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Market Activities >> Street Conventions >> Calculations

Calculations

Conventions for the calculation of settlement price for treasury bills and sovereign bonds are available at the site below.

Also, an Indonesian government bond calculator is available through the Indonesian Government Securities Trading System. Use of this system requires membership.

Surabaya Stock Exchange (SSX) Bond Index formula is in the SSX Fact Book 2004. The Bank Indonesia Circular Letter provides sample calculations for:

Sovereign Debt Indonesia Auction Result
Settlement Price for Treasury Bills
Settlement Price for Sovereign Bonds
Settlement Price for Coupon Bonds
Settlement Price for Zero Coupon Bonds

>	Calculation of Settlement Price for Treasury Bills and Sovereign Bonds Appendix 6, p. 21-26
>	Calculation of Indonesian Government Securities Yield Curve and Bond Index - SSX Fact Book 2004 Download Fact Book 2004, select SSX Indices & Yield Curve_04.rtf file, see page 3

Graphics:

Benchmark Yields - 2yrs and 10yrs LCY Bonds

Benchmark Yield Curve - LCY Bonds

Option-Adjusted Spreads (OAS) on Major USD Issues

Yields on Major USD Issues

Exchange Rate

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