PHP BVAL Rates Government Securities | PDS Group

BVAL MethodologyBVAL GSAC

As of Sep. 20, 2019 11:15 PM

BVAL Rates - Government Securities (Bills)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPTB 0 09/25/19PIBL0619C019-50.012019-09-25-2019-09-180.911000-3.180
RPTB 0 10/02/19PIBL1218J334-120.032019-10-02-2019-09-190.080000-3.173
RPTB 0 10/09/19PIBL1218J343-190.052019-10-093.050015:45:521.0900003.05003.170
RPTB 0 10/16/19PIBL1218J352-260.072019-10-16-2019-09-181.100000-3.172
RPTB 0 10/23/19PIBL1218J361-330.092019-10-23-2019-09-190.164000-3.175
RPTB 0 10/30/19PIBL1218J370-400.112019-10-303.050010:44:211.0000003.05003.176
RPTB 0 11/06/19PIBL1218K387-470.132019-11-063.000011:17:240.5000003.00003.286
RPTB 0 11/13/19PIBL1218K396-540.152019-11-133.050014:56:048.4000003.05003.180
RPTB 0 11/20/19PIBL1218K403-610.172019-11-203.040011:05:568.5310003.04653.268
RPTB 0 11/27/19PIBL1218K412-680.192019-11-273.100009:51:031.0000003.10003.266
RPTB 0 12/04/19PIBL1218L420-750.212019-12-043.050015:23:23108.2950003.05003.055
RPTB 0 12/11/19PIBL1218L439-820.222019-12-113.050015:34:5215.4850003.05003.119
RPTB 0 12/18/19PIBL0619F025-890.242019-12-183.055015:56:16226.9880003.05293.074
RPTB 0 12/26/19PIBL0619F034-970.272019-12-263.050015:14:4210.0050003.08033.224
RPTB 0 01/08/20PIBL1219A019-1100.302020-01-083.225515:49:52330.1020003.23073.226
RPTB 0 01/15/20PIBL1219A028-1170.322020-01-153.250011:26:239.4650003.13383.350
RPTB 0 01/22/20PIBL1219A037-1240.342020-01-223.150014:47:316.2200003.13383.269
RPTB 0 01/29/20PIBL1219A046-1310.362020-01-293.150015:23:424.2000003.15003.340
RPTB 0 02/05/20PIBL1219B054-1380.382020-02-053.300015:48:15358.8250003.30003.300
RPTB 0 02/12/20PIBL1219B063-1450.402020-02-123.300015:49:02261.5450003.30053.300
RPTB 0 02/19/20PIBL1219B072-1520.422020-02-193.400015:23:2010.4000003.40003.465
RPTB 0 03/04/20PIBL0619I040-1660.452020-03-043.335015:02:38102.2200003.34903.378
RPTB 0 03/11/20PIBL1219C106-1730.472020-03-113.350011:56:551.5000003.35003.497
RPTB 0 03/18/20PIBL1219C115-1800.492020-03-183.350015:13:1629.1290003.33433.364
RPTB 0 03/25/20PIBL1219C124-1870.512020-03-25-2019-09-032.030000-3.441
RPTB 0 04/01/20PIBL1219D132-1940.532020-04-01-2019-09-192.028000-3.500
RPTB 0 04/08/20PIBL1219D141-2010.552020-04-08-2019-09-1925.230000-3.600
RPTB 0 04/29/20PIBL1219D178-2220.612020-04-29-2019-09-184.200000-3.539
RPTB 0 05/06/20PIBL1219E186-2290.632020-05-063.750014:22:531.0000003.75003.750
RPTB 0 05/13/20PIBL1219E195-2360.652020-05-133.750015:38:1114.0000003.75003.717
RPTB 0 05/20/20PIBL1219E202-2430.672020-05-20-2019-09-090.500000-3.590
RPTB 0 05/27/20PIBL1219E211-2500.682020-05-27-2019-09-182.100000-3.553
RPTB 0 06/03/20PIBL1219F229-2570.702020-06-033.550011:56:1910.1900003.55003.627
RPTB 0 06/10/20PIBL1219F238-2640.722020-06-10-2019-09-171.600000-3.653
RPTB 0 06/17/20PIBL1219F247-2710.742020-06-17-2019-09-188.346000-3.626
RPTB 0 06/24/20PIBL1219F256-2780.762020-06-243.590014:31:222.0000003.59003.625
RPTB 0 07/08/20PIBL1219G264-2920.802020-07-083.625014:26:051.0000003.62503.666
RPTB 0 07/22/20PIBL1219G273-3060.842020-07-22-2019-09-191.000000-3.685
RPTB 0 08/05/20PIBL1219H281-3200.882020-08-053.600014:32:445.0000003.62003.705
RPTB 0 08/19/20PIBL1219H290-3340.912020-08-193.650011:34:595.6630003.65003.696
