BVAL MethodologyBVAL GSAC

As of Jan. 29, 2020 08:15 PM

BVAL Rates - Government Securities (Bills)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPTB 0 02/05/20PIBL1219B054-70.022020-02-05-2020-01-210.715000-3.206
RPTB 0 02/12/20PIBL1219B063-140.042020-02-12-2020-01-280.200000-3.300
RPTB 0 02/19/20PIBL1219B072-210.062020-02-193.050014:27:380.5000003.05003.224
RPTB 0 03/04/20PIBL0619I040-350.102020-03-043.075015:48:231.3210003.07693.191
RPTB 0 03/11/20PIBL1219C106-420.112020-03-11-2020-01-1011.010000-3.226
RPTB 0 03/18/20PIBL1219C115-490.132020-03-18-2020-01-247.741000-3.289
RPTB 0 03/25/20PIBL1219C124-560.152020-03-25-2020-01-282.513000-3.234
RPTB 0 04/01/20PIBL1219D132-630.172020-04-01-2020-01-281.000000-3.314
RPTB 0 04/08/20PIBL1219D141-700.192020-04-083.200014:55:025.5000003.20453.252
RPTB 0 04/15/20PIBL0320A016-770.212020-04-153.250014:03:020.1810003.25003.287
RPTB 0 04/22/20PIBL0619J058-840.232020-04-223.235015:02:184.5940003.24613.325
RPTB 0 04/29/20PIBL1219D178-910.252020-04-293.200015:54:521,263.4468203.22533.244
RPTB 0 05/06/20PIBL1219E186-980.272020-05-063.250011:46:123.1900003.25003.330
RPTB 0 05/13/20PIBL1219E195-1050.292020-05-133.300015:23:541.2600003.30003.389
RPTB 0 05/20/20PIBL1219E202-1120.312020-05-203.300015:24:33218.7600003.26963.251
RPTB 0 05/27/20PIBL1219E211-1190.332020-05-273.250014:13:26343.8880003.40803.408
RPTB 0 06/03/20PIBL1219F229-1260.342020-06-033.250015:37:29843.0730003.29643.361
RPTB 0 06/10/20PIBL1219F238-1330.362020-06-103.300015:36:17337.0000003.34463.356
RPTB 0 06/17/20PIBL1219F247-1400.382020-06-173.335014:45:4716.6070003.33673.379
RPTB 0 06/24/20PIBL1219F256-1470.402020-06-243.350014:33:05817.4870003.31913.380
RPTB 0 07/08/20PIBL1219G264-1610.442020-07-083.380015:58:0844.6230003.39283.516
RPTB 0 07/15/20PIBL0620A019-1680.462020-07-153.400014:24:4611.9180003.40003.521
RPTB 0 07/22/20PIBL1219G273-1750.482020-07-223.550011:14:131.2120003.55003.595
RPTB 0 07/29/20PIBL0620A028-1820.502020-07-293.550015:58:461,739.9720003.54233.539
RPTB 0 08/05/20PIBL1219H281-1890.522020-08-053.575011:16:320.1240003.57503.548
RPTB 0 08/19/20PIBL1219H290-2030.562020-08-193.575011:16:210.9190003.57503.577
RPTB 0 09/02/20PIBL1219I306-2170.592020-09-02-2020-01-1711.000000-3.594
RPTB 0 09/16/20PIBL1219I315-2310.632020-09-163.575015:20:101.1240003.57563.618
RPTB 0 10/07/20PIBL1219J323-2520.692020-10-07-2020-01-235.390000-3.653
RPTB 0 10/21/20PIBL1219J332-2660.732020-10-21-2020-01-2030.320000-3.677
RPTB 0 11/04/20PIBL1219K358-2800.772020-11-043.575011:19:1413.5730003.57503.698
RPTB 0 11/18/20PIBL1219K367-2940.802020-11-18-2020-01-271.166000-3.751
RPTB 0 12/02/20PIBL1219L375-3080.842020-12-023.580011:20:195.5380003.62063.756
RPTB 0 01/06/21PIBL1220A017-3430.942021-01-063.835015:13:3732.3600003.83503.834
RPTB 0 01/13/21PIBL1220A026-3500.962021-01-133.850014:26:530.5000003.85003.842
RPTB 0 01/20/21PIBL1220A035-3570.982021-01-20-2020-01-2753.195000-3.875
RPTB 0 01/27/21PIBL1220A044-3641.002021-01-273.900015:49:092,100.9670003.91283.915
BVAL Rates - Government Securities (Bonds)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPGB 7 3/4 02/18/20PIBD1020B5087.7500200.052020-02-18-2020-01-21140.000000-3.129
