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Morgan Stanley expect the......>

MONTH-END EXTENSIONS
MONTH-END EXTENSIONS: Morgan Stanley expect the 1y+ JGB index to extend by 0.02y
in September, compared to an average month's extension range of ~0.02-0.06y.
- They also expect the 1y+ ACGB index to extend by 0.027y in September, higher
than an average September extension of 0.018y but lower than an average month's
extension of 0.07y.
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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