Expected Index Extensions for end of September:

{GB} Gilts: +0.23
{US} US Tsy: +0.08
{EU} EGBs: +0.04

{GB} Gilt index meets strong duration extension on the back of
£35.9bn dropping the index and the
expected syndication tap of the 30y Green Gilt for around £4bn

{US} US extension is in line with average for a non-refunding
month

{EU} Low duration extension for EGBs which compares with 0.15y last year