Fixed Income and Currency Strategist

Gautam Jain, PhD, CFA

FX & Rates

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?

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

A rate hike at the upcoming monetary policy meeting in Turkey is very likely with more to come as inflation expectations remain unanchored.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.

A rate hike at the upcoming monetary policy meeting in Turkey is very likely with more to come as inflation expectations remain unanchored.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: Higher Inflation Means Another Rate Hike in Turkey

In this note, we discuss the low volatility and correlation of China's rates with the sell-off in US Treasuries.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 low volatility and correlation of China's rates with the sell-off in US Treasuries.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: Limited Impact on China’s Rates of US Sell-Off

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

Poland

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.

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52-week Range	0.00 - 0.00
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PLN 10Y (PZSW10 CURNCY)

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: 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

Rates 10y Dashboard: Higher Inflation Means Another Rate Hike in Turkey

A rate hike at the upcoming MPC meeting in Turkey is likely as inflation expectations are unanchored. Attached is our daily Rates 10y Dashboard...

Gautam Jain, PhD, CFA

Rates 10y Dashboard: Limited Impact on China’s Rates of US Sell-Off

In this note, we discuss the low volatility and correlation of China's rates with US Treasuries. Attached is our daily Rates 10y Dashboard that...

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

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)