About BPA Malaysia

BPA Malaysia is currently the only registered bond pricing agency as accredited by the Securities Commission of Malaysia. Our coverage of the Malaysian Bond and Sukuk market is the definitive market standard, and our bond and sukuk valuation methodology remains unparalled. With several million data fields ranging from terms and conditions, credit, trading , evaluated pricing and indices, our data meets the needs of over 100 financial institutions worldwide.

Contact us for more information at enquiries@bpam.com.my or visit www.bpam.com.my
Download iBPAM @ App Store Download iBPAM @ Google play  iBPAM - The Only APP for the Malaysian Bond Market
Most Active Bonds as at 17-Feb-2017 17:29
Stock Name Principle (Conv/Islm) Last Traded Price Last Traded Yield Last Traded Discount Volume Traded Rating
  MGS 2/2003 4.24000% 07.02.2018   CONVENTIONAL   101.090     3.079     0.000     538     NR(LT)  
  MGS 4/2011 4.232% 30.06.2031   CONVENTIONAL   96.900     4.528     0.000     458     NR(LT)  
  MGS 2/2014 3.394% 15.03.2017   CONVENTIONAL   100.021     3.003     0.000     450     NR(LT)  
  MGS 3/2016 3.900% 30.11.2026   CONVENTIONAL   98.700     4.062     0.000     378     NR(LT)  
  MGS 5/2012 3.314% 31.10.2017   CONVENTIONAL   100.190     3.029     0.000     267     NR(LT)  
  GII MURABAHAH 2/2017 15.08.2024   ISLAMIC   100.270     4.003     0.000     250     NR(LT)  
  MGS 6/2012 3.492% 31.03.2020   CONVENTIONAL   99.700     3.594     0.000     208     NR(LT)  
  GII MURABAHAH 3/2016 4.070% 30.09.2026   ISLAMIC   99.200     4.172     0.000     190     NR(LT)  
  MGS 1/2015 3.955% 15.09.2025   CONVENTIONAL   99.300     4.052     0.000     190     NR(LT)  
  MGS 3/2015 3.659% 15.10.2020   CONVENTIONAL   100.110     3.626     0.000     184     NR(LT)  
 
Conventional and Islamic YTM Curves
 

Conventional YTM Matrix as at 17-Feb-2017
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 3.110 3.348 3.461 3.699 3.930 4.083 4.541 4.646 4.717 4.788
Quasi-Govt Cagamas 3.760 3.890 3.990 4.120 4.270 4.460 4.860 5.050 5.180 5.230
Khazanah 3.700 3.810 3.890 4.000 4.160 4.360 4.750 4.880 4.990 5.060
Financial AAA 3.970 4.060 4.140 4.290 4.430 4.630 5.030 5.230 5.360 5.460
Corp (G) AAA (G) 3.970 4.060 4.140 4.290 4.430 4.630 5.030 5.230 5.360 5.460
Corp AAA 3.990 4.090 4.160 4.310 4.450 4.650 5.050 5.250 5.380 5.480
ABS AAA 4.025 4.135 4.205 4.358 4.495 4.693 5.085 5.295 5.435 5.540
 
Islamic YTM Matrix as at 17-Feb-2017
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 3.214 3.397 3.591 3.794 3.975 4.120 4.663 4.729 4.800 4.870
Quasi-Govt Cagamas 3.760 3.890 3.990 4.120 4.270 4.460 4.860 5.050 5.180 5.230
Khazanah 3.700 3.810 3.890 4.000 4.160 4.360 4.750 4.880 4.990 5.060
Financial AAA 3.910 4.000 4.080 4.230 4.370 4.570 4.970 5.170 5.300 5.400
Corp (G) AAA (G) 3.910 4.000 4.080 4.230 4.370 4.570 4.970 5.170 5.300 5.400
Corp AAA 3.930 4.030 4.100 4.250 4.390 4.590 4.990 5.190 5.320 5.420
ABS AAA 3.965 4.075 4.145 4.298 4.435 4.633 5.025 5.235 5.375 5.480
 
Thomson Reuters BPA Malaysia Bond Indices Daily Snapshot as at 17 February 2017
Thomson Reuters BPA Malaysia All Bond Index Series 
Thomson Reuters BPA Malaysia Liquid Index Series
               Index Value (T):150.788               Index Value (T):150.761
               Index Value (T-1):150.640               Index Value (T-1):150.542
               Day on day change:0.148                 Day on day change:0.219  
               % Change:0.098 %                 % Change:0.145 %  
 
               Index Value (T):147.354               Index Value (T):147.145
               Index Value (T-1):147.181               Index Value (T-1):146.939
               Day on day change:0.173                 Day on day change:0.206  
               % Change:0.118 %                 % Change:0.140 %  
 
               Index Value (T):154.631               Index Value (T):150.813
               Index Value (T-1):154.498               Index Value (T-1):150.685
               Day on day change:0.133                 Day on day change:0.128  
               % Change:0.086 %                 % Change:0.085 %  
 
               Index Value (T):145.827               Index Value (T):150.361
               Index Value (T-1):145.673               Index Value (T-1):150.142
               Day on day change:0.154                 Day on day change:0.219  
               % Change:0.106 %                 % Change:0.146 %  
 
               Index Value (T):161.756               Index Value (T):161.492
               Index Value (T-1):161.636               Index Value (T-1):161.375
               Day on day change:0.120                 Day on day change:0.117  
               % Change:0.074 %                 % Change:0.073 %  
 
 
Upcoming New Issues
Bond Name Issue Date Issue Tenure Issue Amount (RM mil) Rating Instrument Type Principle (Conv/Islm)
  SOUTHKEY MEGAMALL MTN 1763D 20.12.2021 (SERIES 2)   21/02/2017     5Y     200     NR(LT)     MTN   CONVENTIONAL
  PLB CP 28D 20.03.2017   20/02/2017     3M     30     P1     CP   CONVENTIONAL
  SABAHDEV CP 59D 21.04.2017   21/02/2017     3M     179     P1     CP   CONVENTIONAL
  STSSB ICP Series 187/2017 31D 23.03.2017   20/02/2017     3M     100     MARC-1 IS (CG)     CP   ISLAMIC
 


Glossary :
 Conv  Conventional Principle
 Islm  Islamic Principle
 N.A.  Not Available
 MGS  Malaysian Government Securities
 GII  Government Investment Issues
 Quasi-Govt  Near Government Entities. eg: Cagamas, Khazanah, ADB etc
 Yield-To-Maturity (YTM)  Rate of return from holding a bond until maturity
 YTM Spread  Difference between this and previous week's YTM
 Fair Val  Bond Pricing Agency Malaysia Sdn Bhd's fair valuation
 AAA, AA, A and BBB YTM represent Corporate ratings consolidated from RAM & MARC
 YTM is calculated in Percentage (%)
Back to Top



Disclaimer
Information on this page is intended solely for the purpose of providing general information on the Ringgit Bond market and is not intended for trading purposes. None of the information constitutes a solicitation, offer, opinion, or recommendation by Bond Pricing Agency Malaysia Sdn Bhd to buy or sell any security, or to provide legal, tax, accounting, or investment advice or services regarding the profitability or suitability of any security or investment. Investors are advised to consult their professional investment advisors before making any investment decision. Materials provided on this page are provided on an "as is" basis, and while care has been taken to ensure the accuracy and reliability of the information provided in this page, Bond Pricing Agency Malaysia Sdn Bhd provides no warranties or representations of any kind, either express or implied, including, but not limited to, warranties of title or implied warranties of fitness for a particular purpose, accuracy, correctness, non-infringement, timeliness, completeness, or that the information is always up-to-date.