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-2019 17:39
Stock Name Principle (Conv/Islm) Last Traded Price Last Traded Yield Last Traded Discount Traded Amount Rating
  MGS 2/2017 4.059% 30.09.2024   CONVENTIONAL   101.690     3.707     0.000     71     NR(LT)  
  PASB IMTN (GG) 4.43% 08.02.2021 - Issue No. 3   ISLAMIC   101.615     3.448     0.000     50     NR(LT)  
  MGS 3/2013 3.480% 15.03.2023   CONVENTIONAL   99.530     3.612     0.000     42     NR(LT)  
  MGS 3/2018 4.642% 07.11.2033   CONVENTIONAL   105.753     4.110     0.000     40     NR(LT)  
  MGS 4/2014 3.654% 31.10.2019   CONVENTIONAL   100.210     3.157     0.000     36     NR(LT)  
  MGS 6/2013 3.889% 31.07.2020   CONVENTIONAL   100.680     3.297     0.000     36     NR(LT)  
  MGS 4/2017 3.899% 16.11.2027   CONVENTIONAL   100.150     3.878     0.000     35     NR(LT)  
  PRASARANA IMTN 4.65% 11.12.2025 - Series 3   ISLAMIC   104.535     3.860     0.000     35     NR(LT)  
  MGS 1/2019 3.906% 15.07.2026   CONVENTIONAL   100.900     3.761     0.000     30     NR(LT)  
  MGS 3/2005 4.837% 15.07.2025   CONVENTIONAL   105.650     3.796     0.000     30     NR(LT)  
 
Conventional and Islamic YTM Curves
 

Conventional YTM Matrix as at 21-May-2019
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 3.254 3.349 3.457 3.648 3.759 3.802 4.132 4.324 4.462 4.604
Quasi-Govt Cagamas 3.570 3.700 3.790 3.940 4.050 4.140 4.420 4.610 4.760 4.880
Khazanah 3.510 3.620 3.700 3.860 3.930 4.040 4.320 4.460 4.590 4.710
Financial AAA 3.820 3.920 3.980 4.070 4.150 4.230 4.510 4.770 4.980 5.140
Corp (G) AAA (G) 3.820 3.920 3.980 4.070 4.150 4.230 4.510 4.770 4.980 5.140
Corp AAA 3.840 3.940 4.000 4.090 4.170 4.250 4.530 4.790 5.000 5.160
ABS AAA 3.865 3.965 4.025 4.115 4.195 4.275 4.553 4.828 5.048 5.215
 
Islamic YTM Matrix as at 21-May-2019
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 3.279 3.380 3.482 3.623 3.797 3.878 4.157 4.322 4.454 4.594
Quasi-Govt Cagamas 3.570 3.700 3.790 3.940 4.050 4.140 4.420 4.610 4.760 4.880
Khazanah 3.510 3.620 3.700 3.860 3.930 4.040 4.320 4.460 4.590 4.710
Financial AAA 3.745 3.845 3.905 3.995 4.075 4.155 4.435 4.695 4.905 5.065
Corp (G) AAA (G) 3.745 3.845 3.905 3.995 4.075 4.155 4.435 4.695 4.905 5.065
Corp AAA 3.765 3.865 3.925 4.015 4.095 4.175 4.455 4.715 4.925 5.085
ABS AAA 3.790 3.890 3.950 4.040 4.120 4.200 4.478 4.753 4.973 5.140
 
Thomson Reuters BPA Malaysia Bond Indices Daily Snapshot as at 21 May 2019
Thomson Reuters BPA Malaysia All Bond Index Series 
Thomson Reuters BPA Malaysia Liquid Index Series
               Index Value (T):168.272               Index Value (T):165.196
               Index Value (T-1):168.206               Index Value (T-1):165.170
               Day on day change:0.066                 Day on day change:0.026  
               % Change:0.039 %                 % Change:0.016 %  
 
               Index Value (T):162.528               Index Value (T):160.499
               Index Value (T-1):162.454               Index Value (T-1):160.414
               Day on day change:0.074                 Day on day change:0.085  
               % Change:0.046 %                 % Change:0.053 %  
 
               Index Value (T):173.721               Index Value (T):167.766
               Index Value (T-1):173.659               Index Value (T-1):167.741
               Day on day change:0.062                 Day on day change:0.025  
               % Change:0.036 %                 % Change:0.015 %  
 
               Index Value (T):160.486               Index Value (T):164.758
               Index Value (T-1):160.431               Index Value (T-1):164.732
               Day on day change:0.055                 Day on day change:0.026  
               % Change:0.034 %                 % Change:0.016 %  
 
               Index Value (T):184.431               Index Value (T):187.394
               Index Value (T-1):184.305               Index Value (T-1):187.348
               Day on day change:0.126                 Day on day change:0.046  
               % Change:0.068 %                 % Change:0.025 %  
 
 
Upcoming New Issues
Stock Name Issue Date Issue Tenure Issue Amount (MYR mil) Rating Instrument Type Principle (Conv/Islm)
  MERCEDES MTN 1096D 27.5.2022   27/05/2019     3Y     250     AAA (S)     MTN   CONVENTIONAL
  YTL REIT MTN MTN 1095D 23.5.2022   24/05/2019     3Y     10     NR(LT)     MTN   CONVENTIONAL
  EWIB IMTN 6.400% 24.05.2023   24/05/2019     5Y     270     NR(LT)     MTN   ISLAMIC
  CAGAMAS CP-CPN 3.440% 26.08.2019   27/05/2019     3M     300     P1     CP   CONVENTIONAL
  MAYBANK CP 364D 21.05.2020   23/05/2019     1Y     20     P1     CP   CONVENTIONAL
  SUNWAYBHD CP Series 414/2019 32D 24.06.2019   23/05/2019     3M     130     MARC-1     CP   CONVENTIONAL
  OLM CP 31D 28.06.2019   28/05/2019     3M     70     P1     CP   CONVENTIONAL
  CAGAMAS ICP-CPN 3.440% 22.08.2019   23/05/2019     3M     305     P1     CP   ISLAMIC
  STSSB ICP Series 14/2019 32D 24.06.2019   23/05/2019     3M     50     MARC-1 IS (CG)     CP   ISLAMIC
  STSSB ICP Series 13/2019 32D 24.06.2019   23/05/2019     3M     300     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.