From the FXWW Chatroom: Our asset rebalancing model suggests a rotation from equities to bonds this month. The signal is moderately strong this month measuring -0.3 and +0.2 historic standard deviations for equities and bonds respectively.
· UK and Japan receive amongst the highest signal for inflows in equities and outflows from bonds. CEE is the only market that sees inflow into fixed income from equities.
· The FX impact notes USD and EUR selling with GBP and JPY buying.
View the latest market information in the FXWW Chatroom with a free trial.