BVAL MethodologyBVAL GSAC

As of Jan. 17, 2020 11:30 PM

BVAL Rates - Government Securities (Bills)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPTB 0 01/22/20PIBL1219A037-50.012020-01-22-2020-01-160.310000-3.165
RPTB 0 01/29/20PIBL1219A046-120.032020-01-29-2019-12-270.300000-3.202
RPTB 0 02/05/20PIBL1219B054-190.052020-02-05-2020-01-1526.405000-3.202
RPTB 0 02/12/20PIBL1219B063-260.072020-02-123.125010:35:508.7500003.18083.300
RPTB 0 02/19/20PIBL1219B072-330.092020-02-19-2020-01-168.048900-3.214
RPTB 0 03/04/20PIBL0619I040-470.132020-03-04-2020-01-162.000000-3.152
RPTB 0 03/11/20PIBL1219C106-540.152020-03-11-2020-01-1011.010000-3.239
RPTB 0 03/18/20PIBL1219C115-610.172020-03-183.400010:03:210.9620003.40003.288
RPTB 0 03/25/20PIBL1219C124-680.192020-03-25-2020-01-1656.100000-3.234
RPTB 0 04/01/20PIBL1219D132-750.212020-04-013.325014:36:1982.0000003.32503.313
RPTB 0 04/08/20PIBL1219D141-820.222020-04-083.350015:21:06525.0430003.30433.303
RPTB 0 04/15/20PIBL0320A016-890.242020-04-153.315015:59:18788.1560003.30543.318
RPTB 0 04/22/20PIBL0619J058-960.262020-04-223.300015:47:35117.9000003.28513.273
RPTB 0 04/29/20PIBL1219D178-1030.282020-04-29-2020-01-1410.200000-3.321
RPTB 0 05/06/20PIBL1219E186-1100.302020-05-06-2020-01-1511.637000-3.270
RPTB 0 05/13/20PIBL1219E195-1170.322020-05-13-2020-01-1586.883000-3.257
RPTB 0 05/20/20PIBL1219E202-1240.342020-05-203.275014:28:231.7500003.27503.338
RPTB 0 05/27/20PIBL1219E211-1310.362020-05-273.275014:25:5926.7000003.27503.300
RPTB 0 06/03/20PIBL1219F229-1380.382020-06-033.590015:57:291,140.7135003.51743.549
RPTB 0 06/10/20PIBL1219F238-1450.402020-06-10-2020-01-10500.000000-3.395
RPTB 0 06/17/20PIBL1219F247-1520.422020-06-173.400015:08:5815.8950903.35853.388
RPTB 0 06/24/20PIBL1219F256-1590.442020-06-243.350014:22:272.5190003.35003.367
RPTB 0 07/08/20PIBL1219G264-1730.472020-07-08-2020-01-1618.673000-3.404
RPTB 0 07/15/20PIBL0620A019-1800.492020-07-153.725015:50:01594.5780003.60463.613
RPTB 0 07/22/20PIBL1219G273-1870.512020-07-223.675015:00:150.5200003.67503.495
RPTB 0 08/05/20PIBL1219H281-2010.552020-08-05-2020-01-150.500000-3.510
RPTB 0 08/19/20PIBL1219H290-2150.592020-08-19-2020-01-1519.700000-3.545
RPTB 0 09/02/20PIBL1219I306-2290.632020-09-023.560015:08:1311.0000003.55453.537
RPTB 0 09/16/20PIBL1219I315-2430.672020-09-16-2020-01-140.410000-3.552
RPTB 0 10/07/20PIBL1219J323-2640.722020-10-07-2020-01-160.910000-3.574
RPTB 0 10/21/20PIBL1219J332-2780.762020-10-21-2020-01-090.150000-3.595
RPTB 0 11/04/20PIBL1219K358-2920.802020-11-043.450015:29:400.2000003.45003.612
RPTB 0 11/18/20PIBL1219K367-3060.842020-11-18-2020-01-1490.700000-3.716
RPTB 0 12/02/20PIBL1219L375-3200.882020-12-02-2020-01-1613.480000-3.666
RPTB 0 01/06/21PIBL1220A017-3550.972021-01-063.775015:39:1153.3680003.78113.733
RPTB 0 01/13/21PIBL1220A026-3620.992021-01-133.830015:36:41902.0220003.85293.859
BVAL Rates - Government Securities (Bonds)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPGB 7 3/4 02/18/20PIBD1020B5087.7500320.092020-02-183.500014:56:449.1000003.50003.514
