A team of bomb squad experts inspected the building as the exchange personnel waited outside for over two hours, during which time trading was halted, Efe news reported.
Police had cordoned off the area and blocked adjacent roads during the inspection, although they were yet to disclose if any explosive was found or if it was just a hoax.
Malaysia has witnessed a rise in Muslim radicalism through groups that sympathise with terrorist organisations like the Islamic State.
Since February 2013, Malaysia has arrested over 220 alleged jihadists while 132 of its nationals are or were fighting in the IS ranks in Iraq and Syria.
