, yields, and fair values from September 3, 2020. It includes the following key information: - The Indonesia government bond yield curve, showing yields from 0.1 to 30 years. Yields increased slightly from the previous day across most tenors. - Benchmark bond rates and prices for 4 government bond series maturing between 2023 and 2038. Yields were largely unchanged from the previous day. - The Indonesia corporate bond yield curve, showing higher yields than government bonds according to credit ratings from AAA to BBB. - A credit spread matrix showing spreads in basis points of corporate bond yields over government bonds by credit rating and tenor from 0.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    of 3

    DAILY FAIR PRICE & YIELD

    INDONESIA GOVERNMENT SECURITIES


    September 3, 2020

    5-May-10
    INDONESIA GOVERNMENT BONDS YIELD CURVE Tenor Yield (%)
    3-Sep-20 (Year) Today Yesterday Last Week Last Month
    0.1 2.9111 2.8089 3.0316 3.3966
    1 3.8482 3.8295 3.8224 4.2417
    PHEI Yield Curve 2 4.5216 4.5138 4.4627 4.9216
    8.00 3 5.0200 5.0008 4.9689 5.4305
    4 5.4307 5.4011 5.3912 5.8231
    7.50 5 5.7885 5.7549 5.7537 6.1347
    6 6.1048 6.0727 6.0676 6.3880
    7 6.3827 6.3552 6.3387 6.5977
    7.00 8 6.6231 6.6012 6.5710 6.7737
    Yield (%)

    Last Month
    9 6.8274 6.8105 6.7678 6.9227
    Last Week 10 6.9980 6.9850 6.9328 7.0494
    6.50
    Yesterday 11 7.1381 7.1275 7.0695 7.1574
    Today 12 7.2514 7.2421 7.1816 7.2493
    6.00 13 7.3420 7.3328 7.2726 7.3274
    14 7.4135 7.4038 7.3459 7.3936
    15 7.4693 7.4586 7.4043 7.4496
    5.50
    0 5 10 15 20 25 30 16 7.5126 7.5006 7.4507 7.4967
    Maturity (Year) 17 7.5458 7.5325 7.4871 7.5362
    18 7.5711 7.5564 7.5156 7.5692
    19 7.5903 7.5744 7.5378 7.5966
    PENILAI HARGA EFEK INDONESIA (PHEI) 20 7.6048 7.5877 7.5550 7.6194
    GOVERNMENT BOND BENCHMARK RATES 21 7.6156 7.5975 7.5683 7.6382
    September 3, 2020 22 7.6237 7.6048 7.5784 7.6537
    Benchmark Today Yesterday Last Week Last Month 23 7.6297 7.6101 7.5862 7.6664
    Maturity
    Series Yield (%) Price (%) Yield (%) Price (%) Yield (%) Price (%) Yield (%) Price (%) 24 7.6341 7.6139 7.5921 7.6768
    15-May-23 FR0081 5.5269 104.0295 5.5378 103.9851 5.4996 104.1602 5.9440 102.3104 25 7.6373 7.6167 7.5966 7.6853
    15-May-28 FR0082 6.9140 100.6110 6.9121 100.6250 6.7730 101.6305 6.8174 101.3086 26 7.6397 7.6188 7.6000 7.6922
    15-May-33 FR0080 7.4058 100.8211 7.3998 100.8750 7.3028 101.7500 7.2734 102.0250 27 7.6415 7.6202 7.6025 7.6978
    15-May-38 FR0083 7.4291 100.7138 7.4213 100.7940 7.3547 101.4839 7.3964 101.0493 28 7.6427 7.6213 7.6044 7.7024
    29 7.6437 7.6220 7.6059 7.7061
    30 7.6443 7.6225 7.6070 7.7090

    Please see important disclaimer at the back of this report. Page 1/3
    DAILY PRICE & FAIR VALUES
    INDONESIA CORPORATE BONDS
    September 3, 2020

    INDONESIA CORPORATE BONDS YIELD CURVE


    3-Sep-20

    PHEI Yield Curve


    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
    0.1 174.27 10.18 223.00 10.24 345.44 10.26 483.11 10.19 (Surat Berharga Syariah Negara)
    Obligasi Korporasi, Sukuk Korporasi
    1 180.97 2.07 226.65 1.86 352.16 1.84 528.62 2.00
    dan ABS (Asset Back Securities) ?
    2 185.33 0.67 229.24 0.80 359.96 0.71 561.97 0.60
    3 187.96 1.69 231.66 1.95 365.42 1.94 580.25 1.75 Dapatkan hanya melalui :
    4 190.33 2.82 234.47 2.96 369.48 3.05 589.50 2.96 BIPS - Bond Information & Pricing Services
    5 192.72 3.39 237.22 3.34 373.09 3.42 594.56 3.48
    INFORMASI SELENGKAPNYA
    6 195.05 3.39 239.42 3.19 376.86 3.19 598.61 3.31
    Dept. Pemasaran & Pengembangan Layanan
    7 197.16 2.99 240.82 2.75 381.08 2.64 603.48 2.74 Telp. (021) 5155620
    8 198.96 2.39 241.40 2.21 385.76 2.04 609.92 2.06 Ext. 290 (Sigit), 291 (Hera), 293 (Lisa)
    9 200.39 1.73 241.26 1.71 390.78 1.58 618.05 1.52 Email : enquiries@ibpa.co.id
    10 201.48 1.12 240.59 1.30 395.94 1.35 627.60 1.27 Website : http://www.ibpa.co.id

    DISCLAIMER :
    Informasi yang disajikan oleh PHEI 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 PHEI. Informasi dalam dokumen ini
    didasarkan pada sumber-sumber data yang dapat dipercaya yang tersedia hingga batas waktu pengumpulan data yang ditetapkan oleh PHEI.
    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 PHEI
    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. PHEI,
    termasuk direksi, karyawan dan agen resmi PHEI, tidak bertanggung jawab atas kerugian yang timbul dari segala bentuk penggunaan informasi yang
    terdapat di dalam dokumen ini oleh penerima informasi dan akan membebaskan PHEI 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

    You might also like