Relatórios

Alpha Bites: Mexico 5s10s Flattener with Paying Bias

In this week’s Alpha Bites (see attached pdf), we recommend a 5s10s flattener in Mexico. From here, either the sell-off…

Currencies Emerging Markets Fixed Income Global Strategy Interest Rates USA

Nenhum comentário | 1 voto. média: 5,00 out of 51 voto. média: 5,00 out of 51 voto. média: 5,00 out of 51 voto. média: 5,00 out of 51 voto. média: 5,00 out of 5

08/03/2021

Gautam Jain

Rates 10y Dashboard: Are EM Rates High Enough for the Risk?

While the Fed Chairman Powell was overall dovish when he spoke yesterday, he did not push back again the Treasury…

Currencies Emerging Markets Fixed Income Global Strategy Interest Rates USA

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05/03/2021

Gautam Jain

FX Dashboard: Rising Correlations Add to Overall Volatility

A combination of Fed Chair Powell disappointing the markets by not pushing back against the Treasuries sell-off and strong employment…

Currencies Emerging Markets Fixed Income Global Strategy Interest Rates USA

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05/03/2021

Gautam Jain

Rates 10y Dashboard: Correlations Within EM Increase

The US 10y yield was flat on the day, providing much-needed relief to global financial markets. EM 10y rates were…

Currencies Emerging Markets Fixed Income Global Strategy Interest Rates USA

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04/03/2021

Gautam Jain

FX Dashboard: Polish Zloty is Attractive at Current Levels

The dollar index (DXY) strengthened 0.2% but still stayed within its trading range of 89.5-91.5, although it is now close…

Currencies Emerging Markets Fixed Income Global Strategy Interest Rates USA

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04/03/2021

Gautam Jain

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

Following a couple of days of respite, US 10y yield resumed their upward march as they climbed 7 bp to…

Currencies Emerging Markets Fixed Income Global Strategy Interest Rates USA

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03/03/2021

Gautam Jain

FX Dashboard: Brazilian Assets Build Risk Premia

After weakening late in the day yesterday, the dollar index (DXY) recovered this morning to end up at 91.0, circling…

Brazil Currencies Emerging Markets Fixed Income Global Strategy Interest Rates USA

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03/03/2021

Gautam Jain

Rates 10y Dashboard: Taper Tantrum vs Current Reflationary Scare – Part 2

The US 10y yield continues to ease off from the peak of 1.52% reached last week as it dropped 4…

Currencies Emerging Markets Fixed Income Global Strategy Interest Rates USA

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02/03/2021

Gautam Jain

FX Dashboard: Taper Tantrum vs Current Reflationary Scare – Part 1

As we discussed last week, the US dollar has stayed relatively calm despite the volatility in global financial markets driven…

Brazil Currencies Emerging Markets Fixed Income Global Strategy Interest Rates USA

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02/03/2021

Gautam Jain

Alpha Bites: Monthly Trade Ideas Recap

The attached pdf is the first edition of our trade ideas recap note, which we plan to release monthly to…

Currencies Emerging Markets Fixed Income Global Strategy Interest Rates USA

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01/03/2021

Gautam Jain

Alpha Bites: Receive Hungary 10y vs Pay Poland 10y Rates

In this week’s Alpha Bites, we recommend receiving 10y rates in Hungary versus paying 10y rates in Poland in a…

Currencies Emerging Markets Fixed Income Global Strategy Interest Rates

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01/03/2021

Gautam Jain

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

The US 10y yield dropping 1 bp from yesterday’s close to 1.51% was a welcome relief this morning. Nevertheless, US…

Currencies Emerging Markets Fixed Income Global Strategy Interest Rates USA

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26/02/2021

Gautam Jain

FX Dashboard: EM FX Volatility Remains Low

With US Treasury markets on a tear, the dollar index (DXY) strengthened 0.4%, going back to 90.5 after dropping below…

Currencies Emerging Markets Fixed Income Global Strategy Interest Rates USA

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26/02/2021

Gautam Jain

Rates 10y Dashboard: Hungary’s Lag Looks Overdone

Another day, another leg-up in long-end rates in the US. The US 10y yield climbed 8 bp to 1.47%, reaching…

Currencies Emerging Markets Fixed Income Global Strategy Interest Rates USA

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25/02/2021

Gautam Jain

FX Dashboard: Colombian Peso to Continue Underperforming

In contrast with the overall risk-off sentiment this morning, the US dollar index (DXY) dropped 0.4% to 89.8. EM currencies…

Currencies Emerging Markets Fixed Income Global Strategy Interest Rates USA

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25/02/2021

Gautam Jain

Rates 10y Dashboard: Implications of US Curve Steepening for EM

Long-end rates in the US continue to push relentlessly higher as the reflationary scenario takes hold. In the process, they…

Currencies Emerging Markets Fixed Income Global Strategy Interest Rates USA

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24/02/2021

Gautam Jain

FX Dashboard: Is the Heavy Short Dollar Positioning a Concern?

The US dollar index (DXY) appreciated marginally by 0.1% to 90.3 this morning as it continues to hover in a…

Currencies Emerging Markets Fixed Income Global Strategy Interest Rates USA

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24/02/2021

Gautam Jain

FX Dashboard: Brazilian Real Cheap in REER Terms

The US dollar index (DXY) rallied 0.2% to 90.2, comfortably within its 89.5-91.5 range since mid-December where we expect it…

Brazil Currencies Emerging Markets Fixed Income Global Strategy Interest Rates USA

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23/02/2021

Gautam Jain

Rates 10y Dashboard: EM Spread to US Function of US Rates Vol

After steadily rising over the past few weeks, the US 10y yield edged 1 bp lower this morning. However, at…

Currencies Emerging Markets Fixed Income Global Strategy Interest Rates USA

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22/02/2021

Gautam Jain

FX Dashboard: High Correlation Between EM Currencies and US Equities

Despite the global risk-off sentiment this morning, the dollar index (DXY) weakened by 0.1% during New York morning. EM currencies…

Brazil Currencies Emerging Markets Fixed Income Global Strategy Interest Rates USA

Nenhum comentário | 2 votos. média: 5,00 out of 52 votos. média: 5,00 out of 52 votos. média: 5,00 out of 52 votos. média: 5,00 out of 52 votos. média: 5,00 out of 5

22/02/2021

Gautam Jain

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