BVAL MethodologyBVAL GSAC

As of Jul. 13, 2020

BVAL Rates - Government Securities (Bills)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPTB 0 07/15/20PIBL0620A019-20.012020-07-15-2020-07-063.000000-.000
RPTB 0 07/22/20PIBL1219G273-90.022020-07-221.600011:07:3610.1040001.60001.516
RPTB 0 07/29/20PIBL0620A028-160.042020-07-291.650011:42:042.0000001.65001.607
RPTB 0 08/05/20PIBL1219H281-230.062020-08-051.500013:39:29110.6450001.50091.525
RPTB 0 08/12/20PIBL0620B036-300.082020-08-12-2020-07-084.844000-1.588
RPTB 0 08/19/20PIBL1219H290-370.102020-08-191.500009:40:596.0000001.50001.669
RPTB 0 08/26/20PIBL0620B045-440.122020-08-26-2020-06-260.890900-1.613
RPTB 0 09/02/20PIBL1219I306-510.142020-09-021.625010:37:085.0200001.62501.624
RPTB 0 09/09/20PIBL0620C053-580.162020-09-091.575013:37:595.0000001.57501.608
RPTB 0 09/16/20PIBL1219I315-650.182020-09-16-2020-07-0936.181000-1.646
RPTB 0 09/23/20PIBL0320F020-720.202020-09-23-2020-07-103.480000-1.761
RPTB 0 09/30/20PIBL0320G038-790.222020-09-301.600011:35:2429.6761001.58991.658
RPTB 0 10/07/20PIBL1219J323-860.242020-10-071.575013:55:5171.9000001.58431.630
RPTB 0 10/14/20PIBL0620D098-930.252020-10-141.550013:41:40409.4050001.55001.615
RPTB 0 10/21/20PIBL1219J332-1000.272020-10-21-2020-07-104.322000-1.791
RPTB 0 10/28/20PIBL0620D114-1070.292020-10-28-2020-07-105.179000-1.752
RPTB 0 11/04/20PIBL1219K358-1140.312020-11-041.675011:07:165.0000001.67501.758
RPTB 0 11/11/20PIBL0620E122-1210.332020-11-11-2020-07-0210.050000-1.711
RPTB 0 11/18/20PIBL1219K367-1280.352020-11-18-2020-07-109.000000-1.683
RPTB 0 11/25/20PIBL0620E131-1350.372020-11-251.605011:03:1320.0000001.60501.736
RPTB 0 12/02/20PIBL1219L375-1420.392020-12-02-2020-07-1026.990000-1.783
RPTB 0 12/09/20PIBL0620F149-1490.412020-12-091.615010:51:373.7341001.61501.643
RPTB 0 12/16/20PIBL0620F158-1560.432020-12-161.615011:58:2465.2250001.61221.647
RPTB 0 12/23/20PIBL0620F167-1630.452020-12-231.640013:33:21162.0660001.63851.670
RPTB 0 12/29/20PIBL0620G175-1690.462020-12-29-2020-07-10164.260000-1.692
RPTB 0 01/06/21PIBL1220A017-1770.482021-01-061.650013:59:17218.4110001.67291.706
RPTB 0 01/13/21PIBL1220A026-1840.502021-01-131.675011:56:5311.5000001.67501.781
RPTB 0 01/20/21PIBL1220A035-1910.522021-01-20-2020-06-263.250000-1.865
RPTB 0 01/27/21PIBL1220A044-1980.542021-01-271.685011:49:3912.5100001.69881.733
RPTB 0 02/03/21PIBL1220B052-2050.562021-02-031.725013:15:425.0000001.72501.756
RPTB 0 02/10/21PIBL1220B061-2120.582021-02-10-2020-07-091.128000-1.762
RPTB 0 02/17/21PIBL1220B070-2190.602021-02-17-2020-07-104.920000-1.769
