BVAL MethodologyBVAL GSAC

Bloomberg BVAL Methodology FAQ

As of Jun. 02, 2023 11:30 PM

BVAL Rates - Government Securities (Bills)
Global IDDomestic No.ISINCouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPTB 0 06/07/23PIBL1222F232PHY6972HMD52-50.012023-06-07-2023-05-2915.500000-6.0571
RPTB 0 06/14/23PIBL1222F241PHY6972HME36-120.032023-06-14-2023-05-2393.285000-5.7462
RPTB 0 06/21/23PIBL1222F250PHY6972HMH66-190.052023-06-21-2023-05-248.387000-5.8552
RPTB 0 06/28/23PIBL1222F269PHY6972HMK95-260.072023-06-28-2023-06-0117.000000-6.0774
RPTB 0 07/05/23PIBL1222G277PHY6972HML78-330.092023-07-055.400015:22:43130.4660005.56185.6484
RPTB 0 07/12/23PIBL1222G286PHY6972HMM51-400.112023-07-125.775011:28:23130.0120005.66145.6655
RPTB 0 07/19/23PIBL1222G295PHY6972HMN35-470.132023-07-19-2023-05-23201.814000-5.6168
RPTB 0 07/26/23PIBL1222G302PHY6972HMP82-540.152023-07-265.750015:33:4962.5700005.77485.7571
RPTB 0 08/02/23PIBL1222H310PHY6972HMQ65-610.172023-08-025.660015:26:0429.0000005.65665.6625
RPTB 0 08/09/23PIBL1222H329PHY6972HMS22-680.192023-08-095.850011:43:451.0000005.85005.6875
RPTB 0 08/16/23PIBL1222H338PHY6972HMT05-750.212023-08-165.788315:28:384.8020005.79995.8011
RPTB 0 08/23/23PIBL1222H347PHY6972HMU77-820.222023-08-235.788015:29:367.6000005.77935.7865
RPTB 0 08/30/23PIBL0623C011PHY6972HNX08-890.242023-08-305.802515:59:16147.2160005.80305.7376
RPTB 0 09/06/23PIBL0623C020PHY6972HNZ55-960.262023-09-06-2023-05-1521.378000-5.7706
RPTB 0 09/13/23PIBL0623C039PHY6972HPB69-1030.282023-09-13-2023-05-236.700000-5.7921
RPTB 0 09/20/23PIBL0623C048PHY6972HPD26-1100.302023-09-20-2023-05-293.510000-5.8072
RPTB 0 09/27/23PIBL0623C057PHY6972HPF73-1170.322023-09-275.825011:46:400.2500005.82505.8066
RPTB 0 10/04/23PIBL0623D065PHY6972HPH30-1240.342023-10-04-2023-05-220.508000-5.8609
RPTB 0 10/11/23PIBL0623D074PHY6972HPK68-1310.362023-10-11-2023-06-012.540000-5.8686
RPTB 0 10/18/23PIBL0623D083PHY6972HPM25-1380.382023-10-18-2023-06-014.880000-5.8639
RPTB 0 10/25/23PIBL1222J434PHY6972HNB87-1450.402023-10-25-2023-06-011.112000-5.8804
RPTB 0 11/08/23PIBL1222K450PHY6972HNC60-1590.442023-11-085.950011:43:581.0000005.95005.9500
RPTB 0 11/15/23PIBL1222K469PHY6972HNF91-1660.452023-11-155.850215:20:088.6510005.85616.2064
RPTB 0 11/22/23PIBL1222K478PHY6972HNJ14-1730.472023-11-225.880015:57:1124.3000005.88375.8758
RPTB 0 11/29/23PIBL1222K487PHY6972HNM43-1800.492023-11-295.882515:44:0398.6240005.88145.9106
RPTB 0 01/03/24PIBL1223A011PHY6972HNN26-2150.592024-01-03-2023-05-315.190000-5.9457
RPTB 0 01/10/24PIBL1223A020PHY6972HNP73-2220.612024-01-10-2023-05-31100.000000-5.9000
RPTB 0 01/17/24PIBL1223A039PHY6972HNQ56-2290.632024-01-17-2023-05-1950.000000-5.9168
RPTB 0 01/24/24PIBL1223A048PHY6972HNR30-2360.652024-01-245.850011:33:520.1300005.85005.9053
RPTB 0 01/31/24PIBL1223B056PHY6972HNS13-2430.672024-01-31-2023-05-191.640000-5.9383
RPTB 0 02/07/24PIBL1223B065PHY6972HNT95-2500.682024-02-07-2023-05-3123.923000-5.9352
RPTB 0 02/14/24PIBL1223B074PHY6972HNV42-2570.702024-02-14-2023-05-16379.077500-5.9413
RPTB 0 02/21/24PIBL1223B083PHY6972HNW25-2640.722024-02-21-2023-05-312.000000-5.9654
RPTB 0 02/28/24PIBL1223C091PHY6972HNY80-2710.742024-02-28-2023-05-300.517000-5.8700
