Index Extension

February 27th, 2017 7:26 am | by John Jansen |

Via a fully paid up subscriber:

Bloomberg Barclays duration extension estimates as of Feb. 23 are unchanged from Feb. 15 estimates:

• U.S. Treasury: 0.11yrs
• U.S. Agency: 0.08yrs
• U.S. Credit: 0.07yrs
• U.S. Govt/Credit: 0.10yrs
• U.S. MBS: 0.09yrs
• U.S. Aggregate: 0.09yrs
• U.S. High Yield: 0.07yrs
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