Fixed Income and Currency Strategist

Gautam Jain, PhD, CFA

FX & Rates

In this note, we argue that rates in Poland need to adjust higher as the economy reopens and inflation remains considerably outside the central bank's target range.Separately, the attached file is a snapshot of the EM 10y rates market in which 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 an EM rates index.

In this note, we argue that rates in Poland need to adjust higher as the economy reopens and inflation remains considerably outside the central bank's target range.Separately, the attached file is a snapshot of the EM 10y rates market in which 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 an EM rates index.

Rates 10y Dashboard: Poland’s Rates Need to Rise Further to Account for Inflation Risk

In this note, we discuss the adjustment higher in Poland's curve on the back of higher inflation readings and expectations of inflation rising further. These adjustments are supporting two trade recommendations that we currently have outstanding. Separately, 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 adjustment higher in Poland's curve on the back of higher inflation readings and expectations of inflation rising further. These adjustments are supporting two trade recommendations that we currently have outstanding. Separately, 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: Poland’s Curve Starts Pricing in Rate Hikes

In this week’s Alpha Bites, we recommend receiving Czech 2y rate vs paying Poland 2y rate as we expect the difference between the monetary policy paths of the two central banks to be narrower given the strong correlation between the two economies.

In this week’s Alpha Bites, we recommend receiving Czech 2y rate vs paying Poland 2y rate as we expect the difference between the monetary policy paths of the two central banks to be narrower given the strong correlation between the two economies.

Alpha Bites: Receive Czech 2y Vs Pay Poland 2y Rates

Czech Republic

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
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CZK 2Y (CKSW2 CURNCY)

Rates 10y Dashboard: Poland’s Rates Need to Rise Further to Account for Inflation Risk

In this note, we argue that rates in Poland need to adjust higher as the economy reopens and inflation remains considerably outside the central...

Gautam Jain, PhD, CFA

Rates 10y Dashboard: Poland’s Curve Starts Pricing in Rate Hikes

We discuss the adjustment higher in Poland's curve on the back of higher inflation readings and expectations, which are supporting two trade...

Gautam Jain, PhD, CFA

Alpha Bites: Receive Czech 2y Vs Pay Poland 2y Rates

We recommend receiving Czech 2y rate vs paying Poland 2y rate as we expect the difference between the monetary policy paths of the two central...

Gautam Jain, PhD, CFA

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)