Daily Activity. Treasury Business Division. Highlight Daily Activity. 3-Mar-21. Market Summary Daily Report

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3-Mar-21 #

Daily Activity • Market Summary

• Daily Report

Treasury Business Division

Disclaimer : This material has been prepared by a member of BRI Treasury Business Division. The material is based on the individual opinion of the author and may differ from other opinions expressed by other divisions of the BRI Group, including its Research Department.

Highlight Daily Activity

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Highlight Daily Activity

1. Rupiah di tutup menguat 0,56% ke level 14,245 (Prior: 14,325) 2. Yield SBN seri benchmark tenor 10 tahun cenderung menguat pada level 6.505

3. IHSG menguat 0.28% ke level 6,377 asing mencatat Net Buy sebesar Rp 356 Milyar

Market Review

Financial Performance

1. Transaksi Interest Rate sebesar Rp 3.9 Triliun (Trading Rp 2,84 T; Banking Rp 1.1 T) 2. Transaksi Forex IB USD 72.5 Mio (Buy USD 23.5 Mio, Sell USD 49 Mio)

3. Transaksi Financial Institution Sales Rp 2.1 T , sementara itu untuk transaksi forex sebesar USD 28.5 Juta

4. Transaksi CRS USD 128 Mio (bank Jual USD 72 Mio, Bank Beli USD 56 Mio) transaksi Remco USD 8 Mio

Review Activity

1. Pendapatan bunga Rp. 2.579 Triliun 2. Keuntungan Capital Gain Rp. 448 M 3. Keuntungan Spot Derivatif Rp. 224,6 Milyar

4. LDR Total 89,86% (prior 88,65%)

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Disclaimer : This material has been prepared by a member of BRI Global Market, Treasury Business. The material is based on the individual opinion of the author and may differ from other opinions expressed by other divisions of the BRI Group, including its Research Department.

March 3, 2021

USD/IDR Yield 10 Y Bonds IHSG Liquidity Market

14245 6.505 6377 ^Depo ^Rp ^155,938 ^T

-0.56% -5.20% 0.28% Depo S Rp 31,044 T

Sesi I : 14280 Sesi I : 6.533 Sesi I : 6370 Net Liq Rp 195,340 T

sumber : CTP 17.00 sumber : web DJPPR

Market Summary

Summary

USD/IDR vs Swap Point Offshore 1 Mo Spread INDON-UST

- Dow Jones future menguat 0.609% ke level 31,547 pada penutupan market Asia (03/03).

- VIX Index naik ke level 22.78 (prior 23.43)

Pada perdagangan hari ini Selasa (3/03), Rupiah ditutup melemah di level 14,245 (prior 14,325). Pada awal perdagangan, rupiah dibuka pada level 14,290-14,320 dengan kurs acuan JISDOR 14,334 (prior 14,307). Hari ini rupiah bergerak pada range 14,240 -14,340.

Harga SBN di pasar surat utang Indonesia pada hari inimenguat pada seluruh seri benchmark, penguatan terbesar terjadipada seri benchmark 5 tahun sebesar 50bps

IHSG ditutup menguat 0.28% ke level 6,377. Investor asing mencatat transaksi Net Buy sebesar Rp.356 Milyar. Pada awal perdagangan Sesi I IHSG menguat pada level 6,370, Investor Asing mencatat Net Buy sebesar Rp103 Milyar.

- Presiden AS Joe Biden menyatakan bahwa pemerintah AS bakal memiliki suply vaksin yang cukup untuk vaksinasi seluruh warga AS usia dewasa pada bulan Mei, atau dua bulan lebih cepat dari target awal.

- Menkeu Sri Mulyani kemabali memberikan relaksasi berupa pembebasan pajak penghasilan (PPh) atas dividen yang diterima oleh wajib pajak.

Pergera ka n rupi a h pa da ha ri i ni bergera k cenderung mengua t denga n NDF 1 MO ya ng bergera k ke l evel 14,333 da n s wa p poi nt di l evel 52.

CDS Indones i a pa da l evel 73.8 da n s prea d yi el d UST da n Indon 5 ta hun di l evel 79 bps .

Disclaimer : This material has been prepared by a member of BRI Global Market, Treasury Business. The material is based on the individual opinion of the author and may differ from other opinions expressed by other divisions of the BRI Group, including its Research Department.

Volume Transaksi Obligasi

Treasury Strategist & Business Management

- Swap Point(52) - NDF (14333) - Spot USD/IDR (14245)

- Indon 5y 1.47 - UST 5y 0.6803 - Spread 79 bps (prior 78 - bps)

1,459.03

58.70 925.48

165.00 571.38

967.97

167.84 243.60 136.78

5.38

50.60

3.67 28.56

(5.94)

(63.70)

12.06

(100.00) (50.00) - 50.00 100.00 150.00

- 200.00 400.00 600.00 800.00 1,000.00 1,200.00 1,400.00 1,600.00

C O N V . B A N K

I S L A M I C B A N K

B A N K I N D O N E S I A

M U T U A L F U N D

I N S U R A N C E

& P E N S I O N F U N D

O F F S H O R E I N D I V I D U A L O T H E R S

OS YtD

Currency Bid Offer Midrate

DXY 90.839 90.839 90.839

USDIDR 14240 14250 14,245

EURUSD 1.2079 1.2081 1.208

GBPUSD 1.3968 1.3972 1.3970

USDJPY 106.89 106.9 106.895

USDCNY 6.4612 6.4618 6.4615

03/03/2021 02/03/2021 ∆

CDS IND 5 yr 73.87 73.87 0.00%

GOLD 1,728.25 1,738.09 -0.57%

OIL 62.89 62.7 0.30%

03/03/2021 02/03/2021 ∆

UST 5 yr 0.6803 0.677 0.003

UST 10 yr 1.4206 1.415 0.006

INDON 5 Y 1.47 1.473 -0.003

INDON 10 Y 2.231 2.279 -0.048

INDON 15 Y 3.377 3.361 0.016

62,917.41

83,135.64

91,434.91

71,300.47 75,988

2,558 2,429 1,657.05 969.6 1,742

19-Feb-21 22-Feb-21 23-Feb-21 24-Feb-21 25-Feb-21 Gov Vol(bio) Corp Vol(bio)

