BVAL MethodologyBVAL GSAC

As of Sep. 28, 2022

BVAL Rates - Government Securities (Bills)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPTB 0 10/05/22PIBL1221J409-70.022022-10-052.300011:26:0227.0000002.27222.4135
RPTB 0 10/12/22PIBL1221J418-140.042022-10-122.875011:33:453.0310002.83382.5952
RPTB 0 10/19/22PIBL1221J427-210.062022-10-19-2022-09-273.120000-2.3000
RPTB 0 10/26/22PIBL1221J436-280.082022-10-263.000015:44:30738.7420002.89002.8000
RPTB 0 11/02/22PIBL1221K443-350.102022-11-022.400015:12:09742.1900002.89172.9326
RPTB 0 11/09/22PIBL1221K452-420.112022-11-09-2022-09-277.000000-2.6821
RPTB 0 11/16/22PIBL1221K461-490.132022-11-163.000015:39:41783.8905002.93933.1500
RPTB 0 11/23/22PIBL1221K470-560.152022-11-232.600014:02:069.0100002.53782.6843
RPTB 0 11/29/22PIBL1221L488-620.172022-11-292.455015:11:0032.6310002.47122.6676
RPTB 0 12/07/22PIBL1221L497-700.192022-12-072.555015:53:30223.2280002.49912.4673
RPTB 0 12/14/22PIBL1221L503-770.212022-12-142.460011:50:174.0000002.46002.4549
RPTB 0 12/21/22PIBL0622F010-840.232022-12-212.500015:36:5353.4130002.50162.5587
RPTB 0 12/28/22PIBL0622F029-910.252022-12-282.875014:56:52188.3990002.74942.8750
RPTB 0 01/04/23PIBL1222A013-980.272023-01-042.600014:34:2015.1680002.83453.0286
RPTB 0 01/11/23PIBL1222A022-1050.292023-01-113.600015:47:2022.2120003.19173.3000
RPTB 0 01/18/23PIBL1222A031-1120.312023-01-183.215015:47:063.2740003.25123.1608
RPTB 0 01/25/23PIBL1222A040-1190.332023-01-253.300015:14:352.5080003.30003.2237
RPTB 0 02/01/23PIBL1222B058-1260.342023-02-01--20.000000-3.2898
RPTB 0 02/08/23PIBL1222B067-1330.362023-02-083.450011:48:210.5000003.45003.4268
RPTB 0 02/15/23PIBL1222B076-1400.382023-02-153.465015:48:15120.1900003.45963.4494
RPTB 0 02/22/23PIBL1222B085-1470.402023-02-22-2022-09-27236.100000-4.0000
RPTB 0 03/08/23PIBL0622I044-1610.442023-03-083.775011:24:3323.2790003.77503.7000
RPTB 0 03/15/23PIBL1222C119-1680.462023-03-153.730015:17:4935.0290003.73003.7118
RPTB 0 03/22/23PIBL1222C128-1750.482023-03-22-2022-09-27102.210000-3.7559
RPTB 0 03/29/23PIBL0622I053-1820.502023-03-293.850015:51:28387.2290003.84723.9295
RPTB 0 04/05/23PIBL1222D145-1890.522023-04-053.250010:33:323.7529003.25003.6330
RPTB 0 04/12/23PIBL1222D154-1960.542023-04-123.250014:44:1028.7220003.25003.7999
RPTB 0 04/19/23PIBL1222D163-2030.562023-04-193.250014:06:380.6170003.25003.7950
RPTB 0 04/26/23PIBL1222D172-2100.572023-04-263.502511:19:208.0000003.50253.7901
RPTB 0 05/03/23PIBL1222E180-2170.592023-05-03-2022-08-310.500000-3.7851
RPTB 0 06/07/23PIBL1222F232-2520.692023-06-073.850014:09:3917.7900003.85003.7604
RPTB 0 06/14/23PIBL1222F241-2590.712023-06-143.850015:07:155.0700003.85003.7983
RPTB 0 06/21/23PIBL1222F250-2660.732023-06-21-2022-08-120.200000-3.7505
RPTB 0 06/28/23PIBL1222F269-2730.752023-06-28-2022-09-274.116000-3.7455
RPTB 0 07/05/23PIBL1222G277-2800.772023-07-053.705014:24:5117.8260003.70503.7540
RPTB 0 07/12/23PIBL1222G286-2870.792023-07-124.000015:51:2067.7770003.73973.7286
RPTB 0 07/19/23PIBL1222G295-2940.802023-07-193.650010:35:385.1120003.65003.8402
RPTB 0 07/26/23PIBL1222G302-3010.822023-07-26-2022-09-161.402000-3.7881
RPTB 0 08/02/23PIBL1222H310-3080.842023-08-02-2022-09-230.500000-3.7050
RPTB 0 08/09/23PIBL1222H329-3150.862023-08-093.800009:34:231.7390003.80003.7996
