PHP BVAL Rates Government Securities | PDS Group

BVAL MethodologyBVAL GSAC

As of Jan. 23, 2019 11:15 PM

BVAL Rates - Government Securities (Bills)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPTB 0 01/30/19PIBL1218A020-70.022019-01-304.800014:41:474.0000005.13754.600
RPTB 0 02/06/19PIBL0618H132-140.042019-02-065.050010:16:300.1570005.05005.289
RPTB 0 02/13/19PIBL1218B038-210.062019-02-135.000014:21:1927.0480004.74555.286
RPTB 0 02/20/19PIBL0618H141-280.082019-02-204.800014:53:1115.5100004.84045.313
RPTB 0 02/27/19PIBL0618H150-350.102019-02-274.900010:19:440.8020004.90005.506
RPTB 0 03/06/19PIBL0618I168-420.112019-03-06-2019-01-165.112000-5.606
RPTB 0 03/13/19PIBL1218C056-490.132019-03-13-2019-01-225.000000-5.508
RPTB 0 03/20/19PIBL0618I177-560.152019-03-20-2019-01-163.970000-5.466
RPTB 0 03/27/19PIBL1218C064-630.172019-03-27-2019-01-2120.000000-5.516
RPTB 0 04/03/19PIBL0618J185-700.192019-04-035.100011:45:312.0000005.10005.215
RPTB 0 04/10/19PIBL0618J194-770.212019-04-10-2019-01-223.000000-5.364
RPTB 0 04/17/19PIBL1218D090-840.232019-04-175.140015:30:01760.8550005.21815.246
RPTB 0 04/24/19PIBL1218D107-910.252019-04-245.300015:58:01475.3460005.27265.282
RPTB 0 04/30/19PIBL0618J201-970.272019-04-305.315015:41:00113.5320005.31605.303
RPTB 0 05/08/19PIBL0618K218-1050.292019-05-08-2019-01-2110.439000-6.269
RPTB 0 05/15/19PIBL1218E132-1120.312019-05-15-2019-01-2226.000000-6.194
RPTB 0 05/22/19PIBL1218E142-1190.332019-05-225.700015:35:2950.0000005.70005.700
RPTB 0 05/29/19PIBL1218E151-1260.342019-05-295.675015:51:06109.9460005.67315.767
RPTB 0 06/05/19PIBL1218F169-1330.362019-06-05-2019-01-220.415000-6.201
RPTB 0 06/11/19PIBL1218F178-1390.382019-06-115.700014:48:4611.8250005.73815.860
RPTB 0 06/19/19PIBL1218F188-1470.402019-06-195.700014:12:240.5090005.70006.195
RPTB 0 06/26/19PIBL1218F196-1540.422019-06-265.800011:50:031.0000005.80006.243
RPTB 0 07/03/19PIBL1218G202-1610.442019-07-03-2019-01-175.000000-6.432
RPTB 0 07/10/19PIBL1218G211-1680.462019-07-105.850015:52:281.4000005.67145.912
RPTB 0 07/17/19PIBL1218G220-1750.482019-07-175.700015:57:5847.9450005.79825.833
RPTB 0 07/24/19PIBL1218G239-1820.502019-07-245.775015:57:03990.6734005.83335.842
RPTB 0 07/31/19PIBL1218H249-1890.522019-07-315.750014:44:275.7600005.75006.015
RPTB 0 08/07/19PIBL1218H256-1960.542019-08-075.900014:49:4811.7015005.89066.201
RPTB 0 08/14/19PIBL1218H265-2030.562019-08-145.775011:23:201.0200005.77506.119
RPTB 0 08/20/19PIBL1218H274-2090.572019-08-205.920015:32:547.5930005.90286.305
RPTB 0 08/28/19PIBL1218H283-2170.592019-08-285.775014:26:378.4000005.77506.145
RPTB 0 09/04/19PIBL1218I291-2240.612019-09-045.825009:38:1820.5600005.82506.001
RPTB 0 09/11/19PIBL1218I308-2310.632019-09-115.850015:34:037.9060005.90745.950
RPTB 0 09/18/19PIBL1218I317-2380.652019-09-18-2019-01-221.550000-6.436
RPTB 0 10/02/19PIBL1218J334-2520.692019-10-025.975011:57:092.6000005.97506.018
RPTB 0 10/09/19PIBL1218J343-2590.712019-10-09-2019-01-224.000000-6.109
RPTB 0 10/16/19PIBL1218J352-2660.732019-10-16-2019-01-221.500000-6.666
RPTB 0 10/23/19PIBL1218J361-2730.752019-10-235.800015:47:3060.1900005.80005.883
RPTB 0 10/30/19PIBL1218J370-2800.772019-10-30--500.000000-5.950
RPTB 0 11/06/19PIBL1218K387-2870.792019-11-065.900015:37:13667.6500005.97305.973
RPTB 0 11/13/19PIBL1218K396-2940.802019-11-135.900014:27:1175.1250005.95006.032
RPTB 0 11/20/19PIBL1218K403-3010.822019-11-205.900015:21:0010.0500005.90005.968
