Fixed Income and Currency Strategist

Gautam Jain, PhD, CFA

Gautam Jain has over 25 years of experience covering global emerging fixed income and currency markets, both as a strategist and a portfolio manager. He has worked in buy-side and sell-side firms, including The Rohatyn Group (TRG Management), Barclays Capital, and Millennium Partners. He has helped manage emerging markets local-currency and hard-currency debt funds. The assets that he covers include currencies, interest rates, sovereign credits, and related derivatives. He specializes in portfolio construction, smart-beta index creation, and asset allocation. Mr. Jain holds a Ph.D. in Operations Research from Columbia University and is a CFA charter holder.

Rates 10y Dashboard: Is the Correlation of EM with US Curve Steepening Re-Emerging?

Rates 10y Dashboard: Eventful MPC Meetings Coming Up

Rates 10y Dashboard: Colombia Has Room to Ease

Alpha Bites: Mexico 5s10s Flattener with Paying Bias

Rates 10y Dashboard: Implications of US Curve Steepening for EM

FX Dashboard: Digging Deeper into Intra-Regional Correlations

FX & Rates

<p>In this week’s Alpha Bites, we recommend a 5s10s steepener in Colombia ahead of the monetary policy meeting later this month. We expect the central bank to be more dovish than the curve is currently pricing given favorable inflation dynamics amid risks to growth.</p>

In this week’s Alpha Bites, we recommend a 5s10s steepener in Colombia ahead of the monetary policy meeting later this month. We expect the central bank to be more dovish than the curve is currently pricing given favorable inflation dynamics amid risks to growth.

Alpha Bites: Long Colombia 5s10s Steepener

COP 5Y

Alpha Bites: Long Colombia 5s10s Steepener