RPTB 0 08/16/23PIBL1222H338-3220.882023-08-164.300011:32:481.9050004.30003.7919
RPTB 0 08/23/23PIBL1222H347-3290.902023-08-23-2022-09-271.500000-3.8306
BVAL Rates - Government Securities (Bonds)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPGB 12 3/4 10/17/22PIBD2022J03312.7500190.052022-10-17-2022-05-310.150000-4.2678
RPGB 4 5/8 12/04/22PIID0522L1144.6250670.182022-12-044.300015:59:13347.7040004.30224.3034
RPGB 4 12/06/22PIBD1022L5854.0000690.192022-12-064.600015:45:049.1900004.60004.2500
RPGB 4 3/8 02/11/23PIID0323B1014.37501360.372023-02-114.850015:45:37160.6860004.49054.6053
RPGB 13 02/20/23PIBD2023B04813.00001450.402023-02-20-2022-09-211.000000-4.5232
RPGB 5 1/2 03/08/23PIBD0523C7525.50001610.442023-03-084.880015:35:3687.2260004.65694.6197
RPGB 3 1/2 04/21/23PIBD0723D5883.50002050.562023-04-214.675015:54:3069.5000004.67214.7438
RPGB 11 7/8 05/29/23PIBD2023E05411.87502430.672023-05-29-2022-09-2117.000000-4.6388
RPGB 3 1/4 08/15/23PIID1023H0463.25003210.882023-08-154.525015:32:58143.3700004.65514.6476
RPGB 2 3/8 09/10/23PIBD0323I2522.37503470.952023-09-105.500015:49:4830.4200005.10074.6697
RPGB 11 3/8 10/23/23PIBD2023J06811.37503901.072023-10-23-2022-09-206.000000-4.7913
RPGB 2 3/8 03/09/24PIID0324C1152.37505281.452024-03-095.700015:19:5635.2520005.06255.2056
RPGB 6 1/4 03/12/24PIID0524C1296.25005311.452024-03-125.250014:49:29125.0810005.22275.3615
RPGB 4 1/2 04/20/24PIBD0724D5954.50005701.562024-04-20-2022-09-278.000000-5.0596
RPGB 12 3/8 06/03/24PIBD2024F07512.37506141.682024-06-03-2021-11-230.800000-5.0183
RPGB 12 7/8 08/05/24PIBD2024H08612.87506771.852024-08-05-2022-09-084.000000-5.0821
RPGB 4 1/8 08/20/24PIBD1024H5954.12506921.892024-08-205.075015:09:3915.0000005.07505.0983
RPGB 4 1/4 10/17/24PIBD0524J7624.25007502.052024-10-17-2022-09-272.500000-4.5038
RPGB 13 3/4 11/11/24PIBD2024K09113.75007752.122024-11-11-2021-04-2319.000000-5.1830
RPGB 4 1/4 04/07/25PIBD0325D2704.25009222.522025-04-075.615015:09:4138.0000005.35635.0872
RPGB 5 3/4 04/12/25PIBD0725D6185.75009272.542025-04-125.250011:51:48151.0000005.29975.2989
RPGB 12 1/8 04/14/25PIBD2025D10312.12509292.542025-04-14-2021-04-261,156.000000-5.3446
RPGB 2 5/8 08/12/25PIID0525H1302.62501,0492.872025-08-125.450015:20:3170.7100005.45995.4259
RPGB 3 5/8 09/09/25PIBD1025I6083.62501,0772.952025-09-095.350014:23:035.0000005.35005.6082
RPGB 12 1/8 10/20/25PIBD2025J11612.12501,1183.062025-10-20-2022-09-085.000000-5.5442
RPGB 18 1/4 11/29/25PIBD2525K01518.25001,1583.172025-11-29-2022-05-2710.000000-5.5883
RPGB 10 1/4 01/19/26PIBD2026A12210.25001,2093.312026-01-19-2022-07-28121.060000-5.6460
RPGB 5 1/4 02/04/26PIBD0326H0145.25001,2253.352026-02-045.450011:59:231.0000005.45005.7533
RPGB 6 1/4 02/14/26PIBD0726B6276.25001,2353.382026-02-145.850014:54:5618.4000006.05905.6526
RPGB 3 3/8 04/08/26PIBD0526D7723.37501,2883.532026-04-086.000015:46:0554.1000005.99825.5609
RPGB 3 1/2 09/20/26PIID1026I0573.50001,4533.982026-09-206.000015:40:034.2050005.70045.9139
RPGB 6 1/4 10/20/26PIID1526J0196.25001,4834.062026-10-20-2022-09-221.000000-6.0765
RPGB 8 12/07/26PIBD2026L1398.00001,5314.192026-12-07-2022-09-073.650000-5.9955
RPGB 5 3/8 03/01/27PIID1527C0235.37501,6154.422027-03-01-2022-09-144.500000-6.0830
RPGB 4 7/8 03/04/27PIID0527C1594.87501,6184.432027-03-046.295015:47:11126.1700006.15536.1305
