Market GKOs (Government Short–term Bonds) and GDOs (Government Long–term Bonds) Portfolio Indicators, February 2012
% per annum
Date
Market GKOs and GDOs portfolio indicators
Short–term
Middle–term
Long–term
01.02.2012
–
12.5
180.5
02.02.2012
–
–
47.2
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.