BVAL MethodologyBVAL GSAC

As of Dec. 01, 2020 10:45 PM

BVAL Rates - Government Securities (Bills)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPTB 0 12/02/20PIBL1219L375-10.002020-12-02-2020-11-241.008000-.000
RPTB 0 12/09/20PIBL0620F149-80.022020-12-09-2020-11-262.103000-1.001
RPTB 0 12/16/20PIBL0620F158-150.042020-12-160.900014:43:173.3000000.90001.001
RPTB 0 12/23/20PIBL0620F167-220.062020-12-23-2020-11-25150.000000-1.007
RPTB 0 12/29/20PIBL0620G175-280.082020-12-291.250014:42:5414.5800001.04751.009
RPTB 0 01/06/21PIBL1220A017-360.102021-01-060.800014:35:011.9000000.80001.010
RPTB 0 01/13/21PIBL1220A026-430.122021-01-131.000011:58:485.0000001.00001.025
RPTB 0 01/20/21PIBL1220A035-500.142021-01-201.005010:49:593.0000001.00501.205
RPTB 0 01/27/21PIBL1220A044-570.162021-01-27-2020-11-240.369000-1.067
RPTB 0 02/03/21PIBL1220B052-640.182021-02-031.020015:00:0691.0000000.97311.014
RPTB 0 02/10/21PIBL1220B061-710.192021-02-101.016015:09:18314.1120001.02111.024
RPTB 0 02/17/21PIBL1220B070-780.212021-02-171.015011:03:5980.5280001.02101.023
RPTB 0 02/24/21PIBL1220B089-850.232021-02-241.015015:05:12217.7830001.01521.017
RPTB 0 03/03/21PIBL1220C097-920.252021-03-031.015015:32:25310.8210001.01891.020
RPTB 0 03/10/21PIBL1220C104-990.272021-03-101.050014:39:266.9100001.05001.151
RPTB 0 03/17/21PIBL1220C113-1060.292021-03-171.050014:46:191.0400001.05001.128
RPTB 0 03/24/21PIBL0620I182-1130.312021-03-241.050010:57:080.7000001.05001.198
RPTB 0 03/31/21PIBL0620I191-1200.332021-03-311.075010:51:443.0300001.07501.200
RPTB 0 04/07/21PIBL1220D149-1270.352021-04-07-2020-11-2658.000000-1.375
RPTB 0 04/14/21PIBL1220D158-1340.372021-04-141.250014:29:3730.1800001.23341.294
RPTB 0 04/21/21PIBL1220D167-1410.392021-04-211.325014:08:0480.1100001.32501.320
RPTB 0 04/28/21PIBL1220D176-1480.412021-04-281.400015:59:242,605.3530001.39021.394
RPTB 0 05/05/21PIBL1220E184-1550.422021-05-051.425015:02:171,555.8390001.40871.412
RPTB 0 05/12/21PIBL1220E193-1620.442021-05-121.385015:25:39856.8370001.44741.450
RPTB 0 05/19/21PIBL1220E200-1690.462021-05-191.385014:48:3849.2760001.39731.414
RPTB 0 05/26/21PIBL1220E219-1760.482021-05-261.391015:23:50156.8100001.38971.389
RPTB 0 06/02/21PIBL1220F227-1830.502021-06-02-2020-11-250.505000-1.389
RPTB 0 06/09/21PIBL1220F236-1900.522021-06-091.395014:40:24250.2200001.41901.447
RPTB 0 06/16/21PIBL1220F245-1970.542021-06-16-2020-11-277.328000-1.535
RPTB 0 06/23/21PIBL1220F254-2040.562021-06-23-2020-11-2313.000000-1.507
RPTB 0 06/30/21PIBL1220G262-2110.582021-06-30-2020-11-278.824000-1.477
