COUNTRY •
MALAYSIA
Last Update: 9 Feb 2023 0:15 GMT+0
The Malaysia 10Y Government Bond has a 3.840% yield.
Central Bank Rate is 2.75% (last modification in November 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 | 2.830% | 0.0 bp | +38.0 bp | 08 Feb | |||||
7 months | 2.990% | 0.0 bp | +25.0 bp | 08 Feb | |||||
1 year | 3.180% | 0.0 bp | +18.0 bp | 96.92 | 0.00 % | -0.18 % | 08 Feb | ||
3 years | 3.378% | -22.7 bp | -21.7 bp | 90.51 | +0.66 % | +0.62 % | 09 Feb | ||
5 years | 3.525% | -27.9 bp | -27.4 bp | 84.10 | +1.36 % | +1.34 % | 09 Feb | ||
7 years | 3.797% | -22.7 bp | -16.4 bp | 77.04 | +1.54 % | +1.12 % | 08 Feb | ||
10 years | 3.840% | -17.0 bp | -11.3 bp | 68.60 | +1.64 % | +1.09 % | 09 Feb | ||
15 years | 4.179% | -10.0 bp | +2.5 bp | 54.11 | +1.44 % | -0.37 % | 09 Feb | ||
20 years | 4.196% | -13.0 bp | -16.9 bp | 43.95 | +2.52 % | +3.29 % | 09 Feb | ||
30 years | 4.431% | -15.7 bp | -9.6 bp | 27.23 | +4.61 % | +2.79 % | 09 Feb |
Last Update: 9 Feb 2023 0:15 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 (2.75%) |
||||
---|---|---|---|---|---|---|---|
3 months | 1 year | 5 years | 10 years | ||||
30 years | 4.431% | 168.1 bp | |||||
10 years | 3.840% | 109.0 bp | |||||
5 years | 3.525% | 77.5 bp | |||||
1 year | 3.180% | 43.0 bp | |||||
3 months | 2.830% | 8.0 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-
|
- |
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 | 2.75% |
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 3.840% 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 | 335.2 bp | -16.0 bp | -43.3 bp | Compare | |
Germany 10Y | 147.8 bp | -29.9 bp | -155.5 bp | Compare | |
France 10Y | 103.4 bp | -24.0 bp | -144.2 bp | Compare | |
China 10Y | 92.1 bp | -18.4 bp | -28.4 bp | Compare | |
Canada 10Y | 80.4 bp | -10.1 bp | -43.8 bp | Compare | |
United Kingdom 10Y | 50.5 bp | +2.7 bp | -145.7 bp | Compare | |
Spain 10Y | 47.0 bp | -26.0 bp | -142.0 bp | Compare | |
United States 10Y | 24.2 bp | -24.0 bp | -92.5 bp | Compare | |
Australia 10Y | 23.3 bp | -7.6 bp | -49.4 bp | Compare | |
Italy 10Y | -36.9 bp | -18.6 bp | -124.4 bp | Compare | |
India 10Y | -350.4 bp | -17.2 bp | -10.9 bp | Compare | |
Russia 10Y | -684.0 bp | -51.0 bp | -174.3 bp | Compare | |
Brazil 10Y | -946.6 bp | -47.4 bp | -128.0 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.
If data are not all visible, swipe table left
Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
---|---|---|---|---|---|---|---|---|---|
0% | 1% | 3% | 5% | 7% | 9% | ||||
30 years | 4.431% | 27.23 | 43.66 | 76.50 | 109.34 | 142.19 | 175.03 | ||
20 years | 4.196% | 43.95 | 57.31 | 84.02 | 110.74 | 137.45 | 164.17 | ||
15 years | 4.179% | 54.11 | 65.09 | 87.05 | 109.01 | 130.98 | 152.94 | ||
10 years | 3.840% | 68.60 | 76.78 | 93.13 | 109.48 | 125.84 | 142.19 | ||
7 years | 3.797% | 77.04 | 83.09 | 95.18 | 107.27 | 119.37 | 131.46 | ||
5 years | 3.525% | 84.10 | 88.61 | 97.63 | 106.65 | 115.68 | 124.70 | ||
3 years | 3.378% | 90.51 | 93.32 | 98.94 | 104.55 | 110.17 | 115.79 | ||
1 year | 3.180% | 96.92 | 97.89 | 99.83 | 101.76 | 103.70 | 105.64 | ||
Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |