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 24-May-2017 11:40
Stock Name Principle (Conv/Islm) Last Traded Price Last Traded Yield Last Traded Discount Volume Traded Rating
  GII MURABAHAH 7/2013 30.04.2019   ISLAMIC   100.185     3.457     0.000     200     NR(LT)  
  GII MURABAHAH 5/2015 3.508% 15.05.2018   ISLAMIC   100.230     3.264     0.000     95     NR(LT)  
  MGS 3/2017 4.762% 07.04.2037   CONVENTIONAL   102.700     4.554     0.000     78     NR(LT)  
  MGS 4/2014 3.654% 31.10.2019   CONVENTIONAL   100.450     3.458     0.000     60     NR(LT)  
  GII MURABAHAH 3/2017 3.948% 14.04.2022   ISLAMIC   101.020     3.717     0.000     50     NR(LT)  
  MGS 1/2016 3.800% 17.08.2023   CONVENTIONAL   99.700     3.854     0.000     50     NR(LT)  
  MGS 2/2009 4.378% 29.11.2019   CONVENTIONAL   102.200     3.455     0.000     50     NR(LT)  
  MTB 3/2017 182D 25.08.2017   CONVENTIONAL   0.000     3.094     3.070     50     NR(ST)  
  MGS 2/2003 4.24000% 07.02.2018   CONVENTIONAL   100.720     3.188     0.000     41     NR(LT)  
  MGS 2/2017 4.059% 30.09.2024   CONVENTIONAL   101.600     3.807     0.000     40     NR(LT)  
 
Conventional and Islamic YTM Curves
 

Conventional YTM Matrix as at 23-May-2017
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 3.159 3.323 3.400 3.577 3.776 3.845 4.234 4.601 4.688 4.789
Quasi-Govt Cagamas 3.770 3.920 4.000 4.120 4.290 4.500 4.870 5.100 5.220 5.320
Khazanah 3.670 3.800 3.910 4.080 4.220 4.380 4.760 4.940 5.060 5.170
Financial AAA 4.000 4.090 4.180 4.300 4.480 4.680 5.010 5.270 5.410 5.530
Corp (G) AAA (G) 4.000 4.090 4.180 4.300 4.480 4.680 5.010 5.270 5.410 5.530
Corp AAA 4.020 4.110 4.200 4.320 4.500 4.700 5.030 5.290 5.430 5.550
ABS AAA 4.058 4.148 4.238 4.358 4.533 4.735 5.060 5.328 5.483 5.610
 
Islamic YTM Matrix as at 23-May-2017
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 3.242 3.437 3.628 3.724 3.895 3.966 4.405 4.680 4.777 4.874
Quasi-Govt Cagamas 3.770 3.920 4.000 4.120 4.290 4.500 4.870 5.100 5.220 5.320
Khazanah 3.670 3.800 3.910 4.080 4.220 4.380 4.760 4.940 5.060 5.170
Financial AAA 3.950 4.040 4.130 4.250 4.430 4.630 4.960 5.220 5.360 5.480
Corp (G) AAA (G) 3.950 4.040 4.130 4.250 4.430 4.630 4.960 5.220 5.360 5.480
Corp AAA 3.970 4.060 4.150 4.270 4.450 4.650 4.980 5.240 5.380 5.500
ABS AAA 4.008 4.098 4.188 4.308 4.483 4.685 5.010 5.278 5.433 5.560
 
Thomson Reuters BPA Malaysia Bond Indices Daily Snapshot as at 23 May 2017
Thomson Reuters BPA Malaysia All Bond Index Series 
Thomson Reuters BPA Malaysia Liquid Index Series
               Index Value (T):152.828               Index Value (T):154.449
               Index Value (T-1):152.741               Index Value (T-1):154.102
               Day on day change:0.087                 Day on day change:0.347  
               % Change:0.057 %                 % Change:0.225 %  
 
               Index Value (T):150.014               Index Value (T):150.573
               Index Value (T-1):149.873               Index Value (T-1):150.476
               Day on day change:0.141                 Day on day change:0.097  
               % Change:0.094 %                 % Change:0.064 %  
 
               Index Value (T):156.260               Index Value (T):152.626
               Index Value (T-1):156.210               Index Value (T-1):152.551
               Day on day change:0.050                 Day on day change:0.075  
               % Change:0.032 %                 % Change:0.049 %  
 
               Index Value (T):148.120               Index Value (T):154.039
               Index Value (T-1):148.002               Index Value (T-1):153.693
               Day on day change:0.118                 Day on day change:0.346  
               % Change:0.080 %                 % Change:0.225 %  
 
               Index Value (T):163.786               Index Value (T):163.320
               Index Value (T-1):163.792               Index Value (T-1):163.332
               Day on day change:-0.006                 Day on day change:-0.012  
               % Change:-0.004 %                 % Change:-0.007 %  
 
 
Upcoming New Issues
Bond Name Issue Date Issue Tenure Issue Amount (RM mil) Rating Instrument Type Principle (Conv/Islm)
  SABAHDEV CP 61D 24.07.2017 - Tranche No 114   24/05/2017     3M     145     P1     CP   CONVENTIONAL
  PLB CP 28D 23.06.2017   26/05/2017     3M     30     P1     CP   CONVENTIONAL
  SABAHDEV CP 61D 26.07.2017 - Tranche No 115   26/05/2017     3M     170     P1     CP   CONVENTIONAL
  PLB CP 28D 23.06.2017   26/05/2017     3M     30     P1     CP   CONVENTIONAL
  STSSB ICP Series 214/2017 34D 28.06.2017   25/05/2017     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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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.