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Citi Outline February Month-End Rebalancing Expectations

CROSS ASSET

Citi note that their Quant team's month-end asset rebalancing model “suggests that investors who target constant proportional asset allocation may need to rotate out of equities and into bonds. Canada is the only region the model expects to see inflows into both its equity and bond markets. The preliminary estimate of month-end FX hedge rebalancing needs points to USD buying against all G10 currencies.”

MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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