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MONTH END

CROSS ASSET

MONTH END:

Barcap Bond:

  • US Tsys: +0.09yr (averege)
  • EU Pan Agg: +0.10yr (ok size)
  • Sterling Agg: +0.08yr (average)

Citi FX:

  • Dec month-end points to moderate USD sales into the final month-end fix of the year
Citi Equities:
  • Sees rebalancing hedges need, after Equity gains

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