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It’s been a great few weeks for almost anyone with money in stocks, and a bewildering one for anyone trying to explain the market. Stocks keep breaking records , Bitcoin is on a tear, and gold, the age-old “safe-haven” play, is up a stunning near-50% this year while investors are dumping the USD . Meanwhile the U.S. government remains shut down, which means hundreds of thousands of federal employees aren’t being paid . New data on jobs and inflation are on pause, too. Still, what economic data is emerging ...

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September 22, 2025 11:26 AM GMT G10 FX Strategy The USD Bear Regime Necessities Forget about USD strength, your worries, and your strife. The Fed's reaction function shift suggests a sustained period of the USD bear regime which means a large but increasingly broad USD sell-off. We expand our USD 'sell list' to beyond the DXY majors to include AUD and CAD. Key Takeaways Please add me to your distribution list. | M September 22, 2025 11:26 AM GMT | | Global Idea | | --- | --- | --- | | G10 FX Strategy | Morg ...

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Summary of Key Points from the Conference Call Industry Overview - The report focuses on the currency strategy and cross-border flows, particularly regarding the US Dollar (USD) and its positioning against other currencies such as Japanese Yen (JPY), Swiss Franc (CHF), and Emerging Market (EM) currencies [1][7]. Core Insights - **Negative USD Flows**: The USD flows turned negative, primarily driven by Hedge Funds, with JPY, CHF, and EM currencies being the main beneficiaries [1][7]. - **Crowded USD Shorts**: The report indicates that USD shorts are not crowded, with bearish sentiment mainly expressed through options rather than outright positions [1][7]. - **G10 Currency Trends**: Investors have been avoiding or selling EUR and GBP due to fiscal concerns, while showing increased interest in JPY and CHF [8][9]. - **Emerging Market Demand**: There has been a notable acceleration in demand for EM currencies, particularly in Asia and Latin America, with CNH (Chinese Yuan) and INR (Indian Rupee) standing out [14][20]. Important Data Points - **Hedge Fund Positioning**: Hedge Funds have ample room to sell USD further, indicating potential for continued bearish sentiment [4][6]. - **G10 FX Flows**: The report highlights that BofA investors sold USD against EM FX, CHF, and JPY, while avoiding EUR and GBP [10][12]. - **Regional Highlights**: - **Asia**: Strong demand for CNH and INR from Hedge Funds and Asset Managers [20]. - **LatAm**: Demand driven mainly by Hedge Funds, with COP (Colombian Peso) and CLP (Chilean Peso) being notable [20]. - **EMEA**: Mixed flows, with Hedge Funds buying HUF (Hungarian Forint) and Asset Managers selling CZK (Czech Koruna), ILS (Israeli Shekel), and TRY (Turkish Lira) [20]. Additional Insights - **Options and Futures Flows**: The report provides a snapshot of FX options and futures flows, indicating a bearish sentiment towards USD expressed through options [24]. - **Market Positioning**: The G10 FX positioning scorecard shows that the market is long on EUR, AUD, and short on USD, NZD, CHF, and CAD, with bearishness on USD primarily through options [26]. - **Recent Price Action**: The recent price movements in currencies have not fully aligned with the flows, indicating potential discrepancies in market expectations versus actual positioning [31]. Conclusion - The analysis suggests a cautious outlook on the USD, with significant shifts in investor sentiment towards JPY, CHF, and various EM currencies. The data indicates potential opportunities for investors to capitalize on these trends while being mindful of the risks associated with currency fluctuations and positioning dynamics [1][7][14].

Summary of Key Points from the Conference Call Industry Overview - The report focuses on the positioning and flows of Commodity Trading Advisors (CTAs) in various asset classes including equities, bonds, credit, and currencies. Core Insights and Arguments 1. **Equity Exposure Reduction** - CTAs are beginning to reduce their equity exposure, with potential sales of $80-$90 billion in a severe market downturn scenario (S&P down to 6200), an increase from the previously estimated $50-$60 billion [20][21][27]. 2. **Bond Positioning** - CTAs maintain a neutral stance on bonds, favoring long positions in the US belly of the curve while remaining bearish on EU, UK, Japan, and US back-end bonds [2][10][30]. 3. **Credit Market Sentiment** - There is a general bullish sentiment across credit markets, with particular risk noted in Itraxx indices [2][10]. 4. **Foreign Exchange Activity** - Trading activity in FX has been subdued, with CTAs favoring long positions in EMEA and Latam currencies while shorting USD and Asian currencies. Notably, CTAs are expected to turn net long on CNH against USD for the first time in months [3][10]. 5. **Commodity Market Dynamics** - The end of summer saw supportive conditions for commodities, with CTAs increasing their positions across all four cohorts. Anticipated buybacks in agricultural commodities are expected in the coming weeks [3][4]. 6. **Current Market Signals** - The current signals indicate a bullish outlook for stocks, credit, and precious metals, while being bearish on bonds and the USD [4][10]. Additional Important Insights 1. **Market Volatility and Uncertainty** - The macro and political uncertainty is influencing CTAs' strategies, particularly in the bond market where they are expected to be reactive to both positive and negative scenarios [2][30]. 2. **Potential Trades** - The report suggests potential trades based on momentum signals, indicating where CTAs are likely to add to their positions [11][13]. 3. **Expected Flows and Positions** - The report includes detailed figures on expected flows and positions across major markets, highlighting significant expected outflows in equities under adverse conditions [9][27]. 4. **Monitoring Levels** - Key levels to watch include the S&P 500 and UST 10-year yields, which are critical for assessing market movements and CTA positioning [4][30]. 5. **Long-term Projections** - The simulations provided in the report project various scenarios for the S&P 500 and UST 10-year yields, indicating a range of potential outcomes based on current market conditions [21][31]. This summary encapsulates the critical insights and data points from the conference call, providing a comprehensive overview of the current positioning and sentiment within the CTA landscape across various asset classes.

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