Aggregated Bond Market Indicators

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Bond type	Nominal Issue Size, mln. RUB	Trading value, mln. RUB (Nominal)		Trading value, mln. RUB (prices)		Nominal turnover coefficient, %		Weighted avarage maturity, years
Bond type	Nominal Issue Size, mln. RUB	Main trading mode	Negotiated deals mode	Main trading mode	Negotiated deals mode	Main trading mode	Negotiated deals mode	Weighted avarage maturity, years
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Formulae used:

1. Nominal issue size

2. Trading value (nominal)

3. Trading value (prices)

4. Weighted avarage maturity

5. Nominal turnover coefficient

Where:

Q_i,t – Quantity of bond units on day t;

N_i,t – Bond issue nominal on day t;

Vol_i,t – Quantity of bond units traded in Main traiding mode on day t;

Val_i,t – Traded value on day t;

A_i,t – Accrued interest on day t;

T_i – Quantity of days before maturity date (or next put option date).