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Month-end rebalancing points to strong USD-selling - Citi

Tags: bonds
DATE POSTED:May 27, 2020
It's almost June Citi's month-end rebalancing model flags a strong USD sell signal against EUR and GBP at this month-end "Our Asset Rebalancing Model notes a rotation from equities into bonds at May month end. The signal is moderately strong coming in at -1.4/+1.3 historical standard deviations (hist. std. dev.) for equities and bonds respectively.
Tags: bonds