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Yields on the BMA-PGBI decreased by 5pps and its value increased by 0.03% to close at 98.9934. The yields to maturities were stable among the long tenors, while the short and medium tenors both saw a 1 basis point decline. This decline in yields, coupled with interest rate return, led to the increase in value of the BMA-PGBI.



====================================================================
Index Statistics 17-Oct-05 16-Oct-05 Change
====================================================================
BMA-PGBI (Index Value) 98.9934 98.9589 0.0344 (0.03%)
Principal Return (Index Value) 83.7325 83.7164 0.0161 (0.02%)
Interest Return % 18.23% 18.21% 0.0002 (0.10%)
Average Coupon % 10.4548 10.4548 0.0001 (0.00%)
Average Maturity % 5.8697 5.8723 -0.0026 (-0.04%)
Average Yield % 9.2691 9.2740 -0.0049 (-0.05%)
Average Duration Value 4.0736 4.0759 -0.0022 (-0.06%)
Average Convexity Value 27.4953 27.4917 0.0036 (0.01%)
====================================================================

Copyright Business Recorder, 2005

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