Institutional money shifted sharply toward Japan this week. The $20.2B net inflow reversed a 3-month trend showing the biggest geographic rotation. Flow imbalance hit 71 signaling strong buying pressure. Taiwan grabbed $3.5B with 91 imbalance despite smaller market size.
The U.S. hemorrhaged $35.8B this week after attracting $117B over 3 months. The reversal marked the sharpest sentiment flip among major markets. Flow imbalance dropped to 43 showing sellers outnumbered buyers decisively. Developed Europe shed $1.5B weekly yet held $21.8B in 3-month inflows demonstrating persistent rotation away from American equities.
Canada collected $1.2B with 79 imbalance showing North American exception to U.S. exodus. South Korea added $771M maintaining 3-month momentum of $28.3B total inflows. Emerging Markets Ex-China posted $841M with 99 imbalance reflecting extreme buying conviction excluding mainland exposure.
China bled $1.6B this week extending 3-month outflows to $98.4B. Hong Kong gained $1B weekly bucking broader Greater China weakness. Global diversified funds lost $1.5B reversing massive 3-month gains of $92.7B.
Financials dominated sector flows with $922M weekly inflow and 58 imbalance. The 3-month picture showed Industrials commanding $23.6B demonstrating sustained infrastructure bet. Energy collected $17B over 3 months yet lost $25M this week showing near-term cooling despite oil volatility.
Information Technology hemorrhaged $3B this week with 42 imbalance. Materials dropped $1.6B extending sector weakness. Consumer Discretionary grabbed $326M bucking retail pessimism while Health Care added $273M showing defensive rotation.
Fixed Income attracted $5.5B this week with 55 imbalance. The asset class pulled $238B over 3 months demonstrating relentless bond demand. Equities shed $12B weekly despite dominating 3-month flows at $491B showing sharp recent reversal.
Commodities crashed with $11B weekly outflow despite oil spiking above $95. The 3-month picture showed $8.6B net outflow contradicting energy crisis narrative.
Vanilla passive strategies grabbed $23B weekly maintaining dominant 3-month total of $263B. Active funds collected $5.7B with 76 imbalance showing manager selection preference. Fundamental strategies bled $20.9B weekly yet held $15.7B in 3-month gains demonstrating extreme recent volatility.
Risk-off sentiment accelerated through bonds and Japan while U.S. equities faced historic weekly exodus.
ORTEX Market Intelligence content is generated by AI from a snapshot of ORTEX's proprietary data. Content is informational only and does not constitute investment advice.