RPTB 0 07/07/21PIBL1220G271-2180.602021-07-07-2020-11-242.500000-1.502
RPTB 0 07/14/21PIBL1220G280-2250.622021-07-141.550011:03:042.5100001.54591.516
RPTB 0 07/21/21PIBL1220G299-2320.642021-07-21-2020-11-265.038000-1.575
RPTB 0 07/28/21PIBL1220G306-2390.652021-07-28-2020-11-112.000000-1.543
RPTB 0 08/04/21PIBL1220H314-2460.672021-08-04-2020-11-270.600000-1.561
RPTB 0 08/11/21PIBL1220H323-2530.692021-08-11-2020-10-30300.000000-1.574
RPTB 0 08/18/21PIBL1220H332-2600.712021-08-181.500014:05:091.9000001.50001.598
RPTB 0 08/25/21PIBL1220H341-2670.732021-08-25-2020-11-270.700000-1.602
RPTB 0 09/01/21PIBL1220I359-2740.752021-09-01-2020-11-272.200000-1.613
RPTB 0 09/08/21PIBL1220I368-2810.772021-09-08-2020-11-270.782000-1.620
RPTB 0 09/22/21PIBL1220I386-2950.812021-09-22-2020-11-274.200000-1.648
RPTB 0 09/29/21PIBL1220I395-3020.832021-09-29-2020-11-273.701800-1.652
RPTB 0 10/06/21PIBL1220J401-3090.852021-10-06-2020-11-2712.085000-1.714
RPTB 0 10/13/21PIBL1220J410-3160.872021-10-131.650011:19:4010.8150001.65001.675
RPTB 0 10/20/21PIBL1220J429-3230.882021-10-201.675015:00:3311.7300001.67501.681
RPTB 0 10/27/21PIBL1220J438-3300.902021-10-27-2020-11-241.346000-1.672
RPTB 0 11/03/21PIBL1220K445-3370.922021-11-031.691015:24:4025.4000001.69101.705
RPTB 0 11/10/21PIBL1220K454-3440.942021-11-101.690015:26:03236.4560001.69081.694
RPTB 0 11/17/21PIBL1220K463-3510.962021-11-171.690014:33:5864.5000001.69011.692
RPTB 0 11/24/21PIBL1220K472-3580.982021-11-241.692015:50:09278.8500001.69071.687
BVAL Rates - Government Securities (Bonds)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPGB 5 7/8 12/16/20PIBD1020L5255.8750150.042020-12-160.800015:59:447.0000000.80001.038
RPGB 4 1/4 01/25/21PIBD0321A2364.2500550.152021-01-251.300014:39:589.0000001.30001.108
RPGB 7 3/8 03/03/21PIID1021C0277.3750920.252021-03-031.250010:39:494.0000001.2500.989
RPGB 3 1/2 03/20/21PIBD0721C5743.50001090.302021-03-201.340015:57:5613.6600001.32041.140
RPGB 6 1/2 04/28/21PIBD1021D5316.50001480.412021-04-281.350010:01:070.4870001.35001.327
RPGB 4 7/8 06/13/21PIID0321F0924.87501940.532021-06-131.605011:48:497.5000001.60501.625
RPGB 5 3/4 10/20/21PIID1021J0395.75003230.882021-10-20-2020-11-2650.000000-1.519
RPGB 5 3/4 11/24/21PIBD1021K5515.75003580.982021-11-241.731014:22:51110.0000001.73101.695
RPGB 6 3/8 01/19/22PIBD1022G5456.37504141.132022-01-19-2020-11-2626.611660-1.651
RPGB 4 01/26/22PIBD0522A7474.00004211.152022-01-261.750015:28:581,026.6600001.72551.703
RPGB 15 03/14/22PIBD2022C02115.00004681.282022-03-14-2020-11-209.000000-1.682
