SCM / 2026
SOPHRON
Research. Conviction. Resilience.

STRATEGY FRAMEWORK / Rates · Relative Value

Sovereign Curve Relative Value

Relative-value expressions across developed-market sovereign curves and basis markets.
Global rates research
Interest-rate risk framework

Expresses views on curve shape, roll-down, and cross-market basis with tightly controlled beta to parallel rate moves. Designed as a diversifier within multi-strategy mandates.

STAY RESILIENT

Sophron Capital Management / New York · London · Singapore