BVAL MethodologyBVAL GSAC

As of Jul. 27, 2021 11:30 PM

BVAL Rates - Government Securities (Bills)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPTB 0 07/28/21PIBL1220G306-10.002021-07-28-2021-07-0921.500000-0.0000
RPTB 0 08/04/21PIBL1220H314-80.022021-08-04-2021-07-262.216000-1.0148
RPTB 0 08/11/21PIBL1220H323-150.042021-08-110.750010:38:0115.2000000.85031.0152
RPTB 0 08/18/21PIBL1220H332-220.062021-08-18-2021-07-2124.095000-0.9508
RPTB 0 08/25/21PIBL1220H341-290.082021-08-250.775011:45:398.3200000.77640.9080
RPTB 0 09/01/21PIBL1220I359-360.102021-09-011.000014:34:5920.0000001.00001.0288
RPTB 0 09/08/21PIBL1220I368-430.122021-09-08-2021-07-2660.000000-1.0342
RPTB 0 09/15/21PIBL0621C015-500.142021-09-151.000011:26:35208.6300001.04941.0482
RPTB 0 09/22/21PIBL1220I386-570.162021-09-221.025014:33:380.5000001.02501.0484
RPTB 0 09/29/21PIBL1220I395-640.182021-09-291.030015:15:101,221.8480001.07661.0640
RPTB 0 10/06/21PIBL1220J401-710.192021-10-061.050015:51:07323.0600001.06001.0600
RPTB 0 10/13/21PIBL1220J410-780.212021-10-131.065015:14:32417.5060001.06331.0773
RPTB 0 10/20/21PIBL1220J429-850.232021-10-201.060014:45:441,317.4010001.07111.0682
RPTB 0 10/27/21PIBL1220J438-920.252021-10-271.055015:40:113,722.2230001.05121.0600
RPTB 0 11/03/21PIBL1220K445-990.272021-11-031.100014:13:1125.5000001.11471.2033
RPTB 0 11/10/21PIBL1220K454-1060.292021-11-101.150014:39:3126.5260001.14621.2780
RPTB 0 11/17/21PIBL1220K463-1130.312021-11-171.200010:23:233.6000001.20001.2936
RPTB 0 11/24/21PIBL1220K472-1200.332021-11-241.200011:07:3412.1000001.20461.3439
RPTB 0 12/01/21PIBL1220L480-1270.352021-12-011.225015:41:1644.3870001.23071.2893
RPTB 0 12/07/21PIBL1220L499-1330.362021-12-071.275014:30:216.0320001.27501.3611
RPTB 0 12/15/21PIBL1220L505-1410.392021-12-15-2021-07-261.750000-1.3652
RPTB 0 12/22/21PIBL0621F021-1480.412021-12-221.325011:47:156.0230001.32501.3664
RPTB 0 12/29/21PIBL0621F030-1550.422021-12-291.325009:53:221.0050001.32501.3470
RPTB 0 01/05/22PIBL1221A015-1620.442022-01-051.365009:53:18200.0000001.36501.3648
RPTB 0 01/12/22PIBL1221A024-1690.462022-01-121.380015:38:44202.0920001.38601.3895
RPTB 0 01/19/22PIBL1221A033-1760.482022-01-191.400015:56:26469.0870001.39541.3966
RPTB 0 01/26/22PIBL1221A042-1830.502022-01-261.405015:42:02683.3500001.39741.3913
RPTB 0 02/02/22PIBL1221B050-1900.522022-02-021.425015:16:101.6000001.42501.4393
RPTB 0 02/09/22PIBL1221B069-1970.542022-02-091.450010:21:211.0000001.45001.5405
RPTB 0 02/16/22PIBL1221B078-2040.562022-02-161.460010:23:021.5000001.46001.4652
RPTB 0 02/23/22PIBL1221B087-2110.582022-02-23-2021-07-150.110000-1.4406
