GPWB-B1Y3Y

GPWB-B1Y3Y is a treasury bond index with a portfolio of instruments with maturities from one year to three years. GPWB-B1Y3Y is a total return index that takes into account changes in bond prices, the value of accrued interest and income from reinvestment of interest coupons. The index portfolio includes zero-coupon and fixed-rate bonds denominated in zlotys. The index is calculated on the basis of reference prices determined in accordance with the rules for determining these prices on the Treasury BondSpot Poland market operated by BondSpot S.A. The index base date is December 30, 2016, and the base value is 1000 points.