DV TREASURY BONDS INDEX

DV Treasury Bonds Index reflects the market movement of securities with fixed yield, issued by the state of Bulgaria. DV Treasury Bonds Index also serves as a benchmark of the investments yield in such bonds, since it covers all issues of government treasury bonds (GTB).

The level of each issue is based on the market value of the issue (including the accrued interest) in the beginning of every month.

Calculation of the DV Index value is made for every business day. The DV Index is calculated based on overall approach of the issues of government treasury bonds.

 See Methodology of DV Index Treasury Bonds calculation

Current values:

IndexValueChangeReturn to MaturityModified Duration
DV Treasury Bond Index 213.08 -0.04% 0.23% 4.25
DV 2-Year Treasury Bond Index 163.68 -0.02% -0.14% 1.91
DV 5-Year Treasury Bond Index 214.19 -0.05% 0.06% 3.92
DV 7-Year Treasury Bond Index 252.32 -0.02% 0.50% 6.07
DV 10-Year Treasury Bond Index 287.35 -0.04% 0.79% 8.07
DV Treasury Bond Index (Euro) 229.12 -0.07% 0.26% 3.81
*30.06.2004 - 18.10.2018 ** 252 bussines days used
IndexYield for the month until present timeYield for the year until present timeYield since the index establishment on an annual base*Standart deviation on an annual base**
DV Treasury Bond Index 0.07% 0.37% 5.24% 0.55%
DV 2-Year Treasury Bond Index 0.01% -0.12% 3.38% 0.26%
DV 5-Year Treasury Bond Index 0.05% 0.39% 5.28% 0.68%
DV 7-Year Treasury Bond Index 0.13% 0.25% 6.45% 1.09%
DV 10-Year Treasury Bond Index 0.18% 1.80% 7.39% 1.54%
DV Treasury Bond Index (Euro) 0.05% 0.53% 5.76% 0.78%
*30.06.2004 - 18.10.2018 ** 252 bussines days used