RPTB 0 03/02/22PIBL1221C095-2180.602022-03-02-2021-05-270.910000-1.4490
RPTB 0 03/09/22PIBL1221C102-2250.622022-03-09-2021-07-152.030000-1.4552
RPTB 0 03/16/22PIBL1221C111-2320.642022-03-16-2021-07-061.726000-1.4616
RPTB 0 03/23/22PIBL1221C120-2390.652022-03-23-2021-07-22160.000000-1.4596
RPTB 0 03/30/22PIBL1221C139-2460.672022-03-301.435014:58:180.5000001.43501.4592
RPTB 0 04/06/22PIBL1221D147-2530.692022-04-061.525011:45:250.2000001.52501.4650
RPTB 0 04/13/22PIBL1221D156-2600.712022-04-13-2021-07-26100.000000-1.4608
RPTB 0 04/20/22PIBL1221D165-2670.732022-04-20-2021-07-232.000000-1.4850
RPTB 0 04/27/22PIBL1221D174-2740.752022-04-27-2021-07-2358.900000-1.4750
RPTB 0 05/04/22PIBL1221E182-2810.772022-05-041.500010:55:164.2800001.49231.5094
RPTB 0 05/11/22PIBL1221E191-2880.792022-05-11-2021-07-22274.179000-1.5600
RPTB 0 05/18/22PIBL1221E208-2950.812022-05-18-2021-07-2386.000000-1.5269
RPTB 0 05/25/22PIBL1221E217-3020.832022-05-25-2021-07-2336.000000-1.5410
RPTB 0 06/01/22PIBL1221F225-3090.852022-06-011.525014:13:106.0000001.53251.5500
RPTB 0 06/08/22PIBL1221F234-3160.872022-06-081.560015:19:5143.7020001.55991.5600
RPTB 0 06/15/22PIBL1221F243-3230.882022-06-151.560014:06:22200.0000001.56001.5600
RPTB 0 06/22/22PIBL1221F252-3300.902022-06-221.570015:45:07100.0000001.57001.5670
RPTB 0 06/29/22PIBL1221F261-3370.922022-06-291.525015:06:440.8000001.52501.5806
RPTB 0 07/06/22PIBL1221G279-3440.942022-07-06-2021-07-2645.500000-1.5750
RPTB 0 07/13/22PIBL1221G288-3510.962022-07-131.590014:24:4055.0000001.59001.5931
RPTB 0 07/20/22PIBL1221G297-3580.982022-07-201.625015:58:0261.7430001.60621.6109
RPTB 0 07/27/22PIBL1221G304-3651.002022-07-271.622515:44:222,562.2840001.62601.6405
BVAL Rates - Government Securities (Bonds)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPGB 5 3/4 10/20/21PIID1021J0395.7500850.232021-10-20-2021-07-260.275000-1.1954
RPGB 5 3/4 11/24/21PIBD1021K5515.75001200.332021-11-24-2021-07-262.000000-1.2101
RPGB 6 3/8 01/19/22PIBD1022G5456.37501760.482022-01-19-2021-07-2625.500000-1.2068
RPGB 4 01/26/22PIBD0522A7474.00001830.502022-01-261.395015:13:4919.4000001.39501.1392
RPGB 15 03/14/22PIBD2022C02115.00002300.632022-03-14-2021-07-211.000000-1.3524
RPGB 4 3/4 07/04/22PIBD0322G2474.75003420.942022-07-041.510014:52:13122.0000001.51001.5011
RPGB 4 7/8 08/02/22PIBD1022H5624.87503711.022022-08-021.500015:22:160.0200001.50001.5674
RPGB 4 3/4 09/13/22PIBD1022I5704.75004131.132022-09-13-2021-05-202.200000-1.6186
RPGB 12 3/4 10/17/22PIBD2022J03312.75004471.222022-10-17-2019-08-010.000000-1.6600
RPGB 4 5/8 12/04/22PIID0522L1144.62504951.362022-12-041.675014:31:49156.8000001.72301.7178
