COUNTRY •
MALAYSIA
Last Update: 28 Jun 2022 5:15 GMT+0
The Malaysia 10Y Government Bond has a 4.241% yield.
Central Bank Rate is 2.00% (last modification in May 2022).
The Malaysia credit rating is A-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 57.19 and implied probability of default is 0.95%.
If data are not all visible, swipe table left
Residual Maturity |
Yield | ZC Price | Last Change |
||||||
---|---|---|---|---|---|---|---|---|---|
Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
3 months | 2.100% | 0.0 bp | +30.0 bp | 28 Jun | |||||
7 months | 2.240% | 0.0 bp | +39.0 bp | 28 Jun | |||||
1 year | 2.310% | 0.0 bp | +44.0 bp | 97.74 | 0.00 % | -0.43 % | 28 Jun | ||
3 years | 3.595% | +2.1 bp | +74.7 bp | 89.95 | -0.06 % | -2.14 % | 28 Jun | ||
5 years | 3.936% | +21.1 bp | +75.2 bp | 82.45 | -1.01 % | -3.56 % | 28 Jun | ||
7 years | 4.223% | +21.2 bp | +76.5 bp | 74.86 | -1.42 % | -5.02 % | 28 Jun | ||
10 years | 4.241% | +10.5 bp | +64.4 bp | 66.01 | -1.00 % | -6.01 % | 28 Jun | ||
15 years | 4.658% | +21.2 bp | +72.4 bp | 50.51 | -3.00 % | -9.90 % | 28 Jun | ||
20 years | 4.911% | +15.1 bp | +77.2 bp | 38.33 | -2.84 % | -13.75 % | 28 Jun | ||
30 years | 5.011% | +17.7 bp | +77.1 bp | 23.07 | -4.91 % | -19.81 % | 28 Jun |
Last Update: 28 Jun 2022 5:15 GMT+0
Malaysia Yield Curve Analysis
Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases.
For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive.
If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
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Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (2.00%) |
||||
---|---|---|---|---|---|---|---|
3 months | 1 year | 5 years | 10 years | ||||
30 years | 5.011% | 301.1 bp | |||||
10 years | 4.241% | 224.1 bp | |||||
5 years | 3.936% | 193.6 bp | |||||
1 year | 2.310% | 31.0 bp | |||||
3 months | 2.100% | 10.0 bp |
Readings that may interest you
Malaysia Credit Ratings
A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation).
For a deeper analysis of credit ratings, click here
Malaysia Credit Ratings History
Rating Agency | Rating | Outlook |
---|---|---|
Standard & Poor's |
A-
|
negative |
Moody's Investors Service |
A3
|
- |
Fitch Ratings |
BBB+
|
- |
DBRS |
-
|
- |
Malaysia Interest Rates
A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
Interest Rates | Value | |
---|---|---|
Central Bank Rate | 2.00% |
Malaysia Credit Default Swaps
The term credit default swap (CDS) refers to a financial derivative that allows an investor to swap or offset their credit risk with that of another investor. To swap the risk of default, the lender buys a CDS from another investor who agrees to reimburse the lender in the case the borrower defaults.
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Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD(*) | |
---|---|---|---|---|---|---|
5 Years CDS | 57.19 | +9.37 % | +19.95 % | +8.60 % | 0.95 % |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
Malaysia 10Y Bond Yield Spread
The Malaysia 10Y Government Bond has a 4.241% yield. Click on Spread value for the historical serie.
A positive spread, marked by
, means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
If data are not all visible, swipe table left
Malaysia 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
---|---|---|---|---|---|
Japan 10Y | 401.2 bp | +9.9 bp | +47.4 bp | Compare | |
Germany 10Y | 269.8 bp | -46.2 bp | -113.5 bp | Compare | |
France 10Y | 216.6 bp | -47.6 bp | -130.0 bp | Compare | |
United Kingdom 10Y | 185.4 bp | -35.8 bp | -82.0 bp | Compare | |
Spain 10Y | 155.4 bp | -49.4 bp | -153.3 bp | Compare | |
China 10Y | 138.9 bp | +0.3 bp | +61.2 bp | Compare | |
United States 10Y | 106.0 bp | -33.3 bp | -105.3 bp | Compare | |
Canada 10Y | 86.0 bp | -48.6 bp | -126.1 bp | Compare | |
Italy 10Y | 62.2 bp | -61.8 bp | -188.0 bp | Compare | |
Australia 10Y | 49.9 bp | -38.8 bp | -151.1 bp | Compare | |
India 10Y | -320.6 bp | +0.8 bp | -32.5 bp | Compare | |
Russia 10Y | -441.9 bp | +95.5 bp | +39.9 bp | Compare | |
Brazil 10Y | -854.1 bp | -24.4 bp | -143.1 bp | Compare |
Malaysia Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
Click on
for a forecast of the yield.
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Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
---|---|---|---|---|---|---|---|---|---|
0% | 1% | 3% | 5% | 7% | 9% | ||||
30 years | 5.011% | 23.07 | 38.42 | 69.12 | 99.83 | 130.54 | 161.24 | ||
20 years | 4.911% | 38.33 | 50.89 | 76.00 | 101.12 | 126.23 | 151.34 | ||
15 years | 4.658% | 50.51 | 61.14 | 82.39 | 103.63 | 124.88 | 146.13 | ||
10 years | 4.241% | 66.01 | 74.03 | 90.05 | 106.08 | 122.11 | 138.14 | ||
7 years | 4.223% | 74.86 | 80.81 | 92.72 | 104.63 | 116.53 | 128.44 | ||
5 years | 3.936% | 82.45 | 86.91 | 95.83 | 104.75 | 113.66 | 122.58 | ||
3 years | 3.595% | 89.95 | 92.74 | 98.34 | 103.93 | 109.52 | 115.12 | ||
1 year | 2.310% | 97.74 | 98.72 | 100.67 | 102.63 | 104.58 | 106.54 | ||
Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |