BVAL MethodologyBVAL GSAC

As of Apr. 07, 2020 03:00 PM

BVAL Rates - Government Securities (Bills)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPTB 0 04/08/20PIBL1219D141-10.002020-04-08-2020-04-021.569500-.000
RPTB 0 04/15/20PIBL0320A016-80.022020-04-15-2020-03-257.500000-3.178
RPTB 0 04/22/20PIBL0619J058-150.042020-04-22-2020-04-0615.540000-3.400
RPTB 0 04/29/20PIBL1219D178-220.062020-04-293.050009:13:445.0000003.05002.954
RPTB 0 05/06/20PIBL1219E186-290.082020-05-063.050009:14:1020.0000003.05003.163
RPTB 0 05/13/20PIBL1219E195-360.102020-05-133.050011:55:3221.4110003.13973.134
RPTB 0 05/20/20PIBL1219E202-430.122020-05-203.200013:12:0624.3900003.20003.123
RPTB 0 05/27/20PIBL1219E211-500.142020-05-273.225011:37:161,203.8680003.21203.210
RPTB 0 06/03/20PIBL1219F229-570.162020-06-033.150013:47:53159.6530003.19723.192
RPTB 0 06/10/20PIBL1219F238-640.182020-06-103.235011:32:09829.8850003.22513.130
RPTB 0 06/17/20PIBL1219F247-710.192020-06-173.100011:25:0434.3550003.10003.199
RPTB 0 06/24/20PIBL1219F256-780.212020-06-243.100013:04:1117.1000003.12343.266
RPTB 0 07/08/20PIBL1219G264-920.252020-07-083.405013:35:091,527.1456003.40743.409
RPTB 0 07/15/20PIBL0620A019-990.272020-07-153.200013:20:530.4020003.20003.523
RPTB 0 07/22/20PIBL1219G273-1060.292020-07-223.250013:22:283.1630003.25003.329
RPTB 0 07/29/20PIBL0620A028-1130.312020-07-293.300013:26:153.0230003.26673.350
RPTB 0 08/05/20PIBL1219H281-1200.332020-08-053.225010:58:420.5000003.22503.349
RPTB 0 08/12/20PIBL0620B036-1270.352020-08-123.300013:07:594.3010003.31193.345
RPTB 0 08/19/20PIBL1219H290-1340.372020-08-19-2020-03-3048.000000-3.399
RPTB 0 08/26/20PIBL0620B045-1410.392020-08-263.410013:19:22444.0000003.40413.426
RPTB 0 09/02/20PIBL1219I306-1480.412020-09-023.420013:19:16158.7070003.42303.411
RPTB 0 09/09/20PIBL0620C053-1550.422020-09-093.450013:23:36598.7099003.42493.429
RPTB 0 09/16/20PIBL1219I315-1620.442020-09-163.460013:02:36603.0000003.45983.423
RPTB 0 10/07/20PIBL1219J323-1830.502020-10-073.500013:43:41752.2060003.48163.467
RPTB 0 10/21/20PIBL1219J332-1970.542020-10-213.450010:57:462.2360003.45003.501
RPTB 0 11/04/20PIBL1219K358-2110.582020-11-043.500009:30:190.3770003.50003.545
RPTB 0 11/18/20PIBL1219K367-2250.622020-11-183.575011:23:090.8000003.57503.590
RPTB 0 12/02/20PIBL1219L375-2390.652020-12-023.500009:58:531.0000003.50003.635
RPTB 0 01/06/21PIBL1220A017-2740.752021-01-063.575013:39:5157.4580003.57503.568
RPTB 0 01/13/21PIBL1220A026-2810.772021-01-13-2020-03-312.380000-3.844
RPTB 0 01/20/21PIBL1220A035-2880.792021-01-203.575011:21:323.6800003.57504.152
RPTB 0 01/27/21PIBL1220A044-2950.812021-01-27-2020-04-02134.433000-3.736
RPTB 0 02/03/21PIBL1220B052-3020.832021-02-033.560013:46:3613.0140003.55403.671
RPTB 0 02/10/21PIBL1220B061-3090.852021-02-103.550010:58:310.3000003.55003.706
RPTB 0 02/17/21PIBL1220B070-3160.872021-02-173.570013:50:3750.6170003.99484.000
RPTB 0 02/24/21PIBL1220B089-3230.882021-02-24-2020-04-03108.270000-3.662
RPTB 0 03/03/21PIBL1220C097-3300.902021-03-033.660013:08:282.5000003.66003.610
RPTB 0 03/10/21PIBL1220C104-3370.922021-03-103.650013:06:593.0700003.65003.557
RPTB 0 03/17/21PIBL1220C113-3440.942021-03-173.675013:09:406.0000003.67503.722
