COUNTRY •
INDONESIA
Last Update: 2 Oct 2023 14:15 GMT+0
The Indonesia 10Y Government Bond has a 7.062% 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 93.50 and implied probability of default is 1.56%.
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 | 6.169% | -14.1 bp | +85.0 bp | 02 Oct | |||||
| 3 months | 6.167% | -14.1 bp | +108.7 bp | 02 Oct | |||||
| 6 months | 6.155% | -9.9 bp | +74.2 bp | 02 Oct | |||||
| 1 year | 6.100% | -18.1 bp | +20.2 bp | 94.25 | +0.17 % | -0.19 % | 02 Oct | ||
| 3 years | 6.381% | +14.9 bp | +1.6 bp | 83.06 | -0.42 % | -0.05 % | 02 Oct | ||
| 5 years | 6.687% | +49.3 bp | +19.9 bp | 72.35 | -2.30 % | -0.93 % | 02 Oct | ||
| 10 years | 7.062% | +60.7 bp | +16.1 bp | 50.54 | -5.53 % | -1.50 % | 02 Oct | ||
| 15 years | 7.089% | +50.7 bp | -3.9 bp | 35.80 | -6.87 % | +0.56 % | 02 Oct | ||
| 20 years | 7.149% | +43.5 bp | +1.1 bp | 25.13 | -7.81 % | -0.20 % | 02 Oct | ||
| 25 years | 7.065% | +18.6 bp | -20.6 bp | 18.15 | -4.22 % | +4.91 % | 02 Oct | ||
| 30 years | 7.116% | +29.6 bp | -6.8 bp | 12.72 | -7.96 % | +1.92 % | 02 Oct | ||
Last Update: 2 Oct 2023 14:15 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 | 7.116% | 136.6 bp | |||||
| 10 years | 7.062% | 131.2 bp | |||||
| 5 years | 6.687% | 93.7 bp | |||||
| 1 year | 6.100% | 35.0 bp | |||||
| 3 months | 6.167% | 41.7 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 | 93.50 | +4.28 % | +17.57 % | -41.39 % | 1.56 % |
(*) 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 7.062% 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 | 630.2 bp | +46.8 bp | -27.0 bp | Compare | |
| China 10Y | 435.6 bp | +52.4 bp | +32.9 bp | Compare | |
| Germany 10Y | 414.9 bp | +23.4 bp | -46.6 bp | Compare | |
| France 10Y | 359.5 bp | +21.6 bp | -52.2 bp | Compare | |
| Spain 10Y | 307.5 bp | +18.4 bp | -53.1 bp | Compare | |
| Canada 10Y | 299.3 bp | +13.6 bp | -99.1 bp | Compare | |
| Australia 10Y | 249.7 bp | +8.4 bp | -116.7 bp | Compare | |
| United Kingdom 10Y | 245.6 bp | +40.3 bp | -98.0 bp | Compare | |
| United States 10Y | 238.1 bp | +10.7 bp | -104.7 bp | Compare | |
| Italy 10Y | 226.0 bp | +3.6 bp | -56.4 bp | Compare | |
| India 10Y | -14.8 bp | +57.2 bp | +26.6 bp | Compare | |
| Brazil 10Y | -464.9 bp | +4.8 bp | +135.0 bp | Compare | |
| Russia 10Y | -597.8 bp | -36.3 bp | -257.9 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 | 7.116% | 12.72 | 24.98 | 49.51 | 74.05 | 98.58 | 123.11 | ||
| 25 years | 7.065% | 18.15 | 29.73 | 52.90 | 76.08 | 99.25 | 122.42 | ||
| 20 years | 7.149% | 25.13 | 35.61 | 56.55 | 77.49 | 98.44 | 119.38 | ||
| 15 years | 7.089% | 35.80 | 44.85 | 62.97 | 81.08 | 99.19 | 117.31 | ||
| 10 years | 7.062% | 50.54 | 57.54 | 71.55 | 85.56 | 99.57 | 113.57 | ||
| 5 years | 6.687% | 72.35 | 76.49 | 84.76 | 93.02 | 101.29 | 109.56 | ||
| 3 years | 6.381% | 83.06 | 85.72 | 91.03 | 96.33 | 101.64 | 106.95 | ||
| 1 year | 6.100% | 94.25 | 95.19 | 97.08 | 98.96 | 100.85 | 102.73 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||