Observing the recent compression in secondary market NTB yields, I'm running some volume-weighted flow analysis to see how retail capital is reallocating across the NGX. Specifically, are we seeing a sustained liquidity spillover from high-beta plays into asset managers like UCAP, or is this merely a short-term positioning adjustment ahead of the next MPC meeting? I'd be interested to hear how others are modeling this sector rotation in their simulated portfolios.