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: Where in Asia Is Duration Risk Worthwhile?

Alpha Bites: Long Malaysian Ringgit Vs Short Chinese Renminbi

FX Dashboard: Spillover Risk from China to EM FX

FX Dashboard: US Treasury Holds Back Labeling Taiwan a Currency Manipulator

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

Rates 10y Dashboard: Limited Impact on China’s Rates of US Sell-Off

FX Dashboard: Correlation of Taiwan Dollar with Rest of Asia Picks Up

FX Dashboard: LatAm FX Has Started Outperforming Against Asia FX

FX & Rates

<p>In this note, we discuss the outperformance of rates in Asia vis-à-vis the US, which has been broad-based and has persisted both when US rates were selling off and when they rallied back.</p><p>Separately, the attached file is a snapshot of EM 10y rates market in which 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>

In this note, we discuss the outperformance of rates in Asia vis-à-vis the US, which has been broad-based and has persisted both when US rates were selling off and when they rallied back.Separately, the attached file is a snapshot of EM 10y rates market in which 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: Rates in Asia Continue to Outperform the US

TWD 10Y

Rates 10y Dashboard: Rates in Asia Continue to Outperform the US