Indonesia: Bond Indexes Fact Sheet - April 2018

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2. Portfolio Characteristics No of Market Value (Rp Billion) Bonds Composite Short tenor (< 5 Years) Middle tenor (5 - 7 Years) Long tenor (> 7 Years) Government > Conventional Fixed Rate 469 2,382,872.34 48 310,732.58 350 71 1,264,294.77 38 1,782,463.80 56 36 Ritail 807,844.98 2 2,055,262.85 1,753,669.80 28,794.00 Composite Index Weight (%) Average Average Average Average Average Coupon (%) YTM (%) Tenure (Days) Duration Convexity 100.00% 8.29% 7.13% 3,240 5.54 54.40 13.04% 8.26% 6.85% 2,070 4.45 24.76 6.93% 3,528 5.94 60.70 33.90% 53.06% Ritail 1 14,254.90 0.60% 413 327,609.49 13.75% > Sukuk 31 7,264.90 0.30% >By Rating AAA AA 181,834.97 7.63% BBB 88 55,153.59 2.31% 15 > By Sector Banking Infrastructure Financial Company Telecommunication Others 84,263.82 6,357.11 7.45% 6.90% 8.95% 8.95% 9.38% 8.67% 3.54% 9.00% 9.67% 6.96% 6.16% 983 4,969 3,685 3,735 647 6.84% 2,501 6.23% 680 6.87% 2,601 8.33% 1,432 8.49% 2,178 8.32% 1,415 2.31 7.86 6.20 6.28 1.66 3.19 3.29 43.52 3.01 14.91 4.00 28.75 2.99 9.20% 1,162 2.62 1,336 64.64 1.74 4.35 3.33 11.33% 63.65 41.42 1,657 1,133 91.58 4.21 8.01% 8.21% 7.62 2.59 14.59 19.13 9.58 9.53 2.87 11.39 127,346.57 5.34% 8.92% 8.34% 1,440 3.14 14.47 96 63,646.99 2.67% 9.42% 8.43% 2,365 4.28 32.31 8.66% 1,298 2.87 12.48 42 41 110 24,952.17 26,079.40 85,584.36 Banking 38.87% Financial Company 19.43% 6.95% 10.26% 1.05% 1.09% 3.59% 8.53% 9.54% 9.01% Infrastructu re 7.62% A 16.84% AA 25.72% 7.90% 8.15% Corporat e Conventi onal 13.44% Long tenor (> 7 Years) 53.06% Others 26.12% 7.31% 0.27% Governm ent Sukuk 11.45% Middle tenor (5 7 Years) 13.04% 6.94% 124 Short tenor (< 5 Years) 33.90% Telecommu nication 7.96% 7.42% 13.44% 208 102 A 320,344.59 6.37% 10.85% Corporate 382 8.34% 1.21% 11.45% > Conventional 8.31% 73.59% 272,799.05 258,544.15 8.19% 74.80% 18 17 8.31% 86.25% > Sukuk Fixed Rate 8.27% 904 2,232 2.11 3.83 Corporat e Sukuk 0.30% Governm ent Conventi onal 74.80% BBB 1.94% AAA 55.50% 6.79 28.14
3. 255 INDOBeX - Total Return (ICBI) 250 245 240 235 230 225 220 Apr-17 Jun-17 Aug-17 - - - - INDOBeX-CP 125 Oct-17 - - INDOBeX-GP Feb-18 Apr-18 - INDOBeX-EY INDOBeX-GY 7.4 119 116 6.7 113 30-Apr-17 - 8.1 122 110 Dec-17 30-Jun-17 31-Aug-17 31-Oct-17 - - - - - - - - - 31-Dec-17 28-Feb-18 30-Apr-18 - - - - - - 6.0 30-Apr-17 30-Jun-17 31-Aug-17 31-Oct-17 - - - - - - - - - 31-Dec-17 28-Feb-18 30-Apr-18 - - - - - - - - -
4. INDOBeXG - Total Return 247 237 227 217 Apr-17 Jun-17 Aug-17 - - - - INDOBeXG-CP Oct-17 - - INDOBeXG-GP 8 .1 125 Apr-18 - INDOBeXG-EY INDOBeXG-GY 6.7 115 30-Apr-17 - Feb-18 7.4 120 110 Dec-17 30-Jun-17 31-Aug-17 31-Oct-17 - - - - 31-Dec-17 - - - 28-Feb-18 30-Apr-18 - - - - - - 6.0 30-Apr-17 30-Jun-17 31-Aug-17 31-Oct-17 - - - - - - - - - 31-Dec-17 28-Feb-18 30-Apr-18 - - - - - - - - -
5. INDOBeXC - Total Return 260 255 250 245 240 235 230 Apr-17 Jun-17 Aug-17 - - - - 115 INDOBeXC-CP Oct-17 Dec-17 - - INDOBeXC-GP 9 .4 112 8.9 109 8.4 106 7.9 103 30-Apr-17 30-Jun-17 31-Aug-17 31-Oct-17 - - - - - - - - - 31-Dec-17 28-Feb-18 30-Apr-18 - - - - - - - - - 7.4 30-Apr-17 Feb-18 Apr-18 - INDOBeXC-EY 30-Jun-17 31-Aug-17 INDOBeXC-GY 31-Oct-17 - - - - - - - - - 31-Dec-17 28-Feb-18 30-Apr-18 - - - - - - - - -
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