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: Is It Time for Latin American Currencies to Turn Around?

FX Dashboard: Stay Bullish on the Chilean Peso

FX Dashboard: Cross-Correlations Between EM Currencies Rise Sharply

Rates 10y Dashboard: EM-US Rates Divergence Persists Despite Falling Volatility

Rates 10y Dashboard: Which EM Countries to Target for 2s5s Flatteners?

Rates 10y Dashboard: Can US Curve Flattening Pull EM with It?

Alpha Bites: Long Indian Rupee Vs Short Korean Won

FX & Rates

<p>US long-end yields may be headed for a summer lull. If so, it could set up a period where EM rates make up for some of their previous underperformance. We identify the countries that stand to benefit if this scenario plays out.</p><p>Separately, the attached file is a snapshot of the EM currency market in which 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 an EM currency index.</p>

US long-end yields may be headed for a summer lull. If so, it could set up a period where EM rates make up for some of their previous underperformance. We identify the countries that stand to benefit if this scenario plays out.Separately, the attached file is a snapshot of the EM currency market in which 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 an EM currency index.

Rates 10y Dashboard: Which Countries Stand to Benefit as EM Rates Volatility Falls?

US Treasury (10 Yr Generic)

Rates 10y Dashboard: Which Countries Stand to Benefit as EM Rates Volatility Falls?