RPTB 0 04/07/21PIBL1220D149-3651.002021-04-073.725013:45:23330.2930003.73283.742
BVAL Rates - Government Securities (Bonds)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPGB 4 1/4 04/11/20PIID0320D0874.250040.012020-04-113.750011:57:24160.0000003.7500.000
RPGB 7 1/4 08/19/20PIID1020H0157.25001340.372020-08-19-2020-04-037.800000-3.914
RPGB 3 3/8 08/20/20PIBD0520H7353.37501350.372020-08-203.750010:03:06100.0000003.75003.893
RPGB 6 1/8 09/16/20PIBD1020I5106.12501620.442020-09-16-2020-03-1612.258500-3.951
RPGB 5 7/8 12/16/20PIBD1020L5255.87502530.692020-12-16-2020-04-013.509968-3.949
RPGB 4 1/4 01/25/21PIBD0321A2364.25002930.802021-01-25-2020-04-03500.000000-4.054
RPGB 7 3/8 03/03/21PIID1021C0277.37503300.902021-03-033.900011:17:3110.0000003.90003.972
RPGB 3 1/2 03/20/21PIBD0721C5743.50003470.952021-03-203.900013:06:43100.0000003.90003.964
RPGB 6 1/2 04/28/21PIBD1021D5316.50003861.062021-04-28-2020-04-037.000000-3.940
RPGB 4 7/8 06/13/21PIID0321F0924.87504321.182021-06-133.950010:15:3650.0000003.95003.961
RPGB 5 3/4 10/20/21PIID1021J0395.75005611.542021-10-20-2020-03-3050.000000-4.088
RPGB 5 3/4 11/24/21PIBD1021K5515.75005961.632021-11-24-2020-03-30141.000000-4.137
RPGB 6 3/8 01/19/22PIBD1022G5456.37506521.792022-01-19-2020-03-27500.000000-4.121
RPGB 4 01/26/22PIBD0522A7474.00006591.802022-01-26-2020-04-06397.630000-4.264
RPGB 15 03/14/22PIBD2022C02115.00007061.932022-03-14-2020-03-122.000000-4.045
RPGB 4 3/4 07/04/22PIBD0322G2474.75008182.242022-07-043.950013:43:481,040.0000004.00123.983
RPGB 4 7/8 08/02/22PIBD1022H5624.87508472.322022-08-02-2020-03-186.320000-4.071
RPGB 4 3/4 09/13/22PIBD1022I5704.75008892.432022-09-13-2020-03-168.000000-4.082
RPGB 12 3/4 10/17/22PIBD2022J03312.75009232.532022-10-17-2019-08-010.000000-4.086
RPGB 4 5/8 12/04/22PIID0522L1144.62509712.662022-12-043.950013:50:51985.0000003.99493.982
RPGB 4 12/06/22PIBD1022L5854.00009732.662022-12-064.100011:06:44117.0000004.11454.100
RPGB 4 3/8 02/11/23PIID0323B1014.37501,0402.852023-02-113.877513:58:412,481.9180003.99253.939
RPGB 13 02/20/23PIBD2023B04813.00001,0492.872023-02-20-2020-03-125.000000-4.110
RPGB 5 1/2 03/08/23PIBD0523C7525.50001,0652.922023-03-084.049510:45:10100.0000004.04984.049
RPGB 3 1/2 04/21/23PIBD0723D5883.50001,1093.042023-04-214.150011:32:55757.0000004.15124.151
RPGB 11 7/8 05/29/23PIBD2023E05411.87501,1473.142023-05-29-2019-10-2913.000000-4.130
RPGB 3 1/4 08/15/23PIID1023H0463.25001,2253.352023-08-154.275010:03:060.3000004.27504.132
RPGB 11 3/8 10/23/23PIBD2023J06811.37501,2943.542023-10-23-2019-02-0610.000000-4.161
RPGB 6 1/4 03/12/24PIID0524C1296.25001,4353.932024-03-124.000013:46:21150.0000004.08334.054
RPGB 4 1/2 04/20/24PIBD0724D5954.50001,4744.042024-04-20-2020-03-165.000000-4.204
RPGB 12 3/8 06/03/24PIBD2024F07512.37501,5184.162024-06-03-2020-02-260.600000-4.210
RPGB 12 7/8 08/05/24PIBD2024H08612.87501,5814.332024-08-05-2019-10-1030.000000-4.225
RPGB 4 1/8 08/20/24PIBD1024H5954.12501,5964.372024-08-20-2020-04-031.000000-4.639
RPGB 4 1/4 10/17/24PIBD0524J7624.25001,6544.532024-10-173.950013:52:33274.9990004.11364.092
RPGB 13 3/4 11/11/24PIBD2024K09113.75001,6794.602024-11-11----4.249
