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-Mar-2017 17:27
Stock Name Principle (Conv/Islm) Last Traded Price Last Traded Yield Last Traded Discount Volume Traded Rating
  MGS 2/2003 4.24000% 07.02.2018   CONVENTIONAL   100.780     3.313     0.000     695     NR(LT)  
  MGS 5/2011 3.580% 28.09.2018   CONVENTIONAL   100.270     3.394     0.000     623     NR(LT)  
  GII MURABAHAH 2/2016 3.743% 26.08.2021   ISLAMIC   99.180     3.947     0.000     220     NR(LT)  
  MGS 3/2016 3.900% 30.11.2026   CONVENTIONAL   98.650     4.070     0.000     84     NR(LT)  
  SME BANK IMTN 4.060% 20.03.2019   ISLAMIC   100.300     3.901     0.000     80     NR(LT)  
  GII MURABAHAH 2/2015 3.799% 27.08.2020   ISLAMIC   100.060     3.779     0.000     70     NR(LT)  
  SARAWAKHIDRO IMTN 4.21% 11.08.2021   ISLAMIC   99.640     4.300     0.000     70     AAA  
  MGS 1/2015 3.955% 15.09.2025   CONVENTIONAL   98.450     4.174     0.000     57     NR(LT)  
  MGS 4/2011 4.232% 30.06.2031   CONVENTIONAL   97.200     4.500     0.000     53     NR(LT)  
  MGS 1/2017 3.882% 10.03.2022   CONVENTIONAL   100.337     3.806     0.000     51     NR(LT)  
 
Conventional and Islamic YTM Curves
 

Conventional YTM Matrix as at 24-Mar-2017
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 3.299 3.475 3.583 3.818 4.029 4.125 4.533 4.692 4.759 4.826
Quasi-Govt Cagamas 3.830 3.960 4.050 4.170 4.300 4.500 4.900 5.100 5.200 5.290
Khazanah 3.730 3.890 4.010 4.150 4.230 4.430 4.810 4.930 5.030 5.140
Financial AAA 4.070 4.160 4.240 4.350 4.490 4.690 5.060 5.270 5.390 5.520
Corp (G) AAA (G) 4.070 4.160 4.240 4.350 4.490 4.690 5.060 5.270 5.390 5.520
Corp AAA 4.090 4.190 4.260 4.370 4.510 4.710 5.080 5.290 5.410 5.540
ABS AAA 4.125 4.228 4.298 4.413 4.553 4.750 5.113 5.333 5.465 5.600
 
Islamic YTM Matrix as at 24-Mar-2017
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 3.296 3.499 3.707 3.987 4.044 4.125 4.575 4.752 4.819 4.886
Quasi-Govt Cagamas 3.830 3.960 4.050 4.170 4.300 4.500 4.900 5.100 5.200 5.290
Khazanah 3.730 3.890 4.010 4.150 4.230 4.430 4.810 4.930 5.030 5.140
Financial AAA 4.010 4.100 4.180 4.290 4.430 4.630 5.000 5.210 5.330 5.460
Corp (G) AAA (G) 4.010 4.100 4.180 4.290 4.430 4.630 5.000 5.210 5.330 5.460
Corp AAA 4.030 4.130 4.200 4.310 4.450 4.650 5.020 5.230 5.350 5.480
ABS AAA 4.065 4.168 4.238 4.353 4.493 4.690 5.053 5.273 5.405 5.540
 
Thomson Reuters BPA Malaysia Bond Indices Daily Snapshot as at 24 March 2017
Thomson Reuters BPA Malaysia All Bond Index Series 
Thomson Reuters BPA Malaysia Liquid Index Series
               Index Value (T):150.905               Index Value (T):150.837
               Index Value (T-1):151.008               Index Value (T-1):151.087
               Day on day change:-0.103                 Day on day change:-0.250  
               % Change:-0.068 %                 % Change:-0.165 %  
 
               Index Value (T):147.463               Index Value (T):147.321
               Index Value (T-1):147.657               Index Value (T-1):147.571
               Day on day change:-0.194                 Day on day change:-0.250  
               % Change:-0.131 %                 % Change:-0.169 %  
 
               Index Value (T):154.752               Index Value (T):150.635
               Index Value (T-1):154.793               Index Value (T-1):150.760
               Day on day change:-0.041                 Day on day change:-0.125  
               % Change:-0.026 %                 % Change:-0.083 %  
 
               Index Value (T):145.900               Index Value (T):150.436
               Index Value (T-1):146.078               Index Value (T-1):150.685
               Day on day change:-0.178                 Day on day change:-0.249  
               % Change:-0.122 %                 % Change:-0.165 %  
 
               Index Value (T):162.274               Index Value (T):162.045
               Index Value (T-1):162.209               Index Value (T-1):161.985
               Day on day change:0.065                 Day on day change:0.060  
               % Change:0.040 %                 % Change:0.037 %  
 
 
Upcoming New Issues
Bond Name Issue Date Issue Tenure Issue Amount (RM mil) Rating Instrument Type Principle (Conv/Islm)
  OLM MTN 366D 29.3.2018   28/03/2017     1Y     50     AA2     MTN   CONVENTIONAL
  SUNWAYVELO MTN Series 1 Tranche 2 3653D 29.3.2027   28/03/2017     10Y     480     NR(LT)     MTN   CONVENTIONAL
  HUBLINE MTN ST33-46/T1/2017 1794D 24.2.2022   28/03/2017     5Y     4     NR(LT)     MTN   CONVENTIONAL
  TSH IMTN 0% 30.03.2022   30/03/2017     5Y     50     AA- IS     MTN   ISLAMIC
  MRCB 2014/19 IMTN 0% 14.06.2019   27/03/2017     3Y     143     NR(LT)     MTN   ISLAMIC
  MRCB 2014/19 IMTN 0% 14.06.2019   27/03/2017     3Y     63     NR(LT)     MTN   ISLAMIC
  PLB CP 30D 27.04.2017   28/03/2017     3M     30     P1     CP   CONVENTIONAL
  PLB CP 31D 27.04.2017   27/03/2017     3M     30     P1     CP   CONVENTIONAL
  SABAHDEV CP 60D 26.05.2017 - Tranche No 108   27/03/2017     3M     65     P1     CP   CONVENTIONAL
  MAYBANK CP 184D 28.09.2017   28/03/2017     6M     28     P1     CP   CONVENTIONAL
  CAGAMAS ICP-CPN 3.550% 23.06.2017   27/03/2017     3M     500     MARC-1 IS     CP   ISLAMIC
  SCC ICP 177D 20.09.2017   27/03/2017     6M     30     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.