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Investors on Friday pushed emerging market risk spreads on sovereign bonds to their tightest point ever, shrugging off higher yields on US Treasuries.
Bond prices were mostly stable across the board, but spreads narrowed 6 basis points to an all-time low of 257 points according to J.P. Morgan's Emerging Markets Bond Index Plus (EMBI+).
"US Treasuries prices have been falling a lot but emerging countries, benefiting from good fundamentals, did not drop in the same proportion," said Felipe Brandao, emerging markets director at Arkhe Garban Intercapital in Sao Paulo.
Investors largely ignored inflation fears that sent yields on the US benchmark 10-year Treasury note to a one-month high of 4.27 percent. But some analysts said the market may be too confident.
Brazil's global bond due in 2040, widely considered an emerging market benchmark, fell a modest 0.125 point in price to bid 120.188 with a yield of 8.007 percent, one day after closing at its all-time high of 120.313.
Brazilian spreads over US Treasuries narrowed 8 basis points to 363 points. Investors are awaiting for Brazil's first issue of local currency-denominated bonds. The Treasury on Thursday mandated J.P. Morgan and Goldman Sachs to co-lead a "possible" deal, leaving many investors expecting the offer to be announced as late as this morning.
Colombia spreads tightened 8 basis points to 255 points as the country unexpectedly cut interest rates by a half-percentage point, saying inflation is contained and should finish the year within the government target of 4.5 percent to 5.5 percent.

Copyright Reuters, 2005

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