BMA-PGBI Closing Bell

The BMA-PGBI yield witnessed a 35 pps decline and its value increased by 0.03% to close at 98.0892. Few tenors on the yield curve witnessed a 1 basis point decline on account of price checking in the market, but otherwise, very little activity took place.

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Index Statistics               11-Aug-05     10-Aug-05        Change

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BMA-PGBI          (Index Value)  98.0892  98.0602   0.0290   (0.03%)

Principal Return  (Index Value)  84.2253  84.2152   0.0101   (0.01%)

Interest Return    %               16.46%   16.44%  0.0002   (0.12%)

Average Coupon     %             10.4772  10.4773  -0.0001   (0.00%)

Average Maturity   %              6.0083   6.0110  -0.0027  (-0.04%)

Average Yield      %              9.1393   9.1428  -0.0035  (-0.04%)

Average Duration         Value    4.1596   4.1620  -0.0024  (-0.06%)

Average Convexity        Value   28.4378  28.4355   0.0023   (0.01%)

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