03/03/2021 02/03/2021 ∆

YIELD IND 5 yr 5.593 5.653 -0.060

YIELD IND 10 yr 6.505 6.557 -0.052

YIELD IND 15 yr 6.33 6.343 -0.013

YIELD IND 20 yr 7.208 7.226 -0.018

YTD Kepemilikan SBN (1 Maret 2021)

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March 3, 2021

USD/IDR Yield 10 Y Bonds IHSG Liquidity Market

14245 6.505 6377 ^Depo ^Rp ^155,938 ^T

-0.56% -5.20% 0.28%

Depo S Rp 31,044 T

Sesi I : 14280 Sesi I : 6.533 Sesi I : 6370 Net Liq Rp 195,340 T

sumber : CTP 17.00 sumber : web DJPPR

Market Summary

Summary

USD/IDR vs Swap Point Offshore 1 Mo Spread INDON-UST

- Dow Jones future menguat 0.609% ke level 31,547 pada penutupan market Asia (03/03).

- VIX Index naik ke level 22.78 (prior 23.43)

Pada perdagangan hari ini Selasa (3/03), Rupiah ditutup melemah di level 14,245 (prior 14,325). Pada awal perdagangan, rupiah dibuka pada level 14,290-14,320 dengan kurs acuan JISDOR 14,334 (prior 14,307). Hari ini rupiah bergerak pada range 14,240 -14,340.

Harga SBN di pasar surat utang Indonesia pada hari inimenguat pada seluruh seri benchmark, penguatan terbesar terjadipada seri benchmark 5 tahun sebesar 50bps

IHSG ditutup menguat 0.28% ke level 6,377. Investor asing mencatat transaksi Net Buy sebesar Rp.356 Milyar. Pada awal perdagangan Sesi I IHSG menguat pada level 6,370, Investor Asing mencatat Net Buy sebesar Rp103 Milyar.

- Presiden AS Joe Biden menyatakan bahwa pemerintah AS bakal memiliki suply vaksin yang cukup untuk vaksinasi seluruh warga AS usia dewasa pada bulan Mei, atau dua bulan lebih cepat dari target awal.

- Menkeu Sri Mulyani kemabali memberikan relaksasi berupa pembebasan pajak penghasilan (PPh) atas dividen yang diterima oleh wajib pajak.

Pe rge ra ka n rupi a h pa da ha ri i ni be rge ra k ce nde rung me ngua t de nga n NDF 1 MO ya ng be rge ra k ke l e ve l 14,333 da n s wa p poi nt di l e ve l 52.

CDS I ndone s i a pa da l e ve l 73.8 da n s pre a d yi e l d UST da n I ndon 5 ta hun di l e ve l 79 bps .

Disclaimer : This material has been prepared by a member of BRI Global Market, Treasury Business. The material is based on the individual opinion of the author and may differ from other opinions expressed by other divisions of the BRI Group, including its Research Department.

Volume Transaksi Obligasi

Treasury Strategist & Business Management

- Swap Point(52) - NDF (14333) - Spot USD/IDR (14245)

- Indon 5y 1.47 - UST 5y 0.6803 - Spread 79 bps (prior 78 - bps)

1,459.03

58.70 925.48

165.00 571.38

967.97

167.84 243.60 136.78

5.38 50.60

3.67 28.56

(5.94)

(63.70)

12.06

(100.00) (50.00) - 50.00 100.00 150.00

- 200.00 400.00 600.00 800.00 1,000.00 1,200.00 1,400.00 1,600.00

C O N V . B A N K

I S L A M I C B A N K

B A N K I N D O N E S I A

M U T U A L F U N D

I N S U R A N C E

& P E N S I O N F U N D

O F F S H O R E I N D I V I D U A L O T H E R S

OS YtD

Currency Bid Offer Midrate

DXY 90.839 90.839 90.839

USDIDR 14240 14250 14,245

EURUSD 1.2079 1.2081 1.208

GBPUSD 1.3968 1.3972 1.3970

USDJPY 106.89 106.9 106.895

USDCNY 6.4612 6.4618 6.4615

03/03/2021 02/03/2021 ∆

CDS IND 5 yr 73.87 73.87 0.00%

GOLD 1,728.25 1,738.09 -0.57%

OIL 62.89 62.7 0.30%

03/03/2021 02/03/2021 ∆

UST 5 yr 0.6803 0.677 0.003

UST 10 yr 1.4206 1.415 0.006

INDON 5 Y 1.47 1.473 -0.003

INDON 10 Y 2.231 2.279 -0.048

INDON 15 Y 3.377 3.361 0.016

62,917.41

83,135.64

91,434.91

71,300.47 75,988

2,558 2,429 1,657.05 969.6 1,742

19-Feb-21 22-Feb-21 23-Feb-21 24-Feb-21 25-Feb-21 Gov Vol(bio) Corp Vol(bio)

03/03/2021 02/03/2021 ∆

YIELD IND 5 yr 5.593 5.653 -0.060

YIELD IND 10 yr 6.505 6.557 -0.052

YIELD IND 15 yr 6.33 6.343 -0.013

YIELD IND 20 yr 7.208 7.226 -0.018

YTD Kepemilikan SBN (1 Maret 2021)

