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Citi have calculated their.....>

MONTH-END EXTENSIONS
MONTH-END EXTENSIONS: Citi have calculated their month end index extensions for
their EGBI and see it extend by 0.03 years at the end of August. They write
"This is smaller than the median 5yr change and in line with relatively small
end-August changes seen over the last 4 years. Month-end changes should be most
supportive for France, closely followed by Germany."

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