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Oct 28 - 10:55 AM

G10: Month-End Rebalancing Model Points To USD Selling Vs EUR & GBP Into The Fix - Citi

By eFXdata  —  Oct 28 - 10:10 AM

The preliminary output of this month-end fixing model point to USD selling against EUR, and GBP at month end, according to data from Citi.

"US equities and bonds receive the strongest outflow and inflow signals respectively, above the 1 hist. std. dev. threshold we consider significant. Canadian and Asian bonds also receive strong inflow signals.

"The net FX impact is likely to be USD selling vs EUR and GBP at month end," Citi notes. 

Citi Research/Market Commentary


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