FW: Fixed Income Daily Pulse - 06 November 2017

 

 

 

Good Evening,
Today’s trade recap by our trading desk:-
·         There was a mixture of good/bad jobs data from the US late Friday evening. It resulted in the DXY edging higher while UST yields fell. Onto the MYR space, it was a very quiet start to the week with MYR weaker slightly while bond prices were largely unchanged. Less than RM50mio was traded in the market today on an absolutely muted day as yields are flat.
Malaysia Government Bonds Benchmark Issues MGS Closing Level (%) Change (bp) Volume (RM m) 3-yr 3.490 - 31 5-yr 3.720 - 1 7-yr 3.985 - - 10-yr 4.020 - 10 15-yr 4.535 - - 20-yr 4.720 - - 30-yr 5.000 - - Source: BondStream, AmBank	Interest Rate Swap Closing Rates IRS Closing Yield (%) Change (bp) 1-yr 3.525 0.5 3-yr 3.65 0.2 5-yr 3.78 0.8 7-yr 3.895 0.5 10-yr 4.03 0.0 Source: Bloomberg, AmBank

 

Best regards,

Fixed Income Research & Strategy

AmBank Research, AmBank (M) Berhad

+603 2036 2292 (DL) +03 2031 7218 (Fax)

Level 15, Bangunan AmBank Group, 55 Jalan Raja Chulan, 50200 Kuala Lumpur

 

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