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Today, Thursday 30 November,...>

MONTH-END EXTENSIONS
MONTH-END EXTENSIONS: Today, Thursday 30 November, is month-end, the Asia-Pac
Aggregate Index is expected to undergo a 0.05-year duration extension according
to the advance Bloomberg-Barclays extension index. 
- According to Bloomberg-Barclays 16 issues were set to enter the Asia-Pacific
Aggregate Index (Y1.087trn market value), while 22 issues totalling Y4.351trn
were scheduled to depart. The removal of cash (0.00 years) and 38 bonds turning
over (0.05-year lengthening from dropped securities, with new issuance having a
negligible impact) are projected to produce a 0.05-year net extension.
*.............................Projected.....1Y Avg
* Asia-Pac Aggregate...........0.04..........0.10
* Asia-Pac Treasury............0.04..........0.09
* Asia-Pac Agency..............0.02..........0.09
* Asia-Pac Credit..............0.07..........0.09
* Japan Aggregate..............0.04..........0.09
* Japan Aggregate Treasury.....0.03..........0.09

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