NATIONAL BANK OF THE REPUBLIC OF BELARUS

GKOs (Government Short–term Bonds) and GDOs (Government Long–term Bonds) Market Portfolio Indicators, August 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
01/08/2016
02/08/201621.43
03/08/201621.26
04/08/2016
05/08/2016
08/08/2016
09/08/2016
10/08/2016
11/08/2016
12/08/2016
15/08/2016
16/08/2016
17/08/2016
18/08/201619.80
19/08/2016