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 05-Aug-2020 17:43
Stock Name Principle (Conv/Islm) Last Traded Price Last Traded Yield Last Traded Discount Traded Amount Rating
  MGS 4/2019 3.828% 05.07.2034   CONVENTIONAL   111.600     2.814     0.000     891     NR(LT)  
  MGS 3/2013 3.480% 15.03.2023   CONVENTIONAL   104.070     1.872     0.000     813     NR(LT)  
  GII MURABAHAH 1/2020 3.422% 30.09.2027   ISLAMIC   107.800     2.235     0.000     484     NR(LT)  
  GII MURABAHAH 6/2019 4.119% 30.11.2034   ISLAMIC   114.900     2.844     0.000     440     NR(LT)  
  MGS 3/2015 3.659% 15.10.2020   CONVENTIONAL   100.390     1.596     0.000     423     NR(LT)  
  MGS 2/2019 3.885% 15.08.2029   CONVENTIONAL   112.000     2.398     0.000     368     NR(LT)  
  MGS 3/2014 4.048% 30.09.2021   CONVENTIONAL   102.638     1.719     0.000     301     NR(LT)  
  MGS 1/2015 3.955% 15.09.2025   CONVENTIONAL   109.300     2.028     0.000     268     NR(LT)  
  GII MURABAHAH 2/2019 4.467% 15.09.2039   ISLAMIC   118.050     3.197     0.000     260     NR(LT)  
  GII MURABAHAH 2/2020 3.465% 15.10.2030   ISLAMIC   109.600     2.397     0.000     228     NR(LT)  
 
Conventional and Islamic YTM Curves
 

Conventional YTM Matrix as at 05-Aug-2020
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 1.739 1.827 1.904 2.028 2.203 2.475 2.836 3.113 3.271 3.490
Quasi-Govt Cagamas 2.160 2.280 2.370 2.560 2.700 2.930 3.290 3.610 3.860 4.010
Khazanah 2.000 2.110 2.210 2.400 2.550 2.780 3.200 3.520 3.720 3.870
Financial AAA 2.320 2.430 2.510 2.690 2.820 3.030 3.350 3.690 3.960 4.150
Corp (G) AAA (G) 2.320 2.430 2.510 2.690 2.820 3.030 3.350 3.690 3.960 4.150
Corp AAA 2.320 2.430 2.510 2.690 2.820 3.030 3.350 3.690 3.960 4.150
ABS AAA 2.363 2.483 2.568 2.748 2.890 3.100 3.425 3.768 4.040 4.238
 
Islamic YTM Matrix as at 05-Aug-2020
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 1.771 1.841 1.912 2.059 2.252 2.417 2.927 3.236 3.407 3.607
Quasi-Govt Cagamas 2.160 2.280 2.370 2.560 2.700 2.930 3.290 3.610 3.860 4.010
Khazanah 2.000 2.110 2.210 2.400 2.550 2.780 3.200 3.520 3.720 3.870
Financial AAA 2.320 2.430 2.510 2.690 2.820 3.030 3.350 3.690 3.960 4.150
Corp (G) AAA (G) 2.320 2.430 2.510 2.690 2.820 3.030 3.350 3.690 3.960 4.150
Corp AAA 2.320 2.430 2.510 2.690 2.820 3.030 3.350 3.690 3.960 4.150
ABS AAA 2.363 2.483 2.568 2.748 2.890 3.100 3.425 3.768 4.040 4.238
 
Thomson Reuters BPA Malaysia Bond Indices Daily Snapshot as at 05 August 2020
Thomson Reuters BPA Malaysia All Bond Index Series 
 Thomson Reuters BPA Malaysia Liquid Index Series
               Index Value (T):189.579               Index Value (T):187.811
               Index Value (T-1):189.142               Index Value (T-1):187.208
               Day on day change:0.437                 Day on day change:0.603  
               % Change:0.231 %                 % Change:0.322 %  
 
               Index Value (T):183.335               Index Value (T):180.340
               Index Value (T-1):182.875               Index Value (T-1):179.934
               Day on day change:0.460                 Day on day change:0.406  
               % Change:0.252 %                 % Change:0.226 %  
 
               Index Value (T):195.590               Index Value (T):193.980
               Index Value (T-1):195.162               Index Value (T-1):192.564
               Day on day change:0.428                 Day on day change:1.416  
               % Change:0.219 %                 % Change:0.735 %  
 
               Index Value (T):181.126               Index Value (T):187.312
               Index Value (T-1):180.551               Index Value (T-1):186.711
               Day on day change:0.575                 Day on day change:0.601  
               % Change:0.318 %                 % Change:0.322 %  
 
               Index Value (T):205.553               Index Value (T):209.175
               Index Value (T-1):205.407               Index Value (T-1):209.124
               Day on day change:0.146                 Day on day change:0.051  
               % Change:0.071 %                 % Change:0.024 %  
 
 
Upcoming New Issues
Stock Name Issue Date Issue Tenure Issue Amount (MYR mil) Rating Instrument Type Principle (Conv/Islm)
  GMD IMTN 4.290% 02.10.2020   06/08/2020     3M     100     AAA IS     MTN   ISLAMIC
  GMD IMTN 4.430% 09.03.2021   06/08/2020     1Y     30     AAA IS     MTN   ISLAMIC
  GMD IMTN 4.560% 12.12.2023   06/08/2020     5Y     11     AAA IS     MTN   ISLAMIC
  GMD IMTN 3.520% 13.12.2022   06/08/2020     3Y     100     AAA IS     MTN   ISLAMIC
  GMD IMTN 4.360% 10.12.2021   06/08/2020     2Y     40     AAA IS     MTN   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.