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Daily Report

March 3, 2021

DPK ,KREDIT & RASIO

KPI

Interest

Proy LDR IDR 95.13%

Proy LDR Valas 55.94%

Proy LDR Total 89.46%

3-Mar-21 Target/

Regulator 1-Mar-21 2-Mar-21 DELTA DPK 986.18 983.93 -2.25

DPK IDR 843.55 840.64 -2.91 DPK VLS 142.63 143.29 0.66 KREDIT 884.12 884.15 0.03 KREDIT IDR 804.23 804.16 -0.07 KREDIT VLS 79.89 79.99 0.10

LDR TOTAL 89.65% 89.86% 0.21%

LDR IDR 95.34% 95.66% 0.32%

LDR VLS 56.01% 55.82% -0.19%

RIM 88.55% 88.75% 0.20%

CR IDR 2.50% 1.88% 1.78% -0.10%

CR VLS 1.30% 1.04% 1.05% 0.01%

84% - 94%

3,412 11%

26,829 89%

Market Share SBN ( Milyar IDR )

BRI MARKET

Target/

Regulator 2-Mar-21 3-Mar-21 DELTA

GWM IDR 3.00% 3.01% 3.03% 0.00

GWM VLS 4.00% 4.00% 4.00% 0.00

SR IDR LEVEL 1 45.88 69.36 23.48

SR IDR LEVEL 2 50.00 51.31 74.79 23.48

Treasury Strategist & Business Management

1-Mar-21 2-Mar-21 1-Mar-21 2-Mar-21

MTM 2,262.82 2,376.52 (121.06) (121.07) DV01 (34.21) (34.18) (2.16) (2.23) Duration 3.10 -

Banking Trading

2/26/2021 3/1/2021

PDN USD 0.91% 1.19%

PDN Total 1.23% 1.51%

dalam Milyar

No Nasabah Asal Jumlah Rate

1 TRX ATM BERSAMA/LINK Artajasa 1,365,593 0.00%

2 PLN BRI Syariah, BTN, UOB Buana 650,772 2.90%

3 PT. KUSTODIAN SENTRAL EFEK INDONESI Kustodian Sentral Efek 260,065 2.75%

4 ASTRA HONDA MOTOR MUFJ, Permata 254,880 1.90%

5 PT.Pos Indonesia BJB, BNI, BPD Aceh Syariah, BPD Bengkulu, BPD Kalbar, BPD Kaltim Kaltara, BPD Papua, BPD Sultra, BPD Sumselbabel, Mandiri 190,836 1.90%

2,722,146

No Nasabah Asal Jumlah Rate

1 DANAREKSA BCA, BJB, CIMB Niaga, CitiBank, ICB Bumiputra, Mandiri 831,123 1.90%

2 TOKOPEDIA BCA, Mandiri 365,000 4.00%

3 ALFAMART BCA 335,042 1.90%

4 ASTRA HONDA MOTOR MUFJ 267,678 1.90%

5 ENERGI UNGGUL PERSAD Mandiri 150,022 1.90%

1,948,865 INCOMING FUND IDR

OUTGOING FUND IDR TOTAL

TOTAL

No Nasabah Asal Jumlah Rate

1 MUSIM MAS chase 20,681,000 0.10%

2 NAGAMAS PALMOIL LESTARI brisg 7,300,000 0.10%

3 PETROKIMIA GRESIK chase 3,137,640 0.10%

4 INTIBENUA PERKASATAMA mandiri 2,445,000 0.10%

5 MULTI MANAO INDONESIA boa 1,324,139 0.10%

34,887,779

No Nasabah Asal Jumlah Rate

1 Musim Mas bca 20,800,000 0.10%

2 Pertamina wells 15,786,500 0.75%

3 Purinusa wells 6,000,000 0.10%

4 Garuda Indonesia citi 5,500,000 0.10%

5 KPC bony 3,600,000 0.10%

51,686,500 TOTAL

OUTGOING FUND VALAS INCOMING FUND VALAS

TOTAL

Target 31-Dec 29-Jan 1-Mar 2-Mar Delta WoW

Pendapatan Bunga 12,238 13,426 1,328 2,536 2,579 44

-Banking 13,185.33 1,305.78 2,493.37 2,536.38 43

-Trading 240.84 22.10 42.20 42.76 1

Keuntungan Capital Gain 2,096 263 447 448 1

Banking 1,132.92 246.23 464.86 465.12 0

Trading 962.80 16.84 (17.40) (16.67) 1

-Realized 808.41 60.80 103.66 104.40 1

-MTM 154.39 (43.96) (121.06) (121.07) - 0

Reksadana 461.07 18.19 26.33 26.33 - Keuntungan transaksi spot derivatif 1,303.80 178.00 224.29 229.66 5

Total Pendapatan 16,826 1,769 3,207 3,257 50 BEST

EFFORT !!