RPTB 0 11/27/19PIBL1218K412-3080.842019-11-27-2019-01-16280.000000-6.152
RPTB 0 12/04/19PIBL1218L420-3150.862019-12-045.910015:10:4318.5200005.91005.925
RPTB 0 12/11/19PIBL1218L439-3220.882019-12-115.975015:15:474.7210005.91006.223
RPTB 0 01/08/20PIBL1219A019-3500.962020-01-086.050015:07:155.2400006.05006.189
RPTB 0 01/15/20PIBL1219A028-3570.982020-01-155.880015:15:351.0220005.88006.167
RPTB 0 01/22/20PIBL1219A037-3641.002020-01-225.930015:51:49281.6180005.93946.163
BVAL Rates - Government Securities (Bonds)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPGB 7 7/8 02/19/19PIBD1019B4857.8750270.072019-02-195.530015:49:54122.1700005.49395.502
RPGB 5 04/26/19PIBD0719D5315.0000930.252019-04-265.830011:38:313.3700005.83006.953
RPGB 4 3/4 07/19/19PIBD0719G5474.75001770.482019-07-195.850011:58:0425.6300005.94685.914
RPGB 4 3/4 08/30/19PIBD0719H5554.75002190.602019-08-30-2018-12-070.000000-6.126
RPGB 3 7/8 11/22/19PIBD0719K5603.87503030.832019-11-225.990015:49:23851.2280005.99856.027
RPGB 3 3/8 01/12/20PIBD0320A2293.37503540.972020-01-126.000011:09:2069.4650006.00706.044
RPGB 7 3/4 02/18/20PIBD1020B5087.75003911.072020-02-18-2019-01-174.500000-6.214
RPGB 4 1/4 04/11/20PIID0320D0874.25004441.222020-04-116.100015:39:1082.8150006.10206.087
RPGB 7 1/4 08/19/20PIID1020H0157.25005741.572020-08-19-2019-01-143.000000-6.194
RPGB 3 3/8 08/20/20PIBD0520H7353.37505751.572020-08-206.155015:35:5546.3500006.16796.181
RPGB 6 1/8 09/16/20PIBD1020I5106.12506021.652020-09-16----6.285
RPGB 5 7/8 12/16/20PIBD1020L5255.87506931.902020-12-166.080014:45:350.5000006.08006.449
RPGB 4 1/4 01/25/21PIBD0321A2364.25007332.012021-01-256.190010:32:3350.0000006.19006.210
RPGB 7 3/8 03/03/21PIID1021C0277.37507702.112021-03-036.150011:50:5436.0000006.14816.076
RPGB 3 1/2 03/20/21PIBD0721C5743.50007872.152021-03-206.190014:53:184.3802506.09256.195
RPGB 6 1/2 04/28/21PIBD1021D5316.50008262.262021-04-28-2019-01-2229.635000-6.723
RPGB 4 7/8 06/13/21PIID0321F0924.87508722.392021-06-136.100014:46:573.2400006.09916.133
RPGB 5 3/4 10/20/21PIID1021J0395.75001,0012.742021-10-20-2019-01-220.500000-6.167
RPGB 5 3/4 11/24/21PIBD1021K5515.75001,0362.842021-11-246.150014:06:252.0000006.15006.333
RPGB 6 3/8 01/19/22PIBD1022G5456.37501,0922.992022-01-196.180011:58:41113.6000006.17986.623
RPGB 4 01/26/22PIBD0522A7474.00001,0993.012022-01-266.165014:50:3056.0000006.17846.242
RPGB 15 03/14/22PIBD2022C02115.00001,1463.142022-03-14-2018-12-10160.000000-5.747
RPGB 4 7/8 08/02/22PIBD1022H5624.87501,2873.522022-08-026.275011:59:461.3800006.27506.540
RPGB 4 3/4 09/13/22PIBD1022I5704.75001,3293.642022-09-13-2019-01-220.010000-6.452
RPGB 12 3/4 10/17/22PIBD2022J03312.75001,3633.732022-10-17----6.359
RPGB 4 5/8 12/04/22PIID0522L1144.62501,4113.862022-12-046.210015:59:25246.0000006.18946.182
RPGB 4 12/06/22PIBD1022L5854.00001,4133.872022-12-066.250014:22:071.0600006.25006.346
RPGB 13 02/20/23PIBD2023B04813.00001,4894.082023-02-20-2019-01-15100.000000-6.373
RPGB 5 1/2 03/08/23PIBD0523C7525.50001,5054.122023-03-086.223015:55:171,390.2100006.21246.223
RPGB 3 1/2 04/21/23PIBD0723D5883.50001,5494.242023-04-216.250015:50:09107.3000006.25006.250
RPGB 11 7/8 05/29/23PIBD2023E05411.87501,5874.342023-05-29-2018-11-16444.000000-6.370
RPGB 3 1/4 08/15/23PIID1023H0463.25001,6654.562023-08-156.350015:49:0459.6810006.34966.350
RPGB 11 3/8 10/23/23PIBD2023J06811.37501,7344.752023-10-23-2018-12-1130.000000-6.387
