Indonesia: Bond Indexes Fact Sheet - Maret 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 Ritail 451 2,374,505.77 46 302,486.78 338 824,032.29 67 1,247,986.69 38 1,763,172.10 57 36 2 2,059,452.11 1,734,120.14 29,051.96 Composite Index Weight (%) Average Average Average Average Average Coupon (%) YTM (%) Tenure (Days) Duration Convexity 100.00% 8.34% 6.79% 3,231 5.57 55.10 12.74% 8.36% 6.61% 2,107 4.55 25.70 6.61% 3,510 5.97 61.31 34.70% 52.56% 86.73% 74.25% 73.03% 1.22% > Sukuk 19 296,280.00 12.48% Ritail 2 46,909.19 1.98% Fixed Rate 17 249,370.82 10.50% Corporate 394 315,053.66 13.27% > Sukuk 29 6,820.86 0.29% > Conventional >By Rating AAA AA 365 BBB 175,751.89 7.40% 86 53,608.01 2.26% 79,269.14 15 > By Sector Banking Infrastructure Financial Company Telecommunication Others 6,424.61 3.34% 0.27% 8.35% 8.24% 8.35% 8.38% 6.37% 7.57% 7.51% 7.87% 9.04% 9.04% 9.46% 6.69% 5.64% 3,706 3,757 679 6.27% 2,342 5.39% 458 6.43% 2,697 7.93% 1,407 8.11% 1,890 7.93% 1,396 7.98 6.30 6.38 1.74 3.49 1.74 45.77 2.99 14.45 3.74 23.15 2.97 8.89% 1,136 2.56 1,372 66.13 1.19 4.52 9.79% 10.26% 11.02% 65.10 38.80 3.30 1,131 93.59 3.99 1,615 7.83% 7.59 2.58 14.25 18.36 9.49 9.25 2.92 11.80 121,458.70 5.12% 9.06% 7.96% 1,435 3.12 14.48 93 62,764.04 2.64% 9.60% 8.03% 1,956 3.87 24.32 8.30% 1,317 2.91 12.84 36 41 105 22,357.23 26,234.55 82,239.14 Banking 38.55% Financial Company 19.92% 6.67% 4,993 2.30 7.58% 9.09% 0.94% 1.10% 3.46% 8.60% 9.54% 9.05% Infrastructu re 7.10% A 17.02% AA 25.16% 7.41% 7.83% Corporat e Conventi onal 12.98% Long tenor (> 7 Years) 52.56% Others 26.10% 7.08% 975 8.75% Governm ent Sukuk 12.48% Middle tenor (5 7 Years) 12.74% 6.42% 119 Short tenor (< 5 Years) 34.70% Telecommu nication 8.33% 12.98% 197 96 A 308,232.80 8.32% 918 2,258 2.14 3.92 6.99 28.77 Corporat e Sukuk 0.29% Governm ent Conventi onal 74.25% BBB 2.04% AAA 55.78%
3. 255 INDOBeX - Total Return (ICBI) 250 245 240 235 230 225 220 Mar-17 May-17 Jul-17 - - - - 125 INDOBeX-CP Sep-17 INDOBeX-GP 8.1 INDOBeX-EY INDOBeX-GY 7.4 119 116 6.7 113 31-Mar-17 31-May-17 Jan-18 - 122 110 Nov-17 31-Jul-17 30-Sep-17 - - - - - - - - - 30-Nov-17 6.0 31-Mar-17 31-May-17 31-Jan-18 - - - - - - 31-Jul-17 30-Sep-17 - - - - - - - - - 30-Nov-17 31-Jan-18 - - - - - - - - -
4. INDOBeXG - Total Return 247 237 227 217 Mar-17 May-17 Jul-17 - - - - - INDOBeXG-CP Sep-17 INDOBeXG-GP 8 .1 INDOBeXG-EY INDOBeXG-GY 7.4 120 6.7 115 31-Mar-17 31-May-17 Jan-18 - 125 110 Nov-17 31-Jul-17 30-Sep-17 - - - - - - - 30-Nov-17 6.0 31-Mar-17 31-Jan-18 - - - - - - 31-May-17 31-Jul-17 30-Sep-17 - - - - - - - - - 30-Nov-17 31-Jan-18 - - - - - - - - -
5. INDOBeXC - Total Return 260 255 250 245 240 235 230 Mar-17 May-17 Jul-17 - - - - - Nov-17 - INDOBeXC-CP INDOBeXC-GP 9 .4 112 8.9 109 8.4 31-Mar-17 31-May-17 INDOBeXC-EY INDOBeXC-GY 7.9 106 103 Jan-18 - 115 Sep-17 31-Jul-17 30-Sep-17 - - - - - - - - - 30-Nov-17 7.4 31-Mar-17 31-May-17 31-Jan-18 - - - - - - - - - 31-Jul-17 30-Sep-17 - - - - - - - - - 30-Nov-17 31-Jan-18 - - - - - - - - -
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