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BOND 1-Mar-21 2-Mar-21 Delta Govt 212,996 213,070 74 Corp 14,380 14,391 11 Total 227,376 227,461 84

DISKONTO 1-Mar-21 2-Mar-21 Delta

Govt 12,154 11,089 (1,064) Corp 50 - (50) Total 12,204 11,089 (1,114) Transaksi

Portofolio 1-Mar-21 2-Mar-21 Delta

HTM (Amortized Cost) 97,141 97,272 130 AFS (FVOCI) 126,997 127,211 214 TRD (FVTPL) 15,442 14,068 (1,374) Total 239,580 238,550 (1,030)

Interest

Milyar IDR

IRS

IRS 1-Mar-21 2-Mar-21 Delta

Outstanding (USD) 731,572,074 731,572,074 - MTM (eq. IDR) (53,172,300,949) (53,784,123,570) (611,822,621) PL IRS (eq. IDR) (5,074,790,857) (4,462,968,236) 611,822,621

3,412 11%

26,829 89%

Market Share SBN ( Milyar IDR )

BRI MARKET

80 4%

1,947 96%

Market Share Corp IDR (Milyar IDR)

BRI MARKET

Rata-rata market share Feb '21 : -Govt Bond sebesar 17.93% (prior: 11.71%) -Corp Bond sebesar 3.2% (prior: 5.07%)

Proyeksi Capital Gain pada hari ini (03/03) : Trading Rp.-5 M; Banking Rp.2.5M

Hari ini market cenderung menguat, offshore mulai masuk pada tenor-tenor pendek diantaranya DB dan HSBC.

Transaksi 2-Mar 3-Mar ∆

Volume

IDR (Milyar) Buy 1,201 743 -458 Sell 4,125 4,926 801 USD (Ribu) Buy 6,006 - -6006

Sell 31,005 25,000 -6005 Frekuensi

IDR Buy 36 32 -4 Sell 88 100 12 USD Buy 4 - -4 Sell 8 5 -3

1-Mar-21 2-Mar-21 Delta 1-Mar-21 2-Mar-21 Delta

Bonds (86.12) (90.49) (4.37) 85.03 85.36 0.33 (4.04) Diskonto 0.00 0.00 - 104.75 109.53 4.78 4.78 Total (86.12) (90.49) (4.37) 189.78 194.89 5.10 0.73

Capt Loss Trading Capt Gain Trading

NETT Capt loss VS Capt Gain

Milyar IDR

Row Labels Sum of Qty (M) Buy Side (in IDR) Frq Buy Sell Side (in IDR) Frq Sell Banking Trading

INDOGB 7 09/15/30 FR82 INDOGB 7 05/15/27 FR59 INDOBL 0 04/01/21 256 INDOGB 6 1/2 06/15/25 FR81 INDOGB 7 1/2 04/15/40 FR83 INDOIS 6 5/8 10/15/24 PBS INDOGB 7 1/2 06/15/35 FR80 INDOGB 5 5/8 05/15/23 FR63 INDOGB 8 3/8 09/15/26 FR56 INDOGB 8 3/8 04/15/39 FR79 INDOBL 0 04/29/21 259 INDOGB 7 3/8 05/15/48 FR76 INDOGB 6 1/2 02/15/31 FR87 INDORI 6.4 07/15/23 OR17 INDOBL 0 09/09/21 270 INDOGB 8 1/4 05/15/36 FR72 INDOGB 9 1/2 07/15/23 FR46 PLNIJ 6.7 09/08/25 oB SMIPIJ 7 3/4 10/30/22 OB ADMFIJ 7.8 10/04/22 OB INDOIS 5.45 01/15/22 INDOGB 6 3/8 04/15/42 FR62 INDOGB 6 1/4 06/15/36 FR88 SMIPIJ 8 1/2 06/25/22 OB INDOIS 6 1/8 10/15/25 PBS Grand Total 80,000,000 - - 80,000,000 6 50,000,000 30,000,000 140,000,000 60,000,000 1 80,000,000 3 - 140,000,000 822,366,000 - - 822,366,000 8 822,366,000 - 20,000,000 - - 20,000,000 2 20,000,000 - 7,288,000 - - 7,288,000 2 - 7,288,000 355,000,000 150,000,000 1 205,000,000 3 - 355,000,000 180,000,000 - - 180,000,000 4 50,000,000 130,000,000 510,000,000 10,000,000 1 500,000,000 2 - 510,000,000 10,000,000 - - 10,000,000 1 - 10,000,000 200,000,000 - - 200,000,000 2 - 200,000,000 221,233,000 - - 221,233,000 2 - 221,233,000 10,000,000 - - 10,000,000 1 - 10,000,000 140,000,000 60,000,000 2 80,000,000 4 - 140,000,000 25,000 25,000 1 - - - 25,000 485,370,000 - - 485,370,000 5 - 485,370,000 404,670,000 10,000,000 1 394,670,000 10 - 404,670,000 100,000,000 100,000,000 2 - - - 100,000,000 30,000,000 30,000,000 1 - - 30,000,000 - 100,000,000 - - 100,000,000 5 100,000,000 - 20,000,000 20,000,000 1 - - 20,000,000 - 11,000,000 - - 11,000,000 3 - 11,000,000 22,786,000 22,786,000 4 - - - 22,786,000 20,000,000 10,000,000 1 10,000,000 1 - 20,000,000 11,000,000 - - 11,000,000 1 11,000,000 - 50,000,000 25,000,000 2 25,000,000 2 - 50,000,000 3,950,738,000 497,811,000 18 3,452,927,000 67 1,103,366,000 2,847,372,000

Row Labels Sum of Qty (M) Buy Side (in USD) Frq Buy Sell Side (in USD) Frq Sell Banking Trading

INDON 3 3/8 04/15/23 REGS 2,000 2,000 1 - - 2,000 - INDON 4 1/8 01/15/25 REGS 25,000 - - 25,000 5 25,000 - Grand Total 27,000 2,000 1 25,000 5 27,000 -

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Nominal WA Rate Nominal WA Rate Nominal WA Rate Nominal WA Rate Nominal WA Rate

TRANSAKSI BUY : 39.05 14,319.95 16.25 14,267.48 7.00 14,277.86 0.00 #DIV/0! 0.00 0.00

a. Eksportir : 38.55 14,320.46 0.25 14,270.00 0.00 0.00 0.00 0.00 0.00 0.00

b. Interbank : 0.50 14,280.00 16.00 14,267.44 7.00 14,277.86 0.00 0.00 0.00 0.00

TRANSAKSI SELL :