RPGB 4 3/4 05/04/27PIBD1027E6174.75001,6794.602027-05-04-2022-09-1631.020000-6.0188
RPGB 4 5/8 06/02/27PIID0527L1404.62501,7084.682027-06-026.395015:46:439.9000006.40616.1815
RPGB 8 5/8 09/06/27PIBD2027I1408.62501,8044.942027-09-06-2022-09-2360.000000-6.3775
RPGB 5 3/4 03/07/28PIID0528I1605.75001,9875.442028-03-076.390015:57:001,253.8480006.41596.4300
RPGB 6 1/4 03/22/28PIBD1028C6356.25002,0025.482028-03-226.350011:14:3224.0000006.37506.4352
RPGB 3 5/8 04/22/28PIBD0728D6493.62502,0335.572028-04-226.450014:18:572.0000006.57506.4842
RPGB 3 3/4 08/12/28PIBD0728H6543.75002,1455.872028-08-126.800009:46:020.5000006.80006.9895
RPGB 9 1/2 12/04/28PIBD2028L1519.50002,2596.182028-12-04-2022-09-1630.000000-6.6188
RPGB 6 7/8 01/10/29PIBD1029A6446.87502,2966.292029-01-106.550014:01:332.4000006.55006.6257
RPGB 6 1/2 05/19/29PIBD0729E6736.50002,4256.642029-05-196.750515:56:54123.3000006.76896.7683
RPGB 8 3/4 05/27/30PIBD2030E1668.75002,7987.662030-05-27-2022-09-140.924000-6.8211
RPGB 2 7/8 07/09/30PIBD1030G6552.87502,8417.782030-07-09-2022-09-275.000000-6.8352
RPGB 12 1/2 07/28/30PIBD2530G02912.50002,8607.832030-07-28-2021-10-082.000000-6.8415
RPGB 11 1/4 01/26/31PIBD2531A03211.25003,0428.332031-01-26-2022-07-2016.000000-6.9003
RPGB 8 07/19/31PIBD2031G1718.00003,2168.802031-07-196.750010:43:028.0000006.75007.0124
RPGB 4 07/22/31PIBD1031G6624.00003,2198.812031-07-22-2022-09-1653.000000-6.5358
RPGB 9 3/8 10/05/31PIBD2531J0429.37503,2949.022031-10-05-2022-09-2320.000000-6.9809
RPGB 4 7/8 01/20/32PIBD1032A6754.87503,4019.312032-01-20-2022-09-279.000000-6.6962
RPGB 5 7/8 02/02/32PIBD2032B1835.87503,4149.352032-02-02-2022-09-270.270000-7.0174
RPGB 5 7/8 03/01/32PIID2032C0145.87503,4429.422032-03-01-2022-09-271.200000-7.0259
RPGB 7 1/4 06/23/32PIBD1032F6897.25003,5569.742032-06-237.175015:31:0558.4430007.11667.1168
RPGB 6 3/4 09/15/32PIBD1032I6956.75003,6409.972032-09-157.140015:39:341,425.2900007.22287.1287
RPGB 5 3/4 09/27/32PIBD2032I1955.75003,65210.002032-09-27-2022-08-191.000000-7.3830
RPGB 8 1/2 11/29/32PIBD2532K0578.50003,71510.172032-11-29-2022-09-141.000000-7.1021
RPGB 3 5/8 03/21/33PIBD2033C2063.62503,82710.482033-03-21-2022-09-271.000000-7.1242
RPGB 9 1/4 11/05/34PIBD2534K0629.25004,42112.102034-11-05-2022-05-044.100000-7.2167
RPGB 8 09/30/35PIBD2535I0718.00004,75013.002035-09-30-2022-08-231.000000-7.2436
RPGB 8 1/8 12/16/35PIBD2535L0868.12504,82713.222035-12-167.200015:37:061,516.0000007.22347.1940
RPGB 7 5/8 09/29/36PIBD2536I0977.62505,11514.002036-09-29-2022-09-131.220000-7.2543
RPGB 5 1/4 05/18/37PIBD2037E2145.25005,34614.642037-05-18-2022-08-311.257000-7.2617
RPGB 5 3/4 08/16/37PIBD2537H1035.75005,43614.882037-08-16-2022-09-132.500000-7.2646
RPGB 6 1/8 10/24/37PIID2537J0156.12505,50515.072037-10-24-2022-09-273.250000-7.0436
RPGB 6 1/2 02/22/38PIBD2038B2246.50005,62615.402038-02-22-2022-05-261.000000-7.2736
RPGB 6 3/4 01/24/39PIBD2039A2326.75005,96216.322039-01-247.300014:24:402.0000007.30007.2940
RPGB 4 5/8 09/09/40PIBD2540I1164.62506,55617.952040-09-09-2022-08-251.500000-7.3310
RPGB 5 1/8 07/15/41PIBD2041G2415.12506,86518.802041-07-15-2022-05-2628.000000-7.3327
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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