Fixed Income and Currency Strategist

Gautam Jain, PhD, CFA

FX & Rates

In this note, we compare the performance of Latin American and Asian currencies as the former had started outperforming earlier this month but the latter has since caught up. The performance gap between the two remains at its widest in 10 years.Separately, the attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market.

In this note, we compare the performance of Latin American and Asian currencies as the former had started outperforming earlier this month but the latter has since caught up. The performance gap between the two remains at its widest in 10 years.Separately, the attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market.

FX Dashboard: LatAm FX Outperformance Versus Asia Did Not Last

In this note, we go over the reasons behind the strong performance of the South African rand (ZAR) and argue that while the environment is supportive, continued outperformance may lead to an opportunity to short the currency.Separately, the attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market.

In this note, we go over the reasons behind the strong performance of the South African rand (ZAR) and argue that while the environment is supportive, continued outperformance may lead to an opportunity to short the currency.Separately, the attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market.

FX Dashboard: South African Rand’s Outperformance Continues

We discuss the recent underperformance of the Taiwan dollar in the context of the possibility that the US Treasury may label the country a currency manipulator this month.Separately, the attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market.

We discuss the recent underperformance of the Taiwan dollar in the context of the possibility that the US Treasury may label the country a currency manipulator this month.Separately, the attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market.

FX Dashboard: Correlation of Taiwan Dollar with Rest of Asia Picks Up

We discuss the current positioning in the dollar, which has gone from heavy short to close to flat now, based on CFTC data, and its implications for future dollar moves.The attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market.

We discuss the current positioning in the dollar, which has gone from heavy short to close to flat now, based on CFTC data, and its implications for future dollar moves.The attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market.

FX Dashboard: Short Dollar Positions Have Been Cleaned Up

In this note, we evaluate whether hedging with the euro would have helped ameliorate losses from EM currencies over the past couple of months stemming from the spillover from rising US rates.The attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market.

In this note, we evaluate whether hedging with the euro would have helped ameliorate losses from EM currencies over the past couple of months stemming from the spillover from rising US rates.The attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market.

FX Dashboard: How Well Would a Euro Hedge Have Worked for EM?

Colombia

The Colombian peso is the official currency of the Republic of Colombia

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COP (USDCOP CURNCY)

FX Dashboard: LatAm FX Outperformance Versus Asia Did Not Last

We compare the performance of Latin American and Asian currencies as the latter has caught up to the former. However, the performance gap between...

Gautam Jain, PhD, CFA

FX Dashboard: South African Rand’s Outperformance Continues

In this note, we go over the reasons behind the strong performance of the South African rand (ZAR) and argue that continued outperformance may lead...

Gautam Jain, PhD, CFA

FX Dashboard: Correlation of Taiwan Dollar with Rest of Asia Picks Up

We discuss the recent underperformance of the Taiwan dollar in the context of the possibility that the US Treasury may label the country a currency...

Gautam Jain, PhD, CFA

FX Dashboard: Short Dollar Positions Have Been Cleaned Up

We discuss the current positioning in the dollar, which has gone from heavy short to close to flat now, based on CFTC data, and its implications...

Gautam Jain, PhD, CFA

FX Dashboard: How Well Would a Euro Hedge Have Worked for EM?

In this note, we evaluate whether hedging with the euro would have helped ameliorate losses from EM currencies over the past couple of months...

Gautam Jain, PhD, CFA

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)