- Active Securities
- Fixed Income Board Summary (PhP Denominated)
- Time and Sales
- Fixed Income Board Summary (Foreign Currency Denominated)
- Time and Sales
- PDST Rates - Benchmark Tenors
- PDST Rates - Government Securities
- PHP BVAL Reference Rates – Benchmark Tenors
- PHP BVAL Rates Government Securities
IMPORTANT NOTE : PDS Treasury Reference Rates R1 and R2 have been decommissioned as of October 26, 2018 end-of-day.
The following data are generated from the Secondary Market for Government Securities operated by PDEx:
- Active Securities (PhP and Foreign Denominated) – Summary data of actively traded government securities for the day
- Government Securities Board Summary (PhP and Foreign Denominated) – Summary data of government securities listed and traded in PDEx
- Foreign Currency Denominated Time and Sales
- 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.
- 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.