GKOs (Government Short–term Bonds) and GDOs (Government Long–term Bonds) Market Portfolio Indicators, May 2013

Methodology of calculation has changed since 01/01/2007.

Methodology for calculating the GKO and GDO market portfolio indicator:

where:
Y_i – is the weighted avarage yield of the i–issue to maturity;
v_i – is the market value of the issue's volume in circulation;
t_i – is the i–issue's term to maturity.