COUNTRY •
MALAYSIA
Last Update: 22 Sep 2023 11:15 GMT+0
The Malaysia 10Y Government Bond has a 4.049% 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 | 3.170% | 0.0 bp | +23.0 bp | 22 Sep | |||||
7 months | 3.220% | 0.0 bp | +17.0 bp | 22 Sep | |||||
1 year | 3.270% | 0.0 bp | +12.0 bp | 96.83 | 0.00 % | -0.12 % | 22 Sep | ||
3 years | 3.588% | +8.8 bp | +19.1 bp | 89.96 | -0.26 % | -0.55 % | 22 Sep | ||
5 years | 3.814% | +12.0 bp | +17.6 bp | 82.93 | -0.58 % | -0.85 % | 22 Sep | ||
7 years | 3.897% | +10.1 bp | +7.1 bp | 76.52 | -0.67 % | -0.48 % | 22 Sep | ||
10 years | 4.049% | +13.7 bp | +2.6 bp | 67.24 | -1.31 % | -0.25 % | 22 Sep | ||
15 years | 4.194% | +11.2 bp | +5.2 bp | 54.00 | -1.59 % | -0.74 % | 22 Sep | ||
20 years | 4.372% | +11.1 bp | +2.7 bp | 42.49 | -2.12 % | -0.52 % | 22 Sep | ||
30 years | 4.513% | +19.8 bp | +6.4 bp | 26.60 | -5.54 % | -1.81 % | 22 Sep |
Last Update: 22 Sep 2023 11:15 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 | 4.513% | 151.3 bp | |||||
10 years | 4.049% | 104.9 bp | |||||
5 years | 3.814% | 81.4 bp | |||||
1 year | 3.270% | 27.0 bp | |||||
3 months | 3.170% | 17.0 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 4.049% 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 | 332.5 bp | +7.6 bp | -40.3 bp | Compare | |
China 10Y | 134.2 bp | +0.0 bp | +20.5 bp | Compare | |
Germany 10Y | 131.7 bp | -9.4 bp | -54.1 bp | Compare | |
France 10Y | 76.4 bp | -11.8 bp | -55.5 bp | Compare | |
Spain 10Y | 24.3 bp | -14.4 bp | -55.6 bp | Compare | |
Canada 10Y | 9.8 bp | -14.2 bp | -114.5 bp | Compare | |
United Kingdom 10Y | -19.7 bp | +41.4 bp | -86.2 bp | Compare | |
Australia 10Y | -27.3 bp | -5.8 bp | -104.7 bp | Compare | |
United States 10Y | -38.6 bp | -9.8 bp | -99.5 bp | Compare | |
Italy 10Y | -58.3 bp | -34.0 bp | -55.4 bp | Compare | |
India 10Y | -310.1 bp | +18.1 bp | +22.1 bp | Compare | |
Brazil 10Y | -734.0 bp | -14.8 bp | +171.0 bp | Compare | |
Russia 10Y | -852.1 bp | -60.3 bp | -139.4 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 | 4.513% | 26.60 | 42.86 | 75.39 | 107.92 | 140.45 | 172.98 | ||
20 years | 4.372% | 42.49 | 55.65 | 81.95 | 108.26 | 134.57 | 160.87 | ||
15 years | 4.194% | 54.00 | 64.96 | 86.90 | 108.84 | 130.78 | 152.72 | ||
10 years | 4.049% | 67.24 | 75.33 | 91.51 | 107.69 | 123.88 | 140.06 | ||
7 years | 3.897% | 76.52 | 82.55 | 94.60 | 106.65 | 118.70 | 130.75 | ||
5 years | 3.814% | 82.93 | 87.41 | 96.36 | 105.31 | 114.26 | 123.21 | ||
3 years | 3.588% | 89.96 | 92.76 | 98.36 | 103.95 | 109.54 | 115.14 | ||
1 year | 3.270% | 96.83 | 97.80 | 99.74 | 101.68 | 103.61 | 105.55 | ||
Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |