The following data are generated from the Secondary Market for Government Securities operated by PDEx:
1. Active Securities (PhP and Foreign Denominated) – Summary data of actively traded government securities for the day.
2. Government Securities Board Summary (PhP and Foreign Denominated) – Summary data of government securities listed and traded in PDEx.
3. Foreign Currency Denominated Time and Sales
4. PDS Treasury Reference Rates. Key benchmark rates generated from the PDS Calculation services, computed based on the PDS Calculation Guidelines.
PDST-F supports repricing of earlier-issued debt securities and derivative contracts or other interest-rate sensitive instruments that still use contributed bid rates for a reference rate. PDST-F is computed daily at 11:15 am.
PDST-R1 and PDST-R2 are generated from Government Securities price and trade data and form the default risk-free benchmark reference rates for the repricing of loans, securities, derivative transactions and other interest-rate sensitive instruments to be issued, and the bases for market valuation of Government Securities and other PHP-denominated fixed income securities. PDST-R1 is computed at 11:15 am, while PDST-R2 is computed daily at 4:15 pm.
5. PDS Interpolated Rates (PDSI-F, PDSI-R1 and PDSI-R2) are derived from the PDST Rates and are intended to serve as market valuation reference data for less liquid and non-Benchmark Philippine Treasury Securities that have no traded price or yield data.
The following Price and Transaction Data are generated from the Secondary Market for Corporate Securities operated by PDEx:
1. Corporate Securities Board Summary – Summary data of corporate securities that are listed and traded in PDEx.
2. Time and Sales – A report denoting key details of each corporate securities trade done for the day and presented in time sequence (latest to oldest).
INTER-PROFESSIONAL REPURCHASE AGREEMENT (IP REPO)
The summary of price and trade data from transactions in the Inter-Professional Repo Market operated by PDEx.
FOREIGN EXCHANGE SUMMARY
Summary Price and Trade Data from the FX Spot USD/PHP market operated through the PDEx electronic platform.
Safekeeping – Total number of shares and value of securities lodged with the Depository as compared with the total issued and outstanding shares and Market Capitalization.
Recordkeeping – List of securities for which PDTC provides registry services, maintaining an updated record of ownership.