RPGB 4 1/4 04/11/20PIID0320D0874.2500850.232020-04-113.520015:54:27111.6500003.60373.516
RPGB 7 1/4 08/19/20PIID1020H0157.25002150.592020-08-193.775014:58:172.3000003.77503.786
RPGB 3 3/8 08/20/20PIBD0520H7353.37502160.592020-08-203.765011:13:39408.0000003.78223.787
RPGB 6 1/8 09/16/20PIBD1020I5106.12502430.672020-09-16-2020-01-0710.000000-3.809
RPGB 5 7/8 12/16/20PIBD1020L5255.87503340.912020-12-164.000014:59:544.2400004.00003.935
RPGB 4 1/4 01/25/21PIBD0321A2364.25003741.022021-01-253.825014:39:252.0000003.82503.994
RPGB 7 3/8 03/03/21PIID1021C0277.37504111.132021-03-034.000014:33:030.7700004.00003.919
RPGB 3 1/2 03/20/21PIBD0721C5743.50004281.172021-03-204.075014:49:36586.5000003.72803.877
RPGB 6 1/2 04/28/21PIBD1021D5316.50004671.282021-04-28-2020-01-101.700000-3.950
RPGB 4 7/8 06/13/21PIID0321F0924.87505131.402021-06-133.900015:09:3710.9150004.00583.943
RPGB 5 3/4 10/20/21PIID1021J0395.75006421.762021-10-20-2020-01-151.350000-4.044
RPGB 5 3/4 11/24/21PIBD1021K5515.75006771.852021-11-244.400014:38:485.5000004.40004.063
RPGB 6 3/8 01/19/22PIBD1022G5456.37507332.012022-01-194.050015:28:45204.0000004.06324.060
RPGB 4 01/26/22PIBD0522A7474.00007402.032022-01-264.150015:52:44300.0000004.15004.136
RPGB 15 03/14/22PIBD2022C02115.00007872.152022-03-14-2019-10-211.500000-4.115
RPGB 4 3/4 07/04/22PIBD0322G2474.75008992.462022-07-044.240015:16:01417.0100004.21224.215
RPGB 4 7/8 08/02/22PIBD1022H5624.87509282.542022-08-02-2020-01-1411.400000-4.143
RPGB 4 3/4 09/13/22PIBD1022I5704.75009702.662022-09-13-2020-01-1630.000000-4.192
RPGB 12 3/4 10/17/22PIBD2022J03312.75001,0042.752022-10-17-2019-08-010.000000-4.206
RPGB 4 5/8 12/04/22PIID0522L1144.62501,0522.882022-12-044.260015:58:141,075.8500004.22664.255
RPGB 4 12/06/22PIBD1022L5854.00001,0542.892022-12-06-2020-01-020.010000-4.227
RPGB 13 02/20/23PIBD2023B04813.00001,1303.092023-02-20-2019-12-1950.000000-4.253
RPGB 5 1/2 03/08/23PIBD0523C7525.50001,1463.142023-03-084.250015:38:0920.0000004.25004.304
RPGB 3 1/2 04/21/23PIBD0723D5883.50001,1903.262023-04-214.330014:43:51447.6500004.32614.332
RPGB 11 7/8 05/29/23PIBD2023E05411.87501,2283.362023-05-29-2019-10-2913.000000-4.289
RPGB 3 1/4 08/15/23PIID1023H0463.25001,3063.582023-08-154.375011:58:395.8100004.31624.287
RPGB 11 3/8 10/23/23PIBD2023J06811.37501,3753.762023-10-23-2019-02-0610.000000-4.338
RPGB 6 1/4 03/12/24PIID0524C1296.25001,5164.152024-03-124.347515:56:141,235.9500004.34704.345
RPGB 4 1/2 04/20/24PIBD0724D5954.50001,5554.262024-04-20-2020-01-10300.000000-4.357
RPGB 12 3/8 06/03/24PIBD2024F07512.37501,5994.382024-06-03-2019-11-1219.100000-4.407
RPGB 12 7/8 08/05/24PIBD2024H08612.87501,6624.552024-08-05-2019-10-1030.000000-4.425
RPGB 4 1/8 08/20/24PIBD1024H5954.12501,6774.592024-08-204.430011:52:125.0000004.43004.361
RPGB 4 1/4 10/17/24PIBD0524J7624.25001,7354.752024-10-17-2020-01-10225.800000-4.296
RPGB 13 3/4 11/11/24PIBD2024K09113.75001,7604.822024-11-11----4.453
RPGB 5 3/4 04/12/25PIBD0725D6185.75001,9125.232025-04-124.420014:33:53530.5000004.44674.548
