Fixed Income and Currency Strategist

Gautam Jain, PhD, CFA

FX & Rates

We discuss the bearish flattening of Mexico's rates curve ahead of the monetary policy meeting tomorrow and argue that the flattening should continue.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.

We discuss the bearish flattening of Mexico's rates curve ahead of the monetary policy meeting tomorrow and argue that the flattening should continue.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.

Rates 10y Dashboard: Mexico’s Curve Has Started to Bearish Flatten

We discuss our views on three critical upcoming MPC meetings in EM countries. While none of the three are expected to make any changes in policy rates just yet, the statements could still be market-moving.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.

We discuss our views on three critical upcoming MPC meetings in EM countries. While none of the three are expected to make any changes in policy rates just yet, the statements could still be market-moving.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.

Rates 10y Dashboard: Eventful MPC Meetings Coming Up

In this note, we assess in which countries in EM is the carry in 10y rates high enough for the current volatility and in which countries it is not.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.

In this note, we assess in which countries in EM is the carry in 10y rates high enough for the current volatility and in which countries it is not.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.

Rates 10y Dashboard: In Which Countries Is the Rates Carry Sufficient for the Volatility?

In this note, we explore the implications of the recent increase in correlations within emerging markets.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 explore the implications of the recent increase in correlations within emerging markets.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: Correlations Within EM Increase

In this note, we look at the sensitivity of EM rates to US rates in the current sell-off at a country level.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 look at the sensitivity of EM rates to US rates in the current sell-off at a country level.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: Sensitivity of EM Rates to Rising US Rates

Taiwan

A vanilla interest rate swap us an agreement between two counterparties to exchange cashflows (fixed vs floating) in the same currency. This agreement is often used by counterparties to change their fixed cashflows to floating or vice versa. The payments are made during the life of the swap in the frequency that is pre-established by the counterparties.

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TWD 10Y (NTSW10 CURNCY)

Rates 10y Dashboard: Mexico’s Curve Has Started to Bearish Flatten

We discuss the bearish flattening of Mexico's rates curve ahead of the monetary policy meeting tomorrow and argue that the flattening should continue.

Gautam Jain, PhD, CFA

Rates 10y Dashboard: Eventful MPC Meetings Coming Up

We discuss our views on three critical upcoming MPC meetings in EM. While none of the three are expected to make any changes in policy rates just...

Gautam Jain, PhD, CFA

Rates 10y Dashboard: In Which Countries Is the Rates Carry Sufficient for the Volatility?

In this note, we assess in which countries in EM is the carry in 10y rates high enough for the current volatility and in which countries it is not.

Gautam Jain, PhD, CFA

Rates 10y Dashboard: Correlations Within EM Increase

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

Gautam Jain, PhD, CFA

Rates 10y Dashboard: Sensitivity of EM Rates to Rising US Rates

Attached is our daily Rates 10y Dashboard that helps identify dislocations in EM 10y rates market. In this note, we look at the sensitivity at...

Gautam Jain, PhD, CFA

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)