RPGB 4 1/4 04/11/20PIID0320D0874.2500730.202020-04-113.370015:51:501,871.2930003.37983.374
RPGB 7 1/4 08/19/20PIID1020H0157.25002030.562020-08-19-2020-01-2710.300000-3.752
RPGB 3 3/8 08/20/20PIBD0520H7353.37502040.562020-08-203.725015:58:521,169.7302003.69483.698
RPGB 6 1/8 09/16/20PIBD1020I5106.12502310.632020-09-16-2020-01-0710.000000-3.781
RPGB 5 7/8 12/16/20PIBD1020L5255.87503220.882020-12-16-2020-01-2834.000000-3.839
RPGB 4 1/4 01/25/21PIBD0321A2364.25003620.992021-01-254.025015:31:073.5000004.02504.028
RPGB 7 3/8 03/03/21PIID1021C0277.37503991.092021-03-034.000015:44:460.6000004.00003.865
RPGB 3 1/2 03/20/21PIBD0721C5743.50004161.142021-03-204.050011:57:25101.0000004.05944.026
RPGB 6 1/2 04/28/21PIBD1021D5316.50004551.252021-04-28-2020-01-101.700000-3.955
RPGB 4 7/8 06/13/21PIID0321F0924.87505011.372021-06-134.100015:47:30529.6200004.09004.063
RPGB 5 3/4 10/20/21PIID1021J0395.75006301.722021-10-204.150015:27:322.5000004.15004.068
RPGB 5 3/4 11/24/21PIBD1021K5515.75006651.822021-11-24-2020-01-270.500000-4.091
RPGB 6 3/8 01/19/22PIBD1022G5456.37507211.972022-01-19-2020-01-275.000000-4.085
RPGB 4 01/26/22PIBD0522A7474.00007281.992022-01-264.350014:00:5210.5000004.34194.115
RPGB 15 03/14/22PIBD2022C02115.00007752.122022-03-14-2019-10-211.500000-4.153
RPGB 4 3/4 07/04/22PIBD0322G2474.75008872.432022-07-044.200014:26:35750.0000004.20004.196
RPGB 4 7/8 08/02/22PIBD1022H5624.87509162.512022-08-02-2020-01-1411.400000-4.208
RPGB 4 3/4 09/13/22PIBD1022I5704.75009582.622022-09-13-2020-01-230.010000-4.237
RPGB 12 3/4 10/17/22PIBD2022J03312.75009922.722022-10-17-2019-08-010.000000-4.253
RPGB 4 5/8 12/04/22PIID0522L1144.62501,0402.852022-12-044.320015:59:041,770.2100004.32204.319
RPGB 4 12/06/22PIBD1022L5854.00001,0422.852022-12-06-2020-01-2828.006000-4.276
RPGB 13 02/20/23PIBD2023B04813.00001,1183.062023-02-20-2019-12-1950.000000-4.307
RPGB 5 1/2 03/08/23PIBD0523C7525.50001,1343.102023-03-08-2020-01-28200.600000-4.364
RPGB 3 1/2 04/21/23PIBD0723D5883.50001,1783.232023-04-214.300011:28:12100.0000004.30004.303
RPGB 11 7/8 05/29/23PIBD2023E05411.87501,2163.332023-05-29-2019-10-2913.000000-4.337
RPGB 3 1/4 08/15/23PIID1023H0463.25001,2943.542023-08-154.410015:29:0424.8000004.41344.352
RPGB 11 3/8 10/23/23PIBD2023J06811.37501,3633.732023-10-23-2019-02-0610.000000-4.381
RPGB 6 1/4 03/12/24PIID0524C1296.25001,5044.122024-03-124.425015:59:323,882.9120004.43514.431
RPGB 4 1/2 04/20/24PIBD0724D5954.50001,5434.222024-04-204.450015:49:5275.0000004.45004.450
RPGB 12 3/8 06/03/24PIBD2024F07512.37501,5874.342024-06-03-2019-11-1219.100000-4.436
RPGB 12 7/8 08/05/24PIBD2024H08612.87501,6504.522024-08-05-2019-10-1030.000000-4.448
RPGB 4 1/8 08/20/24PIBD1024H5954.12501,6654.562024-08-204.525015:44:3834.3706084.48884.430
RPGB 4 1/4 10/17/24PIBD0524J7624.25001,7234.722024-10-174.500011:46:551.0000004.50004.390
RPGB 13 3/4 11/11/24PIBD2024K09113.75001,7484.792024-11-11----4.468
RPGB 5 3/4 04/12/25PIBD0725D6185.75001,9005.202025-04-12-2020-01-28599.200000-4.453
RPGB 12 1/8 04/14/25PIBD2025D10312.12501,9025.212025-04-14-2019-06-2128.700000-4.493
