As of June 30th 2004 until April 1st 2020 including, in order to support the development of the Bulgarian financial market, DV Asset Management created and maintained the first index on the Bulgarian bond market DV Treasury Bonds Index, with a starting value of 100 points.
The main index objectives are:
The weight of each issue in the DV Treasury Bonds Index is determined based on the market value of the issue (including the index accrued interest) at the beginning of each month.
The DV Treasury Bonds Index values are calculated every working day. The index is calculated on the basis of total yield on government securities issues.
Methodology of DV Index Treasury Bonds calculation
| Index | Value | Change | Return to Maturity | Modified Duration |
|---|---|---|---|---|
| DV Treasury Bond Index | 222.38 | 0.10% | 0.08% | 5.96 |
| DV 2-Year Treasury Bond Index | 166.23 | 0.02% | -0.25% | 2.01 |
| DV 5-Year Treasury Bond Index | 216.93 | -0.24% | -0.04% | 4.47 |
| DV 7-Year Treasury Bond Index | 268.19 | -0.17% | 0.12% | 6.43 |
| DV 10-Year Treasury Bond Index | 313.19 | 0.17% | 0.68% | 13.01 |
| DV Treasury Bond Index (Euro) | 234.88 | 0.73% | -0.16% | 3.58 |
| *30.06.2004 - 01.04.2020 | ** 252 bussines days used |
| Index | Yield for the month until present time | Yield for the year until present time | Yield since the index establishment on an annual base* | Standart deviation on an annual base** |
|---|---|---|---|---|
| DV Treasury Bond Index | 0.10% | 0.46% | 5.02% | 2.26% |
| DV 2-Year Treasury Bond Index | 0.02% | -0.01% | 3.17% | 1.18% |
| DV 5-Year Treasury Bond Index | -0.24% | -0.06% | 4.86% | 3.03% |
| DV 7-Year Treasury Bond Index | -0.17% | -0.04% | 6.24% | 4.24% |
| DV 10-Year Treasury Bond Index | 0.17% | 2.02% | 7.25% | 5.50% |
| DV Treasury Bond Index (Euro) | 0.73% | 0.24% | 5.38% | 2.41% |
| *30.06.2004 - 01.04.2020 | ** 252 bussines days used |