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Updated Extension Estimates

MONTH-END EXTENSIONS

UPDATED Bloomberg-Barclays US month-end index extensions; forecast summary compared to the avg increase for prior year and the same time in 2019. TIPS 0.02Y; Govt inflation-linked, 0.01.

Estimated1Y Avg IncrLast Yr
US Tsys0.10.090.06
Agencies0.050.060.14
Credit0.110.090.09
Govt/Credit0.090.090.08
MBS0.090.050.07
Aggregate0.090.080.07
Long Gov/Cr0.120.090.05
Iterm Credit0.10.070.07
Interm Gov0.080.080.06
Interm Gov/Cr0.080.080.07
High Yield0.120.070.1

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