Barclays Month-End Fixed Income Index Duration Extension Initial Estimates

US: -

Treasury +0.11
Agency +0.03
Credit +0.08
Govt/Credit +0.09
MBS +0.07
Aggregate +0.09
High Yield +0.08

Europe: -

Pan-Euro Aggregate +0.05
Pan-Euro Agg Treasury +0.04
Pan-Euro Agg Agency +0.03
Pan-Euro Agg Credit +0.07
Pan-Euro Agg Securitized +0.05
Pan-Euro High Yield +0.06
Euro Aggregate +0.05
Euro Agg Treasury +0.05

UK: -

Sterling Aggregate +0.00
Sterling Agg Treasury -0.02

Asia: -

Asia-Pac Aggregate +0.03
Asia-Pac Treasury +0.03
Asia-Pac Agency +0.02
Asia-Pac Credit +0.07
Japan Aggregate +0.03
Japanese Agg Treasury +0.03

21 Nov 2017 - 18:54- Fixed Income- Source: Barclays

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