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EMERGING MARKETS-Tailwinds of risk aversion send prices lower

Published 11/19/2009, 05:29 PM
Updated 11/19/2009, 05:33 PM
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* Emerging market stocks drop on rising risk aversion

* Flight to quality trade pulls LatAm currencies down

* Mexican FinMin says not a disaster if rating is cut

By Daniel Bases

NEW YORK, Nov 19 (Reuters) - Emerging market asset prices fell on Thursday, with stocks, bonds and currencies all lower as recent U.S. economic data and increased trading volatility resulted in some profit taking.

The risk aversion led to gains in the U.S. dollar and U.S. Treasuries but cash was pulled from commodity markets, taking gold and oil lower on the day.

MSCI's emerging markets stock index fell 1.36 percent <.MSCIEF>, while the Latin American stock index dropped over 2.0 percent on the day <.MILA00000PUS>. Both indexes recently saw 15 month highs.

Yield spreads between emerging market sovereign bonds and benchmark U.S. Treasuries deteriorated on Thursday, widening by five basis points to 311 basis points, according to the JP Morgan Emerging Markets Bond Index Plus <11EMJ><.JPMEMBIPLUS>.

"(Emerging market) bonds did get a little bit of a pullback today because you had an increase in risk aversion as evidenced by the 4.0 percent rise in the VIX," said Alberto Bernal, head of macroeconomic strategy at BullTick Capital Markets in Miami.

"The VIX and combined with the poor housing number which was significantly worse than expected, yesterday got people to start questioning whether or not we are in a double-dip scenario and that generated the negative feelings today," he said.

The CBOE Volatility Index <.VIX>, a measure of risk based on S&P 500 index options, rose 4.62 percent. On Wednesday the U.S. reported a construction of new homes hit a six-month low in October.

In the currency markets, the Brazilian real fell nearly one percent to 1.7340 . Stocks in Brazil fell 0.28 percent <.BVSP> on growing concerns over a new government tax aimed at stemming the real's rise as well as weakness in global markets.

The new 1.5 percent tax, announced late on Wednesday, will be charged when overseas investors convert U.S.-listed American Depositary Receipts of Brazilian companies into local stocks.

This is the latest move by the government to try to stem the demand for its currency whose rising value puts the nation's exporters at a disadvantage in international markets.

MEXICO'S RATING DRAMA

Mexico's currency fell 0.50 percent to 13.070 while stocks dropped 0.77 percent.

"Global markets are falling in the same proportion. The strength of the dollar on Wednesday night pushed investors to become averse to risk and take profits," said Gerardo Roman, head of stock trading at Actinver brokerage firm in Mexico City.

Mexico's peso has lagged the rally seen in emerging markets because of worries that Wall Street ratings agencies could downgrade Mexico's debt. Brazil's real is up around 35 percent this year, compared with a 6 percent advance for Mexico's peso.

In New York, Mexican Finance Minister Agustin Carstens said on Thursday that a downgrade of rating would not be a disaster as external borrowing needs are low. [ID:nN19187285]

He also said the recently approved 2010 budget, which includes tax hikes, addresses permanent fiscal shocks related to declining oil production. [ID:nN19183115]

Mexico needs $8 billion in external financing for 2010 and expects to get $5 billion to $6 billion of that from multilateral agencies, Carstens told reporters on the sidelines of a conference in New York.

That leaves some $2 billion to be raised in international capital markets "in the moment when costs are lower and conditions, right," Carstens said after a conference organized by the U.S.-Mexico Chamber of Commerce.

The head of the state petroleum company, Pemex, said the company will likely tap international markets to raise funding for projects next year as it seeks to hold oil output steady at 2.5 million barrels a day. [ID:nN19180046] (Additional reporting by Luciana Lopez and Elzio Barreto in Sao Paulo; Lizbeth Salazar in Mexico City; Walter Brandimarte and Rebekah Kebede in New York)

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