Record level of funds hedge against stock market tumble: BAML survey

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Global investors' equity allocations fell 6 percentage points in May and over a third of fund managers have taken out protection against sharp ...

REUTERS: Global investors' equity allocations fell 6 percentage points in May and over a third of fund managers have taken out protection against sharp stock market falls in coming months, Bank of America Merrill Lynch's latest monthly survey found.

The proportion of investors preparing for equity falls is at the highest in the survey's history, BAML said on Tuesday, noting that trade war was identified as the main tail risk by 37per cent of participants, followed by a Chinese slowdown." are well-hedged but not positioned for a breakdown in trade talks," Michael Hartnett, chief investment strategist told clients.

"Investors see little reason to 'buy in May' unless the 3Cs – credit, the consumer, and China – quickly surprise to the upside." The survey found the overall net equity overweight had dropped to just 11per cent, while a net 34per cent were underweight bonds, the highest in seven years. Emerging markets were the most preferred equity class while the UK was least favorite.

U.S. tech stocks were named the most crowded trade, followed by short European equities and long U.S. dollar.Source: Reuters

 

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