SYFX

Prelim month-end fixing model points to USD selling vs EUR and GBP – Citi

Summary

By sueyangfx.com August 25, 2020 at 05:09PM We’re at the end of the month “The relative outperformance of US assets has likely left foreign investors under-hedged, giving a net USD sell-signal to increase hedges. This foreign rebalancing need is estimated […]

August 25, 2020 at 05:09PM

We’re at the end of the month

“The relative outperformance of US assets has likely left foreign
investors under-hedged, giving a net USD sell-signal to increase hedges.
This foreign rebalancing need is estimated to be -14bp of global
passive index-following assets, -12bp of which are made up of
equities…,” Citi adds.

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