Fixed Income and Currency Strategist

Gautam Jain, PhD, CFA

FX & Rates

In this note, we discuss why the spread of EM rates to the US has widened even as the volatility of US rates has come off the peak when typically the reverse happens.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 why the spread of EM rates to the US has widened even as the volatility of US rates has come off the peak when typically the reverse happens.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: EM Long-End Rates Continue to Maintain Risk Premium Cushion

In this note, we looked at the beta-adjusted performance of EM rates as US rates rallied this month to identify the countries that have lagged.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 looked at the beta-adjusted performance of EM rates as US rates rallied this month to identify the countries that have lagged.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: Which Countries Underperformed as US Rates Rallied?

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 note, we measure the dispersion within EM rates and show that it has risen recently, which is indicative of more trading opportunities.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 measure the dispersion within EM rates and show that it has risen recently, which is indicative of more trading opportunities.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: Greater Dispersion Within EM Means More Trading Opportunities

In this note, we address the question that if US rates volatility continues to come off, then which countries are most likely to attract inflows, assuming no idiosyncratic issues.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 address the question that if US rates volatility continues to come off, then which countries are most likely to attract inflows, assuming no idiosyncratic issues.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: Which Countries Offer High Yields Relative to Their Volatilities?

India

Overnight Indexed Swap (OIS) is a fixed/float interest rate swap where the floating leg is computed using a published overnight index rate. The index rate is typically the rate for overnight unsecured lending between banks, for example the Federal funds rate for US dollars, Eonia for Euros or Sonia for sterling

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INR 10Y (IRSWO10 CURNCY)

Rates 10y Dashboard: EM Long-End Rates Continue to Maintain Risk Premium Cushion

In this note, we discuss why the spread of EM rates to the US has widened even as the volatility of US rates has come off the peak when typically...

Gautam Jain, PhD, CFA

Rates 10y Dashboard: Which Countries Underperformed as US Rates Rallied?

In this note, we looked at the beta-adjusted performance of EM rates as US rates rallied this month to identify the countries that have lagged.

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

Rates 10y Dashboard: Greater Dispersion Within EM Means More Trading Opportunities

In this note, we measure the dispersion within EM rates and show that it has risen recently, which is indicative of more trading opportunities.

Gautam Jain, PhD, CFA

Rates 10y Dashboard: Which Countries Offer High Yields Relative to Their Volatilities?

In this note, we address the question that if US rates volatility continues to come off, then which countries are most likely to attract inflows,...

Gautam Jain, PhD, CFA

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)