Philippines

ISO: 
PHP
Currency: 
Philippines Peso
DAC 2006 Income Category: 
Lower Middle Income Country
Region: 
Asia
Product capability: 
Non-deliverable and deliverable products available
DAC 2006 Risk Category: 
Medium
Financial data
Benchmark: 
6 months PHIREF
Max Fixed Rate Tenor: 
15.00 yrs fixed
Source of data: 
Bloomberg. The codes are: PFRP3MO Index PFRP6MO Index PFRP9MO Index PFRP1YR Index
Benchmark description: 
PHIREF = Philippine Inter-Bank Reference Rate which is implied peso rate derived from all done USDPHP swap and forward transactions
Tenor availability: 
Available
Day count convention (benchmark): 
act/360
Day count convention (benchmark) source: 
confirmation
Day count convention (bonds): 
30/360
Day count convention (swap): 
act/360
Day count convention (swap) source: 
PPSWN (BB)