ENTITY

THB 10Y (TBSWO10 CURNCY)

25
Analysis
Thailand
A vanilla interest rate swap is 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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bearishINR 10Y
19 May 2022 23:16

Yields in Asia Are Far from the Peak – Part II

Rates in Asia are vulnerable to further correction as they are expensive versus the rest of EM, rising inflation should result in further rate...

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12 May 2022 22:19

How Are Fed’s Rate Hikes Impacting EM?

I expect the volatility of rates to peak in the coming weeks, which should be supportive of the short ends of EM rate curves in Latin American and...

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bearishTHB 10Y
01 Nov 2021 20:38

Alpha Bites: Take Profits on Flattener Recommendations in Thailand and India

I recommend closing flattener recommendations in Thailand and India as rate curves in both countries have begun to price in monetary tightening,...

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bearishCNY
25 Oct 2021 22:06

Alpha Bites: Current Trade Recommendations in EM FX and Rates

In this edition of Alpha Bites, I list my current open trade recommendations in EM FX and rates along with links to notes where I discuss the...

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30 Sep 2021 03:03

Rates 10y Dashboard: Rising Sensitivity of EM Rates to the US

When we compare the current sell-off in EM rates with the 2013 Taper Tantrum and the one earlier this year when US rates sold off similarly, we...

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