RPGB 4 3/4 07/04/22PIBD0322G2474.75005801.592022-07-041.813014:21:49705.0000001.80011.792
RPGB 4 7/8 08/02/22PIBD1022H5624.87506091.672022-08-021.750010:01:140.0400001.75001.810
RPGB 4 3/4 09/13/22PIBD1022I5704.75006511.782022-09-13-2020-11-260.030000-1.850
RPGB 12 3/4 10/17/22PIBD2022J03312.75006851.882022-10-17-2019-08-010.000000-1.881
RPGB 4 5/8 12/04/22PIID0522L1144.62507332.012022-12-041.911014:21:0225.3900001.90211.869
RPGB 4 12/06/22PIBD1022L5854.00007352.012022-12-06-2020-11-2720.000000-1.926
RPGB 4 3/8 02/11/23PIID0323B1014.37508022.202023-02-112.016011:47:5924.5000002.01601.984
RPGB 13 02/20/23PIBD2023B04813.00008112.222023-02-20-2020-11-184.000000-1.985
RPGB 5 1/2 03/08/23PIBD0523C7525.50008272.262023-03-08-2020-11-2760.000000-2.041
RPGB 3 1/2 04/21/23PIBD0723D5883.50008712.382023-04-212.075015:40:0522.4600002.05092.006
RPGB 11 7/8 05/29/23PIBD2023E05411.87509092.492023-05-29-2020-11-202.000000-2.060
RPGB 3 1/4 08/15/23PIID1023H0463.25009872.702023-08-152.300011:48:3123.0000002.31742.245
RPGB 2 3/8 09/10/23PIBD0323I2522.37501,0132.772023-09-102.140015:47:32961.9850002.11522.123
RPGB 11 3/8 10/23/23PIBD2023J06811.37501,0562.892023-10-23-2019-02-0610.000000-2.174
RPGB 6 1/4 03/12/24PIID0524C1296.25001,1973.282024-03-122.180014:48:14116.3200002.18302.148
RPGB 4 1/2 04/20/24PIBD0724D5954.50001,2363.382024-04-20-2020-11-240.050000-2.298
RPGB 12 3/8 06/03/24PIBD2024F07512.37501,2803.502024-06-03-2020-10-2637.249000-2.328
RPGB 12 7/8 08/05/24PIBD2024H08612.87501,3433.682024-08-05-2020-10-227.500000-2.371
RPGB 4 1/8 08/20/24PIBD1024H5954.12501,3583.722024-08-20-2020-11-2735.500000-2.468
RPGB 4 1/4 10/17/24PIBD0524J7624.25001,4163.882024-10-17-2020-11-270.265000-2.293
RPGB 13 3/4 11/11/24PIBD2024K09113.75001,4413.952024-11-11-2020-07-1050.000000-2.429
RPGB 5 3/4 04/12/25PIBD0725D6185.75001,5934.362025-04-122.650015:47:5231.3000002.58842.551
RPGB 12 1/8 04/14/25PIBD2025D10312.12501,5954.372025-04-14-2020-11-192.000000-2.518
RPGB 2 5/8 08/12/25PIID0525H1302.62501,7154.702025-08-122.682015:41:32569.2590002.67972.681
RPGB 3 5/8 09/09/25PIBD1025I6083.62501,7434.772025-09-092.745015:48:52325.5650002.75282.758
RPGB 12 1/8 10/20/25PIBD2025J11612.12501,7844.882025-10-20-2020-10-1577.208000-2.616
RPGB 18 1/4 11/29/25PIBD2525K01518.25001,8244.992025-11-29-2020-10-150.250000-2.636
RPGB 10 1/4 01/19/26PIBD2026A12210.25001,8755.132026-01-19-2020-10-152.500000-2.653
RPGB 6 1/4 02/14/26PIBD0726B6276.25001,9015.202026-02-142.725010:16:558.8700002.72502.732
RPGB 3 1/2 09/20/26PIID1026I0573.50002,1195.802026-09-20-2020-11-2717.100000-2.803