RPTB 0 03/06/24PIBL1223C108PHY6972HPA86-2780.762024-03-06-2023-06-011.030000-5.9171
RPTB 0 03/13/24PIBL1223C117PHY6972HPC43-2850.782024-03-13-2023-05-162.300000-5.9262
RPTB 0 03/20/24PIBL1223C126PHY6972HPE09-2920.802024-03-20-2023-05-263.250000-5.9423
RPTB 0 03/27/24PIBL1223C135PHY6972HPG56-2990.822024-03-27-2023-05-2614.000000-5.9298
RPTB 0 04/03/24PIBL1223D143PHY6972HPJ95-3060.842024-04-03-2023-05-31402.408700-5.8754
RPTB 0 04/10/24PIBL1223D152PHY6972HPL42-3130.862024-04-10-2023-05-31147.618700-5.8750
RPTB 0 04/17/24PIBL1223D161PHY6972HPN08-3200.882024-04-175.972511:55:175.0000005.97255.9269
RPTB 0 04/24/24PIBL1223D170PHY6972HPQ39-3270.902024-04-24-2023-05-231.080000-5.9417
RPTB 0 04/30/24PIBL1223E188--3330.912024-04-30-2023-05-162.249000-5.9673
RPTB 0 05/08/24PIBL1223E197--3410.932024-05-085.950011:37:0341.4170005.90125.9600
RPTB 0 05/15/24PIBL1223E204--3480.952024-05-155.856014:36:552.1000005.85605.9005
RPTB 0 05/22/24PIBL1223E213--3550.972024-05-225.915015:47:209.4520005.91505.9181
RPTB 0 05/29/24PIBL1223E222--3620.992024-05-295.918115:54:32203.3660005.91685.9208
BVAL Rates - Government Securities (Bonds)
Global IDDomestic No.ISINCouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPGB 3 1/4 08/15/23PIID1023H046PHY6972FUR903.2500740.202023-08-155.925014:57:074.2000005.92865.9484
RPGB 2 3/8 09/10/23PIBD0323I252PHY6972HGY632.37501000.272023-09-10-2023-06-017.000000-6.0985
RPGB 11 3/8 10/23/23PIBD2023J068PHY6972FFV7711.37501430.392023-10-23-2023-05-2314.000000-6.0519
RPGB 2 3/8 03/09/24PIID0324C115PHY6972HJA502.37502810.772024-03-096.100015:32:1222.9000006.00856.0671
RPGB 6 1/4 03/12/24PIID0524C129PHY6972HDG846.25002840.782024-03-126.070015:27:49472.4400006.04866.0482
RPGB 4 1/2 04/20/24PIBD0724D595PHY6972FXZ894.50003230.882024-04-206.050014:55:0749.5100006.07426.0208
RPGB 12 3/8 06/03/24PIBD2024F075PHY6972FFU9412.37503671.002024-06-03-2023-05-231.000000-5.9656
RPGB 12 7/8 08/05/24PIBD2024H086PHY6972FNH9112.87504301.182024-08-05-2023-05-234.000000-5.9481
RPGB 4 1/8 08/20/24PIBD1024H595PHY6972FVB304.12504451.222024-08-205.980015:11:1397.3300256.03016.0261
RPGB 4 1/4 10/17/24PIBD0524J762PHY6972HEM444.25005031.382024-10-176.020014:45:4439.1000005.96295.9481
RPGB 13 3/4 11/11/24PIBD2024K091PHY6972FFT2213.75005281.452024-11-11-2021-04-2319.000000-5.9209
RPGB 4 1/4 04/07/25PIBD0325D270PHY6972HLT144.25006751.852025-04-075.875015:40:1533.1300005.86075.8759
RPGB 5 3/4 04/12/25PIBD0725D618PHY6972HAL075.75006801.862025-04-125.825015:38:2512.5440005.81885.8450
RPGB 12 1/8 04/14/25PIBD2025D103PHY6972FFX3412.12506821.872025-04-14-2023-02-22180.000000-5.8781
RPGB 2 5/8 08/12/25PIID0525H130PHY6972HGP562.62508022.202025-08-125.845015:55:2983.9000005.82585.8256
RPGB 3 5/8 09/09/25PIBD1025I608PHY6972FVW763.62508302.272025-09-095.875015:32:0265.7254005.84335.8498
RPGB 12 1/8 10/20/25PIBD2025J116PHY6972FGD6012.12508712.382025-10-20-2023-03-162.000000-5.8386
RPGB 18 1/4 11/29/25PIBD2525K015PHY6972FGF1918.25009112.492025-11-29-2023-05-2696.000000-5.8510
RPGB 10 1/4 01/19/26PIBD2026A122PHY6972FBS8410.25009622.632026-01-19-2023-04-1410.735000-5.8218
RPGB 5 1/4 02/04/26PIBD0326H014PHY6972HMR495.25009782.682026-02-045.850015:31:547.0000005.76435.7797
