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: Eventful MPC Meetings Coming Up

Rates 10y Dashboard: Mexico’s Curve Has Started to Bearish Flatten

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

Alpha Bites: Buy South Africa 10y Bond FX-Hedged Vs Pay 10y IRS

Rates 10y Dashboard: Wide Asset Swap Spreads in South Africa

Alpha Bites: Receive Hungary 10y Vs Pay Poland 10y Rates

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

FX & Rates

<p>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.</p>

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

ZAR 10Y

Alpha Bites: Long South Africa 2s10s Flattener