July 29, 2022 06:21 GMT
MONTH END
CROSS ASSET
- MONTH END EXTENSION: Watch UK. Bloomberg still only has projected extensions, which could suggest that the updated ones are unchanged
- US Tsys: +0.08yr (average)
- EU Govies: +0.08yr (average)
- UK Govies: +0.20yr (HUGE)
MS Govies:
- US Tsys: +0.06yr (small)
- EU Govies: +0.07yr (small, average)
- UK Govies: +0.21yr (HUGE)
Citi Equities:
- On asset rebalancing, their model signals selling of equities and buying of bonds. Outflows from US equity markets make up most of the need.
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