MANILA (Reuters) - The Philippine is not leaving the United Nations, the foreign minister said on Monday, a day after President Rodrigo Duterte threatened to quit the body after it called for an end to the wave of killings unleashed by his war on drugs.

Foreign Affairs Secretary Perfecto Yasay said Duterte's statement "is a statement expressing profound disappointment and frustration".

"We are committed to the U.N. despite our numerous frustrations with this international agency," Yasay told a news conference.

(Reporting by Karen Lema; Editing by Michael Perry)