RPGB 12 1/8 04/14/25PIBD2025D10312.12501,9145.242025-04-14-2019-06-2128.700000-4.493
RPGB 3 5/8 09/09/25PIBD1025I6083.62502,0625.652025-09-094.550014:41:1520.0000004.55004.539
RPGB 12 1/8 10/20/25PIBD2025J11612.12502,1035.762025-10-20-2019-10-177.760000-4.537
RPGB 18 1/4 11/29/25PIBD2525K01518.25002,1435.872025-11-29-2019-10-300.000000-4.547
RPGB 10 1/4 01/19/26PIBD2026A12210.25002,1946.012026-01-19-2020-01-0340.000000-4.559
RPGB 6 1/4 02/14/26PIBD0726B6276.25002,2206.082026-02-144.639014:44:461,016.4320004.62344.623
RPGB 3 1/2 09/20/26PIID1026I0573.50002,4386.672026-09-204.640014:34:2410.9550004.63914.543
RPGB 6 1/4 10/20/26PIID1526J0196.25002,4686.762026-10-204.750009:57:354.0000004.75004.578
RPGB 8 12/07/26PIBD2026L1398.00002,5166.892026-12-07-2020-01-091.000000-4.618
RPGB 5 3/8 03/01/27PIID1527C0235.37502,6007.122027-03-01-2020-01-063.140000-4.632
RPGB 4 3/4 05/04/27PIBD1027E6174.75002,6647.292027-05-044.650014:41:3120.0000004.65004.647
RPGB 8 5/8 09/06/27PIBD2027I1408.62502,7897.642027-09-06-2019-12-1390.000000-4.666
RPGB 6 1/4 03/22/28PIBD1028C6356.25002,9878.182028-03-22-2020-01-16440.000000-4.719
RPGB 9 1/2 12/04/28PIBD2028L1519.50003,2448.882028-12-04-2020-01-0943.000000-4.710
RPGB 6 7/8 01/10/29PIBD1029A6446.87503,2818.982029-01-104.712515:59:341,555.4770004.72544.718
RPGB 8 3/4 05/27/30PIBD2030E1668.75003,78310.362030-05-27-2020-01-16360.300000-4.760
RPGB 12 1/2 07/28/30PIBD2530G02912.50003,84510.532030-07-28-2019-10-070.100000-4.753
RPGB 11 1/4 01/26/31PIBD2531A03211.25004,02711.032031-01-26-2019-07-121.000000-4.763
RPGB 8 07/19/31PIBD2031G1718.00004,20111.502031-07-194.725015:17:0150.0000004.72504.747
RPGB 9 3/8 10/05/31PIBD2531J0429.37504,27911.722031-10-05-2019-09-092.100000-4.789
RPGB 5 7/8 02/02/32PIBD2032B1835.87504,39912.042032-02-02-2020-01-151.000000-4.803
RPGB 5 7/8 03/01/32PIID2032C0145.87504,42712.122032-03-01-2020-01-1528.633000-4.807
RPGB 5 3/4 09/27/32PIBD2032I1955.75004,63712.702032-09-27-2019-12-180.500000-4.842
RPGB 8 1/2 11/29/32PIBD2532K0578.50004,70012.872032-11-29-2019-12-191.650000-4.852
RPGB 3 5/8 03/21/33PIBD2033C2063.62504,81213.172033-03-21-2020-01-15124.250000-4.934
RPGB 9 1/4 11/05/34PIBD2534K0629.25005,40614.802034-11-05-2020-01-030.500000-4.988
RPGB 8 09/30/35PIBD2535I0718.00005,73515.702035-09-30-2020-01-142.380000-5.057
RPGB 8 1/8 12/16/35PIBD2535L0868.12505,81215.912035-12-165.350011:05:312.0000005.35005.073
RPGB 7 5/8 09/29/36PIBD2536I0977.62506,10016.702036-09-29-2019-12-2330.000000-5.132
RPGB 5 1/4 05/18/37PIBD2037E2145.25006,33117.332037-05-18-2020-01-162.000000-5.176
RPGB 5 3/4 08/16/37PIBD2537H1035.75006,42117.582037-08-16-2020-01-155.000000-5.191
RPGB 6 1/8 10/24/37PIID2537J0156.12506,49017.772037-10-245.200015:27:044.0000005.24005.207
RPGB 6 1/2 02/22/38PIBD2038B2246.50006,61118.102038-02-22-2019-12-181,000.000000-5.236
RPGB 6 3/4 01/24/39PIBD2039A2326.75006,94719.022039-01-245.220015:52:00150.4000005.23335.235
RPGB 4 5/8 09/09/40PIBD2540I1164.62507,54120.652040-09-09-2020-01-162.000000-5.286
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