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: Peru’s Currency and Rates Are Already Reflecting Election Risk

FX Dashboard: Timing the Entry for Peruvian Sol

FX Dashboard: Opposite Reactions of Mexican Peso and Peruvian Sol to Sunday’s Elections

FX Dashboard: Which Countries Are Intervening the Most?

FX Dashboard: EM Currencies Vs Commodities

FX Dashboard: Is Heavy Short Dollar Positioning a Concern?

FX Dashboard: Digging Deeper into Intra-Regional Correlations

FX & Rates

<p>The Peruvian sol (PEN) is standing out as an underperformer relative to other EM currencies,. However, we would look for an entry point closer to the elections as it may get cheaper.</p><p>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.</p>

The Peruvian sol (PEN) is standing out as an underperformer relative to other EM currencies,. However, we would look for an entry point closer to the elections as it may get cheaper.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: Peruvian Sol Cheapens Further Ahead of the Elections