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: Mexico 5s10s Flattener with Paying Bias

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

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?

Rates 10y Dashboard: EM Long-End Rates Relink with US Rates

FX & Rates

<p>We expect long-end rates in Mexico to perform well and show that the technical backdrop is supportive with the drop in foreign positions over the past year.</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 expect long-end rates in Mexico to perform well and show that the technical backdrop is supportive with the drop in foreign positions over the past year.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: Positioning Supports Long End of Mexico

MXN 10Y

Rates 10y Dashboard: Positioning Supports Long End of Mexico