RPGB 6 1/4 10/20/26PIID1526J0196.25002,1495.882026-10-20-2020-11-2510.950000-2.817
RPGB 8 12/07/26PIBD2026L1398.00002,1976.022026-12-07-2020-11-275.500000-2.757
RPGB 5 3/8 03/01/27PIID1527C0235.37502,2816.252027-03-01-2020-11-260.550000-2.773
RPGB 4 3/4 05/04/27PIBD1027E6174.75002,3456.422027-05-04-2020-11-2083.000000-2.807
RPGB 8 5/8 09/06/27PIBD2027I1408.62502,4706.762027-09-06-2020-11-267.000000-2.814
RPGB 6 1/4 03/22/28PIBD1028C6356.25002,6687.302028-03-22--13.640000-2.864
RPGB 9 1/2 12/04/28PIBD2028L1519.50002,9258.012028-12-04-2020-11-25926.000000-2.896
RPGB 6 7/8 01/10/29PIBD1029A6446.87502,9628.112029-01-102.861515:59:34594.2100002.85622.857
RPGB 8 3/4 05/27/30PIBD2030E1668.75003,4649.482030-05-272.975009:22:583.9000002.97502.934
RPGB 2 7/8 07/09/30PIBD1030G6552.87503,5079.602030-07-092.850015:59:30100.0000002.85002.850
RPGB 12 1/2 07/28/30PIBD2530G02912.50003,5269.652030-07-28-2020-10-13276.000000-2.940
RPGB 11 1/4 01/26/31PIBD2531A03211.25003,70810.152031-01-26-2020-09-171.000000-2.965
RPGB 8 07/19/31PIBD2031G1718.00003,88210.632031-07-193.090015:46:1237.2300002.98643.032
RPGB 9 3/8 10/05/31PIBD2531J0429.37503,96010.842031-10-05-2020-10-1415.000000-3.021
RPGB 5 7/8 02/02/32PIBD2032B1835.87504,08011.172032-02-02-2020-11-250.800000-3.058
RPGB 5 7/8 03/01/32PIID2032C0145.87504,10811.252032-03-01-2020-11-2744.500000-3.139
RPGB 5 3/4 09/27/32PIBD2032I1955.75004,31811.822032-09-27-2020-11-100.017000-3.148
RPGB 8 1/2 11/29/32PIBD2532K0578.50004,38111.992032-11-29-2020-11-181.800000-3.173
RPGB 3 5/8 03/21/33PIBD2033C2063.62504,49312.302033-03-213.600014:04:3616.1700003.47373.262
RPGB 9 1/4 11/05/34PIBD2534K0629.25005,08713.932034-11-05-2020-10-010.800000-3.481
RPGB 8 09/30/35PIBD2535I0718.00005,41614.832035-09-30-2020-11-241.700000-3.622
RPGB 8 1/8 12/16/35PIBD2535L0868.12505,49315.042035-12-16-2020-11-2742.600000-3.932
RPGB 7 5/8 09/29/36PIBD2536I0977.62505,78115.832036-09-29-2020-11-1028.000000-3.767
RPGB 5 1/4 05/18/37PIBD2037E2145.25006,01216.462037-05-18-2020-11-260.500000-3.949
RPGB 5 3/4 08/16/37PIBD2537H1035.75006,10216.712037-08-16-2020-11-233.000000-3.871
RPGB 6 1/8 10/24/37PIID2537J0156.12506,17116.902037-10-244.025014:02:312.5000003.99803.914
RPGB 6 1/2 02/22/38PIBD2038B2246.50006,29217.232038-02-22-2020-11-1150.000000-3.899
RPGB 6 3/4 01/24/39PIBD2039A2326.75006,62818.152039-01-243.800014:27:3644.4200003.87013.915
RPGB 4 5/8 09/09/40PIBD2540I1164.62507,22219.772040-09-094.000010:44:491,002.6400003.89463.866
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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