Thursday is month-end, Aug.....>

MONTH-END EXTENSIONS: Thursday is month-end, Aug. 31st, and here are updated

Bloomberg-Barclays US month-end index extensions compared to average increase

for past year and the same time in 2016. Tsys extend a rather chunky 0.11 yrs

into the month-end:

*.....................Projected...1Y Avg Incr..Last Aug

*US Tsys.................0.11........0.06........0.08

*Agencies................0.05........0.10........0.10

*Credit..................0.09........0.04........0.05 

*Govt/Credit.............0.10........0.06........0.07

*MBS.....................0.06........0.12........0.10

*Aggregate...............0.09........0.07........0.07 

*Long Govt/Credit........0.12........0.00........0.00 

*Interm Credit...........0.07........0.05........0.05 

*Interm Govt.............0.09........0.02........0.05 

*Interm Govt/Cred........0.08........0.02........0.06 

*High Yield..............0.07........0.00........0.01