RPGB 6 1/4 02/14/26PIBD0726B627PHY6972HDE376.25009882.712026-02-145.775015:42:1625.5000005.74755.7142
RPGB 3 3/8 04/08/26PIBD0526D772PHY6972HJG213.37501,0412.852026-04-085.800015:38:20178.2400005.80005.8010
RPGB 3 1/2 09/20/26PIID1026I057PHY6972FWX413.50001,2063.302026-09-205.825014:54:330.5000005.82505.7977
RPGB 6 1/4 10/20/26PIID1526J019PHY6972FQN336.25001,2363.382026-10-205.875014:51:571.0000005.86255.7814
RPGB 8 12/07/26PIBD2026L139PHY6972FCN888.00001,2843.522026-12-075.825015:15:071.9000005.82505.7765
RPGB 5 3/8 03/01/27PIID1527C023PHY6972FSC595.37501,3683.752027-03-01-2023-05-300.990000-5.7667
RPGB 4 7/8 03/04/27PIID0527C159PHY6972HLV694.87501,3713.752027-03-045.650014:14:0318.7000005.69875.7824
RPGB 4 3/4 05/04/27PIBD1027E617PHY6972FYD684.75001,4323.922027-05-045.665010:25:245.1300005.66505.7289
RPGB 4 5/8 06/02/27PIID0527L140PHY6972HLA234.62501,4614.002027-06-025.750014:48:421.4000005.72685.7148
RPGB 8 5/8 09/06/27PIBD2027I140PHY6972FED888.62501,5574.262027-09-065.715015:09:5368.2000005.72015.7379
RPGB 5 3/4 03/07/28PIID0528I160PHY6972HMV505.75001,7404.762028-03-076.000015:18:02142.1100005.68535.6944
RPGB 6 1/4 03/22/28PIBD1028C635PHY6972HAJ506.25001,7554.802028-03-225.790015:24:203.0000005.79675.8346
RPGB 3 5/8 04/22/28PIBD0728D649PHY6972HJJ693.62501,7864.892028-04-22-2023-06-0114.300000-5.7185
RPGB 3 3/4 08/12/28PIBD0728H654PHY6972HKH843.75001,8985.202028-08-12-2023-06-010.180000-5.7608
RPGB 6 1/8 08/22/28PIID0528B176PHY6972HNU686.12501,9085.222028-08-225.750015:33:001.2000005.75005.6868
RPGB 9 1/2 12/04/28PIBD2028L151PHY6972FHF009.50002,0125.512028-12-04-2023-05-1720.000000-5.7446
RPGB 6 7/8 01/10/29PIBD1029A644PHY6972HCX276.87502,0495.612029-01-105.800015:33:1331.6480005.73285.7361
RPGB 6 1/2 05/19/29PIBD0729E673PHY6972HMC796.50002,1785.962029-05-19-2023-05-313.200000-5.8595
RPGB 7 10/13/29PIBD0729J687PHY6972HMZ647.00002,3256.372029-10-135.800015:33:590.3000005.77675.7391
RPGB 6 04/27/30PIBD0730D690PHY6972HPR126.00002,5216.902030-04-275.800015:34:540.5000005.80005.7612
RPGB 8 3/4 05/27/30PIBD2030E166PHY6972FLS748.75002,5516.982030-05-27-2023-05-153.000000-5.7766
RPGB 2 7/8 07/09/30PIBD1030G655PHY6972HGL432.87502,5947.102030-07-09-2023-05-311.000000-5.7821
RPGB 12 1/2 07/28/30PIBD2530G029PHY6972FGJ3112.50002,6137.152030-07-28-2021-10-082.000000-5.7817
RPGB 11 1/4 01/26/31PIBD2531A032PHY6972FGG9111.25002,7957.652031-01-26-2022-11-072.900000-5.7967
RPGB 8 07/19/31PIBD2031G171PHY6972FPV678.00002,9698.132031-07-19-2023-06-011.000000-5.8905
RPGB 4 07/22/31PIBD1031G662PHY6972HKC974.00002,9728.142031-07-225.830011:18:301.4100005.83005.8115
RPGB 9 3/8 10/05/31PIBD2531J042PHY6972FBV149.37503,0478.342031-10-05-2023-02-234.000000-5.8146
RPGB 4 7/8 01/20/32PIBD1032A675PHY6972HLJ324.87503,1548.642032-01-205.800011:50:557.0000005.80575.7852
RPGB 5 7/8 02/02/32PIBD2032B183PHY6972FSD335.87503,1678.672032-02-02-2023-05-295.000000-5.8216
RPGB 5 7/8 03/01/32PIID2032C014PHY6972FSE165.87503,1958.752032-03-015.800014:41:087.5000005.80005.8234
RPGB 7 1/4 06/23/32PIBD1032F689PHY6972HMF017.25003,3099.062032-06-235.825015:28:153.8200005.82505.8284
RPGB 6 3/4 09/15/32PIBD1032I695PHY6972HMW346.75003,3939.292032-09-155.805015:29:561,711.8000005.81175.8121