-62.79

14,283.30 0.00 0.00

-24.00

14,310.00

-25.00

14,337.00 0.00 0.00

a. Importir :

-62.79

14,283.30 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

b. Interbank : 0.00 0.00 0.00 0.00

-24.00

14,310.00

-25.00

14,337.00 0.00 0.00

NETT MCR :

-3.22

14,348.85 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

NETT MASTERCARD : 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

NETT SWIFT ADAPTER : 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

NETT BRIFAST : 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

NETTO POSISI :

-26.96

0.00 16.25 0.00

-17.00

0.00

-25.00

0.00 0.00 0.00

NETT ALL POSISI

-52.71

14,302.38

PL (Matching) :

-25.75

PL Open : 23-Jul-20

PL TTS :

7,436,000,000

PL SWAP/FWD Point

0

PL Total

: TRY AGAIN !!!

- Rp 52,943,887.64 Rp

3,024,368,584.98

Rp Highest Daily PL

3,077,312,472.62 Rp

Keterangan DNDF

3,077,312,472.62 Rp

KETERANGAN TODAY TOM SPOT FWD

Transaksi Forex

Profit / Loss Spot Derivative

Banknotes

Net Amount

Realized Unrealized Realized Unrealized 50 pips - 50 Pips 0.00

Forward 1,171 -334 1,165 -426 739 -98 -70.95 70.95 -593.46

DNDF -19 2 -19 2 -17 -0 0.00 0.00

Option 0 -1 0 -1 -1 0 -0.00 0.00 -13.12

Swap 0 -857 0 -882 -882 -24 -32.45 32.45 -2,730.00

CCS 0 -19 0 -39 -39 -20 0.00 0.00

IRS 0 4 0 3 3 -1 0.00 0.00

REVAL DEVU * 0 407 0 560 560 153 153 116.54 -116.54 3,386.62

SPOT -98 -30 -100 0 -100 29 -0.79 0.79 -9.30

SKVA Mastercard 0 0 0 0 0 -0 0 0

Reval BN 0 0 0 0 0 0 0 0

Keuntungan Jual/Beli BN 0 0 0 0 0 0 0 0

TOTAL 0 0 0 0 0 0 12 -12

TOTAL SPOT DER

KURS CLOSING 70

PL Trading 0 PL PROYEKSI 232.74 M

END YEAR 2021 Rp 2 T

224.3 229.7

5.37

Delta

242.02 217.30 14255

-143

14325

SENSITIVITY

KETERANGAN 31-Dec-20 2-Mar-21

Total

Kurs Closing

Amount Rate Equiv. IDR Amount Rate Equiv. IDR 31-Dec-38

SGD 59,594 10,733 639,620,000 5,712,900 10,783 61,602,376,600 - 5,653,306 10,717 380,660,574 USD 254,565 14,210 3,617,249,700 917,787 14,353 13,172,887,750 - 663,222 14,245 108,040,660 JPY 645,000 129 83,502,200 - - - 645,000 133 2,515,000 EUR 30,375 17,266 524,464,200 - - - 30,375 17,228 1,166,586 GBP - - - 100 20,250 2,025,000 - 100 19,916 33,406 SAR 2,417 3,510 8,483,900 - - - 2,417 3,798 694,658 MYR 402,459 3,495 1,406,723,100 3,706 3,583 13,278,300 398,753 3,519 9,776,976 LAINNYA - 3,278,700 1,199,009,400 - - 2,996,000 - - 2,017,685

TOTAL 7,479,052,500 74,793,563,650 504,905,545

BUY SELL NET BUY / (NET SELL) Revaluasi BN

CURRENCY

BRI vs MARKET

5.6%

0.9% 1.4%

7.1%

TOD TOM SPOT SWAP

BRI MARKET

2.5%

1.1% 4.8% 7.2%

IB TOD IB TOM IB SPOT IB SWAP

BRI MARKET

6.1%

0.21%

CUST TOD CUST TOM/SPOT

BRI MARKET

INTERBANK ONLY

CUSTOMERS ONLY

(8)

Transaksi

Outstanding

SALES Money Market Lik

CRS

OS (Milyar IDR) Rate OS (Mio USD) Rate OS (Mio EUR) Rate OS (Mio SGD) Rate FGN IB LEND - 689 0.63 22 - 55 0.27 ISLAMIC LOAN - - - - REV REPO CLASSIC 12,095 3.59 - - - - - TERM DEP 15,000 2.97 1,625 0.10 - - - - DEP FAC 2,900 2.75 - - - - - - NCD 350 5.39 - - - - - - SBI - - 692 0.24 - - - - SBK - - - - - - - - T BILLS 1,358 3.60 - - - - - - T BILLS SL - - - - - - - - OS (Milyar IDR) Rate OS (Mio USD) Rate OS (Mio EUR) Rate OS (Mio SGD) Rate FGN IB BORR - 55 0.11 - - REPO CLASSIC 10,877 4.19 300 0.46 - -

Product IDR USD EUR SGD

Volume (Milyar IDR) 3/2/2021 3/3/2021 Delta IB LEND 962 71 (891) ISLAMIC LOAN - - - REV REPO CLASSIC 2,000 - (2,000) TERM DEP 4,000 8,000 4,000 DEP FAC 2,900 2,400 (500) NCD - - - SBI - - - SBK - - - T BILLS - 1,022 1,022 T BILLS SL - - - FGN IB BORR - - - REPO CLASSIC - - -

