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AUD

Extending small gains

US TSY OPTIONS

Put spread trades again

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

MONTH-END EXTENSIONS
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