BVAL MethodologyBVAL GSAC

As of Sep. 24, 2020

BVAL Rates - Government Securities (Bills)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPTB 0 09/30/20PIBL0320G038-60.022020-09-30-2020-09-221.800000-1.046
RPTB 0 10/07/20PIBL1219J323-130.042020-10-071.025010:24:382.1000001.02501.044
RPTB 0 10/14/20PIBL0620D098-200.052020-10-14-2020-09-150.209000-1.035
RPTB 0 10/21/20PIBL1219J332-270.072020-10-211.080009:59:010.5140001.08001.046
RPTB 0 10/28/20PIBL0620D114-340.092020-10-281.180010:57:251.2500001.18001.140
RPTB 0 11/04/20PIBL1219K358-410.112020-11-04-2020-09-1812.850000-1.063
RPTB 0 11/11/20PIBL0620E122-480.132020-11-11-2020-09-225.000000-1.058
RPTB 0 11/11/20PIBL0320H046-480.132020-11-111.000009:22:103.5040001.00001.065
RPTB 0 11/18/20PIBL1219K367-550.152020-11-181.125010:15:094.9400001.12501.082
RPTB 0 11/25/20PIBL0620E131-620.172020-11-251.050010:24:360.8000001.05001.096
RPTB 0 12/02/20PIBL1219L375-690.192020-12-02-2020-09-220.600000-1.110
RPTB 0 12/09/20PIBL0620F149-760.212020-12-091.125013:05:4316.0300001.07201.122
RPTB 0 12/16/20PIBL0620F158-830.232020-12-161.050013:02:22151.6630001.06231.080
RPTB 0 12/23/20PIBL0620F167-900.252020-12-231.125013:51:50571.7530001.11441.124
RPTB 0 12/29/20PIBL0620G175-960.262020-12-29-2020-09-1018.590000-1.189
RPTB 0 01/06/21PIBL1220A017-1040.282021-01-061.300011:03:361,302.5380001.19861.198
RPTB 0 01/13/21PIBL1220A026-1110.302021-01-131.275010:23:35360.0000001.23751.237
RPTB 0 01/20/21PIBL1220A035-1180.322021-01-201.175013:44:0550.4960001.17501.190
RPTB 0 01/27/21PIBL1220A044-1250.342021-01-271.175009:52:451.0000001.17501.230
RPTB 0 02/03/21PIBL1220B052-1320.362021-02-03-2020-09-2328.100000-1.359
RPTB 0 02/10/21PIBL1220B061-1390.382021-02-101.300010:10:382.0000001.30001.330
RPTB 0 02/17/21PIBL1220B070-1460.402021-02-171.300011:00:1815.5000001.30241.318
RPTB 0 02/24/21PIBL1220B089-1530.422021-02-24-2020-09-213.500000-1.484
RPTB 0 03/03/21PIBL1220C097-1600.442021-03-031.525009:48:511.0000001.52501.481
RPTB 0 03/10/21PIBL1220C104-1670.462021-03-101.525010:37:492.1600001.52221.534
RPTB 0 03/17/21PIBL1220C113-1740.482021-03-171.545013:47:08194.0880001.54921.547
RPTB 0 03/24/21PIBL0620I182-1810.502021-03-241.565013:52:22317.3360001.56691.575
RPTB 0 04/07/21PIBL1220D149-1950.532021-04-07-2020-09-186.960000-1.553
RPTB 0 04/14/21PIBL1220D158-2020.552021-04-14-2020-09-2312.800000-1.616
RPTB 0 04/21/21PIBL1220D167-2090.572021-04-211.625010:24:29801.1000001.63311.631
RPTB 0 04/28/21PIBL1220D176-2160.592021-04-281.650013:21:23901.0000001.63751.637
RPTB 0 05/05/21PIBL1220E184-2230.612021-05-051.685013:11:0022.0380001.68501.688