RPGB 4 12/06/22PIBD1022L5854.00004971.362022-12-06-2021-07-262.500000-1.6821
RPGB 4 3/8 02/11/23PIID0323B1014.37505641.542023-02-111.780014:58:2363.0000001.77971.7901
RPGB 13 02/20/23PIBD2023B04813.00005731.572023-02-20-2021-06-0460.000000-1.8135
RPGB 5 1/2 03/08/23PIBD0523C7525.50005891.612023-03-081.750010:01:0757.0000001.75001.7335
RPGB 3 1/2 04/21/23PIBD0723D5883.50006331.732023-04-211.965011:40:2313.0000001.96501.8876
RPGB 11 7/8 05/29/23PIBD2023E05411.87506711.842023-05-29-2021-06-10135.000000-1.9332
RPGB 3 1/4 08/15/23PIID1023H0463.25007492.052023-08-152.150015:07:447.9150002.11212.0415
RPGB 2 3/8 09/10/23PIBD0323I2522.37507752.122023-09-102.010011:06:523.0000002.01002.0723
RPGB 11 3/8 10/23/23PIBD2023J06811.37508182.242023-10-23-2021-06-1490.000000-2.0739
RPGB 2 3/8 03/09/24PIID0324C1152.37509562.622024-03-092.320015:41:421,744.3000002.32042.3217
RPGB 6 1/4 03/12/24PIID0524C1296.25009592.632024-03-122.335014:34:281.0000002.33502.3196
RPGB 4 1/2 04/20/24PIBD0724D5954.50009982.732024-04-20-2021-07-260.420000-2.2683
RPGB 12 3/8 06/03/24PIBD2024F07512.37501,0422.852024-06-03-2021-05-2828.894000-2.3110
RPGB 12 7/8 08/05/24PIBD2024H08612.87501,1053.032024-08-05-2021-04-27400.000000-2.3724
RPGB 4 1/8 08/20/24PIBD1024H5954.12501,1203.072024-08-20-2021-07-260.327370-2.5421
RPGB 4 1/4 10/17/24PIBD0524J7624.25001,1783.232024-10-172.360015:24:510.0200002.36002.3699
RPGB 13 3/4 11/11/24PIBD2024K09113.75001,2033.292024-11-11-2021-04-2319.000000-2.4603
RPGB 5 3/4 04/12/25PIBD0725D6185.75001,3553.712025-04-12-2021-07-262.300000-2.6250
RPGB 12 1/8 04/14/25PIBD2025D10312.12501,3573.722025-04-14-2021-04-261,156.000000-2.5984
RPGB 2 5/8 08/12/25PIID0525H1302.62501,4774.042025-08-122.578515:28:32579.2520002.57772.5763
RPGB 3 5/8 09/09/25PIBD1025I6083.62501,5054.122025-09-092.590015:56:1750.0200002.59652.6023
RPGB 12 1/8 10/20/25PIBD2025J11612.12501,5464.232025-10-20-2020-12-210.400000-2.7632
RPGB 18 1/4 11/29/25PIBD2525K01518.25001,5864.342025-11-29-2021-06-1439.000000-2.7969
RPGB 10 1/4 01/19/26PIBD2026A12210.25001,6374.482026-01-19-2021-03-03403.000000-2.8399
RPGB 6 1/4 02/14/26PIBD0726B6276.25001,6634.552026-02-142.770015:54:390.0100002.77002.7440
RPGB 3 3/8 04/08/26PIBD0526D7723.37501,7164.702026-04-082.795015:56:231,296.0000002.79702.7960
RPGB 3 1/2 09/20/26PIID1026I0573.50001,8815.152026-09-203.280009:48:310.1500003.28003.2621
RPGB 6 1/4 10/20/26PIID1526J0196.25001,9115.232026-10-203.200014:40:0525.0000003.20003.0754
RPGB 8 12/07/26PIBD2026L1398.00001,9595.362026-12-07-2021-07-261.000000-3.0986
RPGB 5 3/8 03/01/27PIID1527C0235.37502,0435.592027-03-01-2021-07-140.380000-3.1599
