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: Long Malaysian Ringgit Vs Short Chinese Renminbi

FX Dashboard: Spillover Risk from China to EM FX

FX Dashboard: Will Asian Currencies Continue to Underperform?

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

Rates 10y Dashboard: Which EM Countries Stand to Benefit if US Rates Vol Keeps Falling?

Rates 10y Dashboard: Which EM Rates Are Most Vulnerable to Rising US Rates?

FX Dashboard: Which Currencies Are Most Vulnerable to Dollar Strengthening?

Rates 10y Dashboard: An Update on Taper Tantrum Vs Current Reflationary Scare – Part 2

FX & Rates

<p>We evaluate where in Asia would it be worthwhile to be long duration under our baseline scenario of US rates volatility staying low for the rest of the summer. To do so, we use carry, potential capital gains, and the correlation with the US as the primary metrics.</p><p>Separately, the attached file is a snapshot of the 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 an EM rates index.</p>

We evaluate where in Asia would it be worthwhile to be long duration under our baseline scenario of US rates volatility staying low for the rest of the summer. To do so, we use carry, potential capital gains, and the correlation with the US as the primary metrics.Separately, the attached file is a snapshot of the 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 an EM rates index.

Rates 10y Dashboard: Where in Asia Is Duration Risk Worthwhile?

THB 10Y

Rates 10y Dashboard: Where in Asia Is Duration Risk Worthwhile?