Wednesday, June 1, 2016

MY & SG Bond Market Watch: A quarter of two halves is unfolding


MY & SG Bond Market Watch: A quarter of two halves is unfolding

·         Malaysia: We guided for a quarter of two halves in our last quarterly outlook report and market seems to be playing out the script we set. Since mid-May, the MGS curve had shifted 8-20bps higher as the USD strength was rejuvenated by US Fed officials talking up the prospect of rate hike in the summer months. Compounding pressure on the curve is the back-to-back 10.5y and 5.5y MGS supply totalling MYR8b and the low 1.42x BTC in the recent MGS auction has set a bearish tone. Our 10y MGS yield forecast is unchanged at 4.00% by end-2Q16, implying additional weakness ahead.

·         Singapore: SGS curve bear-steepened along the 2y10y as regional currencies weakened against the USD and UST yields suffered from some recent upward correction, although short-term SGD rates remain stable. Cautious sentiment in the SGS market may be carried into June especially in the first two weeks leading to the FOMC meeting. On UST, it is possible for the 10y UST to retest the 2.00% handle since Jan-2016.

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