FORM 6-K SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Report of Foreign Issuer Pursuant to Rule 13a-16 or 15d-16 of the Securities Exchange Act of 1934 For the month of October BG Group plc 100 Thames Valley Park Drive Reading RG6 1PT ENGLAND (Address of principal executive offices) The registrant files annual reports under cover of Form 20-F. By furnishing the information contained in this Form the reigistrant is not also furnishing the information to the Commission pursuant to Rule 12g3-2(b) under the Securities Exchange Act of 1934. BG Group plc 2 October 2007. BG Group plc announces that it has today purchased through JPMorgan Cazenove Limited 350,000 ordinary shares at a price of 834.0674 pence per share. The purchased shares will all be held as treasury shares. Following the above purchase, BG Group plc holds 202,797,743 ordinary shares as treasury shares. The total number of ordinary shares in issue (excluding shares held as treasury shares) is 3,367,107,628. END. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized. BG Group plc Date: 02 October, 2007 By: ___Ben Mathews___ Ben Mathews Company Secretary