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.

Alpha Bites: Long Chilean Peso Vs Short Australian Dollar

FX Dashboard: Winners and Losers in the EM Turnaround

FX Dashboard: EM FX Is Fair in REER Terms but Differentiation Abounds

FX Dashboard: Copper Outlook Positive for Chilean Peso

Alpha Bites: Receive Chile 10y Vs Pay Chile 2y with Receiving Bias

FX Dashboard: Chilean Peso Vs Australian Dollar

Rates 10y Dashboard: Which Countries Underperformed as US Rates Rallied?

Rates 10y Dashboard: Chile’s Curve Steepens Even as US Curve Flattens

FX & Rates

<p>In this note, we go over the drivers behind the outperformance of the Chilean peso versus other EM currencies and argue that the currency can continue to outperform on the back of rising copper prices.</p><p>Separately, the attached file is a snapshot of the EM currency market in which we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to an EM currency index.</p>

In this note, we go over the drivers behind the outperformance of the Chilean peso versus other EM currencies and argue that the currency can continue to outperform on the back of rising copper prices.Separately, the attached file is a snapshot of the EM currency market in which we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to an EM currency index.

FX Dashboard: Chilean Peso Outperforms Against EM but Lags Copper

CLP

FX Dashboard: Chilean Peso Outperforms Against EM but Lags Copper