Frekuensi 3/2/2021 3/3/2021 Delta

IB LEND 4 1 -3 ISLAMIC LOAN - - 0 REV REPO CLASSIC 2 - -2 TERM DEP 2 2 0 DEP FAC 1 1 0 NCD - - 0 SBI - - 0 SBK - - 0 T BILLS - 10 10 T BILLS SL - - 0 FGN IB BORR - - 0 REPO CLASSIC - - 0

Reksadana

Produk Reksa Dana Outstanding (Rp. M) NAB at Subs NAB Terakhir Holding Period (Days) %Return STD*

Danareksa Brawijaya Abadi Pendapatan Tetap 200 1,114 1,159 370 4.03%

Manulife Obligasi Negara Indonesia II Kelas I1 300 1,000 1,057 222 5.71%

RHB FIF 2 400 1,291 1,336 156 3.49%

Aberdeen Standard Indonesia Government Bond Fund 0 2,103 2,191 156 4.15%

Danareksa Seruni Pasar Uang 11 0 1,048 1,091 459 4.17%

RHB Money Market Fund 7 1000 1,006 1,007 53 0.12%

Manulife Dana Kas Utama II 1000 1,002 1,003 53 0.12%

BNP Paribas Pasar Uang BRILIAN 1100 1,018 1,051 575 3.18%

Schroder Dana Likuid Syariah 250 1,000 1,041 457 4.05%

Syailendra Money Market Fund 6 300 1,000 1,017 226 1.70%

CAPITAL PROTECTED FUND

Trimegah Terproteksi 11 456 1,000 1,046 797 4.63%

Trimegah Terproteksi 18 500 1,000 1,017 478 1.73%

Danareksa Proteksi 69 1000 1,000 1,007 53 0.72%

Danareksa Proteksi 71 1500 1,000 1,007 464 0.71%

RHB Capital Protected Fund 54 500 1,000 1,015 289 1.45%

RHB Capital Protected Fund 55 500 1,000 1,009 161 0.91%

FIXED INCOME FUND

MONEY MARKET FUND

Produk Reksa Dana Outstanding (USD Juta) NAB at Subs NAB Terakhir Holding Period (Days) %Return STD*

FIXED INCOME FUND

Schroder USD Bond Fund 30 1.69 1.68 196 -0.60%

Ashmore Dana USD Nusantara 100 1.45 1.39 180 -4.30%

Ashmore Dana USD Fixed Income 50 0.99 0.97 7 -2.17%

Manulife USD Fixed Income 100 1.23 1.22 128 -0.22%

Manulife USD Fixed Income Kelas I1 50 1.00 0.99 56 -0.62%

BNP Paribas Prima USD 50 1.00 0.99 128 -0.63%

Danareksa Melati Premium Dollar 50 1.42 1.42 162 -0.54%

MONEY MARKET FUND

Danareksa Seruni Pasar Uang Dollar VI 8 1.00 1.00 231 0.45%

Outstanding IDR 12,506,000,000,000

Outstanding Valas 438,000,000

(9)

\

Freq Nom Freq Nom Freq Nom Freq Nom Freq Nom Freq Nom

1 LHBU 15 7,050,000 12 80,050,000 9 7,950,000 9 600,000 11 4,000,000 2 GWM 2 55,238,869 - - - - - -

3 Denda OJK 1 50,000,000 - - - - - - 4 underlying trx - - - - 1 29,311,554

5 Transaksi Operasi Moneter - - - - 3 467,133,836 1 242,265,741

6 Denda Sandi Non Bank - - - - 1 650,000

7 CTP 3 590,000 6 10,100,000 1 400,000

8 lainnya - - 1 100,000 1 200,000 1 100,000

18 112,288,869 12 80,050,000 14 475,933,836 14 30,601,554 17 14,100,000 2 242,665,741 Januari 2021 2020

Total

NO Keterangan 2016 2017 2018 2019

SALES

BOND Forex

CRS

Trx Forex Trx Interest

FIN Sales 2-Mar 3-Mar ∆

Volume

IDR (Milyar) Buy 108 244 136 Sell 1,725 1,758 32

USD (Juta) Buy 6 - -6

Sell 5 - -5

Frekuensi IDR Buy 10 11 1 Sell 36 35 -1 USD Buy 2 - -2

Sell 1 - -1

FIN SALES

Total Transaksi hari ini sebesar 2.146 T, adapun detail transaksi sbb : Reverse Repo sebesar 150 Bio dengan BPD Sulteng dan Repo dengan Bank DKI. Bank Permata sebesar 500 bio FR63, BTN sebesar 822 Bio untuk SPN 256, YKP BRI sebesar 80 Bio untuk FR72, Bank Mandiri sebesar 200 bio untuk SPN 270, dan BOA sebesar 100 Bio untuk FR46.

COMPLIANCE Trx RemCO Nasabah Bank Beli Nasabah Bank Jual

No NASABAH AMOUNT FREKUENSI WEIGHTED AVG 1 PELITA AGUNG AGRI INDUSTRI PT 12,000,000 6 14,305.00 2 KUTAI REFINERY NUSANTARA 7,150,000 1 14,340.0 3 INDAH KIAT PULP AND PAPER PT 5,918,491 3 14,340 4 EEC SYSTEM 2,608,476 4 14,331 5 INTIBENUA PERKASATAMA 2,440,000 1 14,305 6 RIAU ANDALAN PULP AND PAPER PT 950,000 1 14,340 7 CONTINENTAL EXCHANGE 810,000 1 14,335 8 MERCHANTRADE ASIA 750,000 1 14,335 9 SMJ TERATAI 700,000 1 14,330 10 BRI REMITTANCE HONGKONG 680,000 3 14,327 11 Lainnya 22,366,850 163 Total 56,373,818 185