RPTB 0 05/12/21PIBL1220E193-2300.632021-05-12-2020-09-220.050000-1.642
RPTB 0 05/19/21PIBL1220E200-2370.652021-05-19-2020-08-250.427000-1.637
RPTB 0 05/26/21PIBL1220E219-2440.672021-05-26-2020-09-2343.980000-1.685
RPTB 0 06/02/21PIBL1220F227-2510.692021-06-02-2020-09-215.040000-1.671
RPTB 0 06/09/21PIBL1220F236-2580.712021-06-091.700011:44:0283.6000001.70001.700
RPTB 0 06/16/21PIBL1220F245-2650.732021-06-161.725011:13:595.0460001.72501.704
RPTB 0 06/23/21PIBL1220F254-2720.742021-06-23-2020-09-233.700000-1.741
RPTB 0 06/30/21PIBL1220G262-2790.762021-06-30-2020-09-238.000000-1.736
RPTB 0 07/07/21PIBL1220G271-2860.782021-07-07-2020-09-172.202000-1.736
RPTB 0 07/14/21PIBL1220G280-2930.802021-07-141.775011:50:5410.1210001.77501.765
RPTB 0 07/21/21PIBL1220G299-3000.822021-07-211.735010:11:43100.0000001.73501.736
RPTB 0 07/28/21PIBL1220G306-3070.842021-07-28-2020-09-1011.516000-1.762
RPTB 0 08/04/21PIBL1220H314-3140.862021-08-04-2020-09-01100.000000-1.774
RPTB 0 08/11/21PIBL1220H323-3210.882021-08-111.765010:37:450.5500001.76501.779
RPTB 0 08/18/21PIBL1220H332-3280.902021-08-181.765010:29:0016.2400001.74191.799
RPTB 0 08/25/21PIBL1220H341-3350.922021-08-25-2020-09-2314.579000-1.756
RPTB 0 09/01/21PIBL1220I359-3420.942021-09-011.750013:14:1421.0000001.78811.806
RPTB 0 09/08/21PIBL1220I368-3490.962021-09-08-2020-09-216.854000-1.808
RPTB 0 09/22/21PIBL1220I386-3630.992021-09-221.835513:52:55106.5720001.82901.840
BVAL Rates - Government Securities (Bonds)
Global IDDomestic No.CouponDaysYearsMaturityLast YieldLast Traded TimeTotal Volume (MM)Wtd. Ave. YieldBVAL Rates
RPGB 5 7/8 12/16/20PIBD1020L5255.8750830.232020-12-16-2020-09-081.000000-1.588
RPGB 4 1/4 01/25/21PIBD0321A2364.25001230.342021-01-251.670013:47:2540.8200001.66021.548
RPGB 7 3/8 03/03/21PIID1021C0277.37501600.442021-03-031.775011:34:3548.5000001.77501.650
RPGB 3 1/2 03/20/21PIBD0721C5743.50001770.482021-03-201.805013:43:44340.0000001.63231.612
RPGB 6 1/2 04/28/21PIBD1021D5316.50002160.592021-04-28-2020-09-2310.000000-1.708
RPGB 4 7/8 06/13/21PIID0321F0924.87502620.722021-06-131.805013:54:115.3000001.85141.875
RPGB 5 3/4 10/20/21PIID1021J0395.75003911.072021-10-201.800013:06:469.5100001.80001.878
RPGB 5 3/4 11/24/21PIBD1021K5515.75004261.172021-11-24-2020-09-1877.600000-1.907
RPGB 6 3/8 01/19/22PIBD1022G5456.37504821.322022-01-191.975010:36:4430.9000001.99931.841
RPGB 4 01/26/22PIBD0522A7474.00004891.342022-01-262.000013:01:5519.3000001.99261.931
RPGB 15 03/14/22PIBD2022C02115.00005361.472022-03-14-2020-08-11149.320000-1.994
RPGB 4 3/4 07/04/22PIBD0322G2474.75006481.772022-07-041.975013:22:531,848.0000002.00622.000
