HALISTER1: Barclays Updates EUR, GBP, JPY Govt Bond Index Duration Changes

Barclays Updates EUR, GBP, JPY Govt Bond Index Duration Changes

(Bloomberg) -- Barclays estimates the following duration extensions for April 1, 2016 as of March 23.
  • Pan-Euro Aggregate: 0.07yrs, unch from est. as of March 18
  • Pan-Euro Agg Treasury: 0.05yrs vs 0.04yrs
  • Euro Aggregate: 0.09yrs, unch
  • Euro Agg Treasury: 0.06yrs, unch
  • Sterling Aggregate: 0.02yrs, unch
  • Sterling Agg Tsy: 0.00yrs, unch
  • Japan Aggregate: 0.23yrs vs 0.21yrs
  • Japan Agg Treasury: 0.25yrs vs 0.22yrs
  • NOTE: Forecast duration change may enable investors to gauge the extent to which passive portfolio managers will need to adjust their portfolio duration
  • NOTE: Citi Expects Month-End Index Extension To Be Most Supportive for Spain
Alert: HALISTER1
Source: BFW (Bloomberg First Word)

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