NATIONAL BANK OF THE REPUBLIC OF BELARUS

GKOs (Government Short–term Bonds) and GDOs (Government Long–term Bonds) Market Portfolio Indicators, November 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
01/11/2017
02/11/201711.28
03/11/2017
04/11/2017
08/11/2017
09/11/2017
10/11/2017
13/11/2017
14/11/2017
15/11/2017
16/11/2017
17/11/2017
20/11/2017
21/11/2017