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***UPDATED. Roughly 0.02Y......>

MONTH-END EXTENSIONS
MONTH-END EXTENSIONS: ***UPDATED. Roughly 0.02Y higher for European indices from
prelmins. Month-end index extension estimates for Bloomberg-Barclays:
*.....................Projected...1Y Avg Incr..Last Feb
*Pan Euro Agg............0.07........0.04.......0.02 
*Pan-Euro Agg Tsy........0.09........0.04.......0.03 
*Pan-Euro Agg Agcy.......0.06........0.04.......0.06 
*Pan-Euro Agg Credit.....0.06........0.03.......0.02 
*Pan-Euro Agg Sec........0.04........0.02.......0.00 
*Pan-Euro Hi Yld.........0.06........0.02.......0.05 
*Euro Agg................0.09........0.03.......0.01 
*Euro Agg Tsy............0.10........0.04.......0.02 
*Sterling Agg............0.05........0.04.......0.16 
*Sterling Agg Tsy........0.03........0.05.......0.25

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