Trial now
US TSY OPTIONS

Broken Midcurve Call Fly

COMMODITIES

Oil Benchmarks Shrug Off Tanker Seizure Off UAE Coast

EURUSD TECHS

Approaching The 50-Day EMA

EQUITIES

Late Rally Counters Early Negativity

Today finally brings the.......>

MONTH-END EXTENSIONS
MONTH-END EXTENSIONS: Today finally brings the month-end, quarter-end and Jpn
half-year-end; below are advance Bloomberg-Barclays US month-end index
extensions for mo-end vs. average increase for past year and the same time in
2016.
*.....................Projected...1Y Avg Incr..Last Sep
*US Tsys.................0.07........0.06........0.08
*Agencies................0.08........0.10........0.07
*Credit..................0.08........0.04........0.03
*Govt/Credit.............0.07........0.06........0.06
*MBS.....................0.06........0.11........0.09
*Aggregate...............0.08........0.07........0.05
*Long Govt/Credit........0.06........0.00........0.02
*Interm Credit...........0.06........0.05........0.03
*Interm Govt.............0.07........0.02........0.04
*Interm Govt/Cred........0.07........0.02........0.04
*High Yield..............0.08........0.00.......-0.01