COUNTRY •
INDONESIA
Last Update: 28 Jun 2022 11:15 GMT+0
The Indonesia 10Y Government Bond has a 7.288% yield.
Central Bank Rate is 3.50% (last modification in February 2021).
The Indonesia credit rating is BBB, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 127.82 and implied probability of default is 2.13%.
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 | 2.510% | +83.0 bp | -68.8 bp | 28 Jun | |||||
| 3 months | 2.813% | +30.3 bp | -42.5 bp | 28 Jun | |||||
| 6 months | 3.744% | -96.9 bp | +40.5 bp | 28 Jun | |||||
| 1 year | 4.516% | +44.9 bp | +85.8 bp | 95.68 | -0.43 % | -0.82 % | 28 Jun | ||
| 3 years | 5.607% | -29.2 bp | +120.1 bp | 84.90 | +0.83 % | -3.38 % | 28 Jun | ||
| 5 years | 6.470% | +24.2 bp | +134.8 bp | 73.09 | -1.14 % | -6.17 % | 28 Jun | ||
| 10 years | 7.288% | +14.7 bp | +85.7 bp | 49.49 | -1.36 % | -7.70 % | 28 Jun | ||
| 15 years | 7.325% | -4.8 bp | +97.8 bp | 34.63 | +0.67 % | -12.84 % | 28 Jun | ||
| 20 years | 7.275% | -10.0 bp | +12.9 bp | 24.55 | +1.87 % | -2.39 % | 28 Jun | ||
| 25 years | 7.578% | +1.6 bp | +25.3 bp | 16.10 | -0.37 % | -5.74 % | 28 Jun | ||
| 30 years | 7.547% | -16.5 bp | +29.9 bp | 11.27 | +4.64 % | -8.08 % | 28 Jun | ||
Last Update: 28 Jun 2022 11:15 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 (3.50%) |
||||
|---|---|---|---|---|---|---|---|
| 3 months | 1 year | 5 years | 10 years | ||||
| 30 years | 7.547% | 404.7 bp | |||||
| 10 years | 7.288% | 378.8 bp | |||||
| 5 years | 6.470% | 297.0 bp | |||||
| 1 year | 4.516% | 101.6 bp | |||||
| 3 months | 2.813% | -68.7 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 | 3.50% |
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 | 127.82 | +2.84 % | +23.64 % | +75.05 % | 2.13 % |
(*) 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 7.288% 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 | 705.8 bp | +14.0 bp | +68.6 bp | Compare | |
| Germany 10Y | 563.3 bp | -53.2 bp | -103.4 bp | Compare | |
| France 10Y | 509.7 bp | -55.0 bp | -120.3 bp | Compare | |
| United Kingdom 10Y | 480.1 bp | -41.6 bp | -70.7 bp | Compare | |
| Spain 10Y | 454.6 bp | -50.7 bp | -137.5 bp | Compare | |
| China 10Y | 443.1 bp | +4.0 bp | +82.0 bp | Compare | |
| United States 10Y | 403.9 bp | -35.9 bp | -90.8 bp | Compare | |
| Canada 10Y | 383.0 bp | -52.1 bp | -112.5 bp | Compare | |
| Italy 10Y | 360.4 bp | -64.1 bp | -173.2 bp | Compare | |
| Australia 10Y | 346.9 bp | -42.3 bp | -137.5 bp | Compare | |
| India 10Y | -16.9 bp | +4.0 bp | -12.2 bp | Compare | |
| Russia 10Y | -133.2 bp | +103.7 bp | +65.2 bp | Compare | |
| Brazil 10Y | -549.4 bp | -20.2 bp | -121.8 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 | 7.547% | 11.27 | 23.03 | 46.54 | 70.06 | 93.57 | 117.08 | ||
| 25 years | 7.578% | 16.10 | 27.17 | 49.32 | 71.46 | 93.60 | 115.74 | ||
| 20 years | 7.275% | 24.55 | 34.92 | 55.66 | 76.41 | 97.15 | 117.89 | ||
| 15 years | 7.325% | 34.63 | 43.56 | 61.40 | 79.25 | 97.10 | 114.95 | ||
| 10 years | 7.288% | 49.49 | 56.42 | 70.28 | 84.14 | 98.00 | 111.87 | ||
| 5 years | 6.470% | 73.09 | 77.25 | 85.57 | 93.89 | 102.20 | 110.52 | ||
| 3 years | 5.607% | 84.90 | 87.60 | 92.98 | 98.37 | 103.75 | 109.14 | ||
| 1 year | 4.516% | 95.68 | 96.64 | 98.55 | 100.46 | 102.38 | 104.29 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||