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Exclusive-JPMorgan sounds out investors on Venezuela bond index weightings -sources

Published 10/26/2023, 10:58 AM
Updated 10/26/2023, 01:31 PM
© Reuters. FILE PHOTO: A J.P. Morgan logo is seen outside the JPMorgan bank offices in Paris, France, January 27, 2023. REUTERS/Sarah Meyssonnier/File Photo
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By Rodrigo Campos and Jorgelina do Rosario

NEW YORK/LONDON (Reuters) -JPMorgan has reached out to Venezuela bondholders about normalizing the weighting of the country's international notes in its widely followed EMBI indexes, three sources with direct knowledge told Reuters.

The talks come after the United States lifted sanctions on Oct. 18 on trading certain bonds issued by the sovereign and state-oil firm PDVSA in the secondary market. The restrictions were removed in response to a deal reached between the country's government and opposition parties for the 2024 election.

JPMorgan's index team, which has made no statement as yet on the future treatment of the Venezuelan bonds, has reached out informally to investors to discuss the topic, the sources said.

JPMorgan had no comment when asked about the process.

Venezuela and PDVSA have around $60 billion of international bonds outstanding, which are in default.

The Wall Street bank had kept the bonds notionally in its influential emerging market fixed income index but dialed their weighting down to zero in November 2019 after Washington imposed sweeping sanctions.

At the time, JPMorgan indicated that an easing of trading restrictions could trigger a "positive Index Watch" while the weighting would "likely be normalized in proportion to prevailing market capitalization" and would happen in phases.

JPMorgan's EMBI indexes are the main benchmark for hard-currency bonds issued by emerging market countries and increasing Venezuela's weighting would trigger buying by index-linked funds.

© Reuters. FILE PHOTO: A state oil company PDVSA's logo is seen at a gas station in Caracas, Venezuela May 17, 2019. REUTERS/Ivan Alvarado/File Photo

Prices in select Venezuela and PDVSA bonds rallied from rock-bottom lows after the ban was lifted, with a PDVSA bond that traded last week at 5.5 cents now priced at 13.5 cents and a Venezuela 2038 note up at 18 cents from last week's 8.5 cents, including Thursday's 1.5 cent rise.

The decision on index membership and weighting is taken by JPMorgan, though any changes usually follow consultations with investors.

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