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REFILE-GRAPHICS-Emerging market bond insurance costs surge as rout bites

Published 2015-08-21, 11:41 a/m
© Reuters.  REFILE-GRAPHICS-Emerging market bond insurance costs surge as rout bites
HG
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MSCIEF
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(Refiles to fix spelling in eighth paragraph)
By Marc Jones
LONDON, Aug 21 (Reuters) - The cost of insuring swathes of
emerging market countries' government debt against a default
were sitting at multi-year highs on Friday, as the global rout
in riskier assets continued to gather momentum.
Major worries about China's health, a potential U.S. rate
hike and a slump in commodity prices are combining with some
difficult individual country politics to create a near perfect
storm for emerging market investors.
The pain has been showing in EM stocks .MSCIEF which are
at four-year lows and via a mass slide of Asian and
commodity-linked currencies, but bond markets are starting to
show an increasing degree of pressure too.
As this graphic shows http://link.reuters.com/suv45w
Turkey TRGV5YUSAC=MP , South Africa ZAGV5YUSAC=MP and Saudi
Arabia's SAGV5YUSAC=MP Credit Default Swaps, which bond buyers
use to hedge the risk of default, have all hit their highest
since 2013 this week.
China's CNGV5YUSAC=MP CDS are also just a whisker away
from those levels and others have fared even worse.
A major political scandal rocking Malaysia ID:nL3N1091XU
has seen its CDS costs shoot to their highest since 2011 while a
similarly toxic story in Brazil ID:nL2N0ZW0Z0 have seen
default insurance cost sail to their highest since 2009.
This week though it has been Saudi Arabia that has seen the
most jarring move. ID:nL2N0ZW0Z0 Its CDS have leapt more than
70 percent on worries that the falling oil price will not only
whack its economy but also force it to scrap its long-held
dollar currency peg.
Colombia too, where oil accounts for a fifth of government
revenues, CDS are at their highest since 2009 COGV5YUSAC=MP .
In Chile, which earns much of its money from copper sales to
China, they are at the highest since mid-2012. CLGV5YUSAC=MP
The sharp rise Turkish CDS has come for a completely
different reason. It has been forced to call fresh elections
after its main political parties failed to form a coalition
government.
It is also fighting militants from both within and outside
its borders and is seen as one of the most sensitive to a
potential rise in U.S. interest rates due to its large amounts
of dollar denominated debt that is expected to get more
expensive to service as rates start to rise.

<^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Emerging market CDS http://link.reuters.com/suv45w
sovereign ratings versus CDS http://link.reuters.com/zaw82w
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^>


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