Fixed Income and Currency Strategist

Gautam Jain, PhD, CFA

FX & Rates

In this note, we compare and analyze the performance of EM 10y rates relative to US at country and regional levels.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. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

In this note, we compare and analyze the performance of EM 10y rates relative to US at country and regional levels.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. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

Rates 10y Dashboard: EM Rates Outperforming US in the Correction

In this note, we look at the recent increase in the volatility of US rates vis-à-vis EM. The attached file is a snapshot of the 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. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

In this note, we look at the recent increase in the volatility of US rates vis-à-vis EM. The attached file is a snapshot of the 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. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

Rates 10y Dashboard: US Rates Volatility Low but Rising

In today's note, we look at the EM-US rates correlation. The attached file is a snapshot of the 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. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

In today's note, we look at the EM-US rates correlation. The attached file is a snapshot of the 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. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

The attached file is a snapshot of the 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. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

The attached file is a snapshot of the 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. The analysis, therefore, is not a forecasting tool but to be used for identifying dislocations, which we loosely define as price moves that cannot be justified by fundamentals.

Rates 10y Dashboard (Feb 2, 2021): Turkey Outperforming

Price Gauge
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RUB 10Y (RRSWM10 CURNCY)

Rates 10y Dashboard: EM Rates Outperforming US in the Correction

Attached is our daily Rates 10y Dashboard that helps identify dislocations in EM 10y rates market. In this note, we compare the performance of EM...

Gautam Jain, PhD, CFA

Rates 10y Dashboard: US Rates Volatility Low but Rising

Attached is our daily Rates 10y Dashboard that highlights dislocations in EM 10y rates markets. In this note, we look at the recent increase in the...

Gautam Jain, PhD, CFA

Rates 10y Dashboard: EM-US Correlation

Attached is our daily Rates 10y Dashboard that highlights dislocations in EM 10y rates markets. In today's note, we look at the correlation of EM...

Gautam Jain, PhD, CFA

Rates 10y Dashboard (Feb 2, 2021): Turkey Outperforming

Attached is our daily Rates 10y Dashboard that highlights dislocations in EM 10y rates markets with the objective of identifying the leaders and...

Gautam Jain, PhD, CFA

Rates 10y Dashboard - Feb 1, 2021

Attached is the daily Rates 10y Dashboard that highlights dislocations in EM 10y rates markets with the objective of identifying the leaders and...

Gautam Jain, PhD, CFA

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)