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The Index is updated monthly on this web site and is also available from RAM.
The index covers MGS, GII, Khazanah, Cagamas, Corporate (Conventional and
Islamic) and combined sectors
Current and Historical data
Prices and
Weights
Documentation
Please acknowledge the source: RAM quant shop MGS Bond Index
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Index |
Modified Duration |
Yield |
|
All |
Short |
Medium |
Long |
All |
Short |
Med |
Long |
All |
Short |
Med |
Long |
|
May
04 |
1,867.377 |
1,814.726 |
1,891.941 |
2,035.256 |
4.75 |
1.99 |
3.86 |
7.74 |
4.29 |
3.32 |
4.14 |
5.16 |
|
Jun 04 |
1,871.772 |
1,819.002 |
1,895.194 |
2,041.516 |
4.61 |
1.92 |
3.70 |
7.67 |
4.29 |
3.33 |
4.15 |
5.17 |
|
Jul 04 |
1,886.381 |
1,827.246 |
1,910.397 |
2,061.635 |
4.69 |
1.87 |
3.66 |
7.69 |
4.23 |
3.25 |
4.03 |
5.11 |
|
Aug 04 |
1,894.821 |
1,833.899 |
1,919.744 |
2,071.305 |
4.59 |
1.80 |
3.54 |
7.64 |
4.19 |
3.20 |
3.97 |
5.10 |
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Sep 04 |
1,908.908 |
1,840.944 |
1,936.254 |
2,089.285 |
4.60 |
1.74 |
3.70 |
7.87 |
4.11 |
3.14 |
3.89 |
5.11 |
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Oct 04 |
1,930.763 |
1,853.197 |
1,954.256 |
2,126.256 |
4.68 |
1.89 |
3.74 |
7.84 |
3.98 |
3.02 |
3.75 |
4.93 |
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Nov 04 |
1,969.421 |
1,877.561 |
1,988.897 |
2,185.469 |
4.64 |
1.90 |
3.72 |
7.86 |
3.57 |
2.47 |
3.38 |
4.66 |
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Dec 04 |
1,970.562 |
1,880.001 |
1,991.779 |
2,183.253 |
4.61 |
2.13 |
3.87 |
7.77 |
3.65 |
2.73 |
3.49 |
4.71 |
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Jan 05 |
1,978.715 |
1,879.136 |
1,998.370 |
2,203.919 |
4.56 |
2.05 |
3.8 |
7.74 |
3.68 |
2.88 |
3.49 |
4.64 |
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Feb 05 |
1,987.433 |
1,882.698 |
2,003.749 |
2,222.876 |
4.53 |
1.98 |
3.79 |
7.74 |
3.66 |
2.90 |
3.49 |
4.57 |
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Follow month link for closing prices, duration and
weights. Modified Duration
from Jan 02 on is not comparable with earlier figures because of change of
methodology
In an effort to develop the market for bonds we have created 2 bond indexes covering the Singapore and Malaysian Government Bond Markets. Technical manuals are available and
a back history is available on line free of charge. Please
acknowledge the source.
This Index is a joint venture between the quant shop and the Rating Agency of Malaysia (RAM).
4 indexes based on the maturity are available. To be eligible for inclusion in the index, the securities must be guaranteed by the
Malaysian Government, have a maturity longer than 1 year, and an issue size greater than MLR
200 million. Base is end
January 1994 = 1,000.0.
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