According to the RODE extension, it has "two core shielding", but this one I found (At a store similar to RadioShack) claims that it's "fully screened"
http://www.maplin.co.uk/3.5mm-stereo-extension-lead-11425
Do you think "two core shielding" would actually benefit much? I'm guessing it has two layers of shielding.
Also researching "Shielded cable", "Shielded" and "Screened" are synonymous -
http://en.wikipedia.org/wiki/Shielded_cable