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*** UPDATED Month-end index....>

MONTH-END EXTENSIONS
MONTH-END EXTENSIONS: *** UPDATED Month-end index extension estimates for EU/UK
from Bloomberg- Barclays. Euro/UK Agg above 1-yr average and that seen in August
2017.
*.....................Projected...1Y Avg Incr..Last Jul
*Pan Euro Agg............0.09........0.05.......0.04
*Pan-Euro Agg Tsy........0.13........0.06.......0.06
*Pan-Euro Agg Agcy.......0.08........0.04.......0.02
*Pan-Euro Agg Credit.....0.05........0.03.......0.02
*Pan-Euro Agg Sec........0.01........0.03.......0.02
*Pan-Euro Hi Yld.........0.09........0.03.......0.02
*Euro Agg................0.08........0.05.......0.04
*Euro Agg Tsy............0.10........0.05.......0.04
*Sterling Agg............0.23........0.05.......0.03
*Sterling Agg Tsy........0.35........0.05.......0.03

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