RPTB 0 02/24/21PIBL1220B089-2260.622021-02-24-2020-07-1011.300000-1.798
RPTB 0 03/03/21PIBL1220C097-2330.642021-03-03-2020-07-02528.920000-1.862
RPTB 0 03/10/21PIBL1220C104-2400.662021-03-10-2020-07-1012.600000-1.792
RPTB 0 03/17/21PIBL1220C113-2470.682021-03-17-2020-07-104.500000-1.841
RPTB 0 04/07/21PIBL1220D149-2680.732021-04-07-2020-07-100.134000-1.865
RPTB 0 04/14/21PIBL1220D158-2750.752021-04-141.600013:25:192.5470001.73451.841
RPTB 0 04/21/21PIBL1220D167-2820.772021-04-211.750013:01:264,405.5410001.78951.797
RPTB 0 04/28/21PIBL1220D176-2890.792021-04-281.800013:53:4171.3500001.80001.846
RPTB 0 05/05/21PIBL1220E184-2960.812021-05-051.825013:15:51830.8000001.80601.820
RPTB 0 05/12/21PIBL1220E193-3030.832021-05-12-2020-07-1019.500000-1.860
RPTB 0 05/19/21PIBL1220E200-3100.852021-05-19-2020-07-019.600000-1.946
RPTB 0 05/26/21PIBL1220E219-3170.872021-05-26-2020-07-082.000000-1.925
RPTB 0 06/02/21PIBL1220F227-3240.892021-06-02-2020-07-1028.527000-1.880
RPTB 0 06/09/21PIBL1220F236-3310.912021-06-09-2020-07-10226.500000-1.846
RPTB 0 06/16/21PIBL1220F245-3380.932021-06-16-2020-07-10143.382000-1.864
RPTB 0 06/23/21PIBL1220F254-3450.942021-06-23-2020-07-10148.000000-1.868
RPTB 0 06/30/21PIBL1220G262-3520.962021-06-30-2020-07-101,485.170000-1.839
RPTB 0 07/07/21PIBL1220G271-3590.982021-07-071.805013:03:1734.1310001.80341.840
BVAL Rates - Government Securities (Bonds)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPGB 7 1/4 08/19/20PIID1020H0157.2500370.102020-08-191.649013:57:018.0100001.64901.632
RPGB 3 3/8 08/20/20PIBD0520H7353.3750380.102020-08-201.560011:22:221,150.0000001.56871.662
RPGB 6 1/8 09/16/20PIBD1020I5106.1250650.182020-09-16-2020-07-032.000000-1.698
RPGB 5 7/8 12/16/20PIBD1020L5255.87501560.432020-12-161.725013:57:453.0000001.72501.692
RPGB 4 1/4 01/25/21PIBD0321A2364.25001960.542021-01-25-2020-07-0779.600000-1.727
RPGB 7 3/8 03/03/21PIID1021C0277.37502330.642021-03-03-2020-07-10200.000000-1.713
RPGB 3 1/2 03/20/21PIBD0721C5743.50002500.682021-03-201.750011:32:5628.3000001.75001.717
RPGB 6 1/2 04/28/21PIBD1021D5316.50002890.792021-04-281.960013:12:117.4000001.96001.872
RPGB 4 7/8 06/13/21PIID0321F0924.87503350.922021-06-131.850011:46:0513.2600001.85781.904
RPGB 5 3/4 10/20/21PIID1021J0395.75004641.272021-10-201.900011:35:1810.0000001.90001.953
RPGB 5 3/4 11/24/21PIBD1021K5515.75004991.372021-11-24-2020-07-1015.780000-1.930
RPGB 6 3/8 01/19/22PIBD1022G5456.37505551.522022-01-191.950011:42:5323.2000001.95001.984
RPGB 4 01/26/22PIBD0522A7474.00005621.542022-01-261.970013:55:37929.4000001.97972.055
