Fixed Rate — Trading Activities, Price and Yield
Quarterly trading activity, PHEI fair price and yield to maturity for the fixed rate government bond series, together with traded volume by series for 2024.
FR0106
ISIN CODE : IDG000025008
- Volume
- Frequency
- CTP Highest Price
- CTP Lowest Price
- Highest Price = Lowest Price
- PHEI Fair Price
- YTM
Trading activities, price and yield — FR0106
| Trading Activities, Price and Yield | 2024 | 2025 | ||||
|---|---|---|---|---|---|---|
| Q1 | Q2 | Q3 | Q4 | Q1 | Q2 | |
| Volume (Rp bn) | – | – | – | – | 69,487 | 39,765 |
| Frequency (X) | – | – | – | – | 8,199 | 3,411 |
| Trading days | – | – | – | – | 53 | 51 |
| Turnover Ratio (%) | – | – | – | – | 1,232.4 | 328.6 |
| CTP Price - High | – | – | – | – | 105.000 | 104.900 |
| Date of high | – | – | – | – | 19-Feb | 30-Jun |
| CTP Price - Low | – | – | – | – | 89.814 | 70.700 |
| Date of low | – | – | – | – | 30-Jan | 17-Jun |
| PHEI Fair Price | – | – | – | – | 101.024 | 101.652 |
| PHEI Fair Yield (%) | – | – | – | – | 7.0141 | 6.9456 |
| Last Date | – | – | – | – | 27-Mar | 30-Jun |
| Mod. Duration (yrs) | – | – | – | – | 9.223 | 8.991 |
| Convexity (yrs) | – | – | – | – | 117.578 | 113.245 |
| Sensitivity (%) | – | – | – | – | 0.093 | 0.091 |
FR0107
ISIN CODE : IDG000025107
- Volume
- Frequency
- CTP Highest Price
- CTP Lowest Price
- Highest Price = Lowest Price
- PHEI Fair Price
- YTM
Trading activities, price and yield — FR0107
| Trading Activities, Price and Yield | 2024 | 2025 | ||||
|---|---|---|---|---|---|---|
| Q1 | Q2 | Q3 | Q4 | Q1 | Q2 | |
| Volume (Rp bn) | – | – | – | – | 42,384 | 56,811 |
| Frequency (X) | – | – | – | – | 6,466 | 3,168 |
| Trading days | – | – | – | – | 53 | 51 |
| Turnover Ratio (%) | – | – | – | – | 831.52 | 686.77 |
| CTP Price - High | – | – | – | – | 110.450 | 104.850 |
| Date of high | – | – | – | – | 11-Feb | 26-Jun |
| CTP Price - Low | – | – | – | – | 93.686 | 70.700 |
| Date of low | – | – | – | – | 26-Feb | 18-Jun |
| PHEI Fair Price | – | – | – | – | 100.272 | 101.260 |
| PHEI Fair Yield (%) | – | – | – | – | 7.0985 | 7.0062 |
| Last Date | – | – | – | – | 27-Mar | 30-Jun |
| Mod. Duration (yrs) | – | – | – | – | 10.601 | 10.397 |
| Convexity (yrs) | – | – | – | – | 165.903 | 161.591 |
| Sensitivity (%) | – | – | – | – | 0.106 | 0.105 |
FRSDG001
ISIN CODE : IDG000022203
- Volume
- Frequency
- CTP Highest Price
- CTP Lowest Price
- Highest Price = Lowest Price
- PHEI Fair Price
- YTM
Trading activities, price and yield — FRSDG001
| Trading Activities, Price and Yield | 2024 | 2025 | ||||
|---|---|---|---|---|---|---|
| Q1 | Q2 | Q3 | Q4 | Q1 | Q2 | |
| Volume (Rp bn) | 607.7 | 944.7 | 887.8 | 1,501.8 | 389.9 | 756.1 |
| Frequency (X) | 29 | 23 | 31 | 41 | 11 | 20 |
| Trading days | 14 | 9 | 16 | 15 | 9 | 13 |
| Turnover Ratio (%) | 22.59 | 32.55 | 29.20 | 43.50 | 11.29 | 21.90 |
| CTP Price - High | 104.520 | 103.600 | 105.590 | 104.600 | 103.750 | 104.400 |
| Date of high | 07-Feb | 17-Apr | 25-Sep | 07-Nov | 24-Feb | 29-Apr |
| CTP Price - Low | 102.100 | 101.500 | 100.850 | 101.700 | 101.500 | 101.800 |
| Date of low | 03-Jan | 20-Jun | 23-Jul | 03-Dec | 08-Jan | 08-Apr |
| PHEI Fair Price | 103.995 | 101.858 | 105.212 | 102.549 | 102.231 | 104.357 |
| PHEI Fair Yield (%) | 6.6125 | 7.0021 | 6.3228 | 6.8315 | 6.8835 | 6.3885 |
| Last Date | 28-Mar | 28-Jun | 30-Sep | 30-Dec | 27-Mar | 30-Jun |
| Mod. Duration (yrs) | 5.008 | 4.918 | 4.709 | 4.605 | 4.371 | 4.297 |
| Convexity (yrs) | 31.736 | 30.059 | 27.917 | 26.243 | 24.034 | 22.749 |
| Sensitivity (%) | 0.052 | 0.050 | 0.050 | 0.047 | 0.045 | 0.045 |
Trading volume by series
In billion Rp — year 2024
- Q1-2024
- Q2-2024
- Q3-2024
- Q4-2024
- Outstanding in Year 2024
- Turnover
Traded volume, amount outstanding and turnover by series — 2024
| Series | Q1-2024 | Q2-2024 | Q3-2024 | Q4-2024 | Outstanding (Rp bn) | Turnover |
|---|---|---|---|---|---|---|
| FR0037 | – | – | – | – | 2,396 | 26.1% |
| FR0040 | – | – | – | – | 22,114 | 68.7% |
| FR0042 | – | – | – | – | 14,209 | 22.4% |
| FR0045 | – | – | – | – | 9,620 | 4.6% |
| FR0047 | – | – | – | – | 20,062 | 53.0% |
| FR0050 | – | – | – | – | 15,668 | 25.9% |
| FR0052 | – | – | – | – | 23,484 | 21.2% |
| FR0054 | – | – | – | – | 27,092 | 10.7% |
| FR0056 | 24,004 | 89,319 | 70,768 | 70,932 | 119,631 | 213.0% |
| FR0057 | – | – | – | – | 17,233 | 0.7% |
Turnover is printed on the source chart, as are the quarterly figures for FR0056. The source prints no figures for the other series — their bars are drawn too narrow to carry a label — so those cells are left blank rather than estimated. Amounts outstanding are read off the same chart to the nearest Rp billion; for FR0056 that reading reproduces the printed turnover to within 0.2 percentage points.
Converted from FR_E.pdf. Figures, chart geometry and colours are taken from that file; no values have been added or restated.