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Month End

BONDS
  • MONTH END EXTENSION: MS extensions are similar to Bloomberg.
  • These should have a very limited impact, although given the illiquid markets, a bid going into Friday can't be ruled out.
Bloomberg Bonds:
  • US Tsys; +0.07yr (small, average)
  • EU Govies: +0.07yr (small, average)
  • UK Govies: -0.001yr (non event)

MS Bonds:

  • US Tsys: +0.07yr (small average)
  • EU Govies: +0.07yr (small average)
  • UK Govies: -0.01yr (non event)

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