Citi – Month-End Asset Rebalancing: April 2017 Estimate

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.

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