Tuesday, February 14, 2017

The week started off in a rather subdued manner with lacklustre trades. Yields eased slightly by 1-2bps on the belly while the res

Today’s trade recap by our trading desk:-

·         The week started off in a rather subdued manner with lacklustre trades. Yields eased slightly by 1-2bps on the belly while the rest of the curve remained unchanged on thin trading volume. Many players staying on the side-lines in anticipation of the new 7y GII issue tomorrow. WI was last quoted 4.12-02% with nothing done since auction was announced.


Malaysia Government Bonds Benchmark Issues
MGS
Closing Level (%)
Change (bp)
Volume (RM m)
3-yr
3.380
0.0
13
5-yr
3.725
-1.0
10
7-yr
3.940
-2.0
-
10-yr
4.130
-0.5
73
15-yr
4.555
+1.0
-
20-yr
4.665
0.0
10
30-yr
4.800
0.0
23
Source: BondStream, AmBank
Interest Rate Swap Closing Rates
IRS
Closing Yield (%)
Change (bp)
1-yr
3.490
0.0
3-yr
3.650
-0.5
5-yr
3.805
0.5
7-yr
3.915
0.0
10-yr
4.080
1.0
Source: Bloomberg, AmBank

No comments:

Post a Comment

Related Posts with Thumbnails