RPGB 15 03/14/22PIBD2022C02115.00006091.672022-03-14-2020-06-2625.000000-1.976
RPGB 4 3/4 07/04/22PIBD0322G2474.75007211.972022-07-041.900011:52:29301.5900001.90001.950
RPGB 4 7/8 08/02/22PIBD1022H5624.87507502.052022-08-02-2020-06-2550.000000-2.089
RPGB 4 3/4 09/13/22PIBD1022I5704.75007922.172022-09-13-2020-04-1411.700000-2.048
RPGB 12 3/4 10/17/22PIBD2022J03312.75008262.262022-10-17-2019-08-010.000000-2.060
RPGB 4 5/8 12/04/22PIID0522L1144.62508742.392022-12-041.980013:47:1717.5000001.98912.019
RPGB 4 12/06/22PIBD1022L5854.00008762.402022-12-06-2020-07-1024.400000-2.078
RPGB 4 3/8 02/11/23PIID0323B1014.37509432.582023-02-112.000013:42:293,359.5000001.99342.036
RPGB 13 02/20/23PIBD2023B04813.00009522.612023-02-202.095210:03:2037.0000002.09522.104
RPGB 5 1/2 03/08/23PIBD0523C7525.50009682.652023-03-082.050011:01:4830.0000002.05002.069
RPGB 3 1/2 04/21/23PIBD0723D5883.50001,0122.772023-04-212.020010:39:11130.0000002.01502.039
RPGB 11 7/8 05/29/23PIBD2023E05411.87501,0502.872023-05-29-2020-06-292.000000-2.138
RPGB 3 1/4 08/15/23PIID1023H0463.25001,1283.092023-08-152.400013:57:51219.9900002.27772.313
RPGB 11 3/8 10/23/23PIBD2023J06811.37501,1973.282023-10-23-2019-02-0610.000000-2.184
RPGB 6 1/4 03/12/24PIID0524C1296.25001,3383.662024-03-122.130013:53:26836.0000002.14152.156
RPGB 4 1/2 04/20/24PIBD0724D5954.50001,3773.772024-04-20-2020-07-013,250.000000-2.289
RPGB 12 3/8 06/03/24PIBD2024F07512.37501,4213.892024-06-03-2020-02-260.600000-2.252
RPGB 12 7/8 08/05/24PIBD2024H08612.87501,4844.062024-08-05-2020-04-221.269000-2.271
RPGB 4 1/8 08/20/24PIBD1024H5954.12501,4994.102024-08-20-2020-07-10132.200000-2.389
RPGB 4 1/4 10/17/24PIBD0524J7624.25001,5574.262024-10-172.073010:27:01100.0000002.07302.103
RPGB 13 3/4 11/11/24PIBD2024K09113.75001,5824.332024-11-11-2020-07-1050.000000-2.300
RPGB 5 3/4 04/12/25PIBD0725D6185.75001,7344.752025-04-122.260013:49:17122.0000002.27372.300
RPGB 12 1/8 04/14/25PIBD2025D10312.12501,7364.752025-04-14-2019-06-2128.700000-2.345
RPGB 3 5/8 09/09/25PIBD1025I6083.62501,8845.162025-09-09-2020-07-10350.000000-2.310
RPGB 12 1/8 10/20/25PIBD2025J11612.12501,9255.272025-10-20-2019-10-177.760000-2.401
RPGB 18 1/4 11/29/25PIBD2525K01518.25001,9655.382025-11-29-2020-04-270.000000-2.412
RPGB 10 1/4 01/19/26PIBD2026A12210.25002,0165.522026-01-19-2020-01-0340.000000-2.427
RPGB 6 1/4 02/14/26PIBD0726B6276.25002,0425.592026-02-142.385010:46:122.0000002.38502.361
RPGB 3 1/2 09/20/26PIID1026I0573.50002,2606.192026-09-202.650013:16:26250.5500002.65022.671
RPGB 6 1/4 10/20/26PIID1526J0196.25002,2906.272026-10-20-2020-07-1020.950000-2.598
