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Month-End Extension Above Recent Norm But Below Longer Run May Average

US TSYS

The estimated month-end extension for the BBG U.S. Tsy benchmark index stands at +0.11 years. That compares to a longer run historical May extension average of +0.13 years, a 5-year (60-month) average of +0.09 years and a 12-month average of +0.09 years.

MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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