Friday, August 19, 2016

Longer-dated GG Pull Back on Higher Debt Supply Amid Lower OPR

18 August 2016

GG Relative Value Ideas (MYR)

Longer-dated GG Pull Back on Higher Debt Supply Amid Lower OPR

Highlights

¨         Secondary flows fell 34.9% MoM to MYR2.3bn, with overall yield coming in at 0.95% in July.
¨         The indicative GG curve bull-steepened as the yield spread between 3y and 10y notes widened to 43bps from 38bps previously.
¨         BPMB 9/29-1/31 and Prasarana 9/29-3/30 offers 17-18bps pick-up vs. spreads of 71-82bps over MGS.

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