RPGB 8 12/07/26PIBD2026L1398.00002,3386.402026-12-07-2020-07-091.000000-2.519
RPGB 5 3/8 03/01/27PIID1527C0235.37502,4226.632027-03-01-2020-07-100.420000-2.560
RPGB 4 3/4 05/04/27PIBD1027E6174.75002,4866.812027-05-042.600013:12:251.0000002.60002.657
RPGB 8 5/8 09/06/27PIBD2027I1408.62502,6117.152027-09-06-2020-06-265.000000-2.590
RPGB 6 1/4 03/22/28PIBD1028C6356.25002,8097.692028-03-222.645010:39:000.2000002.64502.573
RPGB 9 1/2 12/04/28PIBD2028L1519.50003,0668.392028-12-04-2020-07-07180.000000-2.905
RPGB 6 7/8 01/10/29PIBD1029A6446.87503,1038.502029-01-10-2020-07-10425.500000-2.565
RPGB 8 3/4 05/27/30PIBD2030E1668.75003,6059.872030-05-27-2020-07-101.300000-2.924
RPGB 2 7/8 07/09/30PIBD1030G6552.87503,6489.992030-07-092.630010:33:172,856.0000002.63002.618
RPGB 12 1/2 07/28/30PIBD2530G02912.50003,66710.042030-07-28-2020-06-24400.000000-2.755
RPGB 11 1/4 01/26/31PIBD2531A03211.25003,84910.542031-01-26-2020-07-0639.000000-2.772
RPGB 8 07/19/31PIBD2031G1718.00004,02311.012031-07-192.750011:59:251,575.0000002.66422.688
RPGB 9 3/8 10/05/31PIBD2531J0429.37504,10111.232031-10-05-2020-07-07126.000000-2.825
RPGB 5 7/8 02/02/32PIBD2032B1835.87504,22111.562032-02-02-2020-07-100.330000-2.850
RPGB 5 7/8 03/01/32PIID2032C0145.87504,24911.632032-03-01--10.000000-3.384
RPGB 5 3/4 09/27/32PIBD2032I1955.75004,45912.212032-09-27-2020-07-08589.000000-2.957
RPGB 8 1/2 11/29/32PIBD2532K0578.50004,52212.382032-11-293.735013:52:153.0000003.73502.951
RPGB 3 5/8 03/21/33PIBD2033C2063.62504,63412.692033-03-213.815013:45:55440.9470003.70783.715
RPGB 9 1/4 11/05/34PIBD2534K0629.25005,22814.312034-11-05-2020-06-25249.000000-3.250
RPGB 8 09/30/35PIBD2535I0718.00005,55715.212035-09-30-2020-07-030.200000-3.306
RPGB 8 1/8 12/16/35PIBD2535L0868.12505,63415.432035-12-163.760013:51:417.0000003.76003.673
RPGB 7 5/8 09/29/36PIBD2536I0977.62505,92216.212036-09-29-2020-06-295.000000-3.351
RPGB 5 1/4 05/18/37PIBD2037E2145.25006,15316.852037-05-18-2020-07-0911.000000-3.390
RPGB 5 3/4 08/16/37PIBD2537H1035.75006,24317.092037-08-163.800013:42:062.9500003.80003.424
RPGB 6 1/8 10/24/37PIID2537J0156.12506,31217.282037-10-243.675011:19:31221.8000003.67593.688
RPGB 6 1/2 02/22/38PIBD2038B2246.50006,43317.612038-02-22-2020-07-01276.000000-3.457
RPGB 6 3/4 01/24/39PIBD2039A2326.75006,76918.532039-01-243.375513:53:21100.0000003.37553.367
RPGB 4 5/8 09/09/40PIBD2540I1164.62507,36320.162040-09-09--20.000000-3.708
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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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