Emerging sovereign debt prices flat

11 Mar, 2007

Emerging sovereign debt prices were little changed on Friday as key US jobs data came within expectations and investors remained cautious about the impact of a stronger yen in risky markets.
Emerging debt returns mirrored a weak performance on Wall Street and were mostly stable on J.P. Morgan's EMBI+ index. Brazil's global bond due 2040, the most traded security of its asset class, declined 0.188 point in price to be bid 133.625.
Emerging debt risk spreads, however, tightened 9 basis points to 178 basis points as high-yield bonds outperformed the US Treasury market. Enrique Alvarez, Latin America debt strategist for IDEAglobal in New York, said markets were very much focused on the external environment, and that the yen was playing a big part in that.
The strengthening of the Japanese currency is seen as one of the main triggers of the sell-off that hit global markets last week. As the yen becomes stronger, investors see a progressive unwinding of carry-trade opportunities that had allowed them to borrow cheaply in a safe currency and invest in high-yielding assets.
Market concerns about the unwinding of carry trades retreated on Friday as the yen weakened. But Alvarez said the yen's movement, "is going to be an element that will continue to bother the market." Stabilisation of the Japanese currency, on the other hand, could make investors more confident about risky markets, he added.
The yen weakened against the dollar on Friday after a report showed the number of jobs added to the US economy in February was in line with market expectations. The report eased fears of a sharp economic slowdown in the world's largest economy.
Meanwhile, in Ecuador, President Rafael Correa demanded 57 opposition lawmakers accept a court ruling that fired them, intensifying a power struggle with the legislature. The political confrontation should keep the president's plan to restructure Ecuador's debt on the back burner for the moment, J.P. Morgan's analyst Ben Ramsey wrote in a research note.

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