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Final Bloomberg-Barclays US Extension Estimates

MONTH-END EXTENSIONS

Forecast summary compared to the avg increase for prior year and the same time in 2019. TIPS -0.03Y; Govt inflation-linked, -0.04. Note MBS extension climbs to 0.14Y from 0.09 in preliminary

Estimate1Y Avg IncrLast Year
US Tsys0.080.10.07
Agencies0.080.050.09
Credit0.070.120.07
Govt/Credit0.070.10.07
MBS0.140.070.09
Aggregate0.080.090.06
Long Gov/Cr0.070.090.06
Iterm Credit0.050.10.06
Interm Gov0.090.080.07
Interm Gov/Cr0.080.090.06
High Yield0.080.120.09

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