COUNTRY •
INDONESIA
Last Update: 27 Mar 2023 8:15 GMT+0
The Indonesia 10Y Government Bond has a 6.878% yield.
Central Bank Rate is 5.75% (last modification in January 2023).
The Indonesia credit rating is BBB, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 96.96 and implied probability of default is 1.62%.
If data are not all visible, swipe table left
| Residual Maturity |
Yield | ZC Price | Last Change |
||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 5.052% | +47.4 bp | +160.6 bp | 27 Mar | |||||
| 3 months | 4.986% | -45.2 bp | +161.9 bp | 27 Mar | |||||
| 6 months | 5.405% | -27.5 bp | +49.4 bp | 27 Mar | |||||
| 1 year | 5.953% | -29.5 bp | +129.3 bp | 94.38 | +0.28 % | -1.22 % | 27 Mar | ||
| 3 years | 6.361% | +9.5 bp | +7.5 bp | 83.11 | -0.26 % | -0.22 % | 27 Mar | ||
| 5 years | 6.464% | -21.6 bp | -37.9 bp | 73.11 | +1.02 % | +1.80 % | 27 Mar | ||
| 10 years | 6.878% | -11.2 bp | -52.8 bp | 51.42 | +1.06 % | +5.05 % | 27 Mar | ||
| 15 years | 7.109% | -12.8 bp | -14.0 bp | 35.70 | +1.83 % | +2.00 % | 27 Mar | ||
| 20 years | 7.129% | -11.6 bp | -31.4 bp | 25.23 | +2.19 % | +6.05 % | 27 Mar | ||
| 25 years | 7.273% | +2.1 bp | -29.1 bp | 17.29 | -0.46 % | +6.99 % | 27 Mar | ||
| 30 years | 7.174% | +1.9 bp | -21.7 bp | 12.51 | -0.56 % | +6.20 % | 27 Mar | ||
Last Update: 27 Mar 2023 8:15 GMT+0
Indonesia Yield Curve Analysis
Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases.
For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive.
If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
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| Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (5.75%) |
||||
|---|---|---|---|---|---|---|---|
| 3 months | 1 year | 5 years | 10 years | ||||
| 30 years | 7.174% | 142.4 bp | |||||
| 10 years | 6.878% | 112.8 bp | |||||
| 5 years | 6.464% | 71.4 bp | |||||
| 1 year | 5.953% | 20.3 bp | |||||
| 3 months | 4.986% | -76.4 bp | |||||
Readings that may interest you
Indonesia Credit Ratings
A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation).
For a deeper analysis of credit ratings, click here
Indonesia Credit Ratings History
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB
|
- |
| Moody's Investors Service |
Baa2
|
- |
| Fitch Ratings |
BBB
|
- |
| DBRS |
-
|
- |
Indonesia Interest Rates
A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
| Interest Rates | Value | |
|---|---|---|
| Central Bank Rate | 5.75% |
Indonesia Credit Default Swaps
The term credit default swap (CDS) refers to a financial derivative that allows an investor to swap or offset their credit risk with that of another investor. To swap the risk of default, the lender buys a CDS from another investor who agrees to reimburse the lender in the case the borrower defaults.
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| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD(*) | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 96.96 | 0.00 % | 0.00 % | +1.46 % | 1.62 % |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
Indonesia 10Y Bond Yield Spread
The Indonesia 10Y Government Bond has a 6.878% yield. Click on Spread value for the historical serie.
A positive spread, marked by
, means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
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| Indonesia 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Japan 10Y | 657.9 bp | +8.6 bp | -57.9 bp | Compare | |
| Germany 10Y | 465.5 bp | +30.0 bp | -63.2 bp | Compare | |
| France 10Y | 410.9 bp | +21.6 bp | -57.0 bp | Compare | |
| China 10Y | 400.4 bp | -5.8 bp | -65.6 bp | Compare | |
| Canada 10Y | 395.8 bp | +33.6 bp | -36.1 bp | Compare | |
| Australia 10Y | 358.1 bp | +47.4 bp | +11.2 bp | Compare | |
| Spain 10Y | 357.0 bp | +23.5 bp | -51.0 bp | Compare | |
| United Kingdom 10Y | 349.5 bp | +37.5 bp | +9.9 bp | Compare | |
| United States 10Y | 333.5 bp | +27.5 bp | -33.8 bp | Compare | |
| Italy 10Y | 279.7 bp | +25.6 bp | -2.4 bp | Compare | |
| India 10Y | -43.4 bp | +3.3 bp | -50.7 bp | Compare | |
| Russia 10Y | -341.2 bp | +57.8 bp | -94.8 bp | Compare | |
| Brazil 10Y | -606.1 bp | +21.0 bp | -139.3 bp | Compare |
Indonesia Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
Click on
for a forecast of the yield.
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| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | ||||
| 30 years | 7.174% | 12.51 | 24.71 | 49.10 | 73.49 | 97.88 | 122.27 | ||
| 25 years | 7.273% | 17.29 | 28.66 | 51.41 | 74.15 | 96.90 | 119.64 | ||
| 20 years | 7.129% | 25.23 | 35.72 | 56.69 | 77.67 | 98.65 | 119.62 | ||
| 15 years | 7.109% | 35.70 | 44.74 | 62.83 | 80.92 | 99.01 | 117.11 | ||
| 10 years | 6.878% | 51.42 | 58.48 | 72.61 | 86.74 | 100.86 | 114.99 | ||
| 5 years | 6.464% | 73.11 | 77.27 | 85.59 | 93.91 | 102.23 | 110.55 | ||
| 3 years | 6.361% | 83.11 | 85.77 | 91.08 | 96.39 | 101.70 | 107.01 | ||
| 1 year | 5.953% | 94.38 | 95.33 | 97.21 | 99.10 | 100.99 | 102.88 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||