September 29, 2022 08:56 GMT
- EU Govies: +0.07yr (average, small)
- US Tsys: +0.07yr (average, small)
- UK Govies; +0.22yr (huge)
- EU Govies: +0.04yr (small)
They expect Finland to extend the most at 0.406y, followed by the Netherlands at 0.149y.
- US Tsys: +0.09yr (ok, average)
- UK Govies: + 0.25yr (huge)
- Projects a rotation out of bonds and into equities.
- Passive rebalancing model sees strong USD buying this month, against all majors in September.
- They write that the fall in US equities dominates and induces the model to produce strong USD buying signals across the board.
- Month End FX hedge model projects net outflows from USD
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