Market GKOs (Government Short–term Bonds) and GDOs (Government Long–term Bonds) Portfolio Indicators, August 2010
% per annum
Date
Market GKOs and GDOs portfolio indicators
Short–term
Middle–term
Long–term
04.08.2010
10.5
4.3
8.1
05.08.2010
10.5
–
4.5
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.