April 24, 2024 14:20 GMT
MONTH END EXTENSIONS
CROSS ASSET
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MONTH END EXTENSION: Gist is that Bonds extensions are small for this Month, should have no real impact.
Bloomberg Bonds:
- US Tsys: +0.05yr (small).
- EU Govies: +0.07yr (small, average).
- UK Govies: -0.01yr (non event).
MS Bonds:
- US Tsys: +0.05yr (small).
- EU Govies: +0.05yr (small).
- UK Govies: To contract (non event).
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