The stock exchange of Malaysia, the Bursa Malaysia Berhad, was born out of the Kuala Lumpur Stock Exchange in 2004, after it became a public company. It is one of the largest exchanges in the Association of Southeast Asian Nations. It is headquartered in the country's largest city and capital and its operations are supervised by the Securities Commission. The exchange lists over 900 companies across 18 sectors and has a market cap of RM 1.85 trillion. It also offers bonds, exchange-traded funds, futures and options. Among the listings are well-known and actively traded companies such as Public Bank, CIMB Group Holdings, the Axiata Group, Petronas Chemicals and Tenaga Nasional.

The main stock index is the FTSE Bursa Malaysia KLCI, otherwise known as the FBM KLCI, which is internationally recognised as the benchmark index of the Malaysian Stock Market. It was launched in partnership with FTSE Russell and tracks the performance of the 30 companies with the highest market capitalization. Apart from this index the exchange manages a range of other indexes such as the FTSE Bursa Malaysia Mid 70 Index (containing the next 70 companies) and the FTSE Bursa Malaysia Top 100 Index, containing the sum of the constituents of the two aforementioned indices.