BMA-PGBI moved down by 2 bps to 98.86, on account of higher cut-off in 3-month and one-year T-bill which was 4.74% and 5.48%, respectively.

.

=================================================================

Index Statistics              16-Feb-05  15-Feb-05   1-Day Change

-----------------------------------------------------------------

BMA-PGBI          (Index Value)    98.86   98.88  -0.023 (-0.02%)

Principle Return  (Index Value)    89.20   89.25  -0.048 (-0.05%)

Interest Return    %                10.8%   10.8%  0.000  (0.32%)

Average Coupon     %               10.46   10.46   0.000  (0.00%)

Average Maturity   %                6.39    6.39  -0.002 (-0.03%)

Average Yield      %                7.74    7.73   0.016  (0.20%)

Average Duration   Value            4.45    4.45  -0.003 (-0.06%)

Average Convexity  Value           31.77   31.77   0.000  (0.00%)

=================================================================

Copyright Business Recorder, 2005