/AUSSIE BONDS: CBA have........>

MONTH-END EXTENSIONS: /AUSSIE BONDS: CBA have issued a correction to their

earlier published month-end extension estimate: "Other than the Jun-51, the

current results suggest a smaller than average increase in duration at the July

month-end. Other than the Jun-51, the Bloomberg index is set to increase by

0.045 years and the Barclays index to increase by 0.033 years. Assuming the

Jun-51 deal proceeds on the timeline the AOFM has indicated, each $A1bn of the

Jun-51 issued will increase the Bloomberg index duration by around 0.014 years.

Each $A1bn of the Jun-51 issued will increase the duration of the Barclays index

by around 0.015 years. As such, the index extension at the end of July is going

to be heavily reliant on the volume of Jun-51 issued."