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SHORT-STERLING OPTIONS

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***Bloomberg-Barclays US.......>

MONTH-END EXTENSIONS
MONTH-END EXTENSIONS: ***Bloomberg-Barclays US month-end index extensions
compared to the average increase for the past year and the same time in 2016. 
*.....................Projected...1Y Avg Incr..Last Nov/Dec
*US Tsys.................0.11........0.06........0.04
*Agencies................0.03........0.10........0.13
*Credit..................0.08........0.04........0.02 
*Govt/Credit.............0.09........0.06........0.04
*MBS.....................0.07........0.11........0.26
*Aggregate...............0.09........0.06........0.09 
*Long Govt/Credit........0.14........0.00.......-0.06 
*Interm Credit...........0.08........0.04........0.05 
*Interm Govt.............0.09........0.01........0.05 
*Interm Govt/Cred........0.09........0.01........0.05 
*High Yield..............0.08........0.00........0.02