Commodities absorbed $36B this week as investors rushed to hard assets. The surge topped all asset classes. Energy ETFs alone pulled $940M showing dramatic rotation from defensive positions.
Japan bled $24B in seven days representing the largest regional outflow globally. The exodus reversed three-month trends when Japan attracted $65B. U.S. funds grabbed $4.7B weekly despite modest momentum. Emerging markets excluding China showed near-perfect buying pressure with 99.8% flow imbalance pulling $625M. South Korea and Taiwan each topped $640M in weekly inflows. China hemorrhaged $1.4B weekly extending its brutal three-month $98B outflow.
Energy dominated with $940M in weekly inflows and 87% buying pressure. The sector grabbed $19B over three months confirming sustained rotation. Industrials pulled $234M this week building on massive $24B quarterly gains. Technology absorbed $144M weekly yet shed $5.8B quarterly showing sharp reversal. Financials crashed $1.2B in seven days with flow imbalance at just 10.6%. Materials bled $495M weekly despite pulling $10B quarterly. Healthcare lost $521M.
Equity funds dumped $19.5B weekly yet dominated three-month flows with $395B net inflows. Fixed income grabbed $5.1B this week and $229B quarterly showing defensive positioning. Vanilla strategies collapsed $24B weekly reversing $178B quarterly gains. Active funds pulled $3.5B with 83% buying pressure extending $136B quarterly surge. Dividend strategies grabbed $411M weekly and $15B quarterly confirming yield hunt. ESG shed $752M this week part of $6B quarterly exodus.
Risk rotation accelerated as investors fled equities short-term while piling into commodities and bonds.
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.
