The day’s
trade recap (from our trading desk):
|
· Today’s trading
session remained quiet, with even lighter volumes done compared to
yesterday. Yields remain unchanged across the curve. Govvies with
highest traded volume at today was the GII ‘05/24, with only RM150m
done. Meanwhile, some of the 15- and 20-year MGS were done at light
volumes. The auction for new issuance of 20-year MGS ‘05/35 will be
closed tomorrow, with expectations of it to be well received. The trading volume in the GG/AAA segment
was light as well. Bonds with the highest trading volume in the segment
was the PLUS ‘01/26 and ‘01/27, with only RM70m changed hands,
where the yields remained unchanged at 4.47% and 4.53%,
respectively. Elsewhere in the AA segment, 2025-2030 tranches of
DUKE bonds were well bidded, with the yields declined 6-15 bps lower
to settle at a range of 4.81%-5.08%, with RM70m
done.
|
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MGS Benchmark Issues
|
MGS
|
Closing Level
(%)
|
Chg (bp)
|
Vol (RM m)
|
|
3-yr
|
3.360
|
0.0
|
4
|
|
5-yr
|
3.570
|
0.0
|
1
|
|
7-yr
|
3.770
|
-
|
-
|
|
10-yr
|
3.870
|
-
|
-
|
|
15-yr
|
4.110
|
0.0
|
41
|
|
20-yr
|
4.220
|
0.0
|
60
|
|
30-yr
|
4.660
|
-
|
-
|
|
IRS Closing Rates
|
IRS
|
Closing Yld (%)
|
Chg (bp)
|
|
1-yr
|
3.645
|
0.0
|
|
3-yr
|
3.705
|
+1.0
|
|
5-yr
|
3.915
|
+1.8
|
|
7-yr
|
4.095
|
+2.0
|
|
10-yr
|
4.280
|
+2.0
|
Source:
Bloomberg, AmBank
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