Fixed Income and Currency Strategist

Gautam Jain, PhD, CFA

FX & Rates

We discuss our views on three critical upcoming MPC meetings in EM countries. While none of the three are expected to make any changes in policy rates just yet, the statements could still be market-moving.The attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market.

We discuss our views on three critical upcoming MPC meetings in EM countries. While none of the three are expected to make any changes in policy rates just yet, the statements could still be market-moving.The attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market.

Rates 10y Dashboard: Eventful MPC Meetings Coming Up

In this note, we assess in which countries in EM is the carry in 10y rates high enough for the current volatility and in which countries it is not.The attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market.

In this note, we assess in which countries in EM is the carry in 10y rates high enough for the current volatility and in which countries it is not.The attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market.

Rates 10y Dashboard: In Which Countries Is the Rates Carry Sufficient for the Volatility?

With the US rates curve continuing to steepen, we address what it means for EM. To summarize, we expect differentiation among EM with some curves following the US, while others not.The attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market.

With the US rates curve continuing to steepen, we address what it means for EM. To summarize, we expect differentiation among EM with some curves following the US, while others not.The attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market.

Rates 10y Dashboard: Is the Correlation of EM with US Curve Steepening Re-Emerging?

In this note, we identify the countries where rates have outperformed or underperformed relative to the correction in US rates.The attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

In this note, we identify the countries where rates have outperformed or underperformed relative to the correction in US rates.The attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

Rates 10y Dashboard: Leaders and Laggards in the Rates Sell-Off

In this note, we discuss the underperformance of long-end rates in Hungary versus other EM countries and see as an opportunity for a relative-value trade.The attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

In this note, we discuss the underperformance of long-end rates in Hungary versus other EM countries and see as an opportunity for a relative-value trade.The attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

Rates 10y Dashboard: Hungary’s Lag Looks Overdone

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CLP 10Y (CHSWP10 CURNCY)

Rates 10y Dashboard: Eventful MPC Meetings Coming Up

We discuss our views on three critical upcoming MPC meetings in EM. While none of the three are expected to make any changes in policy rates just...

Gautam Jain, PhD, CFA

Rates 10y Dashboard: In Which Countries Is the Rates Carry Sufficient for the Volatility?

In this note, we assess in which countries in EM is the carry in 10y rates high enough for the current volatility and in which countries it is not.

Gautam Jain, PhD, CFA

Rates 10y Dashboard: Is the Correlation of EM with US Curve Steepening Re-Emerging?

With the US rates curve continuing to steepen, we address what it means for EM. To summarize, we expect differentiation among EM with some curves...

Gautam Jain, PhD, CFA

Rates 10y Dashboard: Leaders and Laggards in the Rates Sell-Off

Attached is our daily Rates 10y Dashboard that helps identify dislocations in EM 10y rates market. In this note, we identify the outperformers and...

Gautam Jain, PhD, CFA

Rates 10y Dashboard: Hungary’s Lag Looks Overdone

Attached is our daily Rates 10y Dashboard that helps identify dislocations in EM 10y rates market. In this note, we discuss the opportunity arising...

Gautam Jain, PhD, CFA

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)