BofA expects USD/CHF selling pressure as month-end approaches

Published 30/07/2025, 11:04
© Reuters.

Investing.com - Bank of America analysts anticipate selling pressure on USD/CHF as month-end approaches, driven primarily by strong U.S. equity performance in July 2025.

The bank’s research indicates that robust U.S. equity gains typically create a bias toward selling USD into month-end rebalancing flows, though ongoing derisking by Swiss investors may complicate traditional rebalancing patterns. BofA notes that negative returns in bond aggregates suggest unwinding of hedges, making the direction of flow less certain than in recent months.

BofA’s analysis of Swiss franc price action from three days before to one day after month-end (T-3 to T+1) reveals that most month-end activity occurs on the final day of the month and the first day of the following month. When the S&P 500 has monthly returns below 2% and CHF buying occurs, USD/CHF falls by an average of 1%.

The bank’s research shows USD/CHF selling has been the dominant flow in recent years, correlating well with equity market performance, particularly during months when the S&P 500 posts large gains exceeding 2%.

At the time of the report, CHF outperformance versus EUR suggests a bias toward the Swiss franc, though BofA acknowledges that timing these flows "is not an exact science."

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