Tuesday, October 10, 2017

FW: Fixed Income Daily Pulse - 09 October 2017

 

 

 

Good Evening,

 

Today’s trade recap by our trading desk:-

 

·         A very muted start to the week on the back of a long weekend for some Northern Asian countries and the US. Very few activity in the local market today despite a mixture of jobs data from the US late last Friday evening. NFP fell 33k vs an expected 80k growth while average hourly earnings grew. Data was distorted on the back of hurricane hitting some states last month. Traded volume in the local bond space was paper thin while yields were largely unchanged for the day.

Malaysia Government Bonds Benchmark Issues

MGS

Closing Level (%)

Change (bp)

Volume (RM m)

3-yr

3.410

-

-

5-yr

3.600

-

-

7-yr

3.910

+1.0

-

10-yr

3.920

+0.5

-

15-yr

4.350

-

-

20-yr

4.550

-

-

30-yr

4.820

-

-

Source: BondStream, AmBank

Interest Rate Swap Closing Rates

IRS

Closing Yield (%)

Change (bp)

1-yr

3.500

0.0

3-yr

3.625

0.0

5-yr

3.750

0.5

7-yr

3.875

3.0

10-yr

3.980

0.0

Source: Bloomberg, AmBank

 

 

 

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