RPGB 5 3/4 04/12/25PIBD0725D6185.75001,8315.012025-04-12--15.000000-4.371
RPGB 12 1/8 04/14/25PIBD2025D10312.12501,8335.022025-04-14-2019-06-2128.700000-4.286
RPGB 3 5/8 09/09/25PIBD1025I6083.62501,9815.422025-09-094.300013:34:33100.0000004.30004.300
RPGB 12 1/8 10/20/25PIBD2025J11612.12502,0225.542025-10-20-2019-10-177.760000-4.338
RPGB 18 1/4 11/29/25PIBD2525K01518.25002,0625.652025-11-29-2020-02-110.000000-4.349
RPGB 10 1/4 01/19/26PIBD2026A12210.25002,1135.792026-01-19-2020-01-0340.000000-4.363
RPGB 6 1/4 02/14/26PIBD0726B6276.25002,1395.862026-02-144.155013:59:32316.6900004.20374.175
RPGB 3 1/2 09/20/26PIID1026I0573.50002,3576.452026-09-20-2020-04-061.000000-4.842
RPGB 6 1/4 10/20/26PIID1526J0196.25002,3876.542026-10-204.550010:47:471.0000004.55004.444
RPGB 8 12/07/26PIBD2026L1398.00002,4356.672026-12-07-2020-04-031,000.000000-4.778
RPGB 5 3/8 03/01/27PIID1527C0235.37502,5196.902027-03-014.500010:55:28125.0000004.50004.500
RPGB 4 3/4 05/04/27PIBD1027E6174.75002,5837.072027-05-04-2020-04-0112.200000-4.502
RPGB 8 5/8 09/06/27PIBD2027I1408.62502,7087.412027-09-06-2020-03-0961.710000-4.539
RPGB 6 1/4 03/22/28PIBD1028C6356.25002,9067.962028-03-224.500011:57:5564.7000004.49814.529
RPGB 9 1/2 12/04/28PIBD2028L1519.50003,1638.662028-12-04-2020-04-02280.000000-4.919
RPGB 6 7/8 01/10/29PIBD1029A6446.87503,2008.762029-01-104.350013:49:13402.8000004.44064.383
RPGB 8 3/4 05/27/30PIBD2030E1668.75003,70210.142030-05-27-2020-04-02280.000000-4.827
RPGB 12 1/2 07/28/30PIBD2530G02912.50003,76410.312030-07-28-2019-10-070.100000-4.680
RPGB 11 1/4 01/26/31PIBD2531A03211.25003,94610.802031-01-26-2020-02-070.496000-4.692
RPGB 8 07/19/31PIBD2031G1718.00004,12011.282031-07-194.500013:56:361,159.0994484.62434.525
RPGB 9 3/8 10/05/31PIBD2531J0429.37504,19811.492031-10-05-2019-09-092.100000-4.710
RPGB 5 7/8 02/02/32PIBD2032B1835.87504,31811.822032-02-02-2020-03-311.000000-4.720
RPGB 5 7/8 03/01/32PIID2032C0145.87504,34611.902032-03-01-2020-04-063.000000-4.734
RPGB 5 3/4 09/27/32PIBD2032I1955.75004,55612.472032-09-27-2020-03-201.000000-4.751
RPGB 8 1/2 11/29/32PIBD2532K0578.50004,61912.652032-11-29-2020-01-3010.000000-4.760
RPGB 3 5/8 03/21/33PIBD2033C2063.62504,73112.952033-03-21-2020-04-0252.500000-4.778
RPGB 9 1/4 11/05/34PIBD2534K0629.25005,32514.582034-11-05-2020-02-043.300000-4.911
RPGB 8 09/30/35PIBD2535I0718.00005,65415.482035-09-30-2020-03-1034.500000-4.995
RPGB 8 1/8 12/16/35PIBD2535L0868.12505,73115.692035-12-16-2020-04-01100.000000-5.316
RPGB 7 5/8 09/29/36PIBD2536I0977.62506,01916.482036-09-29-2020-03-105.850000-5.080
RPGB 5 1/4 05/18/37PIBD2037E2145.25006,25017.112037-05-185.050010:48:030.5000005.05005.118
RPGB 5 3/4 08/16/37PIBD2537H1035.75006,34017.362037-08-16-2020-03-2610.000000-5.115
RPGB 6 1/8 10/24/37PIID2537J0156.12506,40917.552037-10-245.050011:07:141.0000005.05005.200
RPGB 6 1/2 02/22/38PIBD2038B2246.50006,53017.882038-02-22-2020-03-131.018000-5.109
RPGB 6 3/4 01/24/39PIBD2039A2326.75006,86618.802039-01-24-2020-04-06135.240000-4.999
RPGB 4 5/8 09/09/40PIBD2540I1164.62507,46020.422040-09-095.080013:04:17347.0000005.14375.159
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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