No NASABAH AMOUNT FREKUENSI AVERAGE RATE 1 PERTAMINA PT 49,000,000 11 14,271.7347 2 PURI NUSA EKA PERSADA 6,000,000 1 14,341 3 PETROKIMIA GRESIK 3,740,000 1 14,290.0000 4 SUGAR LABINTA PT 3,500,000 1 14,305.00 5 PT DELTA DUNIA TEXTILE 1,470,000 1 14,334 6 PT Artha Prima Sukses 1,281,557 7 1.33 7 PT Tegar Indo Pratama 1,128,456 1 10,745.0000 8 PT DUTA NUSA PERMATA 1,010,654 2 4,809.10 9 CHAROEN POKPHAND INDONESIA 1,000,000 2 14,310.0000 10 Takeshi Takata 999,066 3 134

11 Lainnya 3,497,737 199 Total 72,627,470 229

Report WFH

VOLUME 3/2/2021 3/3/2021 delta TOD 1,052,000 520,000 (532,000) TOM - - - SPOT - 3,000,000 3,000,000 FORWARD - 25,000,000 25,000,000 SWAP - - - TOTAL 1,052,000 28,520,000 27,468,000 Frequensi 3/2/2021 3/3/2021 delta TOD 3 2 -1 TOM 0 0 0 SPOT 0 1 1 FORWARD 0 0 0 SWAP 0 0 0 TOTAL 3 3 0 Remco Volume Average of RATE AL ANSARI EXCHANGE 650,000 14,299 AL BILAD RYADH 150,000 14,270 AL FARDAN 45,000 14,310 AL RAJHI BANK 250,000 14,270 BRI REMITTANCE HONGKONG 25,784 1,844 680,000 14,307 CBL MONEY TRANSFER 225,000 14,323 CENDANA REMITTANCE 233,214 10,770 CONTINENTAL EXCHANGE 810,000 14,335 DARUL TRUSTEE REMITTANCE AND SERVICES 150,461 10,763 E9PAY CO LTD 420,000 14,273 EEC SYSTEM 2,608,476 14,332 JAPAN REMIT FINANCE 20,000 14,320 JOY ALUKKAS EXCHANGE 10,000 14,300 KL REMIT EXCHANGE 100,000 14,250 MERCHANTRADE ASIA 750,000 14,335 MONEY GO 20,000 14,285 NBL MONEY TRANSFER SDN BHD 100,000 14,325 NCB JEDDAH 315,016 14,285 PLACID EXPRESS 100,000 14,320 PO LE HUMAN RESOURCE 50,000 14,290 PRABHU GROUP US 14,980 14,275 SAN INTERNATIONAL 120,000 14,307 SMJ TERATAI 700,000 14,330 TERRA PAYMENT SERVICE 100,000 14,270 TRANSFAST REMITTANCE 80,000 14,300 UREMIT 15,000 14,273 WIREBARLEY 15,000.00 14275 Grand Total 8,757,931.27

10 Besar Produk Bond Ritel

VOLUME Buy 2-Mar-21 3-Mar-21 Delta Corp 40 42 2

Retail 6 6 (0)

RTF 9 8 (2)

Total 55 56 1

Sell 2-Mar-21 3-Mar-21 Delta Corp 6 59 53

Retail 6 13 8

RTF - - - Total 11 72 61

VOLUME Bond Buy 2-Mar-21 3-Mar-21 Delta USD (Mio) - - - IDR (Milyar ) - 0.50 1

Total Sell 2-Mar-21 3-Mar-21 Delta USD (Mio) - 0.05 0

IDR (Milyar ) 3.05 2.20 (1)

Total FREQUENSI Buy 2-Mar-21 3-Mar-21 Delta USD - - 0

IDR - 1 1

Total - 1.0 1 Sell 2-Mar-21 3-Mar-21 Delta USD - 1 1 IDR 6 4 (2)

Daily Activity. Treasury Business Division. Highlight Daily Activity. 3-Mar-21. Market Summary Daily Report

3-Mar-21 #

Daily Activity • Market Summary

• Daily Report

Treasury Business Division

Disclaimer : This material has been prepared by a member of BRI Treasury Business Division. The material is based on the individual opinion of the author and may differ from other opinions expressed by other divisions of the BRI Group, including its Research Department.

Highlight Daily Activity

Highlight Daily Activity

1. Rupiah di tutup menguat 0,56% ke level 14,245 (Prior: 14,325) 2. Yield SBN seri benchmark tenor 10 tahun cenderung menguat pada level 6.505

3. IHSG menguat 0.28% ke level 6,377 asing mencatat Net Buy sebesar Rp 356 Milyar

Market Review

Financial Performance

1. Transaksi Interest Rate sebesar Rp 3.9 Triliun (Trading Rp 2,84 T; Banking Rp 1.1 T) 2. Transaksi Forex IB USD 72.5 Mio (Buy USD 23.5 Mio, Sell USD 49 Mio)

3. Transaksi Financial Institution Sales Rp 2.1 T , sementara itu untuk transaksi forex sebesar USD 28.5 Juta

4. Transaksi CRS USD 128 Mio (bank Jual USD 72 Mio, Bank Beli USD 56 Mio) transaksi Remco USD 8 Mio

Review Activity

1. Pendapatan bunga Rp. 2.579 Triliun 2. Keuntungan Capital Gain Rp. 448 M 3. Keuntungan Spot Derivatif Rp. 224,6 Milyar

4. LDR Total 89,86% (prior 88,65%)

Disclaimer : This material has been prepared by a member of BRI Global Market, Treasury Business. The material is based on the individual opinion of the author and may differ from other opinions expressed by other divisions of the BRI Group, including its Research Department.

