April 22, 2024 17:59 GMT
PRELIMINARY Barclays/Bbg Extension Estimates for US
US TSYS
Preliminary forecast summary for May 2024 compared to avg increase for prior year: TIPS 0.11, real extension 0.11Y.
SECURITY | Estimate | 1Y Avg Incr | Last Year |
US Tsys | 0.05 | 0.07 | 0.16 |
Agencies | 0.03 | 0.04 | 0.06 |
Credit | 0.09 | 0.03 | 0.08 |
Govt/Credit | 0.09 | 0.05 | 0.12 |
MBS | 0.06 | 0.05 | 0.14 |
Aggregate | 0.06 | 0.05 | 0.13 |
Long Gov/Cr | 0.05 | 0.05 | 0.13 |
Iterm Credit | 0.10 | 0.06 | 0.05 |
Interm Gov | 0.06 | 0.07 | 0.12 |
Interm Gov/Cr | 0.08 | 0.06 | 0.09 |
High Yield | 0.05 | 0.04 | 0.12 |
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