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 29-May-2020 17:44
Stock Name Principle (Conv/Islm) Last Traded Price Last Traded Yield Last Traded Discount Traded Amount Rating
  MGS 1/2011 4.16% 15.07.2021   CONVENTIONAL   102.308     2.060     0.000     280     NR(LT)  
  MGS 2/2019 3.885% 15.08.2029   CONVENTIONAL   108.780     2.796     0.000     264     NR(LT)  
  GII MURABAHAH 1/2020 3.422% 30.09.2027   ISLAMIC   104.800     2.695     0.000     250     NR(LT)  
  MGS 3/2019 3.478% 14.06.2024   CONVENTIONAL   104.050     2.418     0.000     226     NR(LT)  
  MGS 3/2007 3.502% 31.05.2027   CONVENTIONAL   105.600     2.621     0.000     173     NR(LT)  
  PROFIT-BASED GII 3/2011 30.04.2021   ISLAMIC   101.901     2.051     0.000     160     NR(LT)  
  MGS 1/2017 3.882% 10.03.2022   CONVENTIONAL   102.970     2.163     0.000     139     NR(LT)  
  PROFIT-BASED GII 1/2013 08.08.2028   ISLAMIC   107.220     2.874     0.000     120     NR(LT)  
  GII MURABAHAH 3/2019 3.726% 31.03.2026   ISLAMIC   105.900     2.627     0.000     112     NR(LT)  
  MGS 1/2014 4.181% 15.07.2024   CONVENTIONAL   106.720     2.455     0.000     104     NR(LT)  
 
Conventional and Islamic YTM Curves
 

Conventional YTM Matrix as at 29-May-2020
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 2.064 2.180 2.294 2.448 2.629 2.867 3.220 3.426 3.652 3.892
Quasi-Govt Cagamas 2.430 2.620 2.750 2.910 3.070 3.260 3.530 3.760 3.960 4.150
Khazanah 2.220 2.410 2.540 2.730 2.940 3.160 3.420 3.650 3.820 4.000
Financial AAA 2.640 2.770 2.870 3.020 3.170 3.340 3.630 3.880 4.110 4.320
Corp (G) AAA (G) 2.640 2.770 2.870 3.020 3.170 3.340 3.630 3.880 4.110 4.320
Corp AAA 2.640 2.770 2.870 3.020 3.170 3.340 3.630 3.880 4.110 4.320
ABS AAA 2.673 2.808 2.915 3.068 3.218 3.393 3.693 3.948 4.180 4.390
 
Islamic YTM Matrix as at 29-May-2020
Class 1Y 2Y 3Y 5Y 7Y 10Y 15Y 20Y 25Y 30Y
Govt MGS 2.081 2.188 2.298 2.511 2.691 2.699 3.294 3.487 3.630 3.822
Quasi-Govt Cagamas 2.430 2.620 2.750 2.910 3.070 3.260 3.530 3.760 3.960 4.150
Khazanah 2.220 2.410 2.540 2.730 2.940 3.160 3.420 3.650 3.820 4.000
Financial AAA 2.640 2.770 2.870 3.020 3.170 3.340 3.630 3.880 4.110 4.320
Corp (G) AAA (G) 2.640 2.770 2.870 3.020 3.170 3.340 3.630 3.880 4.110 4.320
Corp AAA 2.640 2.770 2.870 3.020 3.170 3.340 3.630 3.880 4.110 4.320
ABS AAA 2.673 2.808 2.915 3.068 3.218 3.393 3.693 3.948 4.180 4.390
 
Thomson Reuters BPA Malaysia Bond Indices Daily Snapshot as at 29 May 2020
Thomson Reuters BPA Malaysia All Bond Index Series 
Thomson Reuters BPA Malaysia Liquid Index Series
               Index Value (T):184.714               Index Value (T):182.854
               Index Value (T-1):184.638               Index Value (T-1):182.775
               Day on day change:0.076                 Day on day change:0.079  
               % Change:0.041 %                 % Change:0.043 %  
 
               Index Value (T):178.175               Index Value (T):176.087
               Index Value (T-1):178.050               Index Value (T-1):176.011
               Day on day change:0.125                 Day on day change:0.076  
               % Change:0.070 %                 % Change:0.043 %  
 
               Index Value (T):190.843               Index Value (T):186.793
               Index Value (T-1):190.795               Index Value (T-1):186.858
               Day on day change:0.048                 Day on day change:-0.065  
               % Change:0.025 %                 % Change:-0.035 %  
 
               Index Value (T):176.114               Index Value (T):182.368
               Index Value (T-1):176.043               Index Value (T-1):182.290
               Day on day change:0.071                 Day on day change:0.078  
               % Change:0.040 %                 % Change:0.043 %  
 
               Index Value (T):200.869               Index Value (T):206.214
               Index Value (T-1):200.744               Index Value (T-1):206.094
               Day on day change:0.125                 Day on day change:0.120  
               % Change:0.062 %                 % Change:0.058 %  
 
 
Upcoming New Issues
Stock Name Issue Date Issue Tenure Issue Amount (MYR mil) Rating Instrument Type Principle (Conv/Islm)
  PASB IMTN 3.320% 04.06.2027 - Issue No. 21   05/06/2020     7Y     850     AAA     MTN   ISLAMIC
  PASB IMTN 3.070% 05.06.2025 - Issue No. 20   05/06/2020     5Y     400     AAA     MTN   ISLAMIC
  GAMUDA IMTN 3.200% 02.06.2021   01/06/2020     1Y     100     AA3     MTN   ISLAMIC
  SUNWAYBHD CP Series 474/2020 30D 01.07.2020   01/06/2020     3M     50     MARC-1     CP   CONVENTIONAL
  PLB CP 94D 07.09.2020   05/06/2020     3M     30     P1     CP   CONVENTIONAL
  STSSB ICP Series 121/2020 92D 03.09.2020   03/06/2020     3M     100     MARC-1 IS (CG)     CP   ISLAMIC
  STSSB ICP Series 120/2020 30D 03.07.2020   03/06/2020     3M     50     MARC-1 IS (CG)     CP   ISLAMIC
  EXSIM VEN ICP 273D 05.03.2021   05/06/2020     1Y     14     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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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.