NATIONAL BANK OF THE REPUBLIC OF BELARUS

GKOs (Government Short–term Bonds) and GDOs (Government Long–term Bonds) Market Portfolio Indicators, September 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
01/09/201712.12
04/09/201711.34
05/09/2017
06/09/2017
07/09/2017
08/09/201711.36
11/09/2017
12/09/2017
13/09/201710.90
14/09/20179.38
15/09/2017
18/09/201711.74
19/09/2017