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 14-Nov-2019 14:31
Stock Name Principle (Conv/Islm) Last Traded Price Last Traded Yield Last Traded Discount Traded Amount Rating
  GII MURABAHAH 6/2013 23.03.2021   ISLAMIC   100.825     3.083     0.000     100     NR(LT)  
  GII MURABAHAH 3/2015 4.245% 30.09.2030   ISLAMIC   105.710     3.605     0.000     80     NR(LT)  
  GII MURABAHAH 3/2018 4.094% 30.11.2023   ISLAMIC   103.270     3.223     0.000     80     NR(LT)  
  GII MURABAHAH 7/2019 15.05.2023   ISLAMIC   0.000     3.155     0.000     70     NR(LT)  
  MGS 5/2013 3.733% 15.06.2028   CONVENTIONAL   102.100     3.448     0.000     55     NR(LT)  
  GII MURABAHAH 1/2019 4.130% 09.07.2029   ISLAMIC   105.400     3.466     0.000     50     NR(LT)  
  MGS 1/2017 3.882% 10.03.2022   CONVENTIONAL   101.850     3.045     0.000     50     NR(LT)  
  MGS 3/2015 3.659% 15.10.2020   CONVENTIONAL   100.569     3.016     0.000     50     NR(LT)  
  PROFIT-BASED GII 3/2011 30.04.2021   ISLAMIC   101.510     3.100     0.000     50     NR(LT)  
  GII MURABAHAH 1/2017 4.258% 26.07.2027   ISLAMIC   105.400     3.452     0.000     40     NR(LT)  
 
Conventional and Islamic YTM Curves
 

Conventional YTM Matrix as at 13-Nov-2019
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 3.010 3.023 3.079 3.233 3.402 3.431 3.685 3.837 3.952 4.074
Quasi-Govt Cagamas 3.270 3.360 3.440 3.620 3.720 3.850 4.030 4.180 4.280 4.360
Khazanah 3.230 3.290 3.350 3.460 3.560 3.740 3.940 4.100 4.200 4.280
Financial AAA 3.390 3.470 3.550 3.690 3.780 3.910 4.130 4.290 4.460 4.600
Corp (G) AAA (G) 3.390 3.470 3.550 3.690 3.780 3.910 4.130 4.290 4.460 4.600
Corp AAA 3.390 3.470 3.550 3.690 3.780 3.910 4.130 4.290 4.460 4.600
ABS AAA 3.415 3.500 3.583 3.723 3.815 3.950 4.175 4.350 4.530 4.678
 
Islamic YTM Matrix as at 13-Nov-2019
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 3.037 3.082 3.141 3.284 3.407 3.487 3.802 3.941 4.027 4.143
Quasi-Govt Cagamas 3.270 3.360 3.440 3.620 3.720 3.850 4.030 4.180 4.280 4.360
Khazanah 3.230 3.290 3.350 3.460 3.560 3.740 3.940 4.100 4.200 4.280
Financial AAA 3.315 3.395 3.475 3.615 3.705 3.835 4.055 4.215 4.385 4.525
Corp (G) AAA (G) 3.315 3.395 3.475 3.615 3.705 3.835 4.055 4.215 4.385 4.525
Corp AAA 3.315 3.395 3.475 3.615 3.705 3.835 4.055 4.215 4.385 4.525
ABS AAA 3.340 3.425 3.508 3.648 3.740 3.875 4.100 4.275 4.455 4.603
 
Thomson Reuters BPA Malaysia Bond Indices Daily Snapshot as at 13 November 2019
Thomson Reuters BPA Malaysia All Bond Index Series 
Thomson Reuters BPA Malaysia Liquid Index Series
               Index Value (T):175.305               Index Value (T):172.860
               Index Value (T-1):175.250               Index Value (T-1):172.790
               Day on day change:0.055                 Day on day change:0.070  
               % Change:0.031 %                 % Change:0.041 %  
 
               Index Value (T):169.373               Index Value (T):168.790
               Index Value (T-1):169.218               Index Value (T-1):168.690
               Day on day change:0.155                 Day on day change:0.100  
               % Change:0.092 %                 % Change:0.059 %  
 
               Index Value (T):180.966               Index Value (T):174.730
               Index Value (T-1):180.969               Index Value (T-1):174.752
               Day on day change:-0.003                 Day on day change:-0.022  
               % Change:-0.002 %                 % Change:-0.013 %  
 
