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Outflows from equities in a week to Wednesday were largest ever - BofA

Published 12/23/2022, 08:00 AM
Updated 12/23/2022, 08:09 AM
© Reuters.  Outflows from equities in a week to Wednesday were largest ever - BofA

By Senad Karaahmetovic 

Bank of America equity strategists highlighted massive outflows from equities in a week to Wednesday due to tax-related purposes.

Equity outflows were $41.9 billion, the highest-ever, according to the strategists, in addition to $10B outflows from bonds. As much as $27.8B were outflows from passive equities, in addition to $17.2B outflows from U.S. value funds - both setting a new record.

Investors cut their cash holdings by $59.5B, the biggest drop in 10 months. The strategists also discussed the Bank of Japan’s decision that shocked markets.

"Deflationary Japan set “floor” for global rates past 30 years; Tokyo CPI highest since Jan'91 so BoJ raising yield curve control (YCC) JGB target to 0.5%, set to end YCC in ’23 = higher “floor” for global rates = bullish commodities not credit, RoW not US stocks, small not large, value not growth, industrials & banks not tech & PE," the strategists wrote in a client note.

BofA Bull & Bear Indicator fell to 3.0 from 3.1 previously with the strategists blaming bond outflows.

Citi analysts also discussed the massive equity outflows.

"The outflow was mostly seasonal redemption from US ETFs which saw US$32.3bn of outflow. Global funds also had US$4.7bn of outflows, while European funds had US$2.7bn," they said in a separate note to Citi's clients.

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