RPTB 0 09/02/20PIBL1219I306-3480.952020-09-023.650514:14:562.3400003.65053.666
RPTB 0 09/16/20PIBL1219I315-3620.992020-09-163.640015:29:42136.8450003.63543.686
BVAL Rates - Government Securities (Bonds)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPGB 3 7/8 11/22/19PIBD0719K5603.8750630.172019-11-223.660015:09:17244.8200003.65143.684
RPGB 3 3/8 01/12/20PIBD0320A2293.37501140.312020-01-123.725015:49:4844.0700003.72163.736
RPGB 7 3/4 02/18/20PIBD1020B5087.75001510.412020-02-183.725015:24:1849.0000003.72493.760
RPGB 4 1/4 04/11/20PIID0320D0874.25002040.562020-04-113.775015:59:41100.8900003.71593.798
RPGB 7 1/4 08/19/20PIID1020H0157.25003340.912020-08-19-2019-09-17200.000000-3.749
RPGB 3 3/8 08/20/20PIBD0520H7353.37503350.922020-08-204.000014:29:279.3000003.99443.905
RPGB 6 1/8 09/16/20PIBD1020I5106.12503620.992020-09-16-2019-09-182.000000-3.844
RPGB 5 7/8 12/16/20PIBD1020L5255.87504531.242020-12-163.900014:21:330.5500003.90003.891
RPGB 4 1/4 01/25/21PIBD0321A2364.25004931.352021-01-253.930011:49:0054.1500003.93063.956
RPGB 7 3/8 03/03/21PIID1021C0277.37505301.452021-03-03-2019-09-187.000000-3.996
RPGB 3 1/2 03/20/21PIBD0721C5743.50005471.502021-03-203.970011:20:25122.3200003.97063.995
RPGB 6 1/2 04/28/21PIBD1021D5316.50005861.602021-04-28-2019-09-1932.000000-3.971
RPGB 4 7/8 06/13/21PIID0321F0924.87506321.732021-06-134.000015:03:3217.5000004.03564.074
RPGB 5 3/4 10/20/21PIID1021J0395.75007612.082021-10-20-2019-09-191.600000-4.043
RPGB 5 3/4 11/24/21PIBD1021K5515.75007962.182021-11-24-2019-09-193.800000-4.072
RPGB 6 3/8 01/19/22PIBD1022G5456.37508522.332022-01-19-2019-09-185.000000-4.061
RPGB 4 01/26/22PIBD0522A7474.00008592.352022-01-264.075010:48:560.8220004.07504.084
RPGB 15 03/14/22PIBD2022C02115.00009062.482022-03-14-2019-08-220.000000-4.125
RPGB 4 3/4 07/04/22PIBD0322G2474.75001,0182.792022-07-04-2019-09-1947.000000-4.033
RPGB 4 7/8 08/02/22PIBD1022H5624.87501,0472.872022-08-02-2019-01-301.000000-4.188
RPGB 4 3/4 09/13/22PIBD1022I5704.75001,0892.982022-09-13-2019-09-133.000000-4.194
RPGB 12 3/4 10/17/22PIBD2022J03312.75001,1233.072022-10-17-2019-08-010.000000-4.222
RPGB 4 5/8 12/04/22PIID0522L1144.62501,1713.212022-12-044.180015:27:28122.4000004.18214.178
RPGB 4 12/06/22PIBD1022L5854.00001,1733.212022-12-06-2019-09-160.500000-4.235
RPGB 13 02/20/23PIBD2023B04813.00001,2493.422023-02-20-2019-07-040.400000-4.276
RPGB 5 1/2 03/08/23PIBD0523C7525.50001,2653.462023-03-084.275011:06:1450.0000004.27904.344
RPGB 3 1/2 04/21/23PIBD0723D5883.50001,3093.582023-04-214.400011:07:252.9500004.39324.398
RPGB 11 7/8 05/29/23PIBD2023E05411.87501,3473.692023-05-294.625015:58:36459.6960004.59294.592
RPGB 3 1/4 08/15/23PIID1023H0463.25001,4253.902023-08-154.600014:58:0412.3100004.51544.366
RPGB 11 3/8 10/23/23PIBD2023J06811.37501,4944.092023-10-23-2019-02-0610.000000-4.381
RPGB 6 1/4 03/12/24PIID0524C1296.25001,6354.482024-03-124.400015:58:531,527.6000004.39944.402
RPGB 4 1/2 04/20/24PIBD0724D5954.50001,6744.582024-04-20-2019-09-1954.000000-4.444
RPGB 12 3/8 06/03/24PIBD2024F07512.37501,7184.702024-06-034.750014:04:2990.0000004.75004.750
RPGB 12 7/8 08/05/24PIBD2024H08612.87501,7814.882024-08-05-2019-09-0230.000000-4.492
RPGB 4 1/8 08/20/24PIBD1024H5954.12501,7964.922024-08-20-2019-09-1962.500000-4.501
