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 15-Dec-2017 17:40
Stock Name Principle (Conv/Islm) Last Traded Price Last Traded Yield Last Traded Discount Volume Traded Rating
  MGS 2/2013 3.260% 01.03.2018   CONVENTIONAL   100.106     2.698     0.000     484     NR(LT)  
  MGS 5/2011 3.580% 28.09.2018   CONVENTIONAL   100.620     2.760     0.000     481     NR(LT)  
  PROFIT-BASED GII 3/2012 30.09.2019   ISLAMIC   100.440     3.447     0.000     300     NR(LT)  
  MTB 15/2017 273D 07.09.2018   CONVENTIONAL   97.926     2.950     2.889     262     NR(ST)  
  MGS 2/2003 4.24000% 07.02.2018   CONVENTIONAL   100.203     2.699     0.000     247     NR(LT)  
  MGS 1/2016 3.800% 17.08.2023   CONVENTIONAL   99.750     3.849     0.000     95     NR(LT)  
  MGS 5/2017 3.441% 15.02.2021   CONVENTIONAL   100.300     3.339     0.000     92     NR(LT)  
  MGS 2/2017 4.059% 30.09.2024   CONVENTIONAL   100.850     3.914     0.000     90     NR(LT)  
  MGS 1/2017 3.882% 10.03.2022   CONVENTIONAL   101.040     3.613     0.000     75     NR(LT)  
  MGS 4/2016 3.620% 30.11.2021   CONVENTIONAL   100.400     3.510     0.000     60     NR(LT)  
 
Conventional and Islamic YTM Curves
 

Conventional YTM Matrix as at 15-Dec-2017
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 2.894 3.108 3.321 3.713 3.936 3.983 4.380 4.622 4.760 4.904
Quasi-Govt Cagamas 3.670 3.860 4.030 4.250 4.490 4.660 5.000 5.150 5.300 5.410
Khazanah 3.630 3.810 3.980 4.150 4.340 4.470 4.850 5.000 5.160 5.280
Financial AAA 4.000 4.170 4.280 4.490 4.600 4.760 5.080 5.320 5.490 5.610
Corp (G) AAA (G) 4.000 4.170 4.280 4.490 4.600 4.760 5.080 5.320 5.490 5.610
Corp AAA 4.020 4.190 4.300 4.510 4.620 4.780 5.100 5.340 5.510 5.630
ABS AAA 4.053 4.225 4.328 4.528 4.640 4.808 5.123 5.373 5.553 5.678
 
Islamic YTM Matrix as at 15-Dec-2017
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 3.131 3.384 3.604 3.963 4.130 4.332 4.721 4.843 4.895 4.954
Quasi-Govt Cagamas 3.670 3.860 4.030 4.250 4.490 4.660 5.000 5.150 5.300 5.410
Khazanah 3.630 3.810 3.980 4.150 4.340 4.470 4.850 5.000 5.160 5.280
Financial AAA 3.940 4.110 4.220 4.430 4.540 4.700 5.020 5.260 5.430 5.550
Corp (G) AAA (G) 3.940 4.110 4.220 4.430 4.540 4.700 5.020 5.260 5.430 5.550
Corp AAA 3.960 4.130 4.240 4.450 4.560 4.720 5.040 5.280 5.450 5.570
ABS AAA 3.993 4.165 4.268 4.468 4.580 4.748 5.063 5.313 5.493 5.618
 
Thomson Reuters BPA Malaysia Bond Indices Daily Snapshot as at 15 December 2017
Thomson Reuters BPA Malaysia All Bond Index Series 
Thomson Reuters BPA Malaysia Liquid Index Series
               Index Value (T):155.552               Index Value (T):155.492
               Index Value (T-1):155.488               Index Value (T-1):155.432
               Day on day change:0.064                 Day on day change:0.060  
               % Change:0.041 %                 % Change:0.039 %  
 
               Index Value (T):152.613               Index Value (T):152.731
               Index Value (T-1):152.564               Index Value (T-1):152.672
               Day on day change:0.049                 Day on day change:0.059  
               % Change:0.032 %                 % Change:0.039 %  
 
               Index Value (T):159.105               Index Value (T):154.051
               Index Value (T-1):159.031               Index Value (T-1):153.926
               Day on day change:0.074                 Day on day change:0.125  
               % Change:0.047 %                 % Change:0.081 %  
 
               Index Value (T):150.221               Index Value (T):155.079
               Index Value (T-1):150.154               Index Value (T-1):155.020
               Day on day change:0.067                 Day on day change:0.059  
               % Change:0.045 %                 % Change:0.038 %  
 
               Index Value (T):167.867               Index Value (T):168.311
               Index Value (T-1):167.811               Index Value (T-1):168.277
               Day on day change:0.056                 Day on day change:0.034  
               % Change:0.033 %                 % Change:0.020 %  
 
 
Upcoming New Issues
Bond Name Issue Date Issue Tenure Issue Amount (RM mil) Rating Instrument Type Principle (Conv/Islm)
  MAYBANKISLM IMTN 4.200% 16.12.2022   18/12/2017     5Y     2,000     AAA     MTN   ISLAMIC
  MAYBANKISLM IMTN 0% 19.12.2018   19/12/2017     1Y     250     AAA     MTN   ISLAMIC
  SUNWAYBHD CP Series 285/2017 33D 22.01.2018   20/12/2017     3M     100     MARC-1     CP   CONVENTIONAL
  SABAHDEV CP 178D 14.06.2018   18/12/2017     6M     50     P1     CP   CONVENTIONAL
  SUNWAYBHD CP Series 284/2017 31D 18.01.2018   18/12/2017     3M     100     MARC-1     CP   CONVENTIONAL
  STSSB ICP Series 279/2017 33D 22.01.2018   20/12/2017     3M     150     MARC-1 IS (CG)     CP   ISLAMIC
  AEON CO. ICP 30D 19.01.2018   20/12/2017     3M     100     P1     CP   ISLAMIC
  MAYBANKISLM ICP 274D 19.09.2018   19/12/2017     1Y     250     P1     CP   ISLAMIC
  MAYBANKISLM ICP 182D 19.06.2018   19/12/2017     6M     250     P1     CP   ISLAMIC
  MAYBANKISLM ICP 90D 19.03.2018   19/12/2017     3M     250     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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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.