RPGB 4 1/2 04/20/24PIBD0724D5954.50001,9145.242024-04-206.319515:19:472.9000006.31956.365
RPGB 12 3/8 06/03/24PIBD2024F07512.37501,9585.362024-06-03----6.309
RPGB 12 7/8 08/05/24PIBD2024H08612.87502,0215.532024-08-05----6.412
RPGB 4 1/8 08/20/24PIBD1024H5954.12502,0365.572024-08-206.300011:54:540.2350006.30006.538
RPGB 13 3/4 11/11/24PIBD2024K09113.75002,1195.802024-11-11----6.411
RPGB 5 3/4 04/12/25PIBD0725D6185.75002,2716.222025-04-126.290015:56:25404.0000006.29156.293
RPGB 12 1/8 04/14/25PIBD2025D10312.12502,2736.222025-04-14----6.385
RPGB 3 5/8 09/09/25PIBD1025I6083.62502,4216.632025-09-096.350011:32:370.3000006.35006.307
RPGB 12 1/8 10/20/25PIBD2025J11612.12502,4626.742025-10-20----6.400
RPGB 18 1/4 11/29/25PIBD2525K01518.25002,5026.852025-11-29-2019-01-169.340000-6.409
RPGB 10 1/4 01/19/26PIBD2026A12210.25002,5536.992026-01-19----6.415
RPGB 3 1/2 09/20/26PIID1026I0573.50002,7977.662026-09-20-2019-01-2231.713000-6.415
RPGB 6 1/4 10/20/26PIID1526J0196.25002,8277.742026-10-20-2019-01-221.300000-6.450
RPGB 8 12/07/26PIBD2026L1398.00002,8757.872026-12-07-2019-01-021.000000-6.416
RPGB 5 3/8 03/01/27PIID1527C0235.37502,9598.102027-03-01-2019-01-210.600000-6.446
RPGB 4 3/4 05/04/27PIBD1027E6174.75003,0238.282027-05-04-2019-01-2240.000000-6.442
RPGB 8 5/8 09/06/27PIBD2027I1408.62503,1488.622027-09-06-2018-12-2050.000000-6.624
RPGB 6 1/4 03/22/28PIBD1028C6356.25003,3469.162028-03-226.410015:57:422,280.0000006.39466.406
RPGB 9 1/2 12/04/28PIBD2028L1519.50003,6039.862028-12-04----6.496
RPGB 6 7/8 01/10/29PIBD1029A6446.87503,6409.972029-01-106.430015:59:191,526.7120006.40546.425
RPGB 8 3/4 05/27/30PIBD2030E1668.75004,14211.342030-05-27-2019-01-165.000000-6.516
RPGB 12 1/2 07/28/30PIBD2530G02912.50004,20411.512030-07-28----6.579
RPGB 11 1/4 01/26/31PIBD2531A03211.25004,38612.012031-01-26-2019-01-1515.000000-6.501
RPGB 8 07/19/31PIBD2031G1718.00004,56012.482031-07-196.477515:39:566.7000006.47446.462
RPGB 9 3/8 10/05/31PIBD2531J0429.37504,63812.702031-10-05-2018-11-160.000000-6.465
RPGB 5 7/8 02/02/32PIBD2032B1835.87504,75813.032032-02-02-2019-01-2121.000000-6.491
RPGB 5 7/8 03/01/32PIID2032C0145.87504,78613.102032-03-01-2019-01-225.601000-6.789
RPGB 5 3/4 09/27/32PIBD2032I1955.75004,99613.682032-09-27-2019-01-081.900000-6.532
RPGB 8 1/2 11/29/32PIBD2532K0578.50005,05913.852032-11-29-2019-01-2212.000000-6.535
RPGB 3 5/8 03/21/33PIBD2033C2063.62505,17114.162033-03-21-2019-01-2164.890714-6.601
RPGB 9 1/4 11/05/34PIBD2534K0629.25005,76515.782034-11-05-2019-01-1010.700000-6.592
RPGB 8 09/30/35PIBD2535I0718.00006,09416.682035-09-30-2018-12-1816.952000-6.619
RPGB 8 1/8 12/16/35PIBD2535L0868.12506,17116.902035-12-166.620011:48:371.0000006.62006.600
RPGB 7 5/8 09/29/36PIBD2536I0977.62506,45917.682036-09-29-2019-01-172.350000-6.668
RPGB 5 1/4 05/18/37PIBD2037E2145.25006,69018.322037-05-18-2018-12-2715.000000-6.702
RPGB 5 3/4 08/16/37PIBD2537H1035.75006,78018.562037-08-16-2019-01-221.000000-6.716
RPGB 6 1/8 10/24/37PIID2537J0156.12506,84918.752037-10-246.680015:21:070.5000006.68006.771
RPGB 6 1/2 02/22/38PIBD2038B2246.50006,97019.082038-02-22-2018-11-168.500000-6.744
RPGB 6 3/4 01/24/39PIBD2039A2326.75007,30620.002039-01-246.745015:59:232,879.8992406.72626.748
RPGB 4 5/8 09/09/40PIBD2540I1164.62507,90021.632040-09-096.785014:54:4525.0000006.78506.919
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.

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