Fixed Income and Currency Strategist

Gautam Jain, PhD, CFA

FX & Rates

In this note, we argue that as volatility spills over from rising US yields, it may be better to hedge a broad EM currency exposure with the euro rather than reducing it.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.

In this note, we argue that as volatility spills over from rising US yields, it may be better to hedge a broad EM currency exposure with the euro rather than reducing it.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.

FX Dashboard: Hedge EM Currencies with Euro as Volatility Rises

In this note, we go over the drivers behind the outperformance of the Chilean peso versus other EM currencies and argue that the currency can continue to outperform on the back of rising copper prices.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.

In this note, we go over the drivers behind the outperformance of the Chilean peso versus other EM currencies and argue that the currency can continue to outperform on the back of rising copper prices.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.

FX Dashboard: Chilean Peso Outperforms Against EM but Lags Copper

In this note, we highlight the widening performance gap between commodities and EM currencies along with going over the reasons behind it and the timing when it can start reversing.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 the broad market.

In this note, we highlight the widening performance gap between commodities and EM currencies along with going over the reasons behind it and the timing when it can start reversing.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 the broad market.

FX Dashboard: Divergence Between Commodities and EM Currencies Grows

In this note, we discuss the rise in volatility for Latin American currencies especially relative to their carry. The low carry relative to the volatility puts the accommodative monetary policies in Peru and Colombia at risk in our view.Separately, the attached file is a snapshot of EM currency market, which we produce daily, and where 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 the broad market.

In this note, we discuss the rise in volatility for Latin American currencies especially relative to their carry. The low carry relative to the volatility puts the accommodative monetary policies in Peru and Colombia at risk in our view.Separately, the attached file is a snapshot of EM currency market, which we produce daily, and where 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 the broad market.

FX Dashboard: High Volatility Relative to Carry Weighing on LatAm Currencies

In this note, we discuss the underperformance of the Colombian peso due to fiscal concerns potentially leading to a risk of credit rating downgrades. It may become a buying opportunity once one of the rating agencies downgrades the country.Separately, the attached file is a snapshot of EM currency market, which we produce daily, and where 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 the broad market.

In this note, we discuss the underperformance of the Colombian peso due to fiscal concerns potentially leading to a risk of credit rating downgrades. It may become a buying opportunity once one of the rating agencies downgrades the country.Separately, the attached file is a snapshot of EM currency market, which we produce daily, and where 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 the broad market.

FX Dashboard: Monitor Colombian Peso for an Entry Point

Thailand

The Thai baht is the official currency of Thailand. 

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FX Dashboard: Hedge EM Currencies with Euro as Volatility Rises

In this note, we argue that as volatility spills over from rising US yields, it may be better to hedge a broad EM currency exposure with the euro...

Gautam Jain, PhD, CFA

FX Dashboard: Chilean Peso Outperforms Against EM but Lags Copper

We go over the drivers behind the outperformance of the Chilean peso versus other EM currencies and argue that the currency can continue to...

Gautam Jain, PhD, CFA

FX Dashboard: Divergence Between Commodities and EM Currencies Grows

In this note, we highlight the widening performance gap between commodities and EM currencies along with going over the reasons behind it and the...

Gautam Jain, PhD, CFA

FX Dashboard: High Volatility Relative to Carry Weighing on LatAm Currencies

The volatility of LatAm currencies has risen especially relative to their carry. The low carry relative to the volatility puts the accommodative...

Gautam Jain, PhD, CFA

FX Dashboard: Monitor Colombian Peso for an Entry Point

We discuss the underperformance of the Colombian peso due to the risk of credit rating downgrades. It may become a buying opportunity once one of...

Gautam Jain, PhD, CFA

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)