Barclays Month-End Fixed Income Index Duration Extension Estimates

US: -

Treasury +0.07
Agency +0.08
Credit +0.07
Govt/Credit +0.07
MBS +0.07
Aggregate +0.07
High Yield +0.07

Europe: -

Pan-Euro Aggregate +0.06
Pan-Euro Agg Treasury +0.06
Pan-Euro Agg Agency +0.07
Pan-Euro Agg Credit +0.05
Pan-Euro Agg Securitized +0.06
Pan-Euro High Yield +0.13
Euro Aggregate +0.06
Euro Agg Treasury +0.06

UK: -

Sterling Aggregate +0.08
Sterling Agg Treasury +0.09

Asia: -

Asia-Pac Aggregate +0.18
Asia-Pac Treasury +0.20
Asia-Pac Agency +0.10
Asia-Pac Credit +0.04
Japan Aggregate +0.19
Japanese Agg Treasury +0.20

25 Sep 2017 - 19:20- Fixed Income- Source: Barclays

Subscribe Now to RANsquawk

Click here for a 1 week free trial

RANsquawk provides audio news and commentary for over 15,000professional traders and brokers worldwide. Services include: