Last Update: 5 Jul 2020 0:15 GMT+0
The Malaysia 10Y Government Bond has a 2.945% yield.
Central Bank Rate is 2.00% (last modification in May 2020).
The Malaysia credit rating is A-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 66.92 and implied probability of default is 1.12%.
| 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 | 2.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 66.92 | -11.32 % | -11.49 % | +35.22 % | 1.12 % |
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 | -92.0 bp | ||||||
| 7 months | 2.150% | 0.0 bp | -93.0 bp | ||||||
| 1 year | 2.150% | 0.0 bp | -93.0 bp | 97.90 | 0.00 % | +0.92 % | |||
| 3 years | 2.195% | -13.7 bp | -80.5 bp | 93.69 | +0.40 % | +2.38 % | |||
| 5 years | 2.400% | -15.3 bp | -78.0 bp | 88.82 | +0.75 % | +3.87 % | |||
| 7 years | 2.611% | -24.7 bp | -71.4 bp | 83.49 | +1.69 % | +4.97 % | |||
| 10 years | 2.945% | -13.4 bp | -36.9 bp | 74.81 | +1.31 % | +3.64 % | |||
| 15 years | 3.301% | -2.7 bp | -27.5 bp | 61.44 | +0.39 % | +4.07 % | |||
| 20 years | 3.621% | +2.6 bp | -10.0 bp | 49.10 | -0.49 % | +1.95 % | |||
| 30 years | 4.020% | +5.3 bp | -2.5 bp | 30.65 | -1.54 % | +0.72 % | |||
10Y Bond Yield Spread - Malaysia vs Main Countries
The Malaysia 10Y Government Bond has a 2.945% 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 | 338.1 bp | +1.9 | -22.3 | ||
| France 10Y | 306.1 bp | -0.4 | -23.0 | ||
| Japan 10Y | 291.2 bp | -12.6 | -41.4 | ||
| United Kingdom 10Y | 275.8 bp | +3.8 | +18.6 | ||
| Spain 10Y | 250.4 bp | -1.9 | -42.6 | ||
| Canada 10Y | 238.8 bp | +4.1 | +61.3 | ||
| United States 10Y | 227.6 bp | +9.1 | +75.5 | ||
| Australia 10Y | 203.9 bp | +8.6 | -7.7 | ||
| Italy 10Y | 162.4 bp | -3.6 | -34.8 | ||
| China 10Y | 1.6 bp | -18.7 | -10.4 | ||
| India 10Y | -290.0 bp | -15.8 | +29.6 | ||
| Russia 10Y | -309.5 bp | -46.4 | -17.4 | ||
| Brazil 10Y | -352.2 bp | +19.7 | -11.0 |
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 | 4.020% | 30.65 | 47.90 | 82.40 | 116.91 | 151.41 | 185.91 | |
| 20 years | 3.621% | 49.10 | 63.15 | 91.27 | 119.39 | 147.50 | 175.62 | |
| 15 years | 3.301% | 61.44 | 73.12 | 96.48 | 119.85 | 143.21 | 166.58 | |
| 10 years | 2.945% | 74.81 | 83.36 | 100.47 | 117.58 | 134.69 | 151.80 | |
| 7 years | 2.611% | 83.49 | 89.81 | 102.46 | 115.10 | 127.75 | 140.40 | |
| 5 years | 2.400% | 88.82 | 93.48 | 102.80 | 112.11 | 121.43 | 130.75 | |
| 3 years | 2.195% | 93.69 | 96.57 | 102.31 | 108.06 | 113.80 | 119.55 | |
| 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 | ||