By way of eFX:

Barclays Analysis supplies the output of its month-end fixing mannequin.

“The passive rebalancing mannequin at month-end factors to robust USD promoting in opposition to all majors apart from EUR and JPY, the place the sign is reasonable,” Barclays notes.

“We now publish our month-end sign earlier. Our evaluation reveals that buying and selling earlier (just a few days earlier than month-end) improves the mannequin’s efficiency. Methods with longer holding durations carry out higher than our default technique, which seems to be at FX efficiency from midday to 4PM GMT the day of month-end and has proven declining returns over the previous few years. This means that flows at the moment are unfold over the week earlier than month-end,” Barclays provides.

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