RPGB 5 3/4 09/27/32PIBD2032I195PHY6972FRE255.75003,4059.322032-09-27-2023-04-132.000000-5.8317
RPGB 7 1/2 10/20/32PIBD1032J701PHY6972HNA057.50003,4289.392032-10-20-2023-06-0111.700000-5.8321
RPGB 8 1/2 11/29/32PIBD2532K057PHY6972FEW698.50003,4689.492032-11-29-2023-05-310.579000-5.8338
RPGB 3 5/8 03/21/33PIBD2033C206PHY6972FTW053.62503,5809.802033-03-21-2023-05-3111.000000-5.8503
RPGB 9 1/4 11/05/34PIBD2534K062PHY6972FKF629.25004,17411.432034-11-055.815015:28:533.6300005.82605.8162
RPGB 8 09/30/35PIBD2535I071PHY6972FML138.00004,50312.332035-09-305.850015:29:050.6500005.86735.7988
RPGB 8 1/8 12/16/35PIBD2535L086PHY6972FNA498.12504,58012.542035-12-165.875015:34:491.4000005.87505.8306
RPGB 6 1/4 04/20/36PIBD1336D016PHY6972HPP556.25004,70612.882036-04-205.830015:04:4544.6900005.83005.8194
RPGB 7 5/8 09/29/36PIBD2536I097PHY6972FQJ217.62504,86813.332036-09-29-2023-05-093.500000-5.8434
RPGB 5 1/4 05/18/37PIBD2037E214PHY6972FYG995.25005,09913.962037-05-18-2023-05-220.580000-5.8525
RPGB 5 3/4 08/16/37PIBD2537H103PHY6972FRU665.75005,18914.212037-08-16-2023-05-180.500000-5.8646
RPGB 6 1/8 10/24/37PIID2537J015PHY6972FRD426.12505,25814.402037-10-245.790015:24:0414.0700005.82635.8210
RPGB 6 1/2 02/22/38PIBD2038B224PHY6972HAE636.50005,37914.732038-02-22-2023-06-0110.000000-5.8699
RPGB 6 3/4 01/24/39PIBD2039A232PHY6972HCZ746.75005,71515.652039-01-24-2023-06-0148.500000-5.9032
RPGB 4 5/8 09/09/40PIBD2540I116PHY6972FVX594.62506,30917.272040-09-095.850011:11:525.6900005.85005.9026
RPGB 5 1/8 07/15/41PIBD2041G241PHY6972HKA325.12506,61818.122041-07-15-2023-06-0133.000000-5.8943
RPGB 8 1/8 11/24/42PIBD2042K253PHY6972HNG748.12507,11519.482042-11-245.940014:00:31301.0000005.85535.8559
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.

By accessing this website and/or using or downloading the PHP BVAL Reference Rates, you indicate your agreement not to use the PHP BVAL Reference Rates other than as authorized in the previous paragraph. The PHP BVAL Reference Rates shall not be distributed, licensed, modified, published, re-posted, reproduced, reused, sold, transmitted, used to create a derivative work or otherwise used for public or commercial purposes without the prior written permission of Bloomberg.

The values of the PHP BVAL Reference Rates are derived from sources deemed reliable, but Bloomberg, the BAP, PDEx, and their respective members and/or affiliates, and suppliers do not guarantee the correctness or completeness of the PHP BVAL Reference Rates, its values or other information furnished in connection with the PHP BVAL Reference Rates. Bloomberg, the BAP, PDEx, and their respective members or affiliates make no warranty, express or implied, as to results to be obtained by any person or entity from the use of the PHP BVAL Reference Rates, Bloomberg’s services or any data or values included therein or in connection therewith. BLOOMBERG, THE BAP, PDEX, AND THEIR RESPECTIVE MEMBERS AND/OR AFFILIATES MAKE NO EXPRESS OR IMPLIED WARRANTIES, AND EXPRESSLY DISCLAIM ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE WITH RESPECT TO THE PHP BVAL REFERENCE RATES AND ANY DATA OR VALUES INCLUDED THEREIN OR IN CONNECTION THEREWITH.

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