RPGB 13 3/4 11/11/24PIBD2024K09113.75001,8795.142024-11-11----4.525
RPGB 5 3/4 04/12/25PIBD0725D6185.75002,0315.562025-04-124.600015:53:06220.0000004.61564.617
RPGB 12 1/8 04/14/25PIBD2025D10312.12502,0335.572025-04-14-2019-06-2128.700000-4.571
RPGB 3 5/8 09/09/25PIBD1025I6083.62502,1815.972025-09-094.600011:56:184.0000004.60004.555
RPGB 12 1/8 10/20/25PIBD2025J11612.12502,2226.082025-10-20-2019-09-180.200000-4.623
RPGB 18 1/4 11/29/25PIBD2525K01518.25002,2626.192025-11-29-2019-09-180.200000-4.631
RPGB 10 1/4 01/19/26PIBD2026A12210.25002,3136.332026-01-194.825015:58:33400.0000004.88444.899
RPGB 6 1/4 02/14/26PIBD0726B6276.25002,3396.402026-02-14--590.000000-4.625
RPGB 3 1/2 09/20/26PIID1026I0573.50002,5577.002026-09-204.850014:03:4812.0000004.76674.674
RPGB 6 1/4 10/20/26PIID1526J0196.25002,5877.082026-10-20-2019-09-1825.000000-4.692
RPGB 8 12/07/26PIBD2026L1398.00002,6357.212026-12-07-2019-08-062.700000-4.698
RPGB 5 3/8 03/01/27PIID1527C0235.37502,7197.442027-03-01-2019-09-1848.000000-4.583
RPGB 4 3/4 05/04/27PIBD1027E6174.75002,7837.622027-05-04-2019-09-1810.000000-4.668
RPGB 8 5/8 09/06/27PIBD2027I1408.62502,9087.962027-09-065.100014:02:06230.0000005.10004.735
RPGB 6 1/4 03/22/28PIBD1028C6356.25003,1068.502028-03-22-2019-09-1810.000000-4.698
RPGB 9 1/2 12/04/28PIBD2028L1519.50003,3639.212028-12-04-2019-08-28160.000000-4.802
RPGB 6 7/8 01/10/29PIBD1029A6446.87503,4009.312029-01-104.790015:58:281,452.7750004.77294.775
RPGB 8 3/4 05/27/30PIBD2030E1668.75003,90210.682030-05-27-2019-09-1813.400000-4.832
RPGB 12 1/2 07/28/30PIBD2530G02912.50003,96410.852030-07-28-2019-06-131.600000-4.887
RPGB 11 1/4 01/26/31PIBD2531A03211.25004,14611.352031-01-26-2019-07-121.000000-4.917
RPGB 8 07/19/31PIBD2031G1718.00004,32011.832031-07-195.000015:57:454,989.4000005.00274.999
RPGB 9 3/8 10/05/31PIBD2531J0429.37504,39812.042031-10-05-2019-09-092.100000-4.958
RPGB 5 7/8 02/02/32PIBD2032B1835.87504,51812.372032-02-02-2019-09-134.300000-4.976
RPGB 5 7/8 03/01/32PIID2032C0145.87504,54612.452032-03-015.000011:24:2037.7000005.00004.924
RPGB 5 3/4 09/27/32PIBD2032I1955.75004,75613.022032-09-275.000011:23:3932.8000005.00005.010
RPGB 8 1/2 11/29/32PIBD2532K0578.50004,81913.192032-11-29-2019-09-0916.000000-5.019
RPGB 3 5/8 03/21/33PIBD2033C2063.62504,93113.502033-03-21-2019-09-182.000000-4.933
RPGB 9 1/4 11/05/34PIBD2534K0629.25005,52515.132034-11-05-2019-09-180.200000-5.096
RPGB 8 09/30/35PIBD2535I0718.00005,85416.032035-09-30-2019-07-252.000000-5.126
RPGB 8 1/8 12/16/35PIBD2535L0868.12505,93116.242035-12-165.500014:21:393.1300005.42785.311
RPGB 7 5/8 09/29/36PIBD2536I0977.62506,21917.032036-09-295.500011:08:02550.0000005.50005.157
RPGB 5 1/4 05/18/37PIBD2037E2145.25006,45017.662037-05-18-2019-09-180.500000-5.183
RPGB 5 3/4 08/16/37PIBD2537H1035.75006,54017.912037-08-16-2019-09-181.250000-5.166
RPGB 6 1/8 10/24/37PIID2537J0156.12506,60918.092037-10-245.230015:53:5916.1220005.28335.175
RPGB 6 1/2 02/22/38PIBD2038B2246.50006,73018.432038-02-22-2019-09-032.000000-5.117
RPGB 6 3/4 01/24/39PIBD2039A2326.75007,06619.352039-01-244.770015:15:56700.0000005.10295.200
RPGB 4 5/8 09/09/40PIBD2540I1164.62507,66020.972040-09-09-2019-09-1932.964000-5.419
DISCLAIMER : Please read the following important notice regarding the PHP BVAL Reference Rates.
