Fixed Income and Currency Strategist

Gautam Jain, PhD, CFA

FX & Rates

In this note, we compare and analyze the performance of EM 10y rates relative to US at country and regional levels.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 compare and analyze the performance of EM 10y rates relative to US at country and regional levels.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: EM Rates Outperforming US in the Correction

In this note, we discuss the underperformance of long-end rates in Hungary versus other EM countries and see as an opportunity for a relative-value trade.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 discuss the underperformance of long-end rates in Hungary versus other EM countries and see as an opportunity for a relative-value trade.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: Hungary’s Lag Looks Overdone

In this note, we discuss the sharp increase in Mexico's 10y inflation breakeven and its implications for monetary policy.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 discuss the sharp increase in Mexico's 10y inflation breakeven and its implications for monetary policy.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: Mexico’s Rising Breakeven Inflation

In this note, we discuss the outperformance of Peru 10y rates relative to other EM and DM rates over the past 3 months.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 discuss the outperformance of Peru 10y rates relative to other EM and DM rates over the past 3 months.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 revisit asset swap spreads in South Africa, which have started tightening amidst a global rates sell-off.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 revisit asset swap spreads in South Africa, which have started tightening amidst a global rates sell-off.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: South Africa Asset Swap Spreads Start Tightening

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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PLN 10Y (PZSW10 CURNCY)

Rates 10y Dashboard: EM Rates Outperforming US in the Correction

Attached is our daily Rates 10y Dashboard that helps identify dislocations in EM 10y rates market. In this note, we compare the performance of EM...

Gautam Jain, PhD, CFA

Rates 10y Dashboard: Hungary’s Lag Looks Overdone

Attached is our daily Rates 10y Dashboard that helps identify dislocations in EM 10y rates market. In this note, we discuss the opportunity arising...

Gautam Jain, PhD, CFA

Rates 10y Dashboard: Mexico’s Rising Breakeven Inflation

Attached is our daily Rates 10y Dashboard that identifies dislocations in EM 10y rates markets. In this note, we discuss the implications of the...

Gautam Jain, PhD, CFA

Rates 10y Dashboard: Peru Outperforming

Attached is our daily Rates 10y Dashboard that identifies dislocations in EM 10y rates markets. In this note, we discuss the outperformance of Peru...

Gautam Jain, PhD, CFA

Rates 10y Dashboard: South Africa Asset Swap Spreads Start Tightening

Attached is our daily Rates 10y Dashboard that identifies dislocations in EM 10y rates markets. In this note, we revisit asset swap spreads in...

Gautam Jain, PhD, CFA

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)