May 27, 2024 08:06 GMT
BBG Projections Point To Average Extensions For EGBs
MONTH-END EXTENSIONS
The Bloomberg month-end index extension forecast points to a +0.08 year extension for the Pan-Euro Aggregate Treasury index. That compares to an average historical end of May extension of +0.06 years, a 12-month average of +0.07 years and a 60-month average of +0.08 years.
- The broader Pan-Europe Aggregate index is set to extend by +0.08 years. That compares to a historical end of May average of +0.07 years, as well as 12- & 60-month averages of +0.08 years.
78 words