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.

FX Dashboard: Leaders and Laggards in EM FX as US Yields Retreat from the Peak

FX Dashboard: As Goes the Dollar, so Goes EM FX

FX Dashboard: Is Heavy Short Dollar Positioning a Concern?

FX Dashboard: LatAm FX Has Started Outperforming Against Asia FX

Rates 10y Dashboard: LatAm Rates Lag Asia Even When Adjusted by Beta

Rates 10y Dashboard: Which Countries Are Most and Least Correlated with the US?

FX & Rates

<p>We discuss the current positioning in the dollar, which has gone from heavy short to close to flat now, based on CFTC data, and its implications for future dollar moves.</p><p>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>

We discuss the current positioning in the dollar, which has gone from heavy short to close to flat now, based on CFTC data, and its implications for future dollar moves.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: Short Dollar Positions Have Been Cleaned Up

Dollar Index

FX Dashboard: Short Dollar Positions Have Been Cleaned Up