March 3, 2021

USD/IDR Yield 10 Y Bonds IHSG Liquidity Market

14245 6.505 6377 Depo Rp 155,938 T

-0.56% -5.20% 0.28% Depo S Rp 31,044 T

Sesi I : 14280 Sesi I : 6.533 Sesi I : 6370 Net Liq Rp 195,340 T

Market Summary

Summary

USD/IDR vs Swap Point Offshore 1 Mo Spread INDON-UST

- Dow Jones future menguat 0.609% ke level 31,547 pada penutupan market Asia (03/03).

- VIX Index naik ke level 22.78 (prior 23.43)

Pada perdagangan hari ini Selasa (3/03), Rupiah ditutup melemah di level 14,245 (prior 14,325). Pada awal perdagangan, rupiah dibuka pada level 14,290-14,320 dengan kurs acuan JISDOR 14,334 (prior 14,307). Hari ini rupiah bergerak pada range 14,240 -14,340.

Harga SBN di pasar surat utang Indonesia pada hari inimenguat pada seluruh seri benchmark, penguatan terbesar terjadipada seri benchmark 5 tahun sebesar 50bps

IHSG ditutup menguat 0.28% ke level 6,377. Investor asing mencatat transaksi Net Buy sebesar Rp.356 Milyar. Pada awal perdagangan Sesi I IHSG menguat pada level 6,370, Investor Asing mencatat Net Buy sebesar Rp103 Milyar.

- Presiden AS Joe Biden menyatakan bahwa pemerintah AS bakal memiliki suply vaksin yang cukup untuk vaksinasi seluruh warga AS usia dewasa pada bulan Mei, atau dua bulan lebih cepat dari target awal.

- Menkeu Sri Mulyani kemabali memberikan relaksasi berupa pembebasan pajak penghasilan (PPh) atas dividen yang diterima oleh wajib pajak.

Pergera ka n rupi a h pa da ha ri i ni bergera k cenderung mengua t denga n NDF 1 MO ya ng bergera k ke l evel 14,333 da n s wa p poi nt di l evel 52.

CDS Indones i a pa da l evel 73.8 da n s prea d yi el d UST da n Indon 5 ta hun di l evel 79 bps .

Disclaimer : This material has been prepared by a member of BRI Global Market, Treasury Business. The material is based on the individual opinion of the author and may differ from other opinions expressed by other divisions of the BRI Group, including its Research Department.

Volume Transaksi Obligasi

Treasury Strategist & Business Management

- Swap Point(52) - NDF (14333) - Spot USD/IDR (14245)

Currency Bid Offer Midrate

DXY 90.839 90.839 90.839

USDIDR 14240 14250 14,245

EURUSD 1.2079 1.2081 1.208

GBPUSD 1.3968 1.3972 1.3970

USDJPY 106.89 106.9 106.895

USDCNY 6.4612 6.4618 6.4615

03/03/2021 02/03/2021 ∆

CDS IND 5 yr 73.87 73.87 0.00%

GOLD 1,728.25 1,738.09 -0.57%

OIL 62.89 62.7 0.30%

03/03/2021 02/03/2021 ∆

UST 5 yr 0.6803 0.677 0.003

UST 10 yr 1.4206 1.415 0.006

INDON 5 Y 1.47 1.473 -0.003

INDON 10 Y 2.231 2.279 -0.048

INDON 15 Y 3.377 3.361 0.016

03/03/2021 02/03/2021 ∆

YIELD IND 5 yr 5.593 5.653 -0.060

YIELD IND 10 yr 6.505 6.557 -0.052

YIELD IND 15 yr 6.33 6.343 -0.013

YIELD IND 20 yr 7.208 7.226 -0.018

YTD Kepemilikan SBN (1 Maret 2021)

March 3, 2021

USD/IDR Yield 10 Y Bonds IHSG Liquidity Market

14245 6.505 6377 Depo Rp 155,938 T

Depo S Rp 31,044 T

Sesi I : 14280 Sesi I : 6.533 Sesi I : 6370 Net Liq Rp 195,340 T

Market Summary

Summary

USD/IDR vs Swap Point Offshore 1 Mo Spread INDON-UST

- Dow Jones future menguat 0.609% ke level 31,547 pada penutupan market Asia (03/03).

- VIX Index naik ke level 22.78 (prior 23.43)

Pada perdagangan hari ini Selasa (3/03), Rupiah ditutup melemah di level 14,245 (prior 14,325). Pada awal perdagangan, rupiah dibuka pada level 14,290-14,320 dengan kurs acuan JISDOR 14,334 (prior 14,307). Hari ini rupiah bergerak pada range 14,240 -14,340.

Harga SBN di pasar surat utang Indonesia pada hari inimenguat pada seluruh seri benchmark, penguatan terbesar terjadipada seri benchmark 5 tahun sebesar 50bps

IHSG ditutup menguat 0.28% ke level 6,377. Investor asing mencatat transaksi Net Buy sebesar Rp.356 Milyar. Pada awal perdagangan Sesi I IHSG menguat pada level 6,370, Investor Asing mencatat Net Buy sebesar Rp103 Milyar.

- Presiden AS Joe Biden menyatakan bahwa pemerintah AS bakal memiliki suply vaksin yang cukup untuk vaksinasi seluruh warga AS usia dewasa pada bulan Mei, atau dua bulan lebih cepat dari target awal.

- Menkeu Sri Mulyani kemabali memberikan relaksasi berupa pembebasan pajak penghasilan (PPh) atas dividen yang diterima oleh wajib pajak.

Volume Transaksi Obligasi

Treasury Strategist & Business Management

14245 6.505 6377 ^Depo ^Rp ^155,938 ^T

14245 6.505 6377 ^Depo ^Rp ^155,938 ^T