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 21-May-2018 12:08
Stock Name Principle (Conv/Islm) Last Traded Price Last Traded Yield Last Traded Discount Traded Amount Rating
  PROFIT-BASED GII 3/2013 30.11.2018   ISLAMIC   100.000     3.398     0.000     240     NR(LT)  
  MGS 2/2009 4.378% 29.11.2019   CONVENTIONAL   101.130     3.605     0.000     73     NR(LT)  
  MGS 1/2014 4.181% 15.07.2024   CONVENTIONAL   100.100     4.162     0.000     61     NR(LT)  
  MGS 1/2016 3.800% 17.08.2023   CONVENTIONAL   98.900     4.034     0.000     44     NR(LT)  
  MGS 4/2014 3.654% 31.10.2019   CONVENTIONAL   100.100     3.581     0.000     40     NR(LT)  
  MGS 5/2017 3.441% 15.02.2021   CONVENTIONAL   99.100     3.789     0.000     20     NR(LT)  
  MGS 5/2015 3.759% 15.03.2019   CONVENTIONAL   100.150     3.566     0.000     15     NR(LT)  
  MGS 1/2011 4.16% 15.07.2021   CONVENTIONAL   101.150     3.768     0.000     10     NR(LT)  
  MGS 1/2015 3.955% 15.09.2025   CONVENTIONAL   97.900     4.292     0.000     10     NR(LT)  
  MGS 5/2011 3.580% 28.09.2018   CONVENTIONAL   100.040     3.446     0.000     10     NR(LT)  
 
Conventional and Islamic YTM Curves
 

Conventional YTM Matrix as at 18-May-2018
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 3.464 3.579 3.700 3.892 4.068 4.204 4.567 4.890 4.898 4.908
Quasi-Govt Cagamas 3.990 4.140 4.260 4.490 4.650 4.810 5.060 5.250 5.340 5.410
Khazanah 3.900 4.040 4.140 4.370 4.480 4.640 4.890 5.100 5.180 5.250
Financial AAA 4.250 4.390 4.480 4.660 4.780 4.940 5.190 5.400 5.500 5.580
Corp (G) AAA (G) 4.250 4.390 4.480 4.660 4.780 4.940 5.190 5.400 5.500 5.580
Corp AAA 4.270 4.410 4.500 4.680 4.800 4.960 5.210 5.420 5.520 5.600
ABS AAA 4.298 4.435 4.525 4.705 4.825 4.985 5.235 5.450 5.568 5.653
 
Islamic YTM Matrix as at 18-May-2018
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 3.474 3.740 3.833 4.019 4.198 4.324 4.752 4.999 5.013 5.028
Quasi-Govt Cagamas 3.990 4.140 4.260 4.490 4.650 4.810 5.060 5.250 5.340 5.410
Khazanah 3.900 4.040 4.140 4.370 4.480 4.640 4.890 5.100 5.180 5.250
Financial AAA 4.180 4.320 4.410 4.590 4.710 4.870 5.120 5.330 5.430 5.510
Corp (G) AAA (G) 4.180 4.320 4.410 4.590 4.710 4.870 5.120 5.330 5.430 5.510
Corp AAA 4.200 4.340 4.430 4.610 4.730 4.890 5.140 5.350 5.450 5.530
ABS AAA 4.228 4.365 4.455 4.635 4.755 4.915 5.165 5.380 5.498 5.583
 
Thomson Reuters BPA Malaysia Bond Indices Daily Snapshot as at 18 May 2018
Thomson Reuters BPA Malaysia All Bond Index Series 
Thomson Reuters BPA Malaysia Liquid Index Series
               Index Value (T):156.621               Index Value (T):155.405
               Index Value (T-1):156.560               Index Value (T-1):155.211
               Day on day change:0.061                 Day on day change:0.194  
               % Change:0.039 %                 % Change:0.125 %  
 
               Index Value (T):152.554               Index Value (T):152.253
               Index Value (T-1):152.437               Index Value (T-1):152.075
               Day on day change:0.117                 Day on day change:0.178  
               % Change:0.077 %                 % Change:0.117 %  
 
               Index Value (T):160.895               Index Value (T):156.185
               Index Value (T-1):160.869               Index Value (T-1):155.983
               Day on day change:0.026                 Day on day change:0.202  
               % Change:0.016 %                 % Change:0.130 %  
 
               Index Value (T):150.642               Index Value (T):154.992
               Index Value (T-1):150.515               Index Value (T-1):154.799
               Day on day change:0.127                 Day on day change:0.193  
               % Change:0.084 %                 % Change:0.125 %  
 
               Index Value (T):170.170               Index Value (T):170.425
               Index Value (T-1):170.211               Index Value (T-1):170.659
               Day on day change:-0.041                 Day on day change:-0.234  
               % Change:-0.024 %                 % Change:-0.137 %  
 
 
Upcoming New Issues
Stock Name Issue Date Issue Tenure Issue Amount (MYR mil) Rating Instrument Type Principle (Conv/Islm)
  HEKTAR BLACK MTN Tranche 1 Series 6 366D 22.5.2019   21/05/2018     1Y     32     NR(LT)     MTN   CONVENTIONAL
  BNIB 25/2018 30D 21.06.2018   22/05/2018     3M     1,000     NR(ST)     BNB   CONVENTIONAL
  SABAHDEV CP 60D 20.07.2018 - Tranche No 145   21/05/2018     3M     200     P1     CP   CONVENTIONAL
  SUNWAYBHD CP Series 323/2018 31D 21.06.2018   21/05/2018     3M     100     MARC-1     CP   CONVENTIONAL
  PLB CP 33D 25.06.2018   23/05/2018     3M     25     P1     CP   CONVENTIONAL
  CAGAMAS ICP-CPN 3.69% 23.08.2018   22/05/2018     3M     305     P1     CP   ISLAMIC
  STSSB ICP Series 315/2018 31D 21.06.2018   21/05/2018     3M     150     MARC-1 IS (CG)     CP   ISLAMIC
  SCC ICP 184D 21.11.2018   21/05/2018     6M     60     P1     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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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.