Fixed Income and Currency Strategist

Gautam Jain, PhD, CFA

FX & Rates

In this note, we discuss the underperformance of 10y rates in Latin America versus Asia and make the case that if the volatility of US rates continues to drop, Latin American rates should outperform.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 discuss the underperformance of 10y rates in Latin America versus Asia and make the case that if the volatility of US rates continues to drop, Latin American rates should outperform.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: LatAm Rates Lag Asia Even When Adjusted by Beta

In this note, we go over the impact of last week's MPC meetings in Mexico, South Africa, and Colombia on our trade recommendations in these countries.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 go over the impact of last week's MPC meetings in Mexico, South Africa, and Colombia on our trade recommendations in these countries.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: Our Trade Recommendations in the Aftermath of Last Week’s MPC Meetings

We assess the risks to US and EM rates along with broad financial markets going into the FOMC meeting by looking at rates volatility.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 assess the risks to US and EM rates along with broad financial markets going into the FOMC meeting by looking at rates volatility.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: Rates Volatility Going into FOMC Meeting

In this week’s Alpha Bites, we recommend a 5s10s steepener in Colombia ahead of the monetary policy meeting later this month. We expect the central bank to be more dovish than the curve is currently pricing given favorable inflation dynamics amid risks to growth.

In this week’s Alpha Bites, we recommend a 5s10s steepener in Colombia ahead of the monetary policy meeting later this month. We expect the central bank to be more dovish than the curve is currently pricing given favorable inflation dynamics amid risks to growth.

Alpha Bites: Long Colombia 5s10s Steepener

In this note, we present a case for at least one more rate cut by Colombia's central bank.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 present a case for at least one more rate cut by Colombia's central bank.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: Colombia Has Room to Ease

Colombia

A vanila interest rate swap us an agreement between two counterparties to exchange cashflows (fixed vs floating) in the same currency. This agreement is often used by counterparties to change their fixed cashflows to floating or vice versa. The payments are made during the life of the swap in the frequency that is pre-established by the counterparties.

Price Gauge
52-week Range	0.00 - 0.00
Market Cap (USDm)	0.00
P/E	0.00
Dividend (Yield)	0.00

COP 10Y (CLSWIB10 CURNCY)

Rates 10y Dashboard: LatAm Rates Lag Asia Even When Adjusted by Beta

In this note, we discuss the underperformance of 10y rates in Latin America versus Asia and make the case that if the volatility of US rates...

Gautam Jain, PhD, CFA

Rates 10y Dashboard: Our Trade Recommendations in the Aftermath of Last Week’s MPC Meetings

In this note, we go over the impact of last week's MPC meetings in Mexico, South Africa, and Colombia on our trade recommendations in these countries.

Gautam Jain, PhD, CFA

Rates 10y Dashboard: Rates Volatility Going into FOMC Meeting

We assess the risks to US and EM rates along with broad financial markets going into the FOMC meeting by looking at rates volatility.

Gautam Jain, PhD, CFA

Alpha Bites: Long Colombia 5s10s Steepener

We recommend a 5s10s steepener in Colombia ahead of the monetary policy meeting later this month as we expect the central bank to be more dovish...

Gautam Jain, PhD, CFA

Rates 10y Dashboard: Colombia Has Room to Ease

Attached is our daily Rates 10y Dashboard that helps identify dislocations in EM 10y rates market. In this note, we present a case for at least one...

Gautam Jain, PhD, CFA

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)