RPGB 4 7/8 08/02/22PIBD1022H5624.87506771.852022-08-02-2020-09-1619.000000-2.107
RPGB 4 3/4 09/13/22PIBD1022I5704.75007191.972022-09-13-2020-04-1411.700000-2.140
RPGB 12 3/4 10/17/22PIBD2022J03312.75007532.062022-10-17-2019-08-010.000000-2.165
RPGB 4 5/8 12/04/22PIID0522L1144.62508012.192022-12-042.200009:25:450.4680002.18642.156
RPGB 4 12/06/22PIBD1022L5854.00008032.202022-12-06--0.200000-2.185
RPGB 4 3/8 02/11/23PIID0323B1014.37508702.382023-02-112.225013:59:16613.5680002.21502.234
RPGB 13 02/20/23PIBD2023B04813.00008792.412023-02-20-2020-08-072.000000-2.250
RPGB 5 1/2 03/08/23PIBD0523C7525.50008952.452023-03-08-2020-09-230.500000-2.256
RPGB 3 1/2 04/21/23PIBD0723D5883.50009392.572023-04-212.290013:24:374.7000002.29432.330
RPGB 11 7/8 05/29/23PIBD2023E05411.87509772.672023-05-29-2020-09-035.000000-2.316
RPGB 3 1/4 08/15/23PIID1023H0463.25001,0552.892023-08-152.450013:33:5923.6000002.44452.406
RPGB 2 3/8 09/10/23PIBD0323I2522.37501,0812.962023-09-102.310013:48:39871.3000002.30602.309
RPGB 11 3/8 10/23/23PIBD2023J06811.37501,1243.082023-10-23-2019-02-0610.000000-2.410
RPGB 6 1/4 03/12/24PIID0524C1296.25001,2653.462024-03-122.290013:51:15635.2000002.30122.303
RPGB 4 1/2 04/20/24PIBD0724D5954.50001,3043.572024-04-202.700013:43:3817.0000002.67062.751
RPGB 12 3/8 06/03/24PIBD2024F07512.37501,3483.692024-06-03-2020-08-270.900000-2.524
RPGB 12 7/8 08/05/24PIBD2024H08612.87501,4113.862024-08-05-2020-04-221.269000-2.557
RPGB 4 1/8 08/20/24PIBD1024H5954.12501,4263.902024-08-202.750010:20:3350.7000002.75002.749
RPGB 4 1/4 10/17/24PIBD0524J7624.25001,4844.062024-10-17-2020-09-2170.000000-2.438
RPGB 13 3/4 11/11/24PIBD2024K09113.75001,5094.132024-11-11-2020-07-1050.000000-2.601
RPGB 5 3/4 04/12/25PIBD0725D6185.75001,6614.552025-04-122.550013:41:1743.9000002.62992.739
RPGB 12 1/8 04/14/25PIBD2025D10312.12501,6634.552025-04-14-2019-06-2128.700000-2.660
RPGB 2 5/8 08/12/25PIID0525H1302.62501,7834.882025-08-122.730013:28:402,697.1000002.72762.731
RPGB 3 5/8 09/09/25PIBD1025I6083.62501,8114.962025-09-09--0.600000-2.807
RPGB 12 1/8 10/20/25PIBD2025J11612.12501,8525.072025-10-20-2020-08-280.500000-2.730
RPGB 18 1/4 11/29/25PIBD2525K01518.25001,8925.182025-11-29-2020-04-270.000000-2.741
RPGB 10 1/4 01/19/26PIBD2026A12210.25001,9435.322026-01-192.821111:12:141,000.0000002.82112.821
RPGB 6 1/4 02/14/26PIBD0726B6276.25001,9695.392026-02-142.852513:55:113,851.2000002.84182.849
RPGB 3 1/2 09/20/26PIID1026I0573.50002,1875.992026-09-202.900013:02:0221.0000002.90952.826
RPGB 6 1/4 10/20/26PIID1526J0196.25002,2176.072026-10-20-2020-09-210.400000-2.863
