Yields on the BMA-PGBI increased by 2 bps and its value decreased by 0.51% to close at 99.7565. The short tenors increased by 1 - 2 basis points, while the medium tenors increased by 1 - 3 basis points, except the 8 - 9 years segment which experienced a 1 basis point decrease.

The long tenors experienced an increase of 0 - 1 basis point. The increases in yields resulted in the decrease in the value of the BMA-PGBI.

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Index Statistics                29-Nov-05     28-Nov-05       Change

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BMA-PGBI          (Index Value)  99.7565 100.2616  -0.5050  (-0.50%)

Principal Return  (Index Value)  84.1386  84.2085  -0.0700  (-0.08%)

Interest Return    %               18.56%   19.06% -0.0050  (-2.63%)

Average Coupon     %             10.5769  10.5775  -0.0005   (0.00%)

Average Maturity   %              5.8944   5.8974  -0.0030  (-0.05%)

Average Yield      %              9.1565   9.1364   0.0201   (0.22%)

Average Duration         Value    4.1267   4.1307  -0.0040  (-0.10%)

Average Convexity        Value   27.3304  27.3431  -0.0128  (-0.05%)

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Copyright Business Recorder, 2005