Recent content by caneuben

  1. C

    when sombody say month end extension

    Hi Martinghoul, Thanks for your reply. Could you please advise where can i find the historical average, as per your suggestion? I have search extensive through the web, but not find any source that offer this information. Your assistance will be much appreciated. Thank you. Regards Caneuben
  2. C

    when sombody say month end extension

    Is there a rule of thumb on how to classify whether the Month End Duration Extension Index is consider a small, medium or large extension?
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