Fixed Income and Currency Strategist

Gautam Jain, PhD, CFA

FX & Rates

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 look at curve steepness across emerging markets to identify countries where curves are relatively steep and where they are relatively flat.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 look at curve steepness across emerging markets to identify countries where curves are relatively steep and where they are relatively flat.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 Have the Steepest Curves?

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?

In this note, we address the reasons behind the underperformance of South Korean bonds relative to interest-rate swaps and argue that further widening of the asset swap spread may present an opportunity.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 reasons behind the underperformance of South Korean bonds relative to interest-rate swaps and argue that further widening of the asset swap spread may present an opportunity.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: Korean Asset Swap Spreads Have Widened

We expect long-end rates in Mexico to perform well and show that the technical backdrop is supportive with the drop in foreign positions over the past year.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 expect long-end rates in Mexico to perform well and show that the technical backdrop is supportive with the drop in foreign positions over the past year.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: Positioning Supports Long End of Mexico

South Africa

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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ZAR 10Y (SASW10 CURNCY)

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 Have the Steepest Curves?

In this note, we look at curve steepness across emerging markets to identify countries where curves are relatively steep and where they are...

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

Rates 10y Dashboard: Korean Asset Swap Spreads Have Widened

We address the reasons behind the underperformance of South Korean bonds relative to interest-rate swaps and argue that further widening of the...

Gautam Jain, PhD, CFA

Rates 10y Dashboard: Positioning Supports Long End of Mexico

We expect long-end rates in Mexico to perform well and show that the technical backdrop is supportive with the drop in foreign positions over the...

Gautam Jain, PhD, CFA

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)