NATIONAL BANK OF THE REPUBLIC OF BELARUS

GKOs (Government Short–term Bonds) and GDOs (Government Long–term Bonds) Market Portfolio Indicators, May 2016

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
02/05/2016
03/05/2016
04/05/2016
05/05/2016
06/05/2016
11/05/201621.73
12/05/2016
13/05/2016
16/05/2016
17/05/2016
18/05/2016
19/05/2016
20/05/2016