RPGB 3 5/8 09/09/25PIBD1025I6083.62502,0505.612025-09-094.550014:00:450.7500004.55004.502
RPGB 12 1/8 10/20/25PIBD2025J11612.12502,0915.722025-10-20-2019-10-177.760000-4.517
RPGB 18 1/4 11/29/25PIBD2525K01518.25002,1315.832025-11-29-2019-10-300.000000-4.523
RPGB 10 1/4 01/19/26PIBD2026A12210.25002,1825.972026-01-19-2020-01-0340.000000-4.529
RPGB 6 1/4 02/14/26PIBD0726B6276.25002,2086.052026-02-144.550015:50:453,109.9500004.54804.550
RPGB 3 1/2 09/20/26PIID1026I0573.50002,4266.642026-09-204.550014:46:135.5000004.53184.573
RPGB 6 1/4 10/20/26PIID1526J0196.25002,4566.722026-10-204.800011:14:256.0000004.67504.546
RPGB 8 12/07/26PIBD2026L1398.00002,5046.862026-12-07-2020-01-091.000000-4.557
RPGB 5 3/8 03/01/27PIID1527C0235.37502,5887.092027-03-01-2020-01-2820.000000-4.563
RPGB 4 3/4 05/04/27PIBD1027E6174.75002,6527.262027-05-04-2020-01-2416.000000-4.688
RPGB 8 5/8 09/06/27PIBD2027I1408.62502,7777.602027-09-06-2020-01-214.000000-4.575
RPGB 6 1/4 03/22/28PIBD1028C6356.25002,9758.152028-03-224.590014:57:25462.7800004.58614.586
RPGB 9 1/2 12/04/28PIBD2028L1519.50003,2328.852028-12-044.675015:26:4940.0000004.67504.590
RPGB 6 7/8 01/10/29PIBD1029A6446.87503,2698.952029-01-104.540015:19:32658.0000004.54424.535
RPGB 8 3/4 05/27/30PIBD2030E1668.75003,77110.322030-05-27-2020-01-2412.700000-4.608
RPGB 12 1/2 07/28/30PIBD2530G02912.50003,83310.492030-07-28-2019-10-070.100000-4.611
RPGB 11 1/4 01/26/31PIBD2531A03211.25004,01510.992031-01-26-2019-07-121.000000-4.619
RPGB 8 07/19/31PIBD2031G1718.00004,18911.472031-07-194.600015:28:101,068.5240004.56624.579
RPGB 9 3/8 10/05/31PIBD2531J0429.37504,26711.682031-10-05-2019-09-092.100000-4.654
RPGB 5 7/8 02/02/32PIBD2032B1835.87504,38712.012032-02-02-2020-01-2710.000000-4.670
RPGB 5 7/8 03/01/32PIID2032C0145.87504,41512.092032-03-014.675014:07:110.2500004.67504.677
RPGB 5 3/4 09/27/32PIBD2032I1955.75004,62512.662032-09-27-2020-01-281.000000-4.728
RPGB 8 1/2 11/29/32PIBD2532K0578.50004,68812.842032-11-29-2020-01-216.800000-4.743
RPGB 3 5/8 03/21/33PIBD2033C2063.62504,80013.142033-03-214.830011:16:2521.2590004.83214.791
RPGB 9 1/4 11/05/34PIBD2534K0629.25005,39414.772034-11-05-2020-01-030.500000-4.931
RPGB 8 09/30/35PIBD2535I0718.00005,72315.672035-09-30-2020-01-142.380000-5.004
RPGB 8 1/8 12/16/35PIBD2535L0868.12505,80015.882035-12-165.000015:53:1817.7000005.04585.042
RPGB 7 5/8 09/29/36PIBD2536I0977.62506,08816.672036-09-29-2020-01-2710.000000-5.069
RPGB 5 1/4 05/18/37PIBD2037E2145.25006,31917.302037-05-18-2020-01-284.000000-5.099
RPGB 5 3/4 08/16/37PIBD2537H1035.75006,40917.552037-08-16-2020-01-248.000000-5.108
RPGB 6 1/8 10/24/37PIID2537J0156.12506,47817.742037-10-245.100014:49:4257.3450005.10005.100
RPGB 6 1/2 02/22/38PIBD2038B2246.50006,59918.072038-02-225.060011:43:161.0000005.06005.165
RPGB 6 3/4 01/24/39PIBD2039A2326.75006,93518.992039-01-245.085015:45:47384.0000005.08505.071
RPGB 4 5/8 09/09/40PIBD2540I1164.62507,52920.612040-09-095.100015:31:3461.1100005.15065.143
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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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