RPGB 8 12/07/26PIBD2026L1398.00002,2656.202026-12-07-2020-09-117.800000-2.839
RPGB 5 3/8 03/01/27PIID1527C0235.37502,3496.432027-03-013.200011:03:205.0000003.20002.854
RPGB 4 3/4 05/04/27PIBD1027E6174.75002,4136.612027-05-04-2020-09-230.300000-2.891
RPGB 8 5/8 09/06/27PIBD2027I1408.62502,5386.952027-09-06-2020-09-1560.000000-3.001
RPGB 6 1/4 03/22/28PIBD1028C6356.25002,7367.492028-03-222.930013:38:5259.1700002.93002.969
RPGB 9 1/2 12/04/28PIBD2028L1519.50002,9938.192028-12-04-2020-09-21155.000000-3.007
RPGB 6 7/8 01/10/29PIBD1029A6446.87503,0308.302029-01-102.875013:32:581,052.8250002.89762.876
RPGB 8 3/4 05/27/30PIBD2030E1668.75003,5329.672030-05-27-2020-09-23155.000000-3.123
RPGB 2 7/8 07/09/30PIBD1030G6552.87503,5759.792030-07-09-2020-09-2210.000000-2.853
RPGB 12 1/2 07/28/30PIBD2530G02912.50003,5949.842030-07-28-2020-06-24400.000000-3.016
RPGB 11 1/4 01/26/31PIBD2531A03211.25003,77610.342031-01-26-2020-09-171.000000-3.037
RPGB 8 07/19/31PIBD2031G1718.00003,95010.812031-07-193.049011:57:03437.7200003.03923.047
RPGB 9 3/8 10/05/31PIBD2531J0429.37504,02811.032031-10-05-2020-07-300.225893-3.121
RPGB 5 7/8 02/02/32PIBD2032B1835.87504,14811.362032-02-023.165013:51:335.0000003.16503.097
RPGB 5 7/8 03/01/32PIID2032C0145.87504,17611.432032-03-013.600011:36:33158.8000003.36203.360
RPGB 5 3/4 09/27/32PIBD2032I1955.75004,38612.012032-09-27-2020-09-041.570000-3.156
RPGB 8 1/2 11/29/32PIBD2532K0578.50004,44912.182032-11-29-2020-08-286.000000-3.176
RPGB 3 5/8 03/21/33PIBD2033C2063.62504,56112.492033-03-213.695010:13:521.5000003.69503.650
RPGB 9 1/4 11/05/34PIBD2534K0629.25005,15514.112034-11-05-2020-08-263.200000-3.395
RPGB 8 09/30/35PIBD2535I0718.00005,48415.012035-09-304.100011:01:5010.0000004.10003.501
RPGB 8 1/8 12/16/35PIBD2535L0868.12505,56115.232035-12-163.900013:03:0820.4000003.94883.546
RPGB 7 5/8 09/29/36PIBD2536I0977.62505,84916.012036-09-29-2020-09-211.000000-3.619
RPGB 5 1/4 05/18/37PIBD2037E2145.25006,08016.652037-05-183.897611:04:44134.0000003.89763.898
RPGB 5 3/4 08/16/37PIBD2537H1035.75006,17016.892037-08-16-2020-09-238.000000-3.723
RPGB 6 1/8 10/24/37PIID2537J0156.12506,23917.082037-10-243.990013:44:2359.3150003.96623.752
RPGB 6 1/2 02/22/38PIBD2038B2246.50006,36017.412038-02-22-2020-09-02300.000000-3.792
RPGB 6 3/4 01/24/39PIBD2039A2326.75006,69618.332039-01-243.850013:18:35159.2000003.84713.847
RPGB 4 5/8 09/09/40PIBD2540I1164.62507,29019.962040-09-093.975011:46:12132.0100003.94173.982
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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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