The Philippine Dealing & Exchange Corporation (“PDEx”) is the Fixed Income Market Operator with an SRO, Exchange, and OTC License. The Bankers Association of the Philippines (“BAP”) is the benchmark administrator and owner of the PHP BVAL Reference Rates to be used as the Philippine Peso Government Securities benchmark in the GS market. The PHP BVAL Reference Rates are solely calculated by Bloomberg Finance Singapore L.P. and/or its affiliates (“Bloomberg”), under an agreement with BAP. The PHP BVAL Reference Rates summary provided on this website is solely for internal business or personal use unless otherwise authorized by BAP.

By accessing this website and/or using or downloading the PHP BVAL Reference Rates, you indicate your agreement not to use the PHP BVAL Reference Rates other than as authorized in the previous paragraph. The PHP BVAL Reference Rates shall not be distributed, licensed, modified, published, re-posted, reproduced, reused, sold, transmitted, used to create a derivative work or otherwise used for public or commercial purposes without the prior written permission of Bloomberg.

The values of the PHP BVAL Reference Rates are derived from sources deemed reliable, but Bloomberg, the BAP, PDEx, and their respective members and/or affiliates, and suppliers do not guarantee the correctness or completeness of the PHP BVAL Reference Rates, its values or other information furnished in connection with the PHP BVAL Reference Rates. Bloomberg, the BAP, PDEx, and their respective members or affiliates make no warranty, express or implied, as to results to be obtained by any person or entity from the use of the PHP BVAL Reference Rates, Bloomberg’s services or any data or values included therein or in connection therewith. BLOOMBERG, THE BAP, PDEX, AND THEIR RESPECTIVE MEMBERS AND/OR AFFILIATES MAKE NO EXPRESS OR IMPLIED WARRANTIES, AND EXPRESSLY DISCLAIM ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE WITH RESPECT TO THE PHP BVAL REFERENCE RATES AND ANY DATA OR VALUES INCLUDED THEREIN OR IN CONNECTION THEREWITH.

Bloomberg, the BAP, PDEx, and their respective members and/or affiliates, and their respective partners, employees, subcontractors, agents, suppliers, and vendors shall have no liability or responsibility, contingent or otherwise, for any injury or damages, whether caused by the negligence of Bloomberg, the BAP, PDEx or their respective members and/or affiliates, or their respective partners, employees, subcontractors, agents, suppliers, or vendors or otherwise, arising in connection with the PHP BVAL Reference Rates or any data or values included therein or in connection therewith and shall not be liable for any lost profits, losses, punitive, incidental, or consequential damages. Bloomberg, the BAP, PDEx and their respective members and/or affiliates, and their respective partners, employees, subcontractors, agents, suppliers, and vendors shall not be responsible for, or have any liability for, any injuries or damages caused by errors, inaccuracies, omissions, or any other failure in, or delays or interruptions of, the PHP BVAL Reference Rates or any data or values included therein or in connection therewith, from whatever cause. Bloomberg, the BAP, PDEx, and their respective members and/or affiliates, and their respective partners, employees, subcontractors, agents, suppliers, and vendors are not responsible for the selection of or use of the PHP BVAL Reference Rates or any data or values included therein or in connection therewith, the accuracy and adequacy of the PHP BVAL Reference Rates or any data or values included therein or in connection therewith or information used by you and the resultant output thereof.