COUNTRY •
MALAYSIA
Last Update: 29 May 2023 14:15 GMT+0
The Malaysia 10Y Government Bond has a 3.892% yield.
Central Bank Rate is 3.00% (last modification in May 2023).
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 | 2.940% | 0.0 bp | +11.0 bp | 29 May | |||||
7 months | 3.050% | 0.0 bp | +6.0 bp | 29 May | |||||
1 year | 3.150% | 0.0 bp | -3.0 bp | 96.95 | 0.00 % | +0.03 % | 29 May | ||
3 years | 3.451% | +10.7 bp | -44.8 bp | 90.32 | -0.31 % | +1.30 % | 29 May | ||
5 years | 3.590% | +10.7 bp | -40.0 bp | 83.83 | -0.52 % | +1.95 % | 29 May | ||
7 years | 3.717% | +3.6 bp | -48.0 bp | 77.46 | -0.23 % | +3.29 % | 29 May | ||
10 years | 3.892% | +2.4 bp | -22.1 bp | 68.26 | -0.23 % | +2.14 % | 29 May | ||
15 years | 4.083% | +13.2 bp | -27.5 bp | 54.87 | -1.88 % | +4.04 % | 29 May | ||
20 years | 4.202% | +10.7 bp | -25.8 bp | 43.90 | -2.03 % | +5.07 % | 29 May | ||
30 years | 4.254% | +5.3 bp | -31.9 bp | 28.66 | -1.51 % | +9.60 % | 29 May |
Last Update: 29 May 2023 14:15 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 (3.00%) |
||||
---|---|---|---|---|---|---|---|
3 months | 1 year | 5 years | 10 years | ||||
30 years | 4.254% | 125.4 bp | |||||
10 years | 3.892% | 89.2 bp | |||||
5 years | 3.590% | 59.0 bp | |||||
1 year | 3.150% | 15.0 bp | |||||
3 months | 2.940% | -6.0 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 | 3.00% |
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 3.892% 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.
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Malaysia 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
---|---|---|---|---|---|
Japan 10Y | 346.3 bp | -3.0 bp | -39.4 bp | Compare | |
Germany 10Y | 146.6 bp | -7.9 bp | -71.5 bp | Compare | |
China 10Y | 115.1 bp | +7.7 bp | -5.1 bp | Compare | |
France 10Y | 89.7 bp | -7.4 bp | -66.3 bp | Compare | |
Canada 10Y | 56.4 bp | -44.6 bp | -53.3 bp | Compare | |
Spain 10Y | 40.1 bp | -9.8 bp | -80.0 bp | Compare | |
Australia 10Y | 23.0 bp | -36.9 bp | -25.0 bp | Compare | |
United States 10Y | 13.1 bp | -30.4 bp | -23.0 bp | Compare | |
Italy 10Y | -38.5 bp | -7.5 bp | -67.0 bp | Compare | |
United Kingdom 10Y | -43.6 bp | -58.2 bp | -143.4 bp | Compare | |
India 10Y | -313.2 bp | +11.6 bp | +3.4 bp | Compare | |
Russia 10Y | -682.8 bp | -7.6 bp | -83.1 bp | Compare | |
Brazil 10Y | -772.4 bp | +77.3 bp | +136.9 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 | 4.254% | 28.66 | 45.43 | 78.97 | 112.51 | 146.05 | 179.60 | ||
20 years | 4.202% | 43.90 | 57.25 | 83.95 | 110.65 | 137.35 | 164.06 | ||
15 years | 4.083% | 54.87 | 65.92 | 88.03 | 110.14 | 132.24 | 154.35 | ||
10 years | 3.892% | 68.26 | 76.42 | 92.73 | 109.04 | 125.34 | 141.65 | ||
7 years | 3.717% | 77.46 | 83.52 | 95.65 | 107.78 | 119.91 | 132.04 | ||
5 years | 3.590% | 83.83 | 88.34 | 97.34 | 106.35 | 115.36 | 124.36 | ||
3 years | 3.451% | 90.32 | 93.13 | 98.74 | 104.34 | 109.95 | 115.56 | ||
1 year | 3.150% | 96.95 | 97.92 | 99.85 | 101.79 | 103.73 | 105.67 | ||
Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |