Market GKOs (Government Short–term Bonds) and GDOs (Government Long–term Bonds) Portfolio Indicators, March 2010
% per annum
Date
Market GKOs and GDOs portfolio indicators
Short–term
Middle–term
Long–term
01.03.2010
18.8
–
10.9
02.03.2010
–
–
9.0
03.03.2010
14.5
–
11.8
04.03.2010
8.3
–
12.3
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.
