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Citi's Month-End Model Favours UK Fixed Income

CROSS ASSET

On month-end asset rebalancing, Citi's month-end model points to a need to rotate out of equity markets and into bonds. The strength of this month's signal is around 0.6 historical standard deviations.

  • Their fixed income signal is strongest to buy UK fixed income in relative terms this month, measuring +1 standard dev.
MNI London Bureau | +44 203-865-3809 | edward.hardy@marketnews.com

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