NATIONAL BANK OF THE REPUBLIC OF BELARUS

GKOs (Government Short–term Bonds) and GDOs (Government Long–term Bonds) Market Portfolio Indicators, July 2017

Methodology of calculation has changed since 01/01/2007.

Methodology for calculating the GKO and GDO market portfolio indicator:

where:
Yi – is the weighted avarage yield of the i–issue to maturity;
vi – is the market value of the issue's volume in circulation;
ti – is the i–issue's term to maturity.

% per annum
DateMarket GKOs and GDOs portfolio indicators
Short–termMiddle–termLong–term
04/07/2017
05/07/201712.53
06/07/2017
07/07/2017
10/07/201712.50
11/07/2017
12/07/2017
13/07/2017
14/07/2017
17/07/2017
18/07/2017
19/07/201711.49
20/07/20170.00
21/07/201711.51
24/07/201711.49
25/07/2017
26/07/201712.08
27/07/2017