NATIONAL BANK OF THE REPUBLIC OF BELARUS

GKOs (Government Short–term Bonds) and GDOs (Government Long–term Bonds) Market Portfolio Indicators, September 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
01/09/201617.24
02/09/2016
05/09/2016
06/09/2016
07/09/2016
08/09/2016
09/09/2016
12/09/2016
13/09/201617.79
14/09/201619.12
15/09/201620.88
16/09/201617.23
19/09/2016
20/09/201620.74
21/09/2016
22/09/2016
23/09/2016
26/09/201616.53
27/09/2016