COUNTRY •
INDONESIA
Last Update: 27 Nov 2022 9:15 GMT+0
The Indonesia 10Y Government Bond has a 6.943% yield.
Central Bank Rate is 5.25% (last modification in November 2022).
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 | 4.633% | +194.3 bp | +295.3 bp | 27 Nov | |||||
| 3 months | 4.942% | +155.2 bp | +243.2 bp | 27 Nov | |||||
| 6 months | 5.282% | +142.2 bp | +56.9 bp | 27 Nov | |||||
| 1 year | 6.219% | +67.8 bp | +215.2 bp | 94.15 | -0.63 % | -2.02 % | 27 Nov | ||
| 3 years | 6.705% | -26.4 bp | +80.6 bp | 82.31 | +0.75 % | -2.24 % | 27 Nov | ||
| 5 years | 6.607% | -70.7 bp | +37.9 bp | 72.62 | +3.36 % | -1.77 % | 27 Nov | ||
| 10 years | 6.943% | -63.1 bp | -19.8 bp | 51.11 | +6.06 % | +1.87 % | 27 Nov | ||
| 15 years | 6.916% | -75.0 bp | -45.7 bp | 36.67 | +11.05 % | +6.60 % | 27 Nov | ||
| 20 years | 7.085% | -57.5 bp | -29.0 bp | 25.43 | +11.29 % | +5.52 % | 27 Nov | ||
| 25 years | 7.316% | -28.6 bp | -24.6 bp | 17.12 | +6.93 % | +5.94 % | 27 Nov | ||
| 30 years | 7.484% | -0.3 bp | -22.8 bp | 11.47 | +0.09 % | +6.50 % | 27 Nov | ||
Last Update: 27 Nov 2022 9:15 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 (5.25%) |
||||
|---|---|---|---|---|---|---|---|
| 3 months | 1 year | 5 years | 10 years | ||||
| 30 years | 7.484% | 223.4 bp | |||||
| 10 years | 6.943% | 169.3 bp | |||||
| 5 years | 6.607% | 135.7 bp | |||||
| 1 year | 6.219% | 96.9 bp | |||||
| 3 months | 4.942% | -30.8 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 | 5.25% |
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 % | -41.83 % | +24.25 % | 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 6.943% 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.
If data are not all visible, swipe table left
| Indonesia 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Japan 10Y | 668.8 bp | -64.1 bp | -23.0 bp | Compare | |
| Germany 10Y | 497.3 bp | -63.8 bp | -119.2 bp | Compare | |
| France 10Y | 450.9 bp | -59.3 bp | -113.8 bp | Compare | |
| China 10Y | 410.2 bp | -77.1 bp | -28.9 bp | Compare | |
| Canada 10Y | 400.5 bp | -37.0 bp | -34.6 bp | Compare | |
| Spain 10Y | 398.8 bp | -57.8 bp | -106.5 bp | Compare | |
| United Kingdom 10Y | 383.2 bp | -29.3 bp | -138.5 bp | Compare | |
| Australia 10Y | 335.1 bp | -45.3 bp | -54.1 bp | Compare | |
| United States 10Y | 325.2 bp | -39.3 bp | -114.6 bp | Compare | |
| Italy 10Y | 309.4 bp | -50.2 bp | -115.1 bp | Compare | |
| India 10Y | -35.8 bp | -52.0 bp | -14.9 bp | Compare | |
| Russia 10Y | -312.7 bp | -87.1 bp | -75.8 bp | Compare | |
| Brazil 10Y | -671.3 bp | -216.4 bp | -142.1 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.
If data are not all visible, swipe table left
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | ||||
| 30 years | 7.484% | 11.47 | 23.30 | 46.96 | 70.62 | 94.27 | 117.93 | ||
| 25 years | 7.316% | 17.12 | 28.44 | 51.10 | 73.76 | 96.42 | 119.08 | ||
| 20 years | 7.085% | 25.43 | 35.96 | 57.01 | 78.06 | 99.11 | 120.15 | ||
| 15 years | 6.916% | 36.67 | 45.83 | 64.14 | 82.46 | 100.77 | 119.08 | ||
| 10 years | 6.943% | 51.11 | 58.15 | 72.23 | 86.32 | 100.40 | 114.49 | ||
| 5 years | 6.607% | 72.62 | 76.77 | 85.05 | 93.34 | 101.63 | 109.92 | ||
| 3 years | 6.705% | 82.31 | 84.95 | 90.22 | 95.50 | 100.78 | 106.06 | ||
| 1 year | 6.219% | 94.15 | 95.09 | 96.97 | 98.85 | 100.74 | 102.62 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||