Fair Prices and Yield

IGSYC
Benchmark and Retail Fair Prices
Corporate Bond Yield by Tenor

Indonesia Government Securities Yield Curve

per 17-May-2024

Tenor Year	Today	Yesterday
0.1	5.5095	5.4938
1.0	6.2883	6.4609
2.0	6.6346	6.7144
3.0	6.7604	6.7782
4.0	6.8047	6.8138
5.0	6.8236	6.8466
6.0	6.8374	6.8751
7.0	6.8514	6.8969
8.0	6.8659	6.9121
9.0	6.8799	6.9220
10.0	6.8926	6.9280
11.0	6.9034	6.9316
12.0	6.9121	6.9336
13.0	6.9190	6.9348
14.0	6.9243	6.9354
15.0	6.9282	6.9358

Tenor Year	Today	Yesterday
16.0	6.9311	6.9359
17.0	6.9332	6.9360
18.0	6.9347	6.9361
19.0	6.9357	6.9361
20.0	6.9364	6.9361
21.0	6.9369	6.9361
22.0	6.9373	6.9361
23.0	6.9375	6.9361
24.0	6.9377	6.9361
25.0	6.9378	6.9361
26.0	6.9379	6.9361
27.0	6.9379	6.9361
28.0	6.9379	6.9361
29.0	6.9380	6.9361
30.0	6.9380	6.9361

SBN Benchmark Series

	Series	TTM (Y)	Today Yield (%)	Today Price (%)	Yesterday Yield (%)	Yesterday Price (%)	Coupon (%)
	FR0101	4.92	6.8016	100.2941	6.8173	100.2296	6.8750
	FR0100	9.76	6.7917	98.8121	6.7634	99.0096	6.6250
	FR0098	14.09	6.8593	102.3667	6.8614	102.3475	7.1250
	FR0097	19.09	6.9318	102.0196	6.9118	102.2332	7.1250

SBSN Benchmark Series

	Series	TTM (Y)	Today Yield (%)	Today Price (%)	Yesterday Yield (%)	Yesterday Price (%)	Coupon (%)
	PBS032	2.16	6.7828	96.2136	6.7591	96.2550	4.8750
	PBS030	4.16	6.6478	97.2193	6.6386	97.2500	5.8750
	PBS004	12.76	6.7208	94.7278	6.7420	94.5535	6.1000
	PBS038	25.60	7.0273	98.1957	7.0547	97.8765	6.8750

Retail Series

	Series	TTM (Y)	Today Yield (%)	Today Price (%)	Yesterday Yield (%)	Yesterday Price (%)	Coupon (%)
	ORI020	0.41	6.5359	99.3581	6.5809	99.3357	4.9500
	ORI021	0.75	6.0230	99.1842	6.1837	99.0648	4.9000
	ORI022	1.41	6.5160	99.2387	6.5901	99.1380	5.9500
	ORI023T3	2.16	6.4732	98.8468	6.5144	98.7630	5.9000
	ORI023T6	5.16	6.4975	98.2610	6.5015	98.2427	6.1000
	ORI024T3	2.41	6.5015	99.1061	6.5268	99.0491	6.1000
	ORI024T6	5.42	6.6097	98.8211	6.6194	98.7767	6.3500
	ORI025T3	2.75	6.6003	99.1227	6.5999	99.1231	6.2500
	ORI025T6	5.75	6.4495	99.7630	6.4665	99.6816	6.4000
	SR015	0.32	5.7745	99.7901	5.8778	99.7560	5.1000
	SR016	0.81	6.0489	99.1286	6.4344	98.8212	4.9500
	SR017	1.32	6.4344	99.3279	6.5031	99.2404	5.9000
	SR018T3	1.81	6.5071	99.5608	6.5592	99.4714	6.2500
	SR018T5	3.82	6.5720	99.4207	6.5620	99.4540	6.4000
	SR019T3	2.32	6.4672	98.8907	6.4751	98.8727	5.9500
	SR019T5	4.32	6.5411	98.3454	6.5394	98.3509	6.1000
	SR020T3	2.81	6.5445	99.3728	6.5432	99.3756	6.3000
	SR020T5	4.82	6.5188	99.5100	6.5199	99.5053	6.4000

Corporate Bond Yield by Tenor

	Tenor (Year)	IGS	AAA	AA	A	BBB
	0.1	5.5095	6.0481	6.2885	6.9770	8.7439
	1.0	6.2883	6.8490	7.1123	8.4457	10.1814
	2.0	6.6346	7.2205	7.6137	9.2397	10.8690
	3.0	6.7604	7.3675	7.9060	9.6348	11.2903
	4.0	6.8047	7.4359	8.1021	9.8679	11.6481
	5.0	6.8236	7.4820	8.2522	10.0402	11.9729
	6.0	6.8374	7.5240	8.3770	10.1896	12.2555
	7.0	6.8514	7.5652	8.4841	10.3269	12.4874
	8.0	6.8659	7.6045	8.5762	10.4526	12.6680
	9.0	6.8799	7.6399	8.6544	10.5649	12.8028
	10.0	6.8926	7.6704	8.7197	10.6624	12.9001