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: Receive Colombia 5y Versus Pay Mexico 5y Rate

Rates 10y Dashboard: Mexico – Delaying the Inevitable Monetary Tightening

Alpha Bites: Take Profits on Two Rates Recommendations

Alpha Bites: Long Colombia 5s10s Steepener

Rates 10y Dashboard: Colombia’s Curve Steepens on Fiscal Concerns

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

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

FX & Rates

<p>In this note, we discuss the underperformance of the Colombian peso due to fiscal concerns potentially leading to a risk of credit rating downgrades. It may become a buying opportunity once one of the rating agencies downgrades the country.</p><p>Separately, the attached file is a snapshot of EM currency market, which we produce daily, and where 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 the broad market.</p>

In this note, we discuss the underperformance of the Colombian peso due to fiscal concerns potentially leading to a risk of credit rating downgrades. It may become a buying opportunity once one of the rating agencies downgrades the country.Separately, the attached file is a snapshot of EM currency market, which we produce daily, and where 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 the broad market.

FX Dashboard: Monitor Colombian Peso for an Entry Point

COP

FX Dashboard: Monitor Colombian Peso for an Entry Point