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About KLSE The Bursa Malaysia or Malaysia Exchange, MYX previously known as Kuala Lumpur Stock Exchange (KLSE). Kuala Lumpur Stock Exchange became a demutualised exchange and was re-named Bursa Malaysia in 2004. It consists of a Main Board, a Second Board and MESDAQ with total market capitalization of MYR700 billion (US$189 billion). The main index for Bursa Malaysia is Kuala Lumpur Composite Index (KLCI).