Fixed Income and Currency Strategist

Gautam Jain, PhD, CFA

FX & Rates

In this note, we go over the impact of last week's MPC meetings in Mexico, South Africa, and Colombia on our trade recommendations in these countries.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 go over the impact of last week's MPC meetings in Mexico, South Africa, and Colombia on our trade recommendations in these countries.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: Our Trade Recommendations in the Aftermath of Last Week’s MPC Meetings

In this week’s Alpha Bites, we recommend a DV01-neutral 2s10s flattener in South Africa. Even after factoring in the country's rapidly rising debt and the current high volatility of US long-end rates, the steepness looks extreme.

In this week’s Alpha Bites, we recommend a DV01-neutral 2s10s flattener in South Africa. Even after factoring in the country's rapidly rising debt and the current high volatility of US long-end rates, the steepness looks extreme.

Alpha Bites: Long South Africa 2s10s Flattener

South Africa

A vanilla 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 2Y (SASW2 CURNCY)

Rates 10y Dashboard: Our Trade Recommendations in the Aftermath of Last Week’s MPC Meetings

In this note, we go over the impact of last week's MPC meetings in Mexico, South Africa, and Colombia on our trade recommendations in these countries.

Gautam Jain, PhD, CFA

Alpha Bites: Long South Africa 2s10s Flattener

We recommend a 2s10s flattener in South Africa. Even after factoring in the country's rapidly rising debt and the current high volatility of US...

Gautam Jain, PhD, CFA

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)