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Citi reveal that their "Asset...........>

MARKET TALK
MARKET TALK: Citi reveal that their "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 for equities and bonds
respectively. Almost all, but LatAm equities, are likely to see outflows with US
and Canada receiving the strongest signals. In bonds, UK, US and Canadian
markets are set to receive inflows."
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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