Emerging debt up on US data, election jitters

31 Oct, 2004

Emerging market spreads narrowed on Friday, supported by weaker-than-expected US economic data and a drop in crude oil prices which drove investors into higher-risk assets.
"The market had an upside pop, particularly in Brazil. The approach is the continuation of what we had in past days - and that is, people are concentrating on what is happening in the US economy," said Enrique Alvarez, Latin America debt strategist at IDEAglobal.
Country spreads narrowed 4 basis points on the JP Morgan Emerging Markets Bond Index Plus (EMBI+) to 409 bps over US Treasuries. Total returns were up 0.35 percent. Brazil's portion on the EMBI+ narrowed 14 bps to 469 bps over Treasuries, with total returns up 0.71 percent.
Brazil's global bond due 2040, considered the emerging market benchmark paper, rose 1.125 to bid at 112.688 and yield 9.123 percent.
US Treasuries rose after data showed the US economy grew 3.7 percent in the third quarter, less strongly than expected, while inflation slowed markedly.
Investors are more likely to place their money in higher-risk assets such as emerging markets when they perceive the economy is growing at a slower pace and thus the US Federal Reserve can take its time in raising interest rates.
"Another influencing factor is oil. The crude market has fallen nearly 10 percent off its highs, so investors got a little bit more confidence off that and there is a little bit more risk taking," Alvarez said.
Crude oil prices on the New York Mercantile Exchange traded at $51 a barrel, down from an all-time high of $55.67 reached two weeks ago. Nervousness in the market ahead of the US elections was also helping emerging markets.
"If the election is too close to call, if we have a similar scenario from the 2000 election, people do not want to be short Treasury," Alvarez added. "In turn, that is allowing Latin America to take advantage of that build-up in the tight yield spread in the Treasury market.

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