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: Positioning Supports Long End of Mexico

FX Dashboard: Update on Mexican Peso Vs Canadian Dollar Trade Recommendation

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

Rates 10y Dashboard: Mexico’s Rising Breakeven Inflation

Alpha Bites: Mexico 5s10s Flattener with Paying Bias

Rates 10y Dashboard: Eventful MPC Meetings Coming Up

Alpha Bites: Long South Africa 2s10s Flattener

Alpha Bites: Long Colombia 5s10s Steepener

FX & Rates

<p>We discuss the bearish flattening of Mexico's rates curve ahead of the monetary policy meeting tomorrow and argue that the flattening should continue.</p><p>The attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market.</p>

We discuss the bearish flattening of Mexico's rates curve ahead of the monetary policy meeting tomorrow and argue that the flattening should continue.The attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market.

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

MXN 10Y

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