RPGB 4 3/4 05/04/27PIBD1027E6174.75002,1075.772027-05-043.200011:29:4050.0000003.20003.1927
RPGB 8 5/8 09/06/27PIBD2027I1408.62502,2326.112027-09-06-2021-07-260.274000-3.2938
RPGB 6 1/4 03/22/28PIBD1028C6356.25002,4306.652028-03-223.595010:02:151,000.0000003.59503.5626
RPGB 3 5/8 04/22/28PIBD0728D6493.62502,4616.742028-04-223.640015:11:04170.0000003.63123.6325
RPGB 9 1/2 12/04/28PIBD2028L1519.50002,6877.362028-12-04-2021-07-092.000000-3.5425
RPGB 6 7/8 01/10/29PIBD1029A6446.87502,7247.462029-01-10-2021-07-261.000000-3.5714
RPGB 8 3/4 05/27/30PIBD2030E1668.75003,2268.832030-05-27-2021-07-0911.010000-3.7535
RPGB 2 7/8 07/09/30PIBD1030G6552.87503,2698.952030-07-093.660009:38:58275.0000003.66003.6929
RPGB 12 1/2 07/28/30PIBD2530G02912.50003,2889.002030-07-28-2020-10-13276.000000-3.7750
RPGB 11 1/4 01/26/31PIBD2531A03211.25003,4709.502031-01-26-2021-03-184.000000-3.8265
RPGB 8 07/19/31PIBD2031G1718.00003,6449.982031-07-19-2021-07-261.500000-3.8402
RPGB 4 07/22/31PIBD1031G6624.00003,6479.982031-07-223.830015:59:054,184.7300003.84483.8472
RPGB 9 3/8 10/05/31PIBD2531J0429.37503,72210.192031-10-05-2021-06-10250.000000-3.8957
RPGB 5 7/8 02/02/32PIBD2032B1835.87503,84210.522032-02-02-2021-07-221.222500-3.9134
RPGB 5 7/8 03/01/32PIID2032C0145.87503,87010.602032-03-014.025014:34:2151.1000004.03034.0250
RPGB 5 3/4 09/27/32PIBD2032I1955.75004,08011.172032-09-27-2021-07-191.500000-3.9614
RPGB 8 1/2 11/29/32PIBD2532K0578.50004,14311.342032-11-29-2021-07-099.000000-3.9770
RPGB 3 5/8 03/21/33PIBD2033C2063.62504,25511.652033-03-213.930015:04:001,634.5400003.96763.9475
RPGB 9 1/4 11/05/34PIBD2534K0629.25004,84913.282034-11-05-2021-07-150.010000-4.2156
RPGB 8 09/30/35PIBD2535I0718.00005,17814.182035-09-30-2021-07-094.000000-4.3602
RPGB 8 1/8 12/16/35PIBD2535L0868.12505,25514.392035-12-16-2021-07-230.400000-4.4012
RPGB 7 5/8 09/29/36PIBD2536I0977.62505,54315.182036-09-29-2021-07-190.010000-4.5435
RPGB 5 1/4 05/18/37PIBD2037E2145.25005,77415.812037-05-184.740014:43:312.0000004.74004.6575
RPGB 5 3/4 08/16/37PIBD2537H1035.75005,86416.052037-08-16-2021-07-2210.010000-4.6988
RPGB 6 1/8 10/24/37PIID2537J0156.12505,93316.242037-10-244.925014:23:243.5000004.90714.7298
RPGB 6 1/2 02/22/38PIBD2038B2246.50006,05416.572038-02-22-2021-06-222.000000-4.7790
RPGB 6 3/4 01/24/39PIBD2039A2326.75006,39017.492039-01-244.750015:24:5050.0000004.75004.9870
RPGB 4 5/8 09/09/40PIBD2540I1164.62506,98419.122040-09-094.735015:25:48474.5000004.73494.7350
RPGB 5 1/8 07/15/41PIBD2041G2415.12507,29319.972041-07-154.755015:29:101,663.0000004.75504.7536
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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