Last Update: 24 Sep 2020 0:15 GMT+0
The Malaysia 10Y Government Bond has a 2.767% yield.
Central Bank Rate is 1.75% (last modification in July 2020).
The Malaysia credit rating is A-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 51.91 and implied probability of default is 0.87%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
A-
|
negative |
| Moody's Investors Service |
A3
|
- |
| Fitch Ratings |
A-
|
negative |
| DBRS |
-
|
- |
| Malaysia Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 51.91 | +16.29 % | +2.39 % | +3.53 % | 0.87 % |
Malaysia Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | 2.150% | 0.0 bp | -50.0 bp | ||||||
| 7 months | 2.150% | 0.0 bp | -50.0 bp | ||||||
| 1 year | 2.150% | 0.0 bp | -50.0 bp | 97.90 | 0.00 % | +0.49 % | |||
| 3 years | 1.955% | +11.5 bp | -136.9 bp | 94.36 | -0.34 % | +4.08 % | |||
| 5 years | 2.247% | +18.1 bp | -127.5 bp | 89.48 | -0.89 % | +6.38 % | |||
| 7 years | 2.464% | +21.6 bp | -112.2 bp | 84.33 | -1.47 % | +7.92 % | |||
| 10 years | 2.767% | +20.2 bp | -83.0 bp | 76.11 | -1.96 % | +8.37 % | |||
| 15 years | 3.114% | +16.2 bp | -87.1 bp | 63.13 | -2.34 % | +13.44 % | |||
| 20 years | 3.467% | +17.9 bp | -75.4 bp | 50.58 | -3.40 % | +15.64 % | |||
| 30 years | 3.989% | +38.6 bp | -40.5 bp | 30.93 | -10.56 % | +12.35 % | |||
10Y Bond Yield Spread - Malaysia vs Main Countries
The Malaysia 10Y Government Bond has a 2.767% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Malaysia 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 327.8 bp | +22.0 | -67.1 | ||
| France 10Y | 300.8 bp | +25.0 | -43.0 | ||
| Japan 10Y | 276.1 bp | +21.6 | -78.6 | ||
| United Kingdom 10Y | 254.1 bp | +18.5 | -60.9 | ||
| Spain 10Y | 254.0 bp | +29.9 | -18.9 | ||
| Canada 10Y | 221.2 bp | +20.7 | -51.4 | ||
| United States 10Y | 209.5 bp | +18.4 | -64.4 | ||
| Italy 10Y | 192.0 bp | +36.3 | -11.1 | ||
| Australia 10Y | 190.2 bp | +22.0 | -73.6 | ||
| China 10Y | -34.4 bp | +10.9 | -123.0 | ||
| India 10Y | -322.3 bp | +43.3 | -51.6 | ||
| Russia 10Y | -351.8 bp | +9.7 | +5.5 | ||
| Brazil 10Y | -447.2 bp | -14.7 | +138.7 |
Malaysia Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 3.989% | 30.93 | 48.25 | 82.88 | 117.51 | 152.14 | 186.77 | |
| 20 years | 3.467% | 50.58 | 64.83 | 93.34 | 121.85 | 150.36 | 178.87 | |
| 15 years | 3.114% | 63.13 | 74.97 | 98.65 | 122.33 | 146.01 | 169.69 | |
| 10 years | 2.767% | 76.11 | 84.75 | 102.01 | 119.28 | 136.54 | 153.81 | |
| 7 years | 2.464% | 84.33 | 90.69 | 103.41 | 116.12 | 128.84 | 141.56 | |
| 5 years | 2.247% | 89.48 | 94.16 | 103.52 | 112.88 | 122.24 | 131.60 | |
| 3 years | 1.955% | 94.36 | 97.24 | 103.02 | 108.79 | 114.56 | 120.33 | |
| 1 year | 2.150% | 97.90 | 98.87 | 100.83 | 102.79 | 104.75 | 106.71 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||