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.

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Most Active Bonds as at 23-Jun-2017 17:25
Stock Name Principle (Conv/Islm) Last Traded Price Last Traded Yield Last Traded Discount Volume Traded Rating
  GII MURABAHAH 4/2016 3.226% 15.04.2020   ISLAMIC   99.090     3.569     0.000     133     NR(LT)  
  MTB 7/2017 182D 10.11.2017   CONVENTIONAL   98.872     3.085     3.050     130     NR(ST)  
  MGS 6/2012 3.492% 31.03.2020   CONVENTIONAL   99.980     3.498     0.000     105     NR(LT)  
  MGS 6/2013 3.889% 31.07.2020   CONVENTIONAL   100.980     3.550     0.000     102     NR(LT)  
  MITB 4/2016 273D 04.08.2017   ISLAMIC   99.691     3.059     3.050     100     NR(ST)  
  MGS 5/2011 3.580% 28.09.2018   CONVENTIONAL   100.430     3.223     0.000     95     NR(LT)  
  MTB 5/2017 182D 15.09.2017   CONVENTIONAL   99.341     3.065     3.045     50     NR(ST)  
  MTB 8/2017 89D 30.08.2017   CONVENTIONAL   99.474     3.061     3.045     50     NR(ST)  
  SPK 2/2012 3.691% 12.07.2022   ISLAMIC   99.050     3.900     0.000     50     NR(LT)  
  GII MURABAHAH 2/2017 4.045% 15.08.2024   ISLAMIC   100.650     3.939     0.000     40     NR(LT)  
 
Conventional and Islamic YTM Curves
 

Conventional YTM Matrix as at 23-Jun-2017
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 3.177 3.342 3.432 3.635 3.841 3.886 4.272 4.559 4.653 4.764
Quasi-Govt Cagamas 3.790 3.900 3.980 4.100 4.270 4.480 4.910 5.120 5.240 5.330
Khazanah 3.650 3.790 3.920 4.090 4.210 4.370 4.800 4.960 5.080 5.180
Financial AAA 4.040 4.130 4.200 4.300 4.440 4.650 5.040 5.290 5.430 5.550
Corp (G) AAA (G) 4.040 4.130 4.200 4.300 4.440 4.650 5.040 5.290 5.430 5.550
Corp AAA 4.060 4.150 4.220 4.320 4.460 4.670 5.060 5.310 5.450 5.570
ABS AAA 4.093 4.183 4.253 4.355 4.493 4.710 5.090 5.348 5.500 5.628
 
Islamic YTM Matrix as at 23-Jun-2017
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 3.232 3.440 3.637 3.826 3.938 4.047 4.399 4.673 4.779 4.886
Quasi-Govt Cagamas 3.790 3.900 3.980 4.100 4.270 4.480 4.910 5.120 5.240 5.330
Khazanah 3.650 3.790 3.920 4.090 4.210 4.370 4.800 4.960 5.080 5.180
Financial AAA 3.990 4.080 4.150 4.250 4.390 4.600 4.990 5.240 5.380 5.500
Corp (G) AAA (G) 3.990 4.080 4.150 4.250 4.390 4.600 4.990 5.240 5.380 5.500
Corp AAA 4.010 4.100 4.170 4.270 4.410 4.620 5.010 5.260 5.400 5.520
ABS AAA 4.043 4.133 4.203 4.305 4.443 4.660 5.040 5.298 5.450 5.578
 
Thomson Reuters BPA Malaysia Bond Indices Daily Snapshot as at 23 June 2017
Thomson Reuters BPA Malaysia All Bond Index Series 
Thomson Reuters BPA Malaysia Liquid Index Series
               Index Value (T):153.270               Index Value (T):154.652
               Index Value (T-1):153.179               Index Value (T-1):154.569
               Day on day change:0.091                 Day on day change:0.083  
               % Change:0.059 %                 % Change:0.054 %  
 
               Index Value (T):150.373               Index Value (T):150.760
               Index Value (T-1):150.290               Index Value (T-1):150.682
               Day on day change:0.083                 Day on day change:0.078  
               % Change:0.055 %                 % Change:0.052 %  
 
               Index Value (T):156.760               Index Value (T):152.973
               Index Value (T-1):156.662               Index Value (T-1):152.853
               Day on day change:0.098                 Day on day change:0.120  
               % Change:0.063 %                 % Change:0.079 %  
 
               Index Value (T):148.426               Index Value (T):154.241
               Index Value (T-1):148.341               Index Value (T-1):154.159
               Day on day change:0.085                 Day on day change:0.082  
               % Change:0.057 %                 % Change:0.053 %  
 
               Index Value (T):164.635               Index Value (T):164.049
               Index Value (T-1):164.528               Index Value (T-1):163.946
               Day on day change:0.107                 Day on day change:0.103  
               % Change:0.065 %                 % Change:0.063 %  
 
 
Upcoming New Issues
Bond Name Issue Date Issue Tenure Issue Amount (RM mil) Rating Instrument Type Principle (Conv/Islm)
  GRSB MTN 5.10% 28.6.2019 - Issue No. 4   29/06/2017     2Y     19     AAA (FG)     MTN   CONVENTIONAL
  SETIAECOHILL CP 32D 31.07.2017   29/06/2017     3M     148     NR(ST)     CP   CONVENTIONAL
  SETIAECOHILL CP 32D 31.07.2017   29/06/2017     3M     47     NR(ST)     CP   CONVENTIONAL
  SABAHDEV CP 61D 28.08.2017   28/06/2017     3M     25     P1     CP   CONVENTIONAL
  MAYBANK CP 363D 27.06.2018   29/06/2017     1Y     28     P1     CP   CONVENTIONAL
  MAYBANK CP 189D 04.01.2018   29/06/2017     6M     75     P1     CP   CONVENTIONAL
  MAYBANK CP 175D 21.12.2017   29/06/2017     6M     56     P1     CP   CONVENTIONAL
  SUNWAYBHD CP Series 240/2017 31D 31.07.2017   30/06/2017     3M     50     MARC-1     CP   CONVENTIONAL
  STSSB ICP Series 225/2017 30D 28.07.2017   28/06/2017     3M     100     MARC-1 IS (CG)     CP   ISLAMIC
  STSSB ICP Series 224/2017 30D 28.07.2017   28/06/2017     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 (667403-U)'s fair valuation
 AAA, AA, A and BBB YTM represent Corporate ratings consolidated from RAM & MARC
 YTM is calculated in Percentage (%)
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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 (667403-U) 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 (667403-U) 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.