               Index Value (T):167.118               Index Value (T):172.401
               Index Value (T-1):167.024               Index Value (T-1):172.331
               Day on day change:0.094                 Day on day change:0.070  
               % Change:0.056 %                 % Change:0.041 %  
 
               Index Value (T):191.951               Index Value (T):192.878
               Index Value (T-1):191.946               Index Value (T-1):192.956
               Day on day change:0.005                 Day on day change:-0.078  
               % Change:0.003 %                 % Change:-0.040 %  
 
 
Upcoming New Issues
Stock Name Issue Date Issue Tenure Issue Amount (MYR mil) Rating Instrument Type Principle (Conv/Islm)
  GII MURABAHAH 7/2019 15.05.2023   15/11/2019     5Y     4,000     NR(LT)     GII   ISLAMIC
  SCC IMTN 4.180% 15.11.2028   15/11/2019     10Y     60     AA1     MTN   ISLAMIC
  DEHB IMTN Floating Rate 15.11.2024   15/11/2019     5Y     41     NR(LT)     MTN   ISLAMIC
  DEHB IMTN Floating Rate 14.11.2025   15/11/2019     7Y     64     NR(LT)     MTN   ISLAMIC
  DEHB IMTN Floating Rate 15.11.2024   15/11/2019     5Y     82     NR(LT)     MTN   ISLAMIC
  DEHB IMTN Floating Rate 15.11.2023   15/11/2019     5Y     41     NR(LT)     MTN   ISLAMIC
  DEHB IMTN Floating Rate 14.11.2025   15/11/2019     7Y     127     NR(LT)     MTN   ISLAMIC
  DEHB IMTN Floating Rate 15.11.2021   15/11/2019     2Y     55     NR(LT)     MTN   ISLAMIC
  DEHB IMTN Floating Rate 15.11.2022   15/11/2019     3Y     55     NR(LT)     MTN   ISLAMIC
  DEHB IMTN Floating Rate 15.11.2021   15/11/2019     2Y     27     NR(LT)     MTN   ISLAMIC
  DEHB IMTN Floating Rate 15.11.2023   15/11/2019     5Y     82     NR(LT)     MTN   ISLAMIC
  DEHB IMTN Floating Rate 15.11.2022   15/11/2019     3Y     27     NR(LT)     MTN   ISLAMIC
  DEHB IMTN Floating Rate 16.11.2020   15/11/2019     1Y     55     NR(LT)     MTN   ISLAMIC
  DEHB IMTN Floating Rate 16.11.2020   15/11/2019     1Y     27     NR(LT)     MTN   ISLAMIC
  BNIB 37/2019 91D 13.02.2020   14/11/2019     3M     500     NR(ST)     BNB   CONVENTIONAL
  SUNREIT CP 30D 18.12.2019   18/11/2019     3M     90     P1 (S)     CP   CONVENTIONAL
  SUNWAYBHD CP Series 445/2019 31D 16.12.2019   15/11/2019     3M     50     MARC-1     CP   CONVENTIONAL
  OLM CP 29D 13.12.2019   14/11/2019     3M     100     P1     CP   CONVENTIONAL
  PLB CP 30D 18.12.2019   18/11/2019     3M     50     P1     CP   CONVENTIONAL
  TOP VALUE CP 30D 18.12.2019   18/11/2019     3M     48     NR(ST)     CP   CONVENTIONAL
  STSSB ICP Series 432/2019 30D 18.12.2019   18/11/2019     3M     150     MARC-1 IS (CG)     CP   ISLAMIC
  STSSB ICP Series 58/2019 30D 18.12.2019   18/11/2019     3M     150     MARC-1 IS (CG)     CP   ISLAMIC
  GAMUDA ICP 92D 14.02.2020   14/11/2019     3M     100     P1     CP   ISLAMIC
  AEON ICP 29D 13.12.2019   14/11/2019     3M     200     P1     CP   ISLAMIC
  GASMSIA ICP 28D 13.12.2019   15/11/2019     3M     100     MARC-1 IS     CP   ISLAMIC
  TITIJAYA ICP Series 12 92D 14.02.2020   14/11/2019     3M     50     MARC-2 IS     CP   ISLAMIC
  TITIJAYA ICP Series 13 92D 14.02.2020   14/11/2019     3M     20     MARC-2 IS     CP   ISLAMIC
  MATRIX ICP 91D